Complex Nonlinearities Episode 3: Hysteresis

Today we get to discuss one of the most interesting, most complex nonlinearities around, which also happens to be one of my person favorites: Hysteresis. Hysteresis is a phenomenon that occurs everywhere in nature, from structural engineering, to biomechanicics, control systems, and even economics. A wonderful account of the extensive applications of hysteresis can be found on Wikipedia.

I first encountered hysteresis when studying electromagnetism. It turns out that the way materials store magnetic energy exhibits a hysteretic behavior. In audio, we hear this as the characteristic distortion in components that use magnetic properties, including transformers and magnetic tape.

A basic hysteresis curve looks like this:

Notice the arrows in the above diagram. This refers to the fact that a hysteresis curve distorts a signal differently depending on whether the signal is increasing or decreasing.

What makes this nonlinearity so complex is that it is a “stateful” nonlinearity, in other words, the behavior of the nonlinearity is inherently tied to the previous inputs and outputs of the system. Other nonlinearities of this sort exist, however for hysteresis, the way in which previous states affect current behavior is particularly complex.

What I’d like to do in the following article is to begin with a well-known model for magnetic hysteresis, the Jiles-Atherton model, and try to reconstruct it in a way that can be understood without a deep understanding of electromagnetic physics. (That said, for any technical readers who are interested in the physics, please checkout a recent DAFx paper of mine.)

Before we get started: for the programmers out there, this article can also be seen in Jupyter Notebook form: https://ccrma.stanford.edu/~jatin/ComplexNonlinearities/Hysteresis.html

Developing the Nonlinearity

The following section is going to be a litte bit technical. If you’d rather just skip ahead to the cool sounds, feel free to move on to the next section. That said, regardless of your mathematical background, I’d encourage you to give the following section a a try.

To begin, let’s examine two static nonlinearities that the Jiles-Atherton model is built on. For the technical reader, these functions are known as the Langevin function and its derivative, but for our purposes we’ll just call them L and L′.

where coth⁡(x) refers to the “hyperbolic cotangent”. Static curves for these nonlinearities can be seen below.

Now let’s define the quantity that we’re going to be putting into our nonlinearities, L and L′, let’s call it Q:

Here α is just a constant value, which won’t matter too much to us. a on the other hand will be a useful value for us later. x is the input to our overall system, and y is the output.

Now we are going to need a couple values to keep track of the direction of the system. Recall from earlier that nonlinearity acts differently depending on whether the input is increasing or decreasing. Let’s define two values δx, and δy:

Now we need to define the derivatives of the inputs and outputs, we’ll call these x˙ (for the input) and y˙ (for the output). These values correspond to how quickly the input and output values are changing. To approximate these values in our digital system, we can use something called the Trapezoidal Rule.

Where fs refers to the sample rate of our digital system. This allows us to approximate the derivative of x using only the values of past samples!

Now we’re about ready for the full Jiles-Atherton equation. Though it looks scary at first, try to break it down in terms of the pieces that we’ve already talked about.

Again, this looks scary, but you may notice that there are only a few values that we haven’t talked about yet. Two of them are constant values that we can mostly ignore: k and α. Three of the others (a, c, and S), are parameters that we will examine below. But everything else refers to values that we can calculate, using the L and L′ functions we defined above, as well as our derivative calculator.

The final step is to calculate the output y from the derivative y˙. This step is a bit more technical. All I’m going to say here is that I typically use the second order Runge-Kutta Method, but other methods can work as well.

An example of calculating the hysteresis function with this method can be seen below:

Parameters

Now we can start the fun stuff! Let’s examine what happens to our curve when we start changing things.

Saturation

Fortunately for us, the parameter S in the above equation maps almost perfectly to the level at which the hysteresis function saturates. Below we show examples of the hysteresis functions at varying saturation points.

Drive

Next we can adjust the a parameter of the Jiles-Atherton equation. I’ve noticed that when adjusting this parameter as a fraction of S it acts very similar to a “drive” control that you often see in distortion effects:

Width

Finally by adjusting the parameter c from the Jiles-Atherton equation, we can change the width of the hysteresis loop. Physically, this parameter controls how much of the energy of the nonlinearity is distributed along the x-axis as opposed to the y-axis.

You may notice that changing the width also seems to adjust the saturation point. To correct for this, I’ve introduced a “makeup” gain, similar to one you might find on a compressor, that scales the output to give the same apparent saturation point regardless of width.

Static vs. Dynamic Curves

I should mention that the static curves I’ve been showing above are a little bit misleading. I’ve been hiding a little bit of the true complexity of the hysteresis nonlinearity in order to keep my plots from getting cluttered. Recall that the static curves shown above plot the output of the nonlinearity for a steady-state input, in other words, an input with a constant overall gain. The hysteresis curve actually changes shape as the input gain changes. To see that in action, let’s plot the response of our hysteresis nonlinearity to a sine wave with rising amplitude. Let’s call this the “dynamic curve”, as opposed to the static curve examined at a single amplitude.

Now that’s pretty neat. Audibly, this curve shows that we’ll still hear the saturation in the signal even for small inputs, something that is typically not the case for simpler saturating nonlinearities. There’s a lot more going on in this plot that I won’t touch on here, but hopefully this plot gives you some sense of how complex the hysteresis nonlinearity really is.

Harmonic Response

Now let’s take a minute to examine the harmonic response of a couple hysteresis curves. Below we see the dynamic curve and harmonic response for a relatively “extreme” hysteresis curve.

As you can see, we tend to get odd harmonics, but they seem to extend quite far up the frequency spectrum. For previous nonlinearities we have seen, the upper harmonics tend to fall below -60 dB after maybe a few kHz. For hysteresis however, we see high frequency content above -60 dB for almost the entire audible spectrum! Tuning the the parameters of the hysteresis curve will affect the relative amplitudes of the harmonics, but in general, the hysteresis nonlinearity will generate a lot of high frequency content.

Anti-aliasing

Now how do we deal with so much high frequency content in the context of aliasing? The “brute force” answer is to oversample. I’ve found that oversampling by a factor of 32 can mitigate aliasing artifacts down to -72 dB, regardless of the shape of the hysteresis curve. In the future, I would like to use a method called “antiderivative antialiasing” to help mitigate aliasing artifacts with minimal oversampling. You may recall that I used this method a couple of articles ago to help with aliasing artifacts from the Double Soft Clipping nonlinearity. The Double Soft Clipper was a memoryless nonlinearity, meaning it can be computed without any knowledge of the previous states of the system. Because hysteresis is a stateful nonlinearity, implementing antiderivative antialiasing becomes a much more difficult task. A recent DAFx paper by Martin Holters describes the challenges of this problem, as well as offering an elegant solution, which I hope to implement soon.

Optimization

The problem with running this hysteresis model at 32x oversampling is that the computational complexity increases by the same factor. In order to make sure that our CPU can run this effect in realtime without any artifacts or dropped samples, we need to make sure that our algorithm for implementing the hysteresis model is optimal.

In signal processing, optimization can often be done by reducing the number of multiplications that the algorithm needs to compute per sample, and that can go a long way for our purposes as well. However, when I first implemented a hysteresis model, I found that the majority of my CPU’s cycles were tied up computing the coth function needed by the L and L′ functions discussed at the beginning. Most library implementations for computing complex mathematical functions such as this prioritize accuracy over speed, and are designed to compute the correct result regardless of the given input. For our purposes, we’re willing to give up a little bit of accuracy if we can improve our speed, plus we know the values given to the function will always be within a certain (relatively small) range. With that in mind, it can be useful to use an approximate function to calculate the coth function. I’d recommend using a Lambert Continued Fraction approximation, as described in this article, but other alternatives exist as well.

Examples

Once again, to demonstrate how the hysteresis nonlinearity sounds in a typical setting, I’ve made an open source plugin (VST, AU) to implement the algorithm developed in this article. As always, source code is available on GitHub. A video demo can be seen below:

Finally

Phew! This week’s article was definitely one of the most challenging yet, so thanks for sticking with it to the end. I’ve been fighting with hysteresis models for quite some time now, and they can be tricky beasts. Even if there are parts of the article that you don’t understand fully, I hope you’ve come away from this article having learned something new, and with some new inspirations for interesting sounds or audio effects you can make. I have some ideas for the next couple weeks based around digital filter structures, so stay tuned!