Random response of nonlinear continuous systems

This thesis presents a technique for obtaining the stochastic response of a nonlinear continuous system. First, the general method of nonstationary continuous equivalent linearization is developed. This technique allows replacement of the original nonlinear system with a time-varying linear continuous system. Next, a numerical implementation is described which allows solution of complex problems on a digital computer. In this procedure, the linear replacement system is discretized by the finite element method. Application of this method to systems satisfying the one-dimensional wave equation with two different types of constitutive nonlinearities is described. Results are discussed for nonlinear stress-strain laws of both hardening and softening types.

Compressible flows at small Reynolds numbers

The problem of the slow viscous flow of a gas past a sphere is considered. The fluid cannot be treated incompressible in the limit when the Reynolds number Re, and the Mach number M, tend to zero in such a way that Re ~ o(M^2 ). In this case, the lowest order approximation to the steady Navier-Stokes equations of motion leads to a paradox discovered by Lagerstrom and Chester. This paradox is resolved within the framework of continuum mechanics using the classical slip condition and an iteration scheme that takes into account certain terms in the full Navier-Stokes equations that drop out in the approximation used by the above authors. It is found however that the drag predicted by the theory does not agree with R. A. Millikan's classic experiments on sphere drag.

The whole question of the applicability of the Navier-Stokes theory when the Knudsen number M/Re is not small is examined. A new slip condition is proposed. The idea that the Navier-Stokes equations coupled with this condition may adequately describe small Reynolds number flows when the Knudsen number is not too large is looked at in some detail. First, a general discussion of asymptotic solutions of the equations for all such flows is given. The theory is then applied to several concrete problems of fluid motion. The deductions from this theory appear to interpret and summarize the results of Millikan over a much wider range of Knudsen numbers (almost up to the free molecular or kinetic limit) than hitherto Believed possible by a purely continuum theory. Further experimental tests are suggested and certain interesting applications to the theory of dilute suspensions in gases are noted. Some of the questions raised in the main body of the work are explored further in the appendices.

Synthesis and potency of long end-associative polymers for mist control

Long linear polymers that are end-functionalized with associative groups were studied as additives to hydrocarbon fluids to mitigate the fire hazard associated with the presence of mist in a crash scenario. These polymers were molecularly designed to overcome both the shear-degradation of long polymer chains in turbulent flows, and the chain collapse induced by the random placement of associative groups along polymer backbones. Architectures of associative groups on the polymer chain ends that were tested included clusters of self-associative carboxyl groups and pairs of hetero-complementary associative units.

Linear polymers with clusters of discrete numbers of carboxyl groups on their chain ends were investigated first: an innovative synthetic strategy was devised to achieve unprecedented backbone lengths and precise control of the number of carboxyl groups on chain ends (N). We found that a very narrow range of N allows the co-existence of sufficient end-association strength and polymer solubility in apolar media. Subsequent steady-flow rheological study on solution behavior of such soluble polymers in apolar media revealed that the end-association of very long chains in apolar media leads to the formation of flower-like micelles interconnected by bridging chains, which trap significant fraction of polymer chains into looped structures with low contribution to mist-control. The efficacy of very long 1,4-polybutadiene chains end-functionalized with clusters of four carboxyl groups as mist-control additives for jet fuel was further tested. In addition to being shear-resistant, the polymer was found capable of providing fire-protection to jet fuel at concentrations as low as 0.3wt%. We also found that this polymer has excellent solubility in jet fuel over a wide range of temperature (-30 to +70°C) and negligible interference with dewatering of jet fuel. It does not cause an adverse increase in viscosity at concentrations where mist-control efficacy exists.

Four pairs of hetero-complementary associative end-groups of varying strengths were subsequently investigated, in the hopes of achieving supramolecular aggregates with both mist-control ability and better utilization of polymer building blocks. Rheological study of solutions of the corresponding complementary associative polymer pairs in apolar media revealed the strength of complementary end-association required to achieve supramolecular aggregates capable of modulating rheological properties of the solution.

Both self-associating and complementary associating polymers have therefore been found to resist shear degradation. The successful strategy of building soluble, end-associative polymers with either self-associative or complementary associative groups will guide the next generation of mist-control technology.

Baryon and lepton numbers in particle physics beyond the standard model

The works presented in this thesis explore a variety of extensions of the standard model of particle physics which are motivated by baryon number (B) and lepton number (L), or some combination thereof. In the standard model, both baryon number and lepton number are accidental global symmetries violated only by non-perturbative weak effects, though the combination B-L is exactly conserved. Although there is currently no evidence for considering these symmetries as fundamental, there are strong phenomenological bounds restricting the existence of new physics violating B or L. In particular, there are strict limits on the lifetime of the proton whose decay would violate baryon number by one unit and lepton number by an odd number of units.

The first paper included in this thesis explores some of the simplest possible extensions of the standard model in which baryon number is violated, but the proton does not decay as a result. The second paper extends this analysis to explore models in which baryon number is conserved, but lepton flavor violation is present. Special attention is given to the processes of μ to e conversion and μ → eγ which are bound by existing experimental limits and relevant to future experiments.

The final two papers explore extensions of the minimal supersymmetric standard model (MSSM) in which both baryon number and lepton number, or the combination B-L, are elevated to the status of being spontaneously broken local symmetries. These models have a rich phenomenology including new collider signatures, stable dark matter candidates, and alternatives to the discrete R-parity symmetry usually built into the MSSM in order to protect against baryon and lepton number violating processes.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

The search for gravitational waves from the coalescence of black hole binary systems in data from the LIGO and Virgo detectors. Or: A dark walk through a random forest

The LIGO and Virgo gravitational-wave observatories are complex and extremely sensitive strain detectors that can be used to search for a wide variety of gravitational waves from astrophysical and cosmological sources. In this thesis, I motivate the search for the gravitational wave signals from coalescing black hole binary systems with total mass between 25 and 100 solar masses. The mechanisms for formation of such systems are not well-understood, and we do not have many observational constraints on the parameters that guide the formation scenarios. Detection of gravitational waves from such systems — or, in the absence of detection, the tightening of upper limits on the rate of such coalescences — will provide valuable information that can inform the astrophysics of the formation of these systems. I review the search for these systems and place upper limits on the rate of black hole binary coalescences with total mass between 25 and 100 solar masses. I then show how the sensitivity of this search can be improved by up to 40% by the the application of the multivariate statistical classifier known as a random forest of bagged decision trees to more effectively discriminate between signal and non-Gaussian instrumental noise. I also discuss the use of this classifier in the search for the ringdown signal from the merger of two black holes with total mass between 50 and 450 solar masses and present upper limits. I also apply multivariate statistical classifiers to the problem of quantifying the non-Gaussianity of LIGO data. Despite these improvements, no gravitational-wave signals have been detected in LIGO data so far. However, the use of multivariate statistical classification can significantly improve the sensitivity of the Advanced LIGO detectors to such signals.

Stationary random response of multidegree-of-freedom systems

An approximate approach is presented for determining the stationary random response of a general multidegree-of-freedom nonlinear system under stationary Gaussian excitation. This approach relies on defining an equivalent linear system for the nonlinear system. Two particular systems which possess exact solutions have been solved by this approach, and it is concluded that this approach can generate reasonable solutions even for systems with fairly large nonlinearities. The approximate approach has also been applied to two examples for which no exact or approximate solutions were previously available.

Also presented is a matrix algebra approach for determining the stationary random response of a general multidegree-of-freedom linear system. Its derivation involves only matrix algebra and some properties of the instantaneous correlation matricies of a stationary process. It is therefore very direct and straightforward. The application of this matrix algebra approach is in general simpler than that of commonly used approaches.

Part I: Latent heat of vaporization of n-decane. Part II: Heat and mass transfer from a cylinder placed in a turbulent air stream - Sherwood and Frössling numbers as a function of free stream turbulence level and Reynolds number

Part I

The latent heat of vaporization of n-decane is measured calorimetrically at temperatures between 160° and 340°F. The internal energy change upon vaporization, and the specific volume of the vapor at its dew point are calculated from these data and are included in this work. The measurements are in excellent agreement with available data at 77° and also at 345°F, and are presented in graphical and tabular form.

Part II

Simultaneous material and energy transport from a one-inch adiabatic porous cylinder is studied as a function of free stream Reynolds Number and turbulence level. Experimental data is presented for Reynolds Numbers between 1600 and 15,000 based on the cylinder diameter, and for apparent turbulence levels between 1.3 and 25.0 per cent. n-heptane and n-octane are the evaporating fluids used in this investigation.

Gross Sherwood Numbers are calculated from the data and are in substantial agreement with existing correlations of the results of other workers. The Sherwood Numbers, characterizing mass transfer rates, increase approximately as the 0.55 power of the Reynolds Number. At a free stream Reynolds Number of 3700 the Sherwood Number showed a 40% increase as the apparent turbulence level of the free stream was raised from 1.3 to 25 per cent.

Within the uncertainties involved in the diffusion coefficients used for n-heptane and n-octane, the Sherwood Numbers are comparable for both materials. A dimensionless Frössling Number is computed which characterizes either heat or mass transfer rates for cylinders on a comparable basis. The calculated Frössling Numbers based on mass transfer measurements are in substantial agreement with Frössling Numbers calculated from the data of other workers in heat transfer.

An investigation of wind tunnel wall effects at high Mach numbers

This paper presents the results of an investigation of wind tunnel wall interference in a two-dimensional wind tunnel at high Mach numbers. The results are presented in the form of curves of lift coefficient versus the ratio of model chord to tunnel height, as functions of Mach number and angle of attack. The investigation was carried out by the authors at the Guggenheim Aeronautical Laboratory of the California Institute of Technology during the school year 1944-45.

Tests were carried out on the NACA low drag airfoil section 65,1-012 at Mach numbers from .60 to .80, and angles of attack of from 1 to 3 degrees. Models were 1", 2", 4" and 6" chord, giving values of the chord to tunnel height ration of .1 to .6. Schlieren photographs were made of shock waves where they occurred.

Behavior of spherical particles at low Reynolds numbers in a fluctuating translational flow

The behavior of spheres in non-steady translational flow has been studied experimentally for values of Reynolds number from 0.2 to 3000. The aim of the work was to improve our qualitative understanding of particle transport in turbulent gaseous media, a process of extreme importance in power plants and energy transfer mechanisms.

Particles, subjected to sinusoidal oscillations parallel to the direction of steady translation, were found to have changes in average drag coefficient depending upon their translational Reynolds number, the density ratio, and the dimensionless frequency and amplitude of the oscillations. When the Reynolds number based on sphere diameter was less than 200, the oscillation had negligible effect on the average particle drag.

For Reynolds numbers exceeding 300, the coefficient of the mean drag was increased significantly in a particular frequency range. For example, at a Reynolds number of 3000, a 25 per cent increase in drag coefficient can be produced with an amplitude of oscillation of only 2 per cent of the sphere diameter, providing the frequency is near the frequency at which vortices would be shed in a steady flow at the mean speed. Flow visualization shows that over a wide range of frequencies, the vortex shedding frequency locks in to the oscillation frequency. Maximum effect at the natural frequency and lock-in show that a non-linear interaction between wake vortex shedding and the oscillation is responsible for the increase in drag.