Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

A closure theory of intermittency of turbulence

The variational approach to the closure problem of turbulence theory, proposed in an earlier article [Phys. Fluids 26, 2098 (1983); 27, 2229 (1984)], is extended to evaluate the flatness factor, which indicates the degree of intermittency of turbulence. Since the flatness factor is related to the fourth moment of a turbulent velocity field, the corresponding higher-order terms in the perturbation solution of the Liouville equation have to be considered. Most closure methods discard these higher-order terms and fail to explain the intermittency phenomenon. The computed flatness factor of the idealized model of infinite isotropic turbulence ranges from 9 to 15 and has the same order of magnitude as the experimental data of real turbulent flows. The intermittency phenomenon does not necessarily negate the Kolmogorov k−5/3 inertial range spectrum. The Kolmogorov k−5/3 law and the high degree of intermittency can coexist as two consistent consequences of the closure theory of turbulence. The Kolmogorov 1941 theory [J. Fluid Mech. 62, 305 (1974)] cannot be disqualified merely because the energy dissipation rate fluctuates.

A passive scalar field convected by turbulence

Classical statistical mechanics is applied to the study of a passive scalar field convected by isotropic turbulence. A complete set of independent real parameters and dynamic equations are worked out to describe the dynamic state of the passive scalar field. The corresponding Liouville equation is solved by a perturbation method based upon a Langevin–Fokker–Planck model. The closure problem is treated by a variational approach reported in earlier papers. Two integral equations are obtained for two unknown functions: the scalar variance spectrum F(k) and the effective damping coefficient (k). The appearance of the energy spectrum of the velocity field in the two integral equations represents the coupling of the scalar field with the velocity field. As an application of the theory, the two integral equations are solved to derive the inertial-convective-range spectrum, obtaining F(k)=0.61 −1/3 k−5/3. Here is the dissipation rate of the scalar variance and is the dissipation rate of the energy of the velocity field. This theoretical value of the scalar Kolmogorov constant, 0.61, is in good agreement with experiments.

Nonequilibrium statistical mechanics of one-dimensional turbulence

The method of statistical mechanics is applied to the study of the one-dimensional model of turbulence proposed in an earlier paper. The closure problem is solved by the variational approach which has been developed for the three-dimensional case, yielding two integral equations for two unknown functions. By solving the two integral equations, the Kolmogorov k−5/3 law is derived and the (one-dimensional) Kolmogorov constant Ko is evaluated, obtaining Ko=0.55, which is in good agreement with the result of numerical experiments on one-dimensional turbulence.

Numerical experiments on one-dimensional model of turbulence

The initial-value problem of a forced Burgers equation is numerically solved by the Fourier expansion method. It is found that its solutions finally reach a steady state of 'laminar flow' which has no randomness and is stable to disturbances. Hence, strictly speaking, the so-called Burgers turbulence is not a turbulence. A new one-dimensional model is proposed to simulate the Navier-Stokes turbulence. A series of numerical experiments on this one-dimensional turbulence is made and is successful in obtaining Kolmogorov's (1941) k exp(-5/3) inertial-range spectrum. The (one-dimensional) Kolmogorov constant ranges from 0.5 to 0.65.

Variational approach to the closure problem of turbulence theory

A new method is proposed to solve the closure problem of turbulence theory and to drive the Kolmogorov law in an Eulerian framework. Instead of using complex Fourier components of velocity field as modal parameters, a complete set of independent real parameters and dynamic equations are worked out to describe the dynamic states of a turbulence. Classical statistical mechanics is used to study the statistical behavior of the turbulence. An approximate stationary solution of the Liouville equation is obtained by a perturbation method based on a Langevin-Fokker-Planck (LFP) model. The dynamic damping coefficient eta of the LFP model is treated as an optimum control parameter to minimize the error of the perturbation solution; this leads to a convergent integral equation for eta to replace the divergent response equation of Kraichnan's direct-interaction (DI) approximation, thereby solving the closure problem without appealing to a Lagrangian formulation. The Kolmogorov constant Ko is evaluated numerically, obtaining Ko = 1.2, which is compatible with the experimental data given by Gibson and Schwartz, (1963).

湍流基础问题研究进展:能量传递,相互作用尺度,各向同性衰减的自保持性

为了更深入地了解湍流的物理过程，综述了各向同性湍流的基础问题。在评述了Kolmogorov能谱及能量级串过程后，深入讨论了Kolmogorov局部各向同性假设。接着综述了涉及能量传递的以及包括三元组相互作用的各向同性湍流相互作用尺度的详细物理过程。还讨论了惯性区、自相似性以及小尺度对大尺度各向异性的响应和末期衰减过程。之后为了举例说明这些论点，详细讨论了根据各向同性湍流直接模拟得到的结果(包括对亚格子模型的讨论)。最后，综述了各向同性湍流的自保持性，并展望了今后的研究方向。

Scale-similarity model for Lagrangian velocity correlations in isotropic and stationary turbulence

A scale-similarity model for Lagrangian two-point, two-time velocity correlations LVCs in isotropic turbulence is developed from the Kolmogorov similarity hypothesis. It is a second approximation to the isocontours of LVCs, while the Smith-Hay model is only a first approximation. This model expresses the LVC by its space correlation and a dispersion velocity. We derive the analytical expression for the dispersion velocity from the Navier-Stokes equations using the quasinormality assumption. The dispersion velocity is dependent on enstrophy spectra and shown to be smaller than the sweeping velocity for the Eulerian velocity correlation. Therefore, the Lagrangian decorrelation process is slower than the Eulerian decorrelation process. The data from direct numerical simulation of isotropic turbulence support the scale-similarity model: the LVCs for different space separations collapse into a universal form when plotted against the separation axis defined by the model.

Turbulent collision of inertial particles: point-particle based, hybrid simulations and beyond

Point-particle based direct numerical simulation (PPDNS) has been a productive research tool for studying both single-particle and particle-pair statistics of inertial particles suspended in a turbulent carrier flow. Here we focus on its use in addressing particle-pair statistics relevant to the quantification of turbulent collision rate of inertial particles. PPDNS is particularly useful as the interaction of particles with small-scale (dissipative) turbulent motion of the carrier flow is mostly relevant. Furthermore, since the particle size may be much smaller than the Kolmogorov length of the background fluid turbulence, a large number of particles are needed to accumulate meaningful pair statistics. Starting from the relative simple Lagrangian tracking of so-called ghost particles, PPDNS has significantly advanced our theoretical understanding of the kinematic formulation of the turbulent geometric collision kernel by providing essential data on dynamic collision kernel, radial relative velocity, and radial distribution function. A recent extension of PPDNS is a hybrid direct numerical simulation (HDNS) approach in which the effect of local hydrodynamic interactions of particles is considered, allowing quantitative assessment of the enhancement of collision efficiency by fluid turbulence. Limitations and open issues in PPDNS and HDNS are discussed. Finally, on-going studies of turbulent collision of inertial particles using large-eddy simulations and particle- resolved simulations are briefly discussed.

Space-time correlations of fluctuating velocities in turbulent shear flows

Space-time correlations or Eulerian two-point two-time correlations of fluctuating velocities are analytically and numerically investigated in turbulent shear flows. An elliptic model for the space-time correlations in the inertial range is developed from the similarity assumptions on the isocorrelation contours: they share a uniform preference direction and a constant aspect ratio. The similarity assumptions are justified using the Kolmogorov similarity hypotheses and verified using the direct numerical simulation DNS of turbulent channel flows. The model relates the space-time correlations to the space correlations via the convection and sweeping characteristic velocities. The analytical expressions for the convection and sweeping velocities are derived from the Navier-Stokes equations for homogeneous turbulent shear flows, where the convection velocity is represented by the mean velocity and the sweeping velocity is the sum of the random sweeping velocity and the shearinduced velocity. This suggests that unlike Taylor’s model where the convection velocity is dominating and Kraichnan and Tennekes’ model where the random sweeping velocity is dominating, the decorrelation time scales of the space-time correlations in turbulent shear flows are determined by the convection velocity, the random sweeping velocity, and the shear-induced velocity. This model predicts a universal form of the spacetime correlations with the two characteristic velocities. The DNS of turbulent channel flows supports the prediction: the correlation functions exhibit a fair good collapse, when plotted against the normalized space and time separations defined by the elliptic model.

Topology of toroidal helical fields in non-circular cross-sectional tokamaks

The ordinary differential magnetic field line equations are solved numerically; the tokamak magnetic structure is studied on Hefei Tokamak-7 Upgrade (HT-7U) when the equilibrium field with a monotonic q-profile is perturbed by a helical magnetic field. We find that a single mode (m, n) helical perturbation can cause the formation of islands on rational surfaces with q = m/n and q = (m +/- 1, +/- 2, +/- 3,...)/n due to the toroidicity and plasma shape (i.e. elongation and triangularity), while there are many undestroyed magnetic surfaces called Kolmogorov-Arnold-Moser (KAM) barriers on irrational surfaces. The islands on the same rational surface do not have the same size. When the ratio between the perturbing magnetic field B-r(r) and the toroidal magnetic field amplitude B(phi)0 is large enough, the magnetic island chains on different rational surfaces will overlap and chaotic orbits appear in the overlapping area, and the magnetic field becomes stochastic. It is remarkable that the stochastic layer appears first in the plasma edge region.

动物能量密度(能值)分布规律的研究

为了考察动物能量密度的分布规律 ,考虑到目前动物能量密度研究多限于陆生动物 ,补充测定了 72种常见水生无脊椎动物的能量密度 ,对近 2 3 0种动物的能量密度的分布规律进行了分析研究 ,并经Kolmogorov smirno检验 ,首次证实了动物能量密度分布规律为正态分布