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A brick sliding in an horizontal plane after an initial push (under Coulomb's dry friction) - closed form solutions validation?

Posted later after comments: In summary, I am trying to understand what are the solutions, and if I have found properly the finite duration solutions to the following nonlinear ODE, or conversely someone to explain how to do it right:

$$\boxed{x'' = -k\cdot g\cdot \text{sgn}(x')}$$

Below I show what I have done, but you don't need to read it if you don't want, in order to give an answer.

PS: I am interested in the maths related to the nonlinear ODE, the physics is just the simplest example I found that hold singular solutions of finite duration, so I can use the traditional ways of solving them as benchmark. A closed-form introduce some subtleties from distribution theory which are exactly what I am interested to understand.


Introduction_____________________

I am looking for simple mechanics models that could have closed-form solutions that achieves finite extinction times where it becomes zero for their own system dynamics and stays there forever after.

Recently I figure out that no solution to a linear differential equation, neither any solution described by a non-piecewise Power Series, could have a finite extinction time due the Identity theorem, and found on this paper that an ordinary differential equation (ODE) could indeed have a solution that achieve a finite extinction time, but if and only if its nonlinear and have a singular point in time (so it is Non-Lipschitz and stand singular solutions), so the ODE must have at least on point where it fail to fulfill uniqueness of solutions (luckily, within the initial conditions' time $t_0$ and the finite extinction time $T$ uniqueness is still hold I believe - see Filippov's differential equations). Be aware this is valid only for first and second order ODE's, I don't know if still stand for systems of ODEs, neither for PDE's (which I tried to review here).

Since my intuition tells that simple classic mechanics system should achieve a finite extinction time, where the movement due the system dynamics dies (as opposite of random thermal noise, which nature is external to the system dynamics as it were a random forcing force), so I started to look for some physics' examples, without finding many (I even tried to made them by myself as in here and here), and those I found (here) have introduced non-linearities to model some specific behaviors, but not for modeling a finite duration, and were quite hard to understand (at least for me, I'm an electrician, nor a physicists neither a mathematician).

Looking for these kinds of finite duration systems, someone in a Youtube named @siguc told me the following:

"How about the motion of a brick on a horizontal surface with constant friction between the brick and the surface? Assuming the brick moves along the surface at $t=0$, it'll stop eventually. Newton's law: $x''=-k\ g\ \text{sgn}(x')$, where $g$ is $9.8\,\frac{m}{s^2}$ and $k$ is the friction coef.".

where $\text{sgn}(x)$ is the is the Sign function.

So I started to googling about this problem founding terms as Coulomb damping, but the only place I found the same brick problem was in this Wiki page and no close-form solutions were shown.

Images from Wikipedia

In this section of the Wikipedia page is shown the differential equation that model the Newton's 2nd law and rules this system: $$ m\cdot x'' = -F - \left(\text{sgn}(x')\right)\cdot \mu_k\cdot m\cdot g$$

Now, assuming that the initial push have already happened, the brick is sliding with an initial velocity $x'(0)$, so the force that have produce this push could be already being considered as $F = 0$ (is absent now from the point of view of the brick), so the only force present is the friction that slows down the brick until it stop moving. If I am not mistaken, dividing from the mass $m$ and matching $k \equiv \mu_k >0$, I will have that the product $k\cdot g >0$ with $g = 9.8\,\frac{m}{s^2}$ the Earth's gravity acceleration constant recovering the differential equation mentioned by @siguc: $$x'' = -k\cdot g\cdot \text{sgn}(x') \tag{Eq. 1}\label{Eq. 1}$$


Main issue________________

As example, if I let $k\cdot g \equiv 1$ in \eqref{Eq. 1} and I review it in Wolfram-Alpha, it shows \eqref{Eq. 1} could have many solutions with different behaviors (as expected for a nonlinear differential equation):

Wolfram-Alpha solutions

So following my intentions of finding solutions of finite duration, I tried to solve the differential equation assuming there exist a time $T>0$ where the solution becomes $x(t) = 0,\,\forall\ t\geq T$, which I will called as Endiness constraint for now on (it is an "invented word" so far I know, so please keep it mind since I going to use it later).

With this, I found the following: If I use the change of variable $x' = k\cdot g \cdot z$, the equation \eqref{Eq. 1} could become: $$\begin{array}{rcl} -\frac{x''}{k\cdot g} & = & \text{sgn}(x') \\ \iff -\frac{k\cdot g\cdot z'}{k\cdot g} & = & \text{sgn}(k\cdot g\cdot z) \\ & = & \frac{k \cdot g\cdot z}{|k\cdot g\cdot z|} \\ & \overset{\text{since}\ k\cdot g>0}{=} & \frac{k\cdot g\cdot z}{|k\cdot g|\cdot |z|} \\ & = &\frac{z}{|z|} \\ &=& \text{sgn}(z) \\ \Rightarrow z' & = & -\text{sgn}(z) \qquad\text{(Eq. 2)}\tag{Eq. 2}\label{Eq. 2} \end{array}$$

Now for solving \eqref{Eq. 2}, thinking in the Endiness constraint I tried the following: since I want the solution to become by itself zero, and I know now that a non-piecewise power series doesn't going to work, I tried as Ansatz something of the form: $$z(t) = a \cdot (T-t)^n\cdot\theta(T-t)\tag{Eq. 3}\label{Eq. 3}$$ where $\theta(t)$ is the Heaviside step function and $a$ is a constant to be determined, so in this way, I will have that:

  • $z'(t) = a\cdot n\cdot (T-t)^{n-1}\cdot(-1)\cdot\theta(T-t) + \underbrace{\require{cancel}\cancel{a\cdot(T-t)^n\cdot\delta(T-t)}}_{=\,0\,\text{because}\,x^n\delta(x)\,=\,0} = -a\cdot n\cdot (T-t)^{n-1}\cdot\theta(T-t) \tag{Eq. 4}\label{Eq. 4}$ with $\delta(t)$ is the Dirac delta function, so I can move "freely" the $\theta(T-t)$ term in and out from the derivatives (as is explained here).
  • With the Ansatz $z(t)$ the solution will become zero at time $T$ continuously and stays there forever, and hopefully also its derivative will fulfill the same.

By replacing \eqref{Eq. 3} and \eqref{Eq. 4} into \eqref{Eq. 2}, I could realize the following: $$-a\cdot n\cdot (T-t)^{n-1}\cdot\theta(T-t) \overset{???}{=} -\text{sgn}\left(a \cdot (T-t)^n\cdot\theta(T-t)\right)\tag{Eq. 5}\label{Eq. 5}$$ where from inspection I could determine the following:

  1. Since in the Right-Hand-Side of \eqref{Eq. 5} I have a Sign function, which can only have three possible values $\{-1;\,0;\,1\}$, and in the Left-Hand-Side of \eqref{Eq. 5} I have a polynomial in the variable $t$, the only possible way to have an equality is by letting $n \equiv 1$.
  2. Now, with $n=1$ \eqref{Eq. 5} becomes $-a\cdot\theta(T-t) = -\text{sgn}\biggr(a\cdot\underbrace{(T-t)}_{>0\,\text{when}\,t<T}\cdot\theta(T-t) \biggr)$, which by the same argument fixes $a \in \{-1;\,0;\,1\}$, which could be checked by inspection.

So with this, I can use as solution of \eqref{Eq. 2} $z(t) = \pm (T-t)\cdot\theta(T-t) \tag{Eq. 6}\label{Eq. 6}$

Now, turning back to the original variable and integrating with respect time (there is a step I am not $\mathit{100\%}$ sure is right so I will show it with an exclamation symbol "$!$"): $$\begin{array}{rcl} x'(t) & = & \pm \,k\cdot g\cdot (T-t)\cdot\theta(T-t)\qquad \Biggr/\,\int\,dt\\ \Rightarrow x(t) & = & \pm \,k\cdot g\cdot \displaystyle{\int} (T-t)\cdot\theta(T-t)\,dt \\ & \overset{!}{=} & \pm \,k\cdot g\cdot \displaystyle{\int}(T-t)\,dt \cdot\theta(T-t) \\ \Rightarrow x(t) & = & \pm \,k\cdot g\cdot \left[\frac{1}{2}\left(T-t\right)^2 + C_0 \right]\cdot\theta(T-t) \qquad\text{(Eq. 7)}\tag{Eq. 7}\label{Eq. 7} \end{array}$$
where now there is an integration constant $C_0$. But again, by derivation of $x(t)$ show in \eqref{Eq. 7} and using again the Endiness constraint I will have that: $$x'(t) = \pm \,k\cdot g\cdot \left[(-1)\cdot\frac{\require{cancel}\cancel{2}}{\require{cancel}\cancel{2}}\cdot(T-t)+\require{cancel}\cancel{0}\right]\cdot\theta(T-t) + \underbrace{\require{cancel}\cancel{(\pm)\,k\cdot g\cdot\left[\frac{1}{2}(T-t)^2 + C_0\right]\delta(T-t)}}_{C_0\,\equiv\,0,\,\text{so all the expression could be zero by}\,x\delta(x)\,=\,0} = \text{(Eq. 7)}$$ which imply I have now the closed-form "particular solutions" to \eqref{Eq. 1} (they are not general solutions): $$x(t) = \pm \,\frac{k\cdot g}{2}\cdot\left(T-t\right)^2\cdot\theta(T-t) \equiv \pm\,T^2\cdot\frac{k \cdot g}{8}\cdot\left(1-\frac{t}{T}+\left|1-\frac{t}{T}\right|\right)^2\tag{Eq. 8}\label{Eq. 8} $$

calling now $x_+(t)$ and $x_-(t)$ when choosing the positive and negative sign versions respectively.

Now I have a solution $x(t)$ that fulfill the Endiness constraint as intended: it becomes softly zero at time $t=T$, meaning here that both the solution as its first derivative continuously becomes zero at this finite extinction time $T$.

So far so good, until I checked the initial conditions: at initial conditions at time $t_0=0$, I will have that $x(0) = \pm\,T^2\cdot\frac{k\cdot g}{2}$ and $x'(0)=\mp\,T\cdot k\cdot g$, and noting that since $k\cdot g\cdot T>0$ I have both initial conditions have opposite signs, which have confuse me. Thinking in a brick starting at a general position $x_+(0)=T^2\cdot\frac{k\cdot g}{2}>0$ makes sense since distances are positive quantities, but now its initial speed is $x_+'(0)=-T\cdot k\cdot g<0$ meaning the brick is going in a different direction it should be going after the initial push, and similarly, if I choose $x_-'(0)=T\cdot k\cdot g>0$ I will got the speed in the right sign/direction, but now the initial position $x_-(0)=-T^2\cdot\frac{k\cdot g}{2}<0$ will be negative, which is "weird" for a distance, and trying to introduce some complex time $T\in\mathbb{C}$ trying to fit both the initial conditions make no sense in my opinion.

What I believe have happened is that with the solutions I have found, tacitly I have fixed the spatial coordinates origin at $x(t)=0$ since $x(T)=0$, so I have to think about the problem as it "things were coming towards the final position", but I am not completely sure about this, which is in part why I making this question (it kind of change an initial value problem into a boundary value problem but with just one variable, which is weird).

Unfortunately, I was not able to check if the answer \eqref{Eq. 8} is right in Wolfram-Alpha, but from inspection (and ignoring Dirac delta functions), I think works for $0\leq t< T$ and positive $\{T,\ g,\ k\}$, as it should be from classic energy-analysis solutions used in classic mechanics.


Questions:____________________

I am looking for theoretical and experimental validation of the solutions I have found on \eqref{Eq. 8}, explaining how it could be visualized.

Points I would like to see in the answer:

  1. What are \eqref{Eq. 1} solutions? Do you know any source where this problem \eqref{Eq. 1} is solved through closed-form solutions? Wanting to know if the treatment done here is right, and if there are other solutions (any book, paper, educational website , videos - serious sources please), or a detailed answer (I have enginnering math level, but I am bit oxidated so please kept explicit the steps you follow).

I believe the following questions (in italics now), were already answered in the "added later sections", but if you could review it also it would be awesome.

  1. Could you give this problem and solutions a basic explanation? Like if you were making a high-school class, with free-body diagrams, assumptions made, and drawings explaining what is happening in the solutions (this due my confusion about how to fit the figure of the problem with the solutions I have found). Are there other solutions? (like using different integration constants), Do they have physical interpretation?
  2. How well/bad this solution of \eqref{Eq. 8} fit the real life and traditional ways of solving this problem?, here I wanting to know if this solutions Do match solutions through "energy analysis"?, Also, If the solutions fits the experimental results at "classroom scale"? like an inclined plane experiments with a non-rolling object, but continued after the falling object reach the horizontal table, it have now an initial speed and will move for a while over the table.
  3. Now I have 2 formulas for determining the final time $T$ (finite extinction time): $T = \sqrt{\frac{2\cdot|x(0)|}{k\cdot g}}$ and $T = \frac{|x'(0)|}{k\cdot g}$: Does they always coincide? What are the implications of having a "predetermined" final time? Or only initial speed just determines the final ending time and position?
  4. Note that both previous formula implies that the distance the brick slides is related to the inital speed as $d_{\text{max}}\equiv|x(0)|=\frac{|x'(0)|^2}{2\cdot k\cdot g}\equiv \frac{m\cdot|x'(0)|^2}{2\cdot \mu_k \cdot g}$, which kind of resembles the kinetic energy formula; Does this distance fits experimental results like when a fast car slams its brakes?

Added later

I think I have figure out how to answer questions $(2)$ to $(5)$:

First noting that if I make the change of variable $\tau = T-t$ the \eqref{Eq. 8} becomes: $$x(T-\tau) = \pm\,\frac{k\cdot g}{2}\tau^2\theta(\tau) \tag{Eq. 9}\label{Eq. 9}$$ so the solution is indeed a displaced version of a solution referenced from the point $x(T)=0$, which solves my doubts about how to imaging the solution within the figure of the sliding brick shown on Wikipedia.

But also \eqref{Eq. 9} solves the other questions: since the solution is quadratic and only dependent from the $\tau^2$ term, means the solution it is of constant acceleration, matching the solution with the traditional way to solve it through the uniform acceleration laws like the Torricelli's equation $v_f^2-v_0^2 = 2a\Delta x$ which implies the formula of question $(5)$ as the equation $v_f = v_0+at$ directly implies the second formula of question $(4)$ (and both together implies the first one), so matching $$|x''|\equiv a \equiv |-k\cdot g\cdot \text{sgn}(x')|= k\cdot g\tag{Eq. 10}\label{Eq. 10}$$ from \eqref{Eq. 1}, it makes a lot of sense that the solution of this problem under Coulomb damping fit the solution of an uniform accelerated system for times $t<T$, which at least for me validates the closed-form solutions founded as the application of the Endiness constraint as it were detailed above, in this, the simplest problem I could think off. The graphical description of this problem as a uniform accelerated system could be found in the following Youtube video, from where I figure out the resemblance.

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    $\begingroup$ questions should really be focused on one question usually. All questions regarding "experiments" or "real world" probably aren't best suited here because those are modelling questions. Finally, there is just too much information here that I think is not important to the questions we could focus on. $\endgroup$ Commented Jul 6 at 3:46
  • $\begingroup$ @RollenS.D'Souza Thanks for your comment. I tried to focus the question now at the beginning. Many times if I just ask what I want I got downvoted so I kept what I have tried now, but looks now I get downvoted anyway. I am trying to understand solutions of finite duration to differential equations, but found really few related literature so far, so I started by searching for the simplest physical models in order to have a benchmark since they have been already solved by other means (like energy analysis), but I am interested in the math for this nonlinear equation on this question. $\endgroup$
    – Joako
    Commented Jul 8 at 19:25
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    $\begingroup$ This equation is the same as that governing free fall in a vacuum, until the moment where the object stops. After that time, it stays immobile. $\endgroup$ Commented Jul 9 at 11:57
  • $\begingroup$ @ThomasLehéricy Thanks for commenting. Is pretty similar in the physics, that is why I starting from this problem since it gives a known benchmark. But I am interested in learning how to solve this nonlinear differential equation, than in the physics problem. You see, the signum term introduces a non-lipschitz term that allow the existence of singular solutions of finite duration, but I don't know how to handle it, neither found literature related to this. $\endgroup$
    – Joako
    Commented Jul 9 at 16:41

1 Answer 1

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There is nothing particularly obstructive about the use of $\mathrm{sgn}$ in the DE. The DE remains locally Lipschitz almost everywhere. To start, the DE in question, $$x'' = -k\,g\,\mathrm{sgn}(x')$$ can be straightforwardly solved by setting $v = x'$ and considering $v' = -k\,g\,\mathrm{sgn}(v)$. So I will instead just consider this DE. Clearly, when $v(0) > 0$ , $v' = -k\,g$ which is locally Lipschitz and has a unique solution that can be extended up, until, $v(t) = 0$. That is, the Lipschitz failure only occurs when $v(t)$ solution actually hits $0$. There is no problem with existence and uniqueness up until that point. At which point the solution has to have zero slope. Then one can use contradiction to show that the solution can never escape $0$, thus deducing that the speed stays zero for all future time. The time this happens is clearly just $\|v(0)\| / k\,g$ since the solution until the extinction happens is a line of slope $-k\,g\,\mathrm{sgn}(v(0))$ starting at $v(0)$.

The maximum distance travelled can easily be computed by kinematic laws. Note that you have constant deceleration of $-k\,g$ with a known initial speed right up until the "extinction time" when the speed hits zero. Thus, you can use the law,

$$ \Delta x = v\,t + \frac{1}{2}\,a\,t^2 $$

to deduce the distance travelled. Alternatively, you can directly integrate the solution for $v(t)$ until the extinction time $\|v(0)\|/k\,g$ and you'll get the same answer. The answer must be,

$$ \Delta x = \mathrm{sgn}(v(0))\,\frac{1}{2}\,\frac{\|v(0)\|^2}{k\,g} $$

Everything past (3) seems correct, since you do end up with a quadratic motion in $x$, but is overly complicated and you do seem to make some incorrect assumption. Certainly, only one of your extinction time formulas are true, and that is the one that is simply $\frac{\|v(0)\|}{k\,g}$. The "extinction time" is when $v$ hits zero, or when $x$ hits a critical value. Notably, $x(t)$ does not return back to zero, which seems to be the mistake you have made in your analysis somewhere around (7). This should not come as a surprise: the block had a non-zero speed of constant sign for some time, so must have moved in the same direction, and then stopped (zero speed) for all future time. Thus, it has a non-zero displacement.

In general, dealing with piecewise discontinuities in the DE involves (1) solving the equations in the continuous components of the DE, (2) extending their solutions to the point of discontinuity and (3) determining whether the solution can be further extended preserving uniqueness or determining whether the solution cannot be extended thus concluding the problem is ill-posed. See, for example, this question for how it can be done. One can employ the same argument here to show that the speed must remain at zero for all future time. How you go about this varies a lot on the nature of the discontinuity, however, and even simple changes to the discontinuity can drastically affect your conclusions. For instance, the DE,

$$ x'' = -k\,g\,\|\mathrm{sgn}(x')\| $$

has non-uniqueness problems for positive initial conditions. You can leave the zero velocity state at any time and still "solve" the DE: here solve means that it agrees with the DE on its continuous components, since it is of course not differentiable twice at the switching points. This latter DE just simply does not make sense, or, at best, cannot be used to predict anything about the world since we can't say anything unique about future time behaviour. Broadly, you'll end up with a "family" of solutions for each initial conditon, that essentially consists of splicing together solutions that solve the DE locally where existence/uniqueness does hold.

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  • $\begingroup$ Thanks for taking the time for answer. I am trying to understand this kind of singular solutions but get lost in their subtleties, as example, could you elaborate in the contradiction you mention that kept the solution in zero after the finite extinction time?, from what I read for the Norton's Dome looks like is not that trivial. $\endgroup$
    – Joako
    Commented Jul 14 at 21:32
  • $\begingroup$ Although, are there a general solution $x(t)$ in closed-form considering it must have some piecewise functions $\theta(t \pm T)$ within? it gets complicated since Dirac's delta functions rises on their derivative introducing concepts of distribution theory where I got lost, I was not able of tracking the rigorous procedure for finding the solution, as you pinpointed in the answer you gave. $\endgroup$
    – Joako
    Commented Jul 14 at 21:42
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    $\begingroup$ @Joako. (1) The contradiction is discussed in the linked answer. You suppose a solution exists that escapes zero speed and show a contradiction (in that case and this case, it violates Mean Value Theorem). Not always is there a contradiction, hence non-uniqueness problems. (2) "Closed-form" does not allow for piecewise functions, but allowing for this: If you have forward-time uniqueness of solutions, then there exists a closed-form in the sense you describe and it is easy to construct in this particular case. Just splice the zero function with the solution in my answer. $\endgroup$ Commented Jul 14 at 22:10
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    $\begingroup$ @Joako, regarding specifically Norton's Dome, that is precisely the point I'm driving at at the end of my answer. Some DEs (like that one) simply have non-uniqueness in forward time. There is no way around that mathematically without additional assumptions (sometimes) and that is an entirely case by case determination. $\endgroup$ Commented Jul 14 at 22:17
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    $\begingroup$ @Joako Regarding your closed form solution; Set $y(t) = -k\,g\,\mathrm{sgn}(v(0))\,t + v(0)$ and observe that $v(t) = y(t) - \theta(t - T)\,y(t)$ where $T$ is the extinction time. The displacement $x(t)$ can be found by integrating $v(t)$. $\endgroup$ Commented Jul 14 at 22:24

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