Stability, Equilibrium, and the Quadratic Lagrangian
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You should be comfortable with the Euler-Lagrange equations, the definition of generalized coordinates, and the concept of a potential energy function. Familiarity with small oscillations and Taylor expansions is assumed.
Why this matters
Understanding stability allows us to linearize complex systems into solvable harmonic oscillators.
In analytical mechanics, we rarely deal with perfectly periodic motion in isolation. Instead, systems often hover around an equilibrium state, undergoing small perturbations. By analyzing the second-order terms of the Lagrangian, we can determine whether a system is stable (oscillatory) or unstable (exponential divergence). This quadratic approximation is the foundation for understanding normal modes, which are the natural frequencies at which a system prefers to vibrate. It bridges the gap between static equilibrium and dynamic response, providing the mathematical structure necessary for the generalized eigenproblem discussed in the next lecture.
The Geometry of Equilibrium
Imagine a ball resting in a valley. If you nudge it slightly, it rolls back toward the center. This is a stable equilibrium. Conversely, if the ball sits on a hilltop, a tiny nudge sends it rolling away. This is an unstable equilibrium. In analytical mechanics, we identify these states by looking at the potential energy surface. An equilibrium point is where the potential energy is stationary, meaning its first derivative with respect to the generalized coordinates is zero. However, the first derivative only tells us the slope is flat; it does not tell us if the flat spot is a bowl or a dome. To distinguish between the two, we must examine the curvature of the potential energy surface. This curvature is captured by the second derivatives, which form the Hessian matrix. If the curvature is positive in all directions, the system is stable. If it is negative in any direction, the system is unstable. This geometric intuition is the starting point for our mathematical treatment.
Expanding the Lagrangian
To analyze small oscillations, we expand the Lagrangian \( L = T - V \) about the equilibrium point \( q_0 \). Let \( q_i = q_{0i} + \eta_i \), where \( \eta_i \) is a small displacement. Since the first derivatives of the potential vanish at equilibrium, the potential energy \( V \) can be approximated by its Taylor series up to the second order:
We define the stiffness matrix \( K_{ij} \) as \( K_{ij} = \frac{\partial^2 V}{\partial q_i \partial q_j} \big|_{q_0} \). The kinetic energy \( T \) is quadratic in the velocities \( \dot{q}_i \). For small oscillations, we assume the mass matrix \( M_{ij} \) is constant and evaluated at equilibrium:
Thus, the quadratic Lagrangian is:
This form is crucial because it leads to linear equations of motion. The system behaves like a set of coupled springs and masses, where the coupling is determined by the off-diagonal elements of \( M \) and \( K \).
Equations of Motion and Stability
Applying the Euler-Lagrange equations to \( L_{\text{quad}} \) yields:
In matrix notation, this is written as:
To find the normal modes, we assume a solution of the form \( \boldsymbol{\eta}(t) = \mathbf{a} e^{i \omega t} \). Substituting this into the equation of motion gives:
For a non-trivial solution \( \mathbf{a} \neq 0 \), the determinant of the coefficient matrix must vanish:
This is the characteristic equation. The roots \( \omega_r^2 \) are the squared normal frequencies. If all \( \omega_r^2 \) are positive, the system is stable, and the motion is oscillatory. If any \( \omega_r^2 \) is negative, the corresponding mode is unstable, leading to exponential growth in displacement. The stability of the system is therefore determined by the eigenvalues of the generalized eigenproblem defined by the matrices \( K \) and \( M \).
Connection to Normal Modes
The solutions to the generalized eigenproblem are the normal modes of the system. Each mode \( r \) has a specific frequency \( \omega_r \) and a shape vector \( \mathbf{a}^{(r)} \). The general solution is a superposition of these modes:
Here, \( C_r \) and \( \phi_r \) are constants determined by the initial conditions. The normal modes are orthogonal with respect to the mass matrix, meaning \( \mathbf{a}^{(r)\top} M \mathbf{a}^{(s)} = 0 \) for \( r \neq s \). This orthogonality allows us to decouple the equations of motion into independent harmonic oscillators, each vibrating at its own natural frequency. This decoupling is the key insight that makes complex multi-degree-of-freedom systems tractable.
The derivation
Normal Modes as a Generalized Eigenproblem
Derives that oscillations about stable equilibrium are governed by the generalized eigenvalue problem (K - omega^2 M)a = 0, giving normal modes and frequencies.
A common pitfall is assuming that the mass matrix \( M \) is always diagonal. In generalized coordinates, \( M \) can have off-diagonal terms, representing inertial coupling between coordinates. Ignoring these terms leads to incorrect frequencies and mode shapes. Always solve the full generalized eigenproblem \( (K - \omega^2 M) \mathbf{a} = 0 \) rather than assuming \( M \) is the identity matrix. C
Worked example
Problem. Consider a system with two degrees of freedom. The mass matrix is \( M = \begin{pmatrix} 2 & 0 \\ 0 & 1 \end{pmatrix} \) and the stiffness matrix is \( K = \begin{pmatrix} 4 & 2 \\ 2 & 3 \end{pmatrix} \). Find the normal frequencies and determine if the system is stable.
- Set up the characteristic equation: \( \det(K - \omega^2 M) = 0 \).
- Substitute the matrices: \( \det \begin{pmatrix} 4 - 2\omega^2 & 2 \\ 2 & 3 - \omega^2 \end{pmatrix} = 0 \).
- Calculate the determinant: \( (4 - 2\omega^2)(3 - \omega^2) - (2)(2) = 0 \).
- Expand and simplify: \( 12 - 4\omega^2 - 6\omega^2 + 2\omega^4 - 4 = 0 \implies 2\omega^4 - 10\omega^2 + 8 = 0 \).
- Divide by 2: \( \omega^4 - 5\omega^2 + 4 = 0 \).
- Factor the quadratic in \( \omega^2 \): \( (\omega^2 - 1)(\omega^2 - 4) = 0 \).
- Solve for \( \omega^2 \): \( \omega_1^2 = 1 \) and \( \omega_2^2 = 4 \).
- Take the square roots: \( \omega_1 = 1 \) and \( \omega_2 = 2 \).
Units check. The matrices \( M \) and \( K \) are given in consistent SI units (kg and N/m). The eigenvalues \( \omega^2 \) have units of \( \mathrm{s^{-2}} \), so \( \omega \) has units of \( \mathrm{rad/s} \). Both eigenvalues are positive, indicating a stable system.
Three quick tests
- What condition on the eigenvalues of \( K - \omega^2 M \) indicates stability?
Answer
All eigenvalues \( \omega_r^2 \) must be positive. - Why do we expand the Lagrangian to second order?
Answer
To linearize the equations of motion, allowing us to solve for normal modes using linear algebra. - What is the physical meaning of the normal mode vectors?
Answer
They describe the relative amplitudes of the coordinates for each independent oscillation pattern.
Problem set for PU-201 →
Each derivation in this unit ends with five graded problems with full solutions.
Lecture notes drafted with a local model and checked line by line by the editor; every number in the worked example was recomputed.