Systems with several degrees of freedom appear to be much more complicated than the simple harmonic oscillator. What we will see in this chapter is that this is an illusion. When we look at it in the right way, we can see the simple oscillators inside the more complicated system.
3.1: More than One Degree of Freedom¶
In general, the number of degrees of freedom of a system is the number of independent coordinates required to specify the system’s configuration. The more degrees of freedom the system has, the larger the number of independent ways that the system can move. The more possible motions, you might think, the more complicated the system will be to analyze. In fact, however, using the tools of linear algebra, we will see that we can deal with systems with many degrees of freedom in a straightforward way.
Coupled Oscillators¶

Figure 3.1:Two pendulums coupled by a spring.
Consider the system of two pendulums shown in Figure 3.1. The pendulums consist of rigid rods pivoted at the top so they oscillate without friction in the plane of the paper. The masses at the ends of the rods are coupled by a spring. We will consider the free motion of the system, with no external forces other than gravity. This is a classic example of two “coupled oscillators.” The spring that connects the two oscillators is the coupling. We will assume that the spring in Figure 3.1 is unstretched when the two pendulums are hanging straight down, as shown. Then the equilibrium configuration is that shown in Figure 3.1. This is an example of a system with two degrees of freedom, because two quantities, the displacements of each of the two blocks from equilibrium, are required to specify the configuration of the system. For example, if the oscillations are small, we can specify the configuration by giving the horizontal displacement of each of the two blocks from the equilibrium position.
Suppose that block 1 has mass , block 2 has mass , both pendulums have length and the spring constant is (Greek letter kappa). Label the (small) horizontal displacements of the blocks to the right, and , as shown in Figure 3.2. We could have called these

Figure 3.2:Two pendulums coupled by a spring displaced from their equilibrium positions.
masses and displacements anything, but it is very convenient to use the same symbol, , with different subscripts. We can then write Newton’s law, , in a compact and useful form.
for = 1 to 2, where is the horizontal force on block 1 and is the horizontal force on block 2. Because there are two values of , 3.1 is two equations; one for = 1 and another for = 2. These are the two equations of motion for the system with two degrees of freedom. We will often refer to all the masses, displacements or forces at once as , or , respectively. For example, we will say that is the horizontal force on the th block. This is an example of the use of “indices” ( is an index) to simplify the description of a system with more than one degree of freedom.
When the blocks move horizontally, they will move vertically as well, because the length of the pendulums remains fixed. Because the vertical displacement is second order in the s,
we can ignore it in thinking about the spring. The spring stays approximately horizontal for small oscillations.
To find the equation of motion for this system, we must find the forces, , in terms of the displacements, . It is the approximate linearity of the system that allows us to do this in a useful way. The forces produced by the Hooke’s law spring, and the horizontal forces on the pendulums due to the tension in the string (which in turn is due to gravity) are both approximately linear functions of the displacements for small displacements. Furthermore, the forces vanish when both the displacements vanish, because the system is in equilibrium. Thus each of the forces is some constant (different for each block) times plus some other constant times . It is convenient to write this as follows:
or more compactly,
for = 1 to 2. We have written the four constants as , , and in order to write the force in this compact way. Later, we will call these constants the matrix elements of the matrix. In this notation, the equations of motion are

Figure 3.3:Two pendulums coupled by a spring with block 2 displaced from an equilibrium position.
Because of the linearity of the system, we can find the constants, , by considering the displacements of the blocks one at a time. Then we find the total force using 3.4. For example, suppose we displace block 2 with block 1 held fixed in its equilibrium position and look at the forces on both blocks. This will allow us to compute and . The system with block two displaced is shown in Figure 3.3. The forces on the blocks are shown in Figure 3.4, where is the tension in the th pendulum string. is the force on block 1 due to the displacement of block 2. is the force on block 2 due to the displacement of block 2. For small displacements, the restoring force from the spring is nearly horizontal and equal to on block 1 and on block 2. Likewise, in the limit of small displacement, the vertical component of the force from the tension nearly cancels the gravitational force on block 2, , so that the horizontal component of the tension gives a restoring force on block 2. For block 1, the force from the tension just cancels the gravitational force . Thus
and
An analogous argument shows that
Notice that
We will see below that this is an example of a very general relation.
.](/physicsOfWaves/build/lt-33730-clipboard_e-aeee4a9b820223fe20e32c4a1a4d455a.png)
Figure 3.4:The forces on the two blocks in Figure 3.3.
Linearity and Normal Modes¶
3-1
We will see in this chapter that the most general possible motion of this system, and of any such system of oscillators, can be decomposed into particularly simple solutions, in which all the degrees of freedom oscillate with the same frequency. These simple solutions are called “normal modes.” The displacements for the most general motion can be written as sums of the simple solutions. We will study how this works in detail later, but it may be useful to see it first. A possible motion of the system of two coupled oscillators is animated in program 3-1. Below the actual motion, we show the two simple motions into which the more complicated motion can be decomposed. For this system, the normal mode with the lower frequency is one in which the displacements of the two blocks are the same:
The other normal mode is one in which the displacements of the two blocks are opposite
The sum of these two simple motions gives the much more complicated motion shown in program 3-1.
Coupled Oscillators¶
Before we try to solve the equations of motion, 3.5, let us generalize the discussion to systems with more degrees of freedom. Consider the oscillation of a system of particles connected by various springs with no damping. Our analysis will be completely general, but for simplicity, we will talk about the particles as if they are constrained to move in the direction, so that we can measure the displacement of the th particle from equilibrium with the coordinate . Then the equilibrium configuration is the one in which all the s are all zero.
Newton’s law, , for the motion of the system gives
where is the mass of the th particle, is the force on it. Because the system is linear, we expect that we can write the force as follows (as in 3.4):
for to . The constant, , is the force per unit displacement of the th particle due to a displacement of the th particle. Note that all the s vanish at equilibrium when all the s are zero. Thus the equations of motion are
for to .
To measure , make a small displacement, , of the th particle, keeping all the other particles fixed at zero, assumed to be an equilibrium position. Then measure the force, on the th particle with only the th particle displaced. Since the system is linear (because it is made out of springs or in general, as long as the displacement is small enough), the force is proportional to the displacement, . The ratio of to is :
Note that is defined with a sign, so that a positive is a force that is opposite to the displacement, and therefore tends to return the system to equilibrium.
Because the system is linear, the total force due to an arbitrary displacement is the sum of the contributions from each displacement. Thus
Let us now try to understand 3.9. If we consider systems with no damping, the forces can be derived from a potential energy,
But then by differentiating equation 3.16 we find that
The partial differentiations commute with one another, thus equation 3.18 implies
In words, the force on particle due to a displacement of particle is equal to the force on particle due to the displacement of particle .
3.2: Matrices¶
It is very useful to rewrite equation 3.14 in a matrix notation. Because of the linearity of the equations of motion for harmonic motion, it will be very useful to have the tools of linear algebra at hand for our study of wave phenomena. If you haven’t studied linear algebra (or didn’t understand much of it) in math courses, DON’T PANIC. We will start from scratch by describing the properties of matrices and matrix multiplication. The important thing to keep in mind is that matrices are nothing very deep or magical. They are just bookkeeping devices designed to make your life easier when you deal with more than one equation at a time.
A matrix is a rectangular array of numbers. An matrix has rows and columns. Matrices can be added and subtracted simply by adding and subtracting each of the components. The difference comes in multiplication. It is very convenient to define a multiplication law that defines the product of an matrix on the left with a matrix on the right (the order is important!) to be an matrix as follows:
Call the matrix and let be the number in the th row and th column for and . These individual components of the matrix are called matrix elements. In terms of its matrix elements, the matrix looks like:
Call the matrix with matrix elements for and :
Call the matrix with matrix elements for and .
Then the matrix is defined to be the product matrix if
Equation 3.23 is the algebraic statement of the “row-column” rule. To compute the matrix element of the product matrix, , take the th row of the matrix and the th column of the matrix and form their dot-product (corresponding to the sum over in 3.23). This rule is illustrated below:
For example,
It is easy to check that the matrix product defined in this way is associative, . However, in general, it is not commutative, . In fact, if the matrices are not square, the product in the opposite order may not even make any sense! The matrix product only makes sense if the number of columns of is the same as the number of rows of . Beware!
Except for the fact that it is not commutative, matrix multiplication behaves very much like ordinary multiplication. For example, there are “identity” matrices. The identity matrix, called , has zeros everywhere except for 1’s down the diagonal. For example, the identity matrix is
The identity matrix satisfies
We will be primarily concerned with “square” (that is ) matrices.
Matrices allow us to deal with many linear equations at the same time.
An dimensional column vector can be regarded as an matrix. We will call this object an “-vector.” It should not be confused with a coordinate vector in three-dimensional space. Likewise, we can think of an dimensional row vector as a 0 matrix. Matrix multiplication can also describe the product of a matrix with a vector to give a vector. The particularly important case that we will need in order to analyze wave phenomena involves square matrices. Consider an matrix multiplying an -vector, , to give another -vector, . The square matrix has matrix elements, for and to . The vectors and each have matrix elements, just their components and for to . Then the matrix equation:
actually stands for equations:
for to . In other words, these are simultaneous linear equations for the ’s. You all know, from your studies of algebra how to solve for the ’s in terms of the ’s and the ’s but it is very useful to do it in matrix notation. Sometimes, we can find the “inverse” of the matrix , , which has the property
where is the identity matrix discussed in 3.26 and 3.27. If we can find such a matrix, then the simultaneous linear equations, 3.29, have a unique solution that we can write in a very compact form. Multiply both sides of 3.29 by . On the left-hand side, we can use 3.30 and 3.27 to get rid of the and write the solution as follows:
Inverse and Determinant¶
We can compute in terms of the “determinant” of . The determinant of the matrix is a sum of products of the matrix elements of with the following properties:
There are terms in the sum;
Each term in the sum is a product of different matrix elements;
In each product, every row number and every column number appears exactly once;
Every such product can be obtained from the product of the diagonal elements, , by a sequence of interchanges of the column labels. For example, involves one interchange while requires two.
The coefficient of a product in the determinant is +1 if it involves an even number of interchanges and −1 if it involves an odd number of interchanges.
Thus the determinant of a matrix, is
The determinant of a matrix, is
Unless you are very unlucky, you will never have to compute the determinant of a matrix larger than by hand. If you are so unlucky, it is best to use an inductive procedure that builds it up from the determinants of smaller submatrices. We will discuss this procedure below.
If , the matrix has no inverse. It is not “invertible.” In this case, the simultaneous linear equations have either no solution at all, or an infinite number of solutions. If , the inverse matrix exists and is uniquely given by
where is the cofactor matrix defined by its matrix elements as follows:
with
In other words, is obtained from the matrix by replacing the matrix element by 1 and all other matrix elements in row or column by 0. Thus if
Note the sneaky interchange of in this definition, compared to 3.23.
For example if
then
Thus,
and since ,
satisfies where is the identity matrix:
In terms of the submatrices, , we can define the determinant inductively, as promised above. In fact, the reason that 3.30 works is that the determinant can be written as
Actually this is true for any row, not just . The relation, 3.30 can be rewritten as
The determinants of the submatrices, , in 3.43 can, in turn, be computed by the same procedure. The result is a definition of the determinant that refers to itself. However, eventually, the process terminates because the matrices keep getting smaller and the determinant can always be computed in this way. The only problem with this procedure is that it is very tedious for a large matrix. For an matrix, you end up computing terms and adding them up. For large , this is impractical. One of the nice features of the techniques that we will discuss in the coming chapters is that we will be able to avoid such calculations.
More Useful Facts about Matrices¶
Suppose that and are matrices and is an -vector.
If you know the inverses of and , you can find the inverse of the product, , by multiplying the inverses in the reverse order:
The determinant of the product, , is the product of the determinants:
thus if , then either or has vanishing determinant.
A matrix multiplying a nonzero vector can give zero only if the determinant of the matrix vanishes:
This is the statement, in matrix language, that homogeneous linear equations in unknowns can have a nontrivial solution, , only if the determinant of the coefficients vanishes.
Similarly, if , there exists a nonzero vector, , that is annihilated by :
This is the statement, in matrix language, that homogeneous linear equations in unknowns actually do have a nontrivial solution, , if the determinant of the coefficients vanishes.
The transpose of an matrix , denoted by , is the matrix obtained by reflecting the matrix about a diagonal line through the upper left-hand corner. Thus if
then
Note that if , the shape of the matrix is changed by transposition. Only for square matrices does the transpose give you back a matrix of the same kind. A square matrix that is equal to its transpose is called a “symmetric” matrix.
Eigenvalue Equations¶
We will make extensive use of the concept of an “eigenvalue equation.” For an matrix, , the eigenvalue equation has the form:
where is a nonzero -vector,[1] and is a number. The idea is to find both the number, , which is called the eigenvalue, and the vector, , which is called the eigenvector. This is the problem we discussed in chapter 1 in 1.78 in connection with time translation invariance, but now written in matrix form.
A couple of examples may be in order. Suppose that is a diagonal matrix, like
Then the eigenvalues are just the diagonal elements, 2 and 1, and the eigenvectors are vectors in the coordinate directions,
A less obvious example is
This time the eigenvalues are 3 and 1, and the eigenvectors are as shown below:
It may seem odd that in the eigenvalue equation, both the eigenvalue and the eigenvector are unknowns. The reason that it works is that for most values of , the equation, 3.51, has no solution. To see this, we write 3.51 as a set of homogeneous linear equations for the components of the eigenvector, ,
The set of equations, 3.56, has nonzero solutions for only if the determinant of the coefficient matrix, , vanishes. But this will happen only for values of , because the condition
is an th order equation for . For each that solves 3.57, we can find a solution for .[2] We will give some examples of this procedure below.
Matrix Equation of Motion¶
It is very useful to rewrite the equation of motion, 3.14, in a matrix notation. Define a column vector, , whose th row (from the top) is the coordinate :
Define the “ matrix”, an matrix that has the coefficient in its th row and th column:
is said to be the “ matrix element” of the matrix. Because of equation 3.19, the matrix is symmetric, .
Define the diagonal matrix with in the th row and th column and zeroes elsewhere
is called the “mass matrix.”
Using these definitions, we can rewrite 3.14 in matrix notation as follows:
There is nothing very fancy going on here. We have just used the matrix notation to get rid of the summation sign in 3.14. The sum is now implicit in the matrix multiplication in 3.61. This is useful because we can now use the properties of matrices and matrix multiplication discussed above to manipulate 3.61. For example, we can simplify 3.61 a bit by multiplying on the left by to get
3.3: Normal Modes¶
If there is only one degree of freedom, then both and are just numbers and the solutions to the equation of motion, 3.62, have the form of a constant amplitude times an exponential factor. In fact, we saw that this form is related to a very general fact about the physics – time translation invariance, 1.33. The arguments of chapter 1, 1.71-1.85, did not depend on the number of degrees of freedom. Thus they show that here again, we can find irreducible solutions, that go into themselves up to an overall constant when the clocks are reset. As in chapter 1, the first step is to allow the solutions to be complex. That is, we replace 3.62 by
where is a complex vector with components, . The real parts of the components of are the components of a real solution satisfying 3.62,
We will say that the real vector, , is the real part of the complex vector, ,
if 3.64 is satisfied.
Just as in chapter 1, we know that we can find irreducible solutions that have the same form up to an overall constant when the clocks are reset. We know from 1.85 that these have the form
where is some constant -vector and the angular frequency, , is still just a number. Now if ,
While the irreducible form, 3.66, comes just from time translation invariance, we must still look at the equations of motion to determine the vector, and the angular frequency, . Inserting 3.66 into 3.63, doing the differentiation and canceling the exponential factors from both sides, we find that 3.66 is a solution if
This matrix equation is an eigenvalue equation of the form that we discussed in 3.51-3.57. is the eigenvalue of the matrix and is the corresponding eigenvector. Let us see what it means physically.
The real part of the column vector specifies the displacement of each of the degrees of freedom of the system. The eigenvalue equation, 3.68, does not involve any complex numbers (because we have not put in any damping). Therefore (as we will see explicitly below), we can choose the solutions so that all the components of are real. Then the real part of the complex solutions we seek in 3.66 is
or in terms of the components of ,
Not only does everything move with the same frequency, but the ratios of displacements of the individual degrees of freedom are fixed. Everything oscillates in phase. The only difference between the motion of the different degrees of freedom is their different amplitudes from the different components of .
The point is worth repeating. Time translation invariance and linearity imply that we can always find irreducible solutions, 3.67, in which all the degrees of freedom oscillate with the same frequency. The extra piece of information that leads to 3.69 is dynamical. If there is no damping, then all the components of can be chosen to be real, and all the degrees of freedom oscillate not only with the same frequency, but also with the same phase.
If such a solution is to satisfy the equations of motion, then the acceleration must also be proportional to , so that the individual displacements don’t get out of synch. But that is what 3.68 is telling us. is the matrix that, acting on the displacement, gives the acceleration. The eigenvalue equation 3.68 means that the acceleration is proportional to again. The constant of proportionality, , is the return force per unit displacement per unit mass for the particular displacement specified by .
We have already discussed the mathematical structure of the eigenvalue equation in 3.51-3.57. We will do it again, for emphasis, in the case of physical interest, 3.68. It should be clear that not every value of and gives a solution of 3.68. We will solve for the allowed values by first finding the possible values of and then finding the corresponding values of . To find the eigenvalues, note that 3.68 can be rewritten as
where is the identity matrix. 3.72 is just a compact way of representing homogeneous linear equations in the components of where the coefficients depend on . We saw in 3.47 and 3.48 that for systems of homogeneous linear equations in unknowns, a nonzero solution exists if and only if the determinant of the coefficient matrix vanishes. The reason is that if the determinant were nonzero, then the matrix, , would have an inverse, and we could use 3.31 to conclude that the only solution for the vector, , is . Thus to have a nonzero amplitude, , we must have
3.73 is a polynomial equation for . It is an equation of degree in , because the term in the determinant from the product of all the diagonal elements of the matrix contains a piece that goes as . All the coefficients in the polynomial are real. Physically, we expect all the solutions for to be real and positive whenever the system is in stable equilibrium because we expect such systems to oscillate. Mathematically, we can show that is always real, so long as all the masses are positive. We will do this below in 3.127-3.130.
Negative are associated with unstable equilibrium. For example, consider a mass at the end of a rigid rod, free to swing in the earth’s gravitational field in a vertical plane around a frictionless pivot, as shown in Figure 3.5. The mass can move along the dotted line. The stable equilibrium position is indicated by the solid line. The unstable equilibrium position is indicated by the dashed line.

Figure 3.5:A mass on a rigid rod, free to swing in the earth’s gravity in a vertical plane.
When the mass is at the unstable equilibrium point, the smallest disturbance will cause it to fall. Once away from equilibrium, the displacement increases exponentially until the angle from the vertical becomes so large that the nonlinearities in the equation of motion for this system take over. We will discuss this nonlinear oscillator further in appendix B.
Once we have found the possible values of , we can put each one back into 3.72 to get the corresponding . Because 3.72 is homogeneous, the overall scale of is not determined, but all the ratios, , are fixed for each .
Normal Modes and Frequencies¶
The vector is called the “normal mode” of the system associated with the frequency . Because is real, in the absence of friction, the complex solutions, 3.66, can be put together into real solutions, like 3.69. The general real solution is of the form
where and (or and ) are real numbers.
We can now construct the complete solution to the equation of motion. Because of linearity, we get it by adding together all the normal mode solutions with arbitrary coefficients that must be set by the initial conditions.
We can now see that the number of different normal modes is always equal to , the number of degrees of freedom. Label the normal modes as , where is a label that (we will argue below) goes from 1 to . Label the corresponding frequencies . Then the most general possible motion of the system is a sum of all the normal modes,
or in real form (with )
where and (or and ) are real numbers that must be determined from the initial conditions of the system. Note that the set of all the normal mode vectors must be “complete,” in the mathematical sense that any possible configuration of this system can be described as a linear combination of normal modes. Otherwise, we could not satisfy arbitrary initial conditions with the solution, 3.76. This can be proved mathematically (because the matrix, , is symmetric and the masses are positive), but the physical argument will be enough for us here. Likewise no normal mode can possibly be a linear combination of the other normal modes, because each corresponds to an independent possible motion of the physical system with its own frequency. The mathematical way of saying this is that the set of all the normal modes is “linearly independent.”
Because the set of normal modes must be both complete and linearly independent, there must be precisely normal modes, where again, is the 3.77 number of degrees of freedom.
If there were fewer than normal modes, they could not possibly describe all possible configurations of the degrees of freedom. If there were more than , they could not be linearly independent dimensional vectors. At least one of them could be written as a linear combination of the others. As we will see later, 3.77 is the physical principle behind Fourier analysis.
It is worth noting that solving the eigenvalue equation, 3.68, gets hard very rapidly as the number of degrees of freedom increases. First you have to compute the determinant of an matrix. If all the entries are nonzero, this requires adding up terms. Once you have finished that, you still have to solve a polynomial equation of degree . For , this cannot be done analytically except in special cases.
On the other hand, it is always straightforward to check whether a given vector is an eigenvector of a given matrix and, if so, to compute the eigenvalue. We will use this fact in the problems at the end of the chapter.
Back to the Example¶
Let us return to the example from the beginning of this chapter in the special case where the two pendulum blocks have the same mass, . Simple as it is, this will be a very important system for our understanding of wave phenomena. Let us see how the techniques that we have developed allow us to solve for the allowed frequencies and the corresponding vectors, the normal modes. From 3.7 and 3.8, the matrix has the form
The matrix is
The matrix is
To find the eigenvalues of , we form the determinant
Thus the angular frequencies of the normal modes are
To find the corresponding normal modes, we substitute these frequencies back into the eigenvalue equation. For , the normal mode vector, ,
satisfies the matrix equation
Thus 3.85 becomes
We can take because we can multiply the normal mode vector by any number we like. Only the ratio matters. So, for example, we can take
This gives 3.10. The displacement in this normal mode is shown in Figure 3.6.

Figure 3.6:The displacement in the normal mode, .
For , the normal mode vector, ,
satisfies the matrix equation (where the identity matrix multiplying is understood)3
Thus 3.90 becomes
Again, only the ratio matters, so we can take
This gives 3.11. The displacement in this normal mode is shown in Figure 3.7.

Figure 3.7:The displacement in the normal mode, .
The physics of these modes is easy to understand. In mode 1, the blocks move together and the spring is never stretched from its equilibrium position. Thus the frequency is just , the same as an uncoupled pendulum. In mode 2, the blocks are moving in opposite directions, so the spring is stretched by twice the displacement of each block. Thus there is an additional restoring force of , and the square of the angular frequency is correspondingly larger.
— the General Case¶
Let us work out explicitly the case of for an arbitrary matrix,
where we have used . Then 3.73 becomes
with solutions
For each , we can take . Then
As we anticipated, the eigenvectors turned out to be real. This a general consequence of the reality of and . The argument is worth repeating. When all the elements of the matrix are real, the ratios, are real (because they are obtained by solving a set of simultaneous linear equations with real coefficients). Thus if we choose one component of the vector to be real (multiplying, if necessary, by a complex number), then all the components will be real. Physically, this means that for the solution, 3.66, all the different parts of the system are oscillating not only with the same frequency, but with the same phase up to a sign. This is true only because we have ignored damping. We will return to the question in the last section (an optional section that is not for the fainthearted).
Initial Value Problem¶
Once you have solved for the normal modes and corresponding frequencies, it is straightforward to put them together into the most general solution to the equations of motion for the set of coupled oscillators, 3.76. It is
The constants and are determined by the initial conditions. The are related to the initial displacements, :
In words, is the coefficient of the normal mode in the initial displacement . The are related to the initial velocities, :
The equations, 3.99 and 3.100, are two sets of simultaneous linear equations for the and . They can be solved by hand. This is easy enough for a small number of degrees of freedom. We will see in the next section that we can also get the solutions directly with very little additional work by manipulating the normal modes.
Meanwhile, we should pause again to consider the physics of 3.98. This shows explicitly how the most general motion of the system can be decomposed into the simple motions associated with the normal modes. It is worth staring at an example (real, animated or preferably both) at this point. Try to construct the system in Figure 3.1. Any two identical oscillators with a relatively weak spring connecting them will do. Convince yourself that the normal modes exist. If you start the system oscillating with the blocks moving the same way with the same amplitude, they will stay that way. If you get them started moving in opposite directions with the same amplitude, they will continue doing that. Now set up a random motion. See if you can understand how to take it apart into normal modes. It may help to stare again at program 3-1 on the program disk, in which this is done explicitly. In this animation, you see the two blocks of Figure 3.1 and below, the two normal modes that must be added to produce the full solution.
3It is tiresome writing the identity matrix, , everywhere. It is not really necessary because you can always tell from the context whether it belongs there or not. From now on, we will often leave it out. Thus, if you see something that looks like a number in a matrix equation, like the in 3.90, you should mentally include a factor of .
3.4: * Normal Coordinates and Initial Values¶
There is another way of looking at the solutions of 3.14. We can find linear combinations of the original coordinates that oscillate only with a single frequency, no matter what else is going on. This construction is also useful. It allows us to use the form of the normal modes to simplify the solution to the initial value problem.
To see how this works, let us return to the simple example of two identical pendulums, 3.78-3.93. The most general possible motion of this system looks like
The motion of each block is nonharmonic, involving two different frequencies and four constants that must be determined by solving the initial value problem for both blocks.
But consider the linear combination
In this combination, all dependence on and goes away,
This combination oscillates with the single frequency, , and depends on only two constants, and , no matter what the initial conditions are. Likewise,
oscillates with the frequency, ,
and are called “normal coordinates.” We can just as well describe the motion of the system in terms of and as in terms of and . We can go back and forth using the definitions, 3.103 and 3.105. While and are more natural from the point of view of the physical setup of the system, Figure 3.1, and are more convenient for understanding the solution. As we will see below, by going back and forth from physical coordinates to normal coordinates, we can simplify the analysis of the initial value problem.
It turns out that it is possible to construct normal coordinates for any system of normal modes. Consider a normal mode corresponding to a frequency . Construct the row vector
where is the transpose of , a row vector with in the th column.
The row vector is also an eigenvector of the matrix , but this time from the left. That is
To derive 3.108, note that 3.68 can be transposed to give
because and are both symmetric (see 3.18 and notice that the order of and are reversed by the transposition). Then
Given a row vector satisfying 3.108, we can form the linear combination of coordinates
Then is the normal coordinate that oscillates with angular frequency because
Thus each normal coordinate behaves just like the coordinate in a system with only one degree of freedom. The vectors from which the normal coordinates are constructed carry the same amount of information as the normal modes. Indeed, we can go back and forth using 3.107.
More on the Initial Value Problem¶
Here we show how to use normal modes and normal coordinates to simplify the solution of the initial value problem for systems of coupled oscillators. At the same time, we can use our physical insight to learn something about the mathematics of the eigenvalue problem. We would like to find the constants and determined by 3.99 and 3.100 without actually solving these linear equations. Indeed there is an easy way. We can make use of the special properties of the normal coordinates. Consider the combination
This combination is just a number, because it is a row vector times a column vector on the right. We know, from 3.112, that is the normal coordinate that oscillates with frequency , that is:
On the other hand, the only terms in 3.98 that oscillate with this frequency are those for which . Thus if is not equal to , then BβAα must vanish to give consistency with 3.115.
If the system has two or more normal modes with different vectors, but the same frequency, we cannot use 3.115 to distinguish them. In this situation, we say that the modes are “degenerate.” Suppose that and are two different modes with the same frequency,
Because the eigenvalues are the same, any linear combination of the two mode vectors is still a normal mode with the same frequency,
for any constants, and .
Now if , we can use 3.117 to choose a new as follows:
This new normal mode satisfies
The construction in 3.118 can be extended to any number of normal modes of the same frequency. Thus even if we have several normal modes with the same frequency, we can still use the linearity of the system to choose the normal modes to satisfy
We will almost always assume that we have done this.
We can use 3.120 to simplify the initial value problem. Consider 3.99. If we multiply this vector equation on both sides by the row vector , we get
where the last step follows because of 3.120, which implies that the sum over only contributes for . Thus we can calculate directly from the normal modes and ,
Similarly
The point is that we have already solved simultaneous linear equations like 3.99 in finding the eigenvectors of so it is not necessary to do it again in solving for and . Physically, we know that the normal coordinate must be proportional to the coefficient of the normal mode in the motion. The precise statement of this is 3.122.
Matrices from Vectors¶
We can also use 3.120 and the physical requirement of linear independence of the normal modes to write and the identity matrix in terms of the normal modes.
First consider the identity matrix. One can think of the identity matrix as a machine that takes any vector and returns the same vector. But, using 3.120, we can construct such a machine out of the normal modes. Consider the matrix , defined as follows:
Note that is a matrix because in the numerator is the product of a column vector times a row vector on the right, rather than on the left. If we let act on one of the normal mode vectors , and use 3.120, it is easy to see that only the term in the sum contributes and . But because the normal modes are a complete set of linearly independent vectors, that implies that for any vector, . Thus is the identity matrix,
We can use this form for to get an expression for in terms of a sum over normal modes. Consider the product , and use the eigenvalue condition to obtain
In mathematical language, what is going on in 3.124 and 3.126 is a change of the basis in which we describe the matrices acting on our vector space from the original basis of some obvious set of independent displacements of the degrees of freedom to the less obvious but more useful basis of the normal modes.
is Real¶
We can use 3.120 to show that all the eigenvalues of the are real. This is a particular example of an important general mathematical theorem. You will use it frequently when you study quantum mechanics. To prove it, let us assume the contrary and derive a contradiction. If is a complex eigenvalue with eigenvector, , then then the complex conjugate, , is also an eigenvalue with eigenvector, . This must be so because the matrix is real, which implies that we can take the complex conjugate of the eigenvalue equation,
to obtain
Then if is complex, and are different and 3.120 implies
But 3.129 is impossible unless or at least one of the masses in is negative. To see this, let us expand it in the components of .
Each of the terms in 3.130 is positive or zero. Thus the only solutions of the eigenvalue equation, 3.127, for complex are the trivial ones in which on both sides. All the normal modes have real .
Thus there are only three possibilities. corresponds to stable equilibrium and harmonic oscillation. , in which case is pure imaginary, occurs when the equilibrium is unstable. is the situation in which the equilibrium is neutral and we can deform the system with no restoring force.
3.5: * Forced Oscillations and Resonance¶
One of the advantages of the matrix formalism that we have introduced is that in matrix language we can take over the above discussion of forced oscillation and resonance in chapter 2 almost unchanged to systems with more than one degree of freedom. We simply have to replace numbers by appropriate vectors and matrices. In particular, the force in the equation of motion, 2.2, becomes a vector that describes the force on each of the degrees of freedom in the system. The only restriction here is that the frequency of oscillation is the same for each component of the force. The in the equation of motion, 2.2, becomes the matrix . The frictional term becomes a matrix. In terms of the matrix , the frictional force vector is (compare 2.1). Then we can look for an irreducible, steady state solution to the equation of motion of the form
where is a constant vector, which yields the matrix equation
Formally, we can solve this by multiplying by the inverse matrix
If were zero in the matrix
then we know that the inverse matrix would not exist for any value of corresponding to a free oscillation frequency of the system, , because the determinant of the matrix is zero. The amplitude would go to in this limit, in the direction of the normal mode associated with the driving frequency, so long as the driving force has a component in the normal mode direction. For close to , if there is no damping, the response amplitude is very large, proportional to , almost in the direction of the normal mode. However, in the presence of damping, the response amplitude does not go to even for , because the term is still nonvanishing.
We can see all this explicitly if the damping matrix is proportional to the identity matrix,
Then we can use 3.124-3.126 to write as a sum over the normal modes, as follows:
Then the inverse matrix can be constructed in a similar way, just by inverting the factor in the numerator:
Using 3.137, we can rewrite 3.133 as
This has a simple interpretation. The second factor on the right hand side of 3.138 is the coefficient of the normal mode in the driving term, . This coefficient is multiplied by the complex number
which is exactly analogous to the factor in 2.21 in the one dimensional case. Thus if , then, for each normal mode, the forced oscillation works just as it does for one degree of freedom. If is not proportional to the identity matrix, the formulas are a bit more complicated, but the physics is qualitatively the same.
Example¶
We will illustrate these considerations with our favorite example, the system of two identical coupled oscillators, with matrix given by 3.80. We will imagine that the system is sitting in a viscous fluid that gives a uniform damping , and that there is a periodic force that acts twice as strongly on block 1 as on block 2 (for example, we might give the blocks electric charge and and subject them to a periodic electric field), so that the force is
Thus
Now to use 3.133, we need only invert the matrix
This is simple enough to do by hand. We will do that first, and then compare the result with 3.137. The determinant is
Applying 3.34, we find
If we isolate the contribution of the two zeros in the denominator of 3.144, we can write
which is just 3.137, as promised. Now substituting into 3.133, we find
from which we can read off the final result:
where
and
The power expended by the external force is the sum over all the degrees of freedom of the force times the velocity. In matrix language, this can be written as
The average power lost to the frictional force comes from the term in 3.150 and is
Figure 3.8 shows a graph of this (for and ). There are two things to observe about Figure 3.8. First note the two resonance peaks, at and . Secondly, note that the first peak is much more pronounced that the second. That is because the force is more in the direction of the normal mode with the lower frequency, thus it is more efficient in exciting this mode.

Figure 3.8:The average power lost to friction in the example of 3.140.