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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

Two pendulums coupled by a spring.

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 m1m_{1}, block 2 has mass m2m_{2}, both pendulums have length \ell and the spring constant is κ\kappa (Greek letter kappa). Label the (small) horizontal displacements of the blocks to the right, x1x_{1} and x2x_{2}, as shown in Figure 3.2. We could have called these

Two pendulums coupled by a spring displaced from their equilibrium positions.

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, xx, with different subscripts. We can then write Newton’s law, F=maF = m a, in a compact and useful form.

mjd2dt2xj=Fj,(3.1)m_{j} \frac{d^{2}}{d t^{2}} x_{j}=F_{j} , \tag{3.1}

for jj = 1 to 2, where F1F_{1} is the horizontal force on block 1 and F2F_{2} is the horizontal force on block 2. Because there are two values of jj, 3.1 is two equations; one for jj = 1 and another for jj = 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 mjm_{j}, xjx_{j} or FjF_{j}, respectively. For example, we will say that FjF_{j} is the horizontal force on the jjth block. This is an example of the use of “indices” (jj 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 xjx_{j}s,

yjxj22,(3.2)y_{j} \approx \frac{x_{j}^{2}}{2} , \tag{3.2}

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, FjF_{j}, in terms of the displacements, xjx_{j}. 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 x1x_{1} plus some other constant times x2x_{2}. It is convenient to write this as follows:

F1=K11x1K12x2,F2=K21x1K22x2,(3.3)F_{1}=-K_{11} x_{1}-K_{12} x_{2}, \quad F_{2}=-K_{21} x_{1}-K_{22} x_{2} , \tag{3.3}

or more compactly,

Fj=k=12Kjkxk(3.4)F_{j}=-\sum_{k=1}^{2} K_{j k} x_{k} \tag{3.4}

for jj = 1 to 2. We have written the four constants as K11K_{11}, K12K_{12}, K21K_{21} and K22K_{22} in order to write the force in this compact way. Later, we will call these constants the matrix elements of the KK matrix. In this notation, the equations of motion are

mjd2dt2xj=k=12Kjkxk(3.5)m_{j} \frac{d^{2}}{d t^{2}} x_{j}=-\sum_{k=1}^{2} K_{j k} x_{k} \tag{3.5}
Two pendulums coupled by a spring with block 2 displaced from an equilibrium position.

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, KjkK_{jk}, 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 K12K_{12} and K22K_{22}. The system with block two displaced is shown in Figure 3.3. The forces on the blocks are shown in Figure 3.4, where TjT_{j} is the tension in the jjth pendulum string. F12F_{12} is the force on block 1 due to the displacement of block 2. F22F_{22} 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 κx2\kappa x_{2} on block 1 and κx2-\kappa x_{2} on block 2. Likewise, in the limit of small displacement, the vertical component of the force from the tension T2T_{2} nearly cancels the gravitational force on block 2, m2gm_{2}g, so that the horizontal component of the tension gives a restoring force x2m2g/-x_{2} m_{2} g / \ell on block 2. For block 1, the force from the tension T1T_{1} just cancels the gravitational force m1gm_{1}g. Thus

F12κx2,F22m2gx2κx2,(3.6)F_{12} \approx \kappa x_{2}, \quad F_{22} \approx-\frac{m_{2} g x_{2}}{\ell}-\kappa x_{2}, \tag{3.6}

and

K12κ,K22m2g+κ.(3.7)K_{12} \approx-\kappa, \quad K_{22} \approx \frac{m_{2} g}{\ell}+\kappa . \tag{3.7}

An analogous argument shows that

K21κ,K11m1g+κ.(3.8)K_{21} \approx-\kappa, \quad K_{11} \approx \frac{m_{1} g}{\ell}+\kappa . \tag{3.8}

Notice that

K12=K21.(3.9)K_{12}=K_{21} . \tag{3.9}

We will see below that this is an example of a very general relation.

The forces on the two blocks in [Figure 3.3](#fig-3-3).

Figure 3.4:The forces on the two blocks in Figure 3.3.

Linearity and Normal Modes

Figure3-1

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:

x1(t)=x2(t)=b1cos(ω1tθ1).(3.10)x_{1}(t)=x_{2}(t)=b_{1} \cos \left(\omega_{1} t-\theta_{1}\right) . \tag{3.10}

The other normal mode is one in which the displacements of the two blocks are opposite

x1(t)=x2(t)=b2cos(ω2tθ2).(3.11)x_{1}(t)=-x_{2}(t)=b_{2} \cos \left(\omega_{2} t-\theta_{2}\right) . \tag{3.11}

The sum of these two simple motions gives the much more complicated motion shown in program 3-1.

nn 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 nn 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 xx direction, so that we can measure the displacement of the jjth particle from equilibrium with the coordinate xjx_{j}. Then the equilibrium configuration is the one in which all the xjx_{j}s are all zero.

Newton’s law, F=maF = ma, for the motion of the system gives

mjd2xjdt2=Fj(3.12)m_{j} \frac{d^{2} x_{j}}{d t^{2}}=F_{j} \tag{3.12}

where mjm_{j} is the mass of the jjth particle, FjF_{j} is the force on it. Because the system is linear, we expect that we can write the force as follows (as in 3.4):

Fj=k=1nKjkxk(3.13)F_{j}=-\sum_{k=1}^{n} K_{j k} x_{k} \tag{3.13}

for j=1j = 1 to nn. The constant, Kjk-K_{j k}, is the force per unit displacement of the jjth particle due to a displacement xkx_{k} of the kkth particle. Note that all the FjF_{j}s vanish at equilibrium when all the xjx_{j}s are zero. Thus the equations of motion are

mjd2xjdt2=kKjkxk(3.14)m_{j} \frac{d^{2} x_{j}}{d t^{2}}=-\sum_{k} K_{j k} x_{k} \tag{3.14}

for j=1j = 1 to nn.

To measure KjkK_{jk}, make a small displacement, xkx_{k}, of the kkth particle, keeping all the other particles fixed at zero, assumed to be an equilibrium position. Then measure the force, FjkF_{jk} on the jjth particle with only the kkth 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, xkx_{k}. The ratio of FjkF_{jk} to xkx_{k} is Kjk-K_{jk}:

Kjk=Fjk/xk when x=0 for k.(3.15)K_{j k}=-F_{j k} / x_{k} \text { when } x_{\ell}=0 \text { for } \ell \neq k . \tag{3.15}

Note that KjkK_{jk} is defined with a - sign, so that a positive KK 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

Fj=kFjk=kKjkxk(3.16)F_{j}=\sum_{k} F_{j k}=-\sum_{k} K_{j k} x_{k} \tag{3.16}

Let us now try to understand 3.9. If we consider systems with no damping, the forces can be derived from a potential energy,

Fj=Vxj.(3.17)F_{j}=-\frac{\partial V}{\partial x_{j}} . \tag{3.17}

But then by differentiating equation 3.16 we find that

Kjk=2Vxjxk.(3.18)K_{j k}=\frac{\partial^{2} V}{\partial x_{j} \partial x_{k}} . \tag{3.18}

The partial differentiations commute with one another, thus equation 3.18 implies

Kjk=Kkj.(3.19)K_{j k}=K_{k j} . \tag{3.19}

In words, the force on particle jj due to a displacement of particle kk is equal to the force on particle kk due to the displacement of particle jj.

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 N×MN \times M matrix has NN rows and MM 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 N×MN \times M matrix on the left with a M×LM \times L matrix on the right (the order is important!) to be an N×LN \times L matrix as follows:

Call the N×MN \times M matrix AA and let AjkA_{jk} be the number in the jjth row and kkth column for 1jN1 \leq j \leq N and 1kM1 \leq k \leq M. These individual components of the matrix are called matrix elements. In terms of its matrix elements, the matrix AA looks like:

A=(A11A12A1MA21A22A2MAN1AN2ANM).(3.20)A=\left(\begin{array}{cccc} A_{11} & A_{12} & \cdots & A_{1 M} \\ A_{21} & A_{22} & \cdots & A_{2 M} \\ \vdots & \vdots & \ddots & \vdots \\ A_{N 1} & A_{N 2} & \cdots & A_{N M} \end{array}\right) . \tag{3.20}

Call the M×LM \times L matrix BB with matrix elements BklB_{kl} for 1kM1 \leq k \leq M and 1lL1 \leq l \leq L:

B=(B11B12B1LB21B22B2LBM1BM2BML).(3.21)B=\left(\begin{array}{cccc} B_{11} & B_{12} & \cdots & B_{1 L} \\ B_{21} & B_{22} & \cdots & B_{2 L} \\ \vdots & \vdots & \ddots & \vdots \\ B_{M 1} & B_{M 2} & \cdots & B_{M L} \end{array}\right) . \tag{3.21}

Call the N×LN \times L matrix CC with matrix elements CjlC_{jl} for 1jN1 \leq j \leq N and 1lL1 \leq l \leq L.

C=(C11C12C1LC21C22C2LCN1CN2CNL).(3.22)C=\left(\begin{array}{cccc} C_{11} & C_{12} & \cdots & C_{1 L} \\ C_{21} & C_{22} & \cdots & C_{2 L} \\ \vdots & \vdots & \ddots & \vdots \\ C_{N 1} & C_{N 2} & \cdots & C_{N L} \end{array}\right) . \tag{3.22}

Then the matrix CC is defined to be the product matrix ABA B if

Cjl=k=1MAjkBkl.(3.23)C_{j l}=\sum_{k=1}^{M} A_{j k} \cdot B_{k l} . \tag{3.23}

Equation 3.23 is the algebraic statement of the “row-column” rule. To compute the jj \ell matrix element of the product matrix, ABAB, take the jjth row of the matrix AA and the \ellth column of the matrix BB and form their dot-product (corresponding to the sum over kk in 3.23). This rule is illustrated below:

(A11A1kA1MAj1AjkAjMΛN1ΛNkΛNM)(B11B1B1LBk1BkBkLBM1BMBML)(3.24)\left(\begin{array}{ccccc} A_{11} & \cdots & A_{1 k} & \cdots & A_{1 M} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ \hline A_{j 1} & \cdots & A_{j k} & \cdots & A_{j M} \\ \hline \vdots & \ddots & \vdots & \ddots & \vdots \\ \Lambda_{N 1} & \cdots & \Lambda_{N k} & \cdots & \Lambda_{N M} \end{array}\right)\left(\begin{array}{cc|c|cc} B_{11} & \cdots & B_{1 \ell} & \cdots & B_{1 L} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ B_{k 1} & \cdots & B_{k \ell} & \cdots & B_{k L} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ B_{M 1} & \cdots & B_{M \ell} & \cdots & B_{M L} \end{array}\right) \tag{3.24}
=(C11C1C1LCj1CjCjLCN1CNCNL).(3.25)=\left(\begin{array}{ccccc} C_{11} & \cdots & C_{1 \ell} & \cdots & C_{1 L} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ C_{j 1} & \cdots & C_{j \ell} & \cdots & C_{j L} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ C_{N 1} & \cdots & C_{N \ell} & \cdots & C_{N L} \end{array}\right) . \tag{3.25}

For example,

(230121)(102013)=(2313013211).(3.26)\left(\begin{array}{cc} 2 & 3 \\ 0 & 1 \\ 2 & -1 \end{array}\right) \cdot\left(\begin{array}{lll} 1 & 0 & 2 \\ 0 & 1 & 3 \end{array}\right)=\left(\begin{array}{ccc} 2 & 3 & 13 \\ 0 & 1 & 3 \\ 2 & -1 & 1 \end{array}\right) . \tag{3.26}

It is easy to check that the matrix product defined in this way is associative, (AB)C=A(BC)(AB)C = A(BC). However, in general, it is not commutative, ABBAA B \neq B A. In fact, if the matrices are not square, the product in the opposite order may not even make any sense! The matrix product ABAB only makes sense if the number of columns of AA is the same as the number of rows of BB. 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 N×NN \times N identity matrix, called II, has zeros everywhere except for 1’s down the diagonal. For example, the 3×33 \times 3 identity matrix is

I=(100010001).(3.27)I=\left(\begin{array}{lll} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{array}\right) . \tag{3.27}

The N×NN \times N identity matrix satisfies

IA=AI=A for any N×N matrix AIB=B for any N×M matrix B ; CI=C for any M×N matrix C . (3.28)\begin{aligned} I A=A I=A &\text{ for any } N \times N \text{ matrix } A \\ I B=B &\text{ for any } N \times M \text{ matrix } B \text{ ; } \\ C I=C &\text{ for any } M \times N \text{ matrix } C \text{ . } \tag{3.28} \end{aligned}

We will be primarily concerned with “square” (that is N×NN \times N) matrices.

Matrices allow us to deal with many linear equations at the same time.

An NN dimensional column vector can be regarded as an N×1N \times 1 matrix. We will call this object an “NN-vector.” It should not be confused with a coordinate vector in three-dimensional space. Likewise, we can think of an NN dimensional row vector as a 1×N1 \times N0 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 N×NN \times N matrix AA multiplying an NN-vector, XX, to give another NN-vector, FF. The square matrix AA has N2N^{2} matrix elements, AjkA_{jk} for jj and k=1k = 1 to NN. The vectors XX and FF each have NN matrix elements, just their components XjX_{j} and FjF_{j} for j=1j = 1 to NN. Then the matrix equation:

AXF(3.29)A X-F \tag{3.29}

actually stands for NN equations:

k=1NAjkXk=Fj(3.30)\sum_{k=1}^{N} A_{j k} \cdot X_{k}=F_{j} \tag{3.30}

for j=1j=1 to NN. In other words, these are NN simultaneous linear equations for the NN XjX_{j}’s. You all know, from your studies of algebra how to solve for the XjX_{j}’s in terms of the FjF_{j}’s and the AjkA_{jk}’s but it is very useful to do it in matrix notation. Sometimes, we can find the “inverse” of the matrix AA, A1A^{-1}, which has the property

AA1=A1A=I,(3.31)A A^{-1}=A^{-1} A=I , \tag{3.31}

where II is the identity matrix discussed in 3.26 and 3.27. If we can find such a matrix, then the NN 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 A1A^{-1}. On the left-hand side, we can use 3.30 and 3.27 to get rid of the A1AA^{-1}A and write the solution as follows:

X=A1F.(3.32)X=A^{-1} F . \tag{3.32}

Inverse and Determinant

We can compute A1A^{-1} in terms of the “determinant” of AA. The determinant of the matrix AA is a sum of products of the matrix elements of AA with the following properties:

Thus the determinant of a 2×22 \times 2 matrix, AA is

detA=A11A22A12A21.(3.33)\operatorname{det} A=A_{11} A_{22}-A_{12} A_{21} . \tag{3.33}

The determinant of a 3×33 \times 3 matrix, AA is

detA=A11A22A33+A12A23A31+A13A21A32A11A23A32A13A22A31A12A21A33.(3.34)\begin{gathered} \operatorname{det} A=A_{11} A_{22} A_{33}+A_{12} A_{23} A_{31}+A_{13} A_{21} A_{32} \\ -A_{11} A_{23} A_{32}-A_{13} A_{22} A_{31}-A_{12} A_{21} A_{33} . \tag{3.34} \end{gathered}

Unless you are very unlucky, you will never have to compute the determinant of a matrix larger than 3×33 \times 3 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 detA=0\operatorname{det} A=0, 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 detA0\operatorname{det} A \neq 0, the inverse matrix exists and is uniquely given by

A1=A~detA(3.35)A^{-1}=\frac{\tilde{A}}{\operatorname{det} A} \tag{3.35}

where A~\tilde{A} is the cofactor matrix defined by its matrix elements as follows:

(A~)jk=detA(jk)(3.36)(\tilde{A})_{j k}=\operatorname{det} A(j k) \tag{3.36}

with

A(jk)lm=1 if m=j and l=kA(jk)lm=0 if m=j and lkA(jk)lm=0 if mj and l=kA(jk)lm=Alm if mj and lk(3.37)\begin{aligned} &A(j k)_{l m}=1 \text { if } m=j \text { and } l=k \\ &A(j k)_{l m}=0 \text { if } m=j \text { and } l \neq k \\ &A(j k)_{l m}=0 \text { if } m \neq j \text { and } l=k \\ &A(j k)_{l m}=A_{l m} \text { if } m \neq j \text { and } l \neq k \tag{3.37} \end{aligned}

In other words, A(jk)A(jk) is obtained from the matrix AA by replacing the kjkj matrix element by 1 and all other matrix elements in row kk or column jj by 0. Thus if

A=(A11A1jA1NAk1AkjAkNAN1ANjANN),(3.38)A=\left(\begin{array}{cc|ccc} A_{11} & \cdots & A_{1 j} & \cdots & A_{1 N} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ \hline A_{k 1} & \cdots & A_{k j} & \cdots & A_{k N} \\ \hline \vdots & \ddots & \vdots & \ddots & \vdots \\ A_{N 1} & \cdots & A_{N j} & \cdots & A_{N N} \end{array}\right) , \tag{3.38}
A(jk)=(A110A1N010AN10ANN).(3.39)A(j k)=\left(\begin{array}{cc|ccc} A_{11} & \cdots & 0 & \cdots & A_{1 N} \\ \vdots & \ddots & \vdots & \ddots & \vdots \\ \hline 0 & \cdots & 1 & \cdots & 0 \\ \hline \vdots & \ddots & \vdots & \ddots & \vdots \\ A_{N 1} & \cdots & 0 & \cdots & A_{N N} \end{array}\right) . \tag{3.39}

Note the sneaky interchange of jkj \leftrightarrow k in this definition, compared to 3.23.

For example if

A=(4352)(3.40)A=\left(\begin{array}{ll} 4 & 3 \\ 5 & 2 \end{array}\right) \tag{3.40}

then

A(11)=(1002)A(12)=(0310)A(21)=(0150)A(22)=(4001).(3.41)\begin{aligned} &A(11)=\left(\begin{array}{ll} 1 & 0 \\ 0 & 2 \end{array}\right) & A(12)=\left(\begin{array}{ll} 0 & 3 \\ 1 & 0 \end{array}\right) \\ &A(21)=\left(\begin{array}{ll} 0 & 1 \\ 5 & 0 \end{array}\right) & A(22)=\left(\begin{array}{ll} 4 & 0 \\ 0 & 1 \end{array}\right) . \tag{3.41} \end{aligned}

Thus,

Aˉ=(2354)(3.42)\bar{A}=\left(\begin{array}{cc} 2 & -3 \\ -5 & 4 \end{array}\right) \tag{3.42}

and since detA=4253=7\operatorname{det} A=4 \cdot 2-5 \cdot 3=-7,

A1=(2/73/75/74/7).(3.43)A^{-1}=\left(\begin{array}{cc} -2 / 7 & 3 / 7 \\ 5 / 7 & -4 / 7 \end{array}\right) . \tag{3.43}

A1A^{-1} satisfies AA1=A1A=IA A^{-1}=A^{-1} A=I where II is the identity matrix:

I=(1001).(3.44)I=\left(\begin{array}{ll} 1 & 0 \\ 0 & 1 \end{array}\right) . \tag{3.44}

In terms of the submatrices, A(jk)A(jk), 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

detA=k=1NA1kdetA(k1).(3.45)\operatorname{det} A=\sum_{k=1}^{N} A_{1 k} \operatorname{det} A(k 1) . \tag{3.45}

Actually this is true for any row, not just j=1j = 1. The relation, 3.30 can be rewritten as

k=1NAjkdetA(kj)={detA for j=j0 for jj(3.46)\sum_{k=1}^{N} A_{j k} \operatorname{det} A\left(k j^{\prime}\right)=\left\{\begin{array}{c} \operatorname{det} A \text { for } j=j^{\prime} \\ 0 \text { for } j \neq j^{\prime} \end{array}\right. \tag{3.46}

The determinants of the submatrices, detA(kl)\operatorname{det} A(k \mathrm{l}), 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 n×nn \times n matrix, you end up computing n!n! terms and adding them up. For large nn, 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 AA and BB are N×NN \times N matrices and vv is an NN-vector.

  1. If you know the inverses of AA and BB, you can find the inverse of the product, ABAB, by multiplying the inverses in the reverse order:

    (AB)1=B1A1.(3.47)(A B)^{-1}=B^{-1} A^{-1} . \tag{3.47}
  2. The determinant of the product, ABAB, is the product of the determinants:

    det(AB)=detAdetB,(3.48)\operatorname{det}(A B)=\operatorname{det} A \operatorname{det} B , \tag{3.48}

    thus if det(AB)0\operatorname{det}(A B)-0, then either AA or BB has vanishing determinant.

  3. A matrix multiplying a nonzero vector can give zero only if the determinant of the matrix vanishes:

    Av=0detA=0 or v=0(3.49)A v=0 \Rightarrow \operatorname{det} A=0 \text { or } v=0 \tag{3.49}

    This is the statement, in matrix language, that NN homogeneous linear equations in NN unknowns can have a nontrivial solution, v0v \neq 0, only if the determinant of the coefficients vanishes.

  4. Similarly, if detA=0\operatorname{det} A=0, there exists a nonzero vector, vv, that is annihilated by AA:

    detA=0v0 such that Av=0.(3.50)\operatorname{det} A=0 \Rightarrow \exists v \neq 0 \text { such that } A v=0 . \tag{3.50}

    This is the statement, in matrix language, that NN homogeneous linear equations in NN unknowns actually do have a nontrivial solution, v0v \neq 0, if the determinant of the coefficients vanishes.

  5. The transpose of an N×MN \times M matrix AA, denoted by ATA^{T}, is the M×NM \times N matrix obtained by reflecting the matrix about a diagonal line through the upper left-hand corner. Thus if

    A=(A11A12A1MA21A22A2MAN1AN2ANM)(3.51)A=\left(\begin{array}{cccc} A_{11} & A_{12} & \cdots & A_{1 M} \\ A_{21} & A_{22} & \cdots & A_{2 M} \\ \vdots & \vdots & \ddots & \vdots \\ \vdots & \vdots & \ddots & \vdots \\ A_{N 1} & A_{N 2} & \cdots & A_{N M} \end{array}\right) \tag{3.51}

    then

    AT=(A11A21AN1A12A22AN2A1MA2MANM).(3.52)A^{T}=\left(\begin{array}{ccccc} A_{11} & A_{21} & \cdots & \cdots & A_{N 1} \\ A_{12} & A_{22} & \cdots & \cdots & A_{N 2} \\ \vdots & \vdots & \ddots & \ddots & \vdots \\ A_{1 M} & A_{2 M} & \cdots & \cdots & A_{N M} \end{array}\right) . \tag{3.52}

    Note that if NMN \neq M, 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 N×NN \times N matrix, RR, the eigenvalue equation has the form:

Rc=hc,(3.53)R c=h c, \tag{3.53}

where cc is a nonzero NN-vector,[1] and hh is a number. The idea is to find both the number, hh, which is called the eigenvalue, and the vector, cc, 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 RR is a diagonal matrix, like

R=(2001).(3.54)R=\left(\begin{array}{ll} 2 & 0 \\ 0 & 1 \end{array}\right) . \tag{3.54}

Then the eigenvalues are just the diagonal elements, 2 and 1, and the eigenvectors are vectors in the coordinate directions,

R(10)=2(10),R(01)=1(01).(3.55)R\left(\begin{array}{l} 1 \\ 0 \end{array}\right)=2\left(\begin{array}{l} 1 \\ 0 \end{array}\right), \quad R\left(\begin{array}{l} 0 \\ 1 \end{array}\right)=1\left(\begin{array}{l} 0 \\ 1 \end{array}\right) . \tag{3.55}

A less obvious example is

R=(2112).(3.56)R=\left(\begin{array}{ll} 2 & 1 \\ 1 & 2 \end{array}\right) . \tag{3.56}

This time the eigenvalues are 3 and 1, and the eigenvectors are as shown below:

R(11)=3(11),R(11)=1(11).(3.57)R\left(\begin{array}{l} 1 \\ 1 \end{array}\right)=3\left(\begin{array}{l} 1 \\ 1 \end{array}\right), \quad R\left(\begin{array}{c} 1 \\ -1 \end{array}\right)=1\left(\begin{array}{c} 1 \\ -1 \end{array}\right) . \tag{3.57}

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 hh, 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, cc,

(RhI)c=0.(3.58)(R-h I) c=0 . \tag{3.58}

The set of equations, 3.56, has nonzero solutions for cc only if the determinant of the coefficient matrix, RhIR-h I, vanishes. But this will happen only for NN values of hh, because the condition

det(RhI)=0(3.59)\operatorname{det}(R-h I)=0 \tag{3.59}

is an NNth order equation for hh. For each hh that solves 3.57, we can find a solution for cc.[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, XX, whose jjth row (from the top) is the coordinate xjx_{j}:

X=(x1x2xn).(3.60)X=\left(\begin{array}{c} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \end{array}\right) . \tag{3.60}

Define the “KK matrix”, an n×nn \times n matrix that has the coefficient KjkK_{jk} in its jjth row and kkth column:

K=(K11K12K1nK21K22K2nKn1Kn2Knn).(3.117)K=\left(\begin{array}{cccc} K_{11} & K_{12} & \cdots & K_{1 n} \\ K_{21} & K_{22} & \cdots & K_{2 n} \\ \vdots & \vdots & \ddots & \vdots \\ K_{n 1} & K_{n 2} & \cdots & K_{n n} \end{array}\right) . \tag{3.117}

KjkK_{jk} is said to be the “jkjk matrix element” of the KK matrix. Because of equation 3.19, the matrix KK is symmetric, K=KTK = K^{T}.

Define the diagonal matrix MM with mjm_{j} in the jjth row and jjth column and zeroes elsewhere

M=(m1000m2000mn).(3.61)M=\left(\begin{array}{cccc} m_{1} & 0 & \cdots & 0 \\ 0 & m_{2} & \cdots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & m_{n} \end{array}\right) . \tag{3.61}

MM is called the “mass matrix.”

Using these definitions, we can rewrite 3.14 in matrix notation as follows:

Md2Xdt2=KX.(3.62)M \frac{d^{2} X}{d t^{2}}=-K X . \tag{3.62}

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 M1M^{-1} to get

d2Xdt2=M1KX.(3.63)\frac{d^{2} X}{d t^{2}}=-M^{-1} K X . \tag{3.63}

3.3: Normal Modes

If there is only one degree of freedom, then both XX and M1M^{-1} 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

d2Zdt2=M1KZ,(3.64)\frac{d^{2} Z}{d t^{2}}=-M^{-1} K Z , \tag{3.64}

where ZZ is a complex nn vector with components, zjz_{j}. The real parts of the components of ZZ are the components of a real solution satisfying 3.62,

xj=Rezj.(3.65)x_{j}=\operatorname{Re} z_{j} . \tag{3.65}

We will say that the real vector, XX, is the real part of the complex vector, ZZ,

X=ReZ,(3.66)X=\operatorname{Re} Z , \tag{3.66}

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

Z(t)=Aeiωt(3.67)Z(t)=A e^{-i \omega t} \tag{3.67}

where AA is some constant nn-vector and the angular frequency, ω\omega, is still just a number. Now if tt+at \rightarrow t + a,

Z(t)Z(t+a)=eiωaZ(t).(3.68)Z(t) \rightarrow Z(t+a)=e^{-i \omega a} Z(t) . \tag{3.68}

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, AA and the angular frequency, ω\omega. 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

ω2A=M1KA.(3.69)\omega^{2} A=M^{-1} K A . \tag{3.69}

This matrix equation is an eigenvalue equation of the form that we discussed in 3.51-3.57. ω2\omega^{2} is the eigenvalue of the matrix M1KM^{-1}K and AA is the corresponding eigenvector. Let us see what it means physically.

The real part of the column vector ZZ 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 AA are real. Then the real part of the complex solutions we seek in 3.66 is

X(t)=Acosωt,(3.70)X(t)=A \cos \omega t , \tag{3.70}

or in terms of the components of AA,

A=(a1a2).(3.71)A=\left(\begin{array}{c} a_{1} \\ a_{2} \\ \vdots \end{array}\right) . \tag{3.71}
x1(t)=a1cosωt,x2(t)=a2cosωt, etc. (3.72)x_{1}(t)=a_{1} \cos \omega t, \quad x_{2}(t)=a_{2} \cos \omega t, \quad \text { etc. } \tag{3.72}

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 AA.

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 AA 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 AA, so that the individual displacements don’t get out of synch. But that is what 3.68 is telling us. M1K-M^{-1}K is the matrix that, acting on the displacement, gives the acceleration. The eigenvalue equation 3.68 means that the acceleration is proportional to AA again. The constant of proportionality, ω2\omega^{2}, is the return force per unit displacement per unit mass for the particular displacement specified by AA.

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 AA and ω2\omega^{2} gives a solution of 3.68. We will solve for the allowed values by first finding the possible values of ω2\omega^{2} and then finding the corresponding values of AA. To find the eigenvalues, note that 3.68 can be rewritten as

[M1Kω2I]A=0,(3.73)\left[M^{-1} K-\omega^{2} I\right] A=0 , \tag{3.73}

where II is the n×nn \times n identity matrix. 3.72 is just a compact way of representing nn homogeneous linear equations in the nn components of AA where the coefficients depend on ω2\omega^{2}. We saw in 3.47 and 3.48 that for systems of nn homogeneous linear equations in nn 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, M1Kω2IM^{-1}K − \omega^{2}I, would have an inverse, and we could use 3.31 to conclude that the only solution for the vector, AA, is A=0A = 0. Thus to have a nonzero amplitude, AA, we must have

det[M1Kω2I]=0.(3.74)\operatorname{det}\left[M^{-1} K-\omega^{2} I\right]=0 . \tag{3.74}

3.73 is a polynomial equation for ω2\omega^{2}. It is an equation of degree nn in ω2\omega^{2}, because the term in the determinant from the product of all the diagonal elements of the matrix contains a piece that goes as [ω2]n\left[\omega^{2}\right]^{n}. All the coefficients in the polynomial are real. Physically, we expect all the solutions for ω2\omega^{2} to be real and positive whenever the system is in stable equilibrium because we expect such systems to oscillate. Mathematically, we can show that ω2\omega^{2} is always real, so long as all the masses are positive. We will do this below in 3.127-3.130.

Negative ω2\omega^{2} 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.

A mass on a rigid rod, free to swing in the earth’s gravity in a vertical plane.

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 ω2\omega^{2}, we can put each one back into 3.72 to get the corresponding AA. Because 3.72 is homogeneous, the overall scale of AA is not determined, but all the ratios, aj/aka_{j} / a_{k}, are fixed for each ω2\omega^{2}.

Normal Modes and Frequencies

The vector AA is called the “normal mode” of the system associated with the frequency ω\omega. Because AA 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

X(t)=Re[(b+ic)Z(t)]=bAcosωt+cAsinωt=dAcos(ωtθ)(3.75)\begin{gathered} X(t)=\operatorname{Re}[(b+i c) Z(t)]= \\ b A \cos \omega t+c A \sin \omega t=d A \cos (\omega t-\theta) \tag{3.75} \end{gathered}

where bb and cc (or dd and θ\theta) 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 nn, the number of degrees of freedom. Label the normal modes as AαA^{\alpha}, where α\alpha is a label that (we will argue below) goes from 1 to nn. Label the corresponding frequencies ωα\omega_{\alpha}. Then the most general possible motion of the system is a sum of all the normal modes,

Z(t)=α=1nwαAαeiωαt(3.76)Z(t)=\sum_{\alpha=1}^{n} w_{\alpha} A^{\alpha} e^{-i \omega_{\alpha} t} \tag{3.76}

or in real form (with w=b+icw = b + ic)

X(t)=α=1n[bαAαcos(ωαt)+cαAαsin(ωαt)]=α=1ndαAαcos(ωαtθα)(3.77)\begin{aligned} X(t)=& \sum_{\alpha=1}^{n}\left[b_{\alpha} A^{\alpha} \cos \left(\omega_{\alpha} t\right)+c_{\alpha} A^{\alpha} \sin \left(\omega_{\alpha} t\right)\right] \\ &=\sum_{\alpha=1}^{n} d_{\alpha} A^{\alpha} \cos \left(\omega_{\alpha} t-\theta_{\alpha}\right) \tag{3.77} \end{aligned}

where bαb_{\alpha} and cαc_{\alpha} (or dαd_{\alpha} and θα\theta_{\alpha}) 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, KK, 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 nn normal modes, where again, nn is the 3.77 number of degrees of freedom.

If there were fewer than nn normal modes, they could not possibly describe all possible configurations of the nn degrees of freedom. If there were more than nn, they could not be linearly independent nn 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 n×nn \times n matrix. If all the entries are nonzero, this requires adding up n!n! terms. Once you have finished that, you still have to solve a polynomial equation of degree nn. For n>3n > 3, 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 2×22 \times 2 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, m1=m2=mm_{1} = m_{2} = m. 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 AA vectors, the normal modes. From 3.7 and 3.8, the KK matrix has the form

K=(mg/+κκκmg/+κ).(3.78)K=\left(\begin{array}{cc} m g / \ell+\kappa & -\kappa \\ -\kappa & m g / \ell+\kappa \end{array}\right) . \tag{3.78}

The MM matrix is

M=(m00m).(3.79)M=\left(\begin{array}{cc} m & 0 \\ 0 & m \end{array}\right) . \tag{3.79}

Thus from 3.78 and 3.79,

M1K=(g/+κ/mκ/mκ/mg/+κ/m).(3.80)M^{-1} K=\left(\begin{array}{cc} g / \ell+\kappa / m & -\kappa / m \\ -\kappa / m & g / \ell+\kappa / m \end{array}\right) . \tag{3.80}

The matrix M1Kω2IM^{-1}K − \omega^{2}I is

M1Kω2I=(g/+κ/mω2κ/mκ/mg/+κ/mω2).(3.81)M^{-1} K-\omega^{2} I=\left(\begin{array}{cc} g / \ell+\kappa / m-\omega^{2} & -\kappa / m \\ -\kappa / m & g / \ell+\kappa / m-\omega^{2} \end{array}\right) . \tag{3.81}

To find the eigenvalues of M1KM^{-1}K, we form the determinant

det[M1Kω2I]=det[(g/+κ/mω2κ/mκ/mg/+κ/mω2)]=(g/+κ/mω2)2(κ/m)2=(ω2g/)(ω2g/2κ/m)=0.(3.82)\begin{gathered} \operatorname{det}\left[M^{-1} K-\omega^{2} I\right]=\operatorname{det}\left[\left(\begin{array}{cc} g / \ell+\kappa / m-\omega^{2} & -\kappa / m \\ -\kappa / m & g / \ell+\kappa / m-\omega^{2} \end{array}\right)\right] \\ =\left(g / \ell+\kappa / m-\omega^{2}\right)^{2}-(\kappa / m)^{2} \\ =\left(\omega^{2}-g / \ell\right)\left(\omega^{2}-g / \ell-2 \kappa / m\right)=0 . \tag{3.82} \end{gathered}

Thus the angular frequencies of the normal modes are

ω12=g/,ω22=g/+2κ/m.(3.83)\omega_{1}^{2}=g / \ell, \quad \omega_{2}^{2}=g / \ell+2 \kappa / m . \tag{3.83}

To find the corresponding normal modes, we substitute these frequencies back into the eigenvalue equation. For ω12\omega_{1}^{2}, the normal mode vector, A1A^{1},

A1=(a11a21),(3.84)A^{1}=\left(\begin{array}{l} a_{1}^{1} \\ a_{2}^{1} \end{array}\right) , \tag{3.84}

satisfies the matrix equation

[M1Kω12I]A1=0.(3.85)\left[M^{-1} K-\omega_{1}^{2} I\right] A^{1}=0 . \tag{3.85}

From 3.81 and 3.83,

M1Kω12I=(κ/mκ/mκ/mκ/m).(3.86)M^{-1} K-\omega_{1}^{2} I=\left(\begin{array}{cc} \kappa / m & -\kappa / m \\ -\kappa / m & \kappa / m \end{array}\right) . \tag{3.86}

Thus 3.85 becomes

(κ/mκ/mκ/mκ/m)(a11a21)=0=κm(a11a21a11+a21)a11=a21.(3.87)\begin{aligned} &\left(\begin{array}{cc} \kappa / m & -\kappa / m \\ -\kappa / m & \kappa / m \end{array}\right)\left(\begin{array}{l} a_{1}^{1} \\ a_{2}^{1} \end{array}\right)=0 \\ &=\frac{\kappa}{m}\left(\begin{array}{c} a_{1}^{1}-a_{2}^{1} \\ -a_{1}^{1}+a_{2}^{1} \end{array}\right) \Rightarrow a_{1}^{1}=a_{2}^{1} . \tag{3.87} \end{aligned}

We can take a11=1a_{1}^{1}=1 because we can multiply the normal mode vector by any number we like. Only the ratio a11/a21a_{1}^{1} / a_{2}^{1} matters. So, for example, we can take

A1=(11).(3.88)A^{1}=\left(\begin{array}{l} 1 \\ 1 \end{array}\right) . \tag{3.88}

This gives 3.10. The displacement in this normal mode is shown in Figure 3.6.

The displacement in the normal mode, A^{1}.

Figure 3.6:The displacement in the normal mode, A1A^{1}.

For ω22\omega_{2}^{2}, the normal mode vector, A2A^{2},

A2=(a12a22),(3.89)A^{2}=\left(\begin{array}{l} a_{1}^{2} \\ a_{2}^{2} \end{array}\right) , \tag{3.89}

satisfies the matrix equation (where the identity matrix multiplying ω22\omega_{2}^{2} is understood)3

[M1Kω22]A2=0.(3.90)\left[M^{-1} K-\omega_{2}^{2}\right] A^{2}=0 . \tag{3.90}

This time, 3.81 and 3.83 give

M1Kω22=(κ/mκ/mκ/mκ/m).(3.91)M^{-1} K-\omega_{2}^{2}=\left(\begin{array}{cc} -\kappa / m & -\kappa / m \\ -\kappa / m & -\kappa / m \end{array}\right) . \tag{3.91}

Thus 3.90 becomes

(κ/mκ/mκ/mκ/m)(a12a22)=0=κm(a12+a22a12+a22)a12=a22..(3.92)\begin{aligned} &\left(\begin{array}{ll} -\kappa / m & -\kappa / m \\ -\kappa / m & -\kappa / m \end{array}\right)\left(\begin{array}{l} a_{1}^{2} \\ a_{2}^{2} \end{array}\right)=0 \\ &=-\frac{\kappa}{m}\left(\begin{array}{l} a_{1}^{2}+a_{2}^{2} \\ a_{1}^{2}+a_{2}^{2} \end{array}\right) \Rightarrow a_{1}^{2}=-a_{2}^{2} . \tag{3.92} \end{aligned} .

Again, only the ratio a12/a22a_{1}^{2} / a_{2}^{2} matters, so we can take

A2=(11).(3.93)A^{2}=\left(\begin{array}{c} 1 \\ -1 \end{array}\right) . \tag{3.93}

This gives 3.11. The displacement in this normal mode is shown in Figure 3.7.

The displacement in the normal mode, A^{2}.

Figure 3.7:The displacement in the normal mode, A2A^{2}.

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 g/g / \ell, 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 2κ2\kappa, and the square of the angular frequency is correspondingly larger.

n=2n=2 — the General Case

Let us work out explicitly the case of n=2n = 2 for an arbitrary KK matrix,

M1K=(K11/m1K12/m1K12/m2K22/m2),(3.94)M^{-1} K=\left(\begin{array}{ll} K_{11} / m_{1} & K_{12} / m_{1} \\ K_{12} / m_{2} & K_{22} / m_{2} \end{array}\right) , \tag{3.94}

where we have used K21=K12K_{21} = K_{12}. Then 3.73 becomes

(K11K22K122m1m2)(K11m1+K22m2)ω2+ω4=0,(3.95)\left(\frac{K_{11} K_{22}-K_{12}^{2}}{m_{1} m_{2}}\right)-\left(\frac{K_{11}}{m_{1}}+\frac{K_{22}}{m_{2}}\right) \omega^{2}+\omega^{4}=0 , \tag{3.95}

with solutions

ω2=12(K11m1+K22m2)±14(K11m1K22m2)2+K122m1m2.(3.96)\omega^{2}=\frac{1}{2}\left(\frac{K_{11}}{m_{1}}+\frac{K_{22}}{m_{2}}\right) \pm \sqrt{\frac{1}{4}\left(\frac{K_{11}}{m_{1}}-\frac{K_{22}}{m_{2}}\right)^{2}+\frac{K_{12}^{2}}{m_{1} m_{2}}} . \tag{3.96}

For each ω2\omega^{2}, we can take a1=1a_{1} = 1. Then

a2=m1ω2K11K12.(3.97)a_{2}=\frac{m_{1} \omega^{2}-K_{11}}{K_{12}} . \tag{3.97}

As we anticipated, the eigenvectors turned out to be real. This a general consequence of the reality of M1KM^{-1}K and ω2\omega^{2}. The argument is worth repeating. When all the elements of the matrix M1Kω2IM^{-1}K − \omega^{2}I are real, the ratios, aj/aka_{j} / a_{k} 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 AA 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 NN coupled oscillators, 3.76. It is

X(t)=α(bαAαcosωαt+cαAαsinωαt).(3.98)X(t)=\sum_{\alpha}\left(b_{\alpha} A^{\alpha} \cos \omega_{\alpha} t+c_{\alpha} A^{\alpha} \sin \omega_{\alpha} t\right) . \tag{3.98}

The 2N2N constants bαb_{\alpha} and cαc_{\alpha} are determined by the initial conditions. The bαb_{\alpha} are related to the initial displacements, X(0)X(0):

X(0)=αbαAα.(3.99)X(0)=\sum_{\alpha} b_{\alpha} A^{\alpha} . \tag{3.99}

In words, bαb_{\alpha} is the coefficient of the normal mode AαA^{\alpha} in the initial displacement X(0)X(0). The cαc_{\alpha} are related to the initial velocities, dX(t)dtt=0\left.\frac{d X(t)}{d t}\right|_{t=0}:

dX(t)dtt=0=αcαωαAα.(3.100)\left.\frac{d X(t)}{d t}\right|_{t=0}=\sum_{\alpha} c_{\alpha} \omega_{\alpha} A^{\alpha} . \tag{3.100}

The equations, 3.99 and 3.100, are two sets of simultaneous linear equations for the bαb_{\alpha} and cαc_{\alpha}. 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, II, 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 ω22-\omega_{2}^{2} in 3.90, you should mentally include a factor of II.

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

X(t)=bA1cos(ω1tθ1)+cA2cos(ω2tθ2),(3.101)X(t)=b A^{1} \cos \left(\omega_{1} t-\theta_{1}\right)+c A^{2} \cos \left(\omega_{2} t-\theta_{2}\right) , \tag{3.101}

or, using 3.88 and 3.93

x1(t)=bcos(ω1tθ1)+ccos(ω2tθ2),x2(t)=bcos(ω1tθ1)ccos(ω2tθ2).(3.102)\begin{aligned} &x_{1}(t)=b \cos \left(\omega_{1} t-\theta_{1}\right)+c \cos \left(\omega_{2} t-\theta_{2}\right), \\ &x_{2}(t)=b \cos \left(\omega_{1} t-\theta_{1}\right)-c \cos \left(\omega_{2} t-\theta_{2}\right) . \tag{3.102} \end{aligned}

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

X1(t)x1(t)+x2(t).(3.103)X^{1}(t) \equiv x_{1}(t)+x_{2}(t) . \tag{3.103}

In this combination, all dependence on cc and θ2\theta_{2} goes away,

X1(t)=2bcos(ω1tθ1).(3.104)X^{1}(t)=2 b \cos \left(\omega_{1} t-\theta_{1}\right) . \tag{3.104}

This combination oscillates with the single frequency, ω1\omega_{1}, and depends on only two constants, bb and θ1\theta_{1}, no matter what the initial conditions are. Likewise,

X2(t)x1(t)x2(t)(3.105)X^{2}(t) \equiv x_{1}(t)-x_{2}(t) \tag{3.105}

oscillates with the frequency, ω2\omega_{2},

X2(t)=2ccos(ω2tθ2).(3.106)X^{2}(t)=2 c \cos \left(\omega_{2} t-\theta_{2}\right) . \tag{3.106}

X1X^{1} and X2X^{2} are called “normal coordinates.” We can just as well describe the motion of the system in terms of X1X^{1} and X2X^{2} as in terms of x1x_{1} and x2x_{2}. We can go back and forth using the definitions, 3.103 and 3.105. While x1x_{1} and x2x_{2} are more natural from the point of view of the physical setup of the system, Figure 3.1, X1X^{1} and X2X^{2} 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 AαA^{\alpha} corresponding to a frequency ωα\omega_{\alpha}. Construct the row vector

Bα=AαTM(3.107)B^{\alpha}=A^{\alpha T} M \tag{3.107}

where AαTA^{\alpha T} is the transpose of AαA^{\alpha}, a row vector with ajαa_{j}^{\alpha} in the jjth column.

The row vector BαB^{\alpha} is also an eigenvector of the matrix M1KM^{-1}K, but this time from the left. That is

BαM1K=ωα2Bα.(3.108)B^{\alpha} M^{-1} K=\omega_{\alpha}^{2} B^{\alpha} . \tag{3.108}

To derive 3.108, note that 3.68 can be transposed to give

AαTKM1=ωα2AαT(3.109)A^{\alpha T} K M^{-1}=\omega_{\alpha}^{2} A^{\alpha T} \tag{3.109}

because M1M^{-1} and KK are both symmetric (see 3.18 and notice that the order of M1M^{-1} and KK are reversed by the transposition). Then

BαM1K=AαTMM1K=AαTKM1M(3.110)B^{\alpha} M^{-1} K=A^{\alpha T} M M^{-1} K=A^{\alpha T} K M^{-1} M \tag{3.110}
=ωα2AαTM=ωα2Bα.(3.111)=\omega_{\alpha}^{2} A^{\alpha T} M=\omega_{\alpha}^{2} B^{\alpha}. \tag{3.111}

Given a row vector satisfying 3.108, we can form the linear combination of coordinates

Xα=BαX=jbjαxj.(3.112)X^{\alpha}=B^{\alpha} \cdot X=\sum_{j} b_{j}^{\alpha} x_{j} . \tag{3.112}

Then XαX^{\alpha} is the normal coordinate that oscillates with angular frequency ωα\omega_{\alpha} because

d2Xαdt2=Bαd2Xdt2=BαM1KX=ωα2BαX=ωα2Xα.(3.113)\frac{d^{2} X^{\alpha}}{d t^{2}}=B^{\alpha} \cdot \frac{d^{2} X}{d t^{2}}=-B^{\alpha} M^{-1} K X=-\omega_{\alpha}^{2} B^{\alpha} \cdot X=-\omega_{\alpha}^{2} X^{\alpha} . \tag{3.113}

Thus each normal coordinate behaves just like the coordinate in a system with only one degree of freedom. The BαB^{\alpha} 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 bαb_{\alpha} and cαc_{\alpha} 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

BβAα.(3.114)B^{\beta} A^{\alpha} . \tag{3.114}

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 Xβ=BβXX^{\beta}=B^{\beta} X is the normal coordinate that oscillates with frequency ωβ\omega_{\beta}, that is:

BβX(t)e±iωβt.(3.115)B^{\beta} X(t) \propto e^{\pm i \omega_{\beta} t} . \tag{3.115}

On the other hand, the only terms in 3.98 that oscillate with this frequency are those for which ωα=ωβ\omega_{\alpha}=\omega_{\beta}. Thus if ωβ\omega_{\beta} is not equal to ωα\omega_{\alpha}, then BβAα must vanish to give consistency with 3.115.

If the system has two or more normal modes with different AA 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 A1A^{1} and A2A^{2} are two different modes with the same frequency,

M1KA1=ω2A1,M1KA2=ω2A2.(3.116)M^{-1} K A^{1}=\omega^{2} A^{1}, \quad M^{-1} K A^{2}=\omega^{2} A^{2} . \tag{3.116}

Because the eigenvalues are the same, any linear combination of the two mode vectors is still a normal mode with the same frequency,

M1K(β1A1+β2A2)=ω2(β1A1+β2A2),(3.118)M^{-1} K\left(\beta_{1} A^{1}+\beta_{2} A^{2}\right)=\omega^{2}\left(\beta_{1} A^{1}+\beta_{2} A^{2}\right) , \tag{3.118}

for any constants, β1\beta_{1} and β2\beta_{2}.

Now if A1TMA20A^{1 T} M A^{2} \neq 0, we can use 3.117 to choose a new A2A^{2} as follows:

A2A2A1TMA2A1TMA1A1.(3.119)A^{2} \rightarrow A^{2}-\frac{A^{1 T} M A^{2}}{A^{1 T} M A^{1}} A^{1} . \tag{3.119}

This new normal mode satisfies

A1TMA2=0.(3.120)A^{1 T} M A^{2}=0 . \tag{3.120}

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

BβAα=AβTMAα=0 for βα.(3.121)B^{\beta} A^{\alpha}=A^{\beta^{T}} M A^{\alpha}=0 \text { for } \beta \neq \alpha . \tag{3.121}

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 BβB^{\beta}, we get

BβX(0)=BβαbαAα=αbαBβAα=bβBβAβ.(3.122)B^{\beta} X(0)=B^{\beta} \sum_{\alpha} b_{\alpha} A^{\alpha}=\sum_{\alpha} b_{\alpha} B^{\beta} A^{\alpha}=b_{\beta} B^{\beta} A^{\beta} . \tag{3.122}

where the last step follows because of 3.120, which implies that the sum over α\alpha only contributes for α=β\alpha = \beta. Thus we can calculate bαb_{\alpha} directly from the normal modes and X(0)X(0),

bα=BαX(0)BαAα.(3.123)b_{\alpha}=\frac{B^{\alpha} X(0)}{B^{\alpha} A^{\alpha}} . \tag{3.123}

Similarly

ωαcα=1BαAαBNdX(t)dtt=0.(3.124)\omega_{\alpha} c_{\alpha}=\left.\frac{1}{B^{\alpha} A^{\alpha}} B^{N} \frac{d X(t)}{d t}\right|_{t=0} . \tag{3.124}

The point is that we have already solved simultaneous linear equations like 3.99 in finding the eigenvectors of M1KM^{-1}K so it is not necessary to do it again in solving for bαb_{\alpha} and cαc_{\alpha}. Physically, we know that the normal coordinate XαX^{\alpha} must be proportional to the coefficient of the normal mode AαA^{\alpha} 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 M1KM^{-1}K 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 HH, defined as follows:

H=αAαBαBαAα.(3.125)H=\sum_{\alpha} \frac{A^{\alpha} B^{\alpha}}{B^{\alpha} A^{\alpha}} . \tag{3.125}

Note that HH is a matrix because AαBαA^{\alpha}B^{\alpha} 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 HH act on one of the normal mode vectors AβA^{\beta}, and use 3.120, it is easy to see that only the term α=β\alpha = \beta in the sum contributes and HAβ=AβH \cdot A^{\beta}=A^{\beta}. But because the normal modes are a complete set of NN linearly independent vectors, that implies that HV=VH \cdot V=V for any vector, VV. Thus HH is the identity matrix,

H=I.(3.126)H=I . \tag{3.126}

We can use this form for II to get an expression for M1KM^{-1}K in terms of a sum over normal modes. Consider the product M1KH=M1KM^{-1} K \cdot H=M^{-1} K, and use the eigenvalue condition M1KAα=ωα2AαM^{-1} K A^{\alpha}=\omega_{\alpha}^{2} A^{\alpha} to obtain

M1K=αωα2AαBαBαAα.(3.127)M^{-1} K=\sum_{\alpha} \frac{\omega_{\alpha}^{2} A^{\alpha} B^{\alpha}}{B^{\alpha} A^{\alpha}} . \tag{3.127}

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.

ω2\omega^{2} is Real

We can use 3.120 to show that all the eigenvalues of the M1KM^{-1}K 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 ω2\omega^{2} is a complex eigenvalue with eigenvector, AA, then then the complex conjugate, ω2\omega^{2^{*}}, is also an eigenvalue with eigenvector, AA^{*}. This must be so because the M1KM^{-1}K matrix is real, which implies that we can take the complex conjugate of the eigenvalue equation,

M1KA=ω2A,(3.128)M^{-1} K A=\omega^{2} A , \tag{3.128}

to obtain

M1KA=ω2A.(3.129)M^{-1} K A^{*}=\omega^{2^{*}} A^{*} . \tag{3.129}

Then if ω2\omega^{2} is complex, ω2\omega^{2} and ω2\omega^{2^{*}} are different and 3.120 implies

ATMA=0.(3.130)A^{* T} M A=0 . \tag{3.130}

But 3.129 is impossible unless A=0A = 0 or at least one of the masses in MM is negative. To see this, let us expand it in the components of AA.

ATMA=j=1najmjaj=j=1nmjaj2.(3.131)A^{* T} M A=\sum_{j=1}^{n} a_{j}^{*} m_{j} a_{j}=\sum_{j=1}^{n} m_{j}\left|a_{j}\right|^{2} . \tag{3.131}

Each of the terms in 3.130 is positive or zero. Thus the only solutions of the eigenvalue equation, 3.127, for complex ω2\omega^{2} are the trivial ones in which A=0A = 0 on both sides. All the normal modes have real ω2\omega^{2}.

Thus there are only three possibilities. ω2>0\omega^{2} > 0 corresponds to stable equilibrium and harmonic oscillation. ω2<0\omega^{2} < 0, in which case ω\omega is pure imaginary, occurs when the equilibrium is unstable. ω2=0\omega^{2} = 0 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 F(t)F(t) 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 ω02\omega_{0}^{2} in the equation of motion, 2.2, becomes the matrix M1KM^{-1}K. The frictional term Γ\Gamma becomes a matrix. In terms of the matrix Γ\Gamma, the frictional force vector is MΓdZ/dtM \Gamma d Z / d t (compare 2.1). Then we can look for an irreducible, steady state solution to the equation of motion of the form

Z(t)=Weiωt(3.132)Z(t)=W e^{-i \omega t} \tag{3.132}

where WW is a constant vector, which yields the matrix equation

[ω2iΓω+M1KW=M1F0.(3.133)\left[-\omega^{2}-i \Gamma \omega+M^{-1} K\right\rceil W=M^{-1} F_{0} . \tag{3.133}

Formally, we can solve this by multiplying by the inverse matrix

W=[M1Kω2iΓω]1M1F0.(3.134)W=\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]^{-1} M^{-1} F_{0} . \tag{3.134}

If Γ\Gamma were zero in the matrix

[ω2iΓω+M1K],(3.135)\left[-\omega^{2}-i \Gamma \omega+M^{-1} K\right] , \tag{3.135}

then we know that the inverse matrix would not exist for any value of ω\omega corresponding to a free oscillation frequency of the system, ω0\omega_{0}, because the determinant of the M1Kω02M^{-1} K-\omega_{0}^{2} matrix is zero. The amplitude WW would go to \infty 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 ω\omega close to ω0\omega_{0}, if there is no damping, the response amplitude is very large, proportional to 1/(ω02ω2)1 /\left(\omega_{0}^{2}-\omega^{2}\right), almost in the direction of the normal mode. However, in the presence of damping, the response amplitude does not go to \infty even for ω=ω0\omega = \omega_{0}, because the iΓωi \Gamma \omega term is still nonvanishing.

We can see all this explicitly if the damping matrix Γ\Gamma is proportional to the identity matrix,

Γ=γI.(3.136)\Gamma=\gamma I . \tag{3.136}

Then we can use 3.124-3.126 to write [M1Kω2iΓω]\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right] as a sum over the normal modes, as follows:

[M1Kω2iΓω]=α(ωα2ω2iγω)AαBαBαAα.(3.137)\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]=\sum_{\alpha}\left(\omega_{\alpha}^{2}-\omega^{2}-i \gamma \omega\right) \frac{A^{\alpha} B^{\alpha}}{B^{\alpha} A^{\alpha}} . \tag{3.137}

Then the inverse matrix can be constructed in a similar way, just by inverting the factor in the numerator:

[M1Kω2iΓω]1=α(ωα2ω2iγω)1AαBαBαAα.(3.138)\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]^{-1}=\sum_{\alpha}\left(\omega_{\alpha}^{2}-\omega^{2}-i \gamma \omega\right)^{-1} \frac{A^{\alpha} B^{\alpha}}{B^{\alpha} A^{\alpha}} . \tag{3.138}

Using 3.137, we can rewrite 3.133 as

W=αΛαωα2ω2iγωBαM1F0BαAα.(3.139)W=\sum_{\alpha} \frac{\Lambda^{\alpha}}{\omega_{\alpha}^{2}-\omega^{2}-i \gamma \omega} \frac{B^{\alpha} M^{-1} F_{0}}{B^{\alpha} A^{\alpha}} . \tag{3.139}

This has a simple interpretation. The second factor on the right hand side of 3.138 is the coefficient of the normal mode AαA^{\alpha} in the driving term, M1F0M^{-1} F_{0}. This coefficient is multiplied by the complex number

[1ωα2ω2iγω],(3.140)\left[\frac{1}{\omega_{\alpha}^{2}-\omega^{2}-i \gamma \omega}\right] , \tag{3.140}

which is exactly analogous to the factor in 2.21 in the one dimensional case. Thus if ΓI\Gamma \propto I, then, for each normal mode, the forced oscillation works just as it does for one degree of freedom. If Γ\Gamma 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 M1KM^{-1}K matrix given by 3.80. We will imagine that the system is sitting in a viscous fluid that gives a uniform damping Γ=γI\Gamma = \gamma I, 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 2q2q and qq and subject them to a periodic electric field), so that the force is

F(t)=(21)f0cosωt=Re[(21)f0eiωt].(3.141)F(t)=\left(\begin{array}{l} 2 \\ 1 \end{array}\right) f_{0} \cos \omega t=\operatorname{Re}\left[\left(\begin{array}{l} 2 \\ 1 \end{array}\right) f_{0} e^{-i \omega t}\right] . \tag{3.141}

Thus

M1F0=(21)f0m.(3.142)M^{-1} F_{0}=\left(\begin{array}{l} 2 \\ 1 \end{array}\right) \frac{f_{0}}{m} . \tag{3.142}

Now to use 3.133, we need only invert the matrix

[M1Kω2iΓω]=(g+κmω2iγωκmκmg+κmω2iγω).(3.143)\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]=\left(\begin{array}{cc} \frac{g}{\ell}+\frac{\kappa}{m}-\omega^{2}-i \gamma \omega & -\frac{\kappa}{m} \\ -\frac{\kappa}{m} & \frac{g}{\ell}+\frac{\kappa}{m}-\omega^{2}-i \gamma \omega \end{array}\right) . \tag{3.143}

This is simple enough to do by hand. We will do that first, and then compare the result with 3.137. The determinant is

(g+κmω2iγω)2(κm)2=(g+2κmω2iγω)(gω2iγω).(3.144)\begin{gathered} \left(\frac{g}{\ell}+\frac{\kappa}{m}-\omega^{2}-i \gamma \omega\right)^{2}-\left(\frac{\kappa}{m}\right)^{2} \\ =\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}-i \gamma \omega\right) \cdot\left(\frac{g}{\ell}-\omega^{2}-i \gamma \omega\right) . \tag{3.144} \end{gathered}

Applying 3.34, we find

[M1Kω2iΓω]1=1(g+2κmω2iγω)(gω2iγω)(g+κmω2iγωκmκmg+κmω2iγω).(3.145)\begin{gathered} {\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]^{-1}} \\ =\frac{1}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}-i \gamma \omega\right)\left(\frac{g}{\ell}-\omega^{2}-i \gamma \omega\right)} \\ \cdot\left(\begin{array}{cc} \frac{g}{\ell}+\frac{\kappa}{m}-\omega^{2}-i \gamma \omega & \frac{\kappa}{m} \\ \frac{\kappa}{m} & \frac{g}{\ell}+\frac{\kappa}{m}-\omega^{2}-i \gamma \omega \end{array}\right) . \tag{3.145} \end{gathered}

If we isolate the contribution of the two zeros in the denominator of 3.144, we can write

[M1Kω2iΓω]1=121(gω2iγω)(1111)+121(g+2κmω2iγω)(1111)(3.146)\begin{gathered} {\left[M^{-1} K-\omega^{2}-i \Gamma \omega\right]^{-1}} \\ =\frac{1}{2} \frac{1}{\left(\frac{g}{\ell}-\omega^{2}-i \gamma \omega\right)}\left(\begin{array}{ll} 1 & 1 \\ 1 & 1 \end{array}\right) \\ +\frac{1}{2} \frac{1}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}-i \gamma \omega\right)}\left(\begin{array}{cc} 1 & -1 \\ -1 & 1 \end{array}\right) \tag{3.146} \end{gathered}

which is just 3.137, as promised. Now substituting into 3.133, we find

W=121(gω2iγω)(33)f0m+121(g+2κmω2iγω)(11)f0m=12(gω2+iγω)(gω2)2+(γω)2(33)f0m+12(g+2κmω2+iγω)(g+2κmω2)2+(γω)2(11)f0m,(3.147)\begin{gathered} W=\frac{1}{2} \frac{1}{\left(\frac{g}{\ell}-\omega^{2}-i \gamma \omega\right)}\left(\begin{array}{l} 3 \\ 3 \end{array}\right) \frac{f_{0}}{m} \\ +\frac{1}{2} \frac{1}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}-i \gamma \omega\right)}\left(\begin{array}{c} 1 \\ -1 \end{array}\right) \frac{f_{0}}{m} \\ =\frac{1}{2} \frac{\left(\frac{g}{\ell}-\omega^{2}+i \gamma \omega\right)}{\left(\frac{g}{\ell}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}}\left(\begin{array}{l} 3 \\ 3 \end{array}\right) \frac{f_{0}}{m} \\ +\frac{1}{2} \frac{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}+i \gamma \omega\right)}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}}\left(\begin{array}{c} 1 \\ -1 \end{array}\right) \frac{f_{0}}{m}, \tag{3.147} \end{gathered}

from which we can read off the final result:

X(t)=Re(Weiωt)=(α1cosωt+β1sinωtα2cosωt+β2sinωt)(3.148)X(t)=\operatorname{Re}\left(W e^{-i \omega t}\right)=\left(\begin{array}{l} \alpha_{1} \cos \omega t+\beta_{1} \sin \omega t \\ \alpha_{2} \cos \omega t+\beta_{2} \sin \omega t \end{array}\right) \tag{3.148}

where

α1(2)=32(gω2)(gω2)2+(γω)2f0m±12(g+2κmω2)(g+2κmω2)2+(γω)2f0m(3.149)\begin{aligned} &\alpha_{1(2)}=\frac{3}{2} \frac{\left(\frac{g}{\ell}-\omega^{2}\right)}{\left(\frac{g}{\ell}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{f_{0}}{m} \\ &\pm \frac{1}{2} \frac{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}\right)}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{f_{0}}{m} \tag{3.149} \end{aligned}

and

β1(2)=32γω(gω2)2+(γω)2f0m±12γω(g+2κmω2)2+(γω)2f0m.(3.150)\begin{aligned} &\beta_{1(2)}=\frac{3}{2} \frac{\gamma \omega}{\left(\frac{g}{\ell}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{f_{0}}{m} \\ &\pm \frac{1}{2} \frac{\gamma \omega}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{f_{0}}{m} . \tag{3.150} \end{aligned}

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

P(t)=F(t)TdX(t)dt.(3.151)P(t)=F(t)^{T} \cdot \frac{d X(t)}{d t} . \tag{3.151}

The average power lost to the frictional force comes from the cos2ωt\cos ^{2} \omega t term in 3.150 and is

=1(gω2)2+(γω)29γω2f024m+1(g+2κmω2)2+(γω)2γω2f024m\begin{aligned} &=\frac{1}{\left(\frac{g}{\ell}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{9 \gamma \omega^{2} f_{0}^{2}}{4 m} \\ &+\frac{1}{\left(\frac{g}{\ell}+2 \frac{\kappa}{m}-\omega^{2}\right)^{2}+(\gamma \omega)^{2}} \frac{\gamma \omega^{2} f_{0}^{2}}{4 m} \end{aligned}

Figure 3.8 shows a graph of this (for κ/m=3g/2\kappa / m=3 g / 2 \ell and γ2=g/4\gamma^{2}=g / 4 \ell). There are two things to observe about Figure 3.8. First note the two resonance peaks, at ω2=g/\omega^{2} = g / \ell and ω2=g/+2κ/m=4g/\omega^{2}=g / \ell+2 \kappa / m=4 g / \ell. 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.

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

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

Problems

Footnotes
  1. c=0c = 0 doesn’t count, because the equation is satisfied trivially for any hh. We are interested only in nontrivial solutions.

  2. The situation is slightly more complicated when the solutions for hh are degenerate. We discuss this in 3.117 below.