A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Improved procedures for static and dynamic analyses of wrinkled membranes

An analysis of large deformations of flexible membrane structures within the tension field theory is considered. A modification-of the finite element procedure by Roddeman et al. (Roddeman, D. G., Drukker J., Oomens, C. W J., Janssen, J. D., 1987, ASME J. Appl. Mech. 54, pp. 884-892) is proposed to study the wrinkling behavior of a membrane element. The state of stress in the element is determined through a modified deformation gradient corresponding to a fictive nonwrinkled surface. The new model uses a continuously modified deformation gradient to capture the location orientation of wrinkles more precisely. It is argued that the fictive nonwrinkled surface may be looked upon as an everywhere-taut surface in the limit as the minor (tensile) principal stresses over the wrinkled portions go to zero. Accordingly, the modified deformation gradient is thought of as the limit of a sequence of everywhere-differentiable tensors. Under dynamic excitations, the governing equations are weakly projected to arrive at a system of nonlinear ordinary differential equations that is solved using different integration schemes. It is concluded that, implicit integrators work much better than explicit ones in the present context.

Self-interrupted regenerative metal cutting in turning

A new approach is used to study the global dynamics of regenerative metal cutting in turning. The cut surface is modeled using a partial differential equation (PDE) coupled, via boundary conditions, to an ordinary differential equation (ODE) modeling the dynamics of the cutting tool. This approach automatically incorporates the multiple-regenerative effects accompanying self-interrupted cutting. Taylor's 3/4 power law model for the cutting force is adopted. Lower dimensional ODE approximations are obtained for the combined tool–workpiece model using Galerkin projections, and a bifurcation diagram computed. The unstable solution branch off the subcritical Hopf bifurcation meets the stable branch involving self-interrupted dynamics in a turning point bifurcation. The tool displacement at that turning point is estimated, which helps identify cutting parameter ranges where loss of stability leads to much larger self-interrupted motions than in some other ranges. Numerical bounds are also obtained on the parameter values which guarantee global stability of steady-state cutting, i.e., parameter values for which there exist neither unstable periodic motions nor self-interrupted motions about the stable equilibrium.

A quantum stochastic Lie-Trotter product formula

A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

A new approach to the study of non-linear non-autonomous systems

In this paper, a new approach to the study of non-linear, non-autonomous systems is presented. The method outlined is based on the idea of solving the governing differential equations of order n by a process of successive reduction of their order. This is achieved by the use of “differential transformation functions”. The value of the technique presented in the study of problems arising in the field of non-linear mechanics and the like, is illustrated by means of suitable examples drawn from different fields such as vibrations, rigid body dynamics, etc.

Large deflections of rectangular plates

Approximate solutions for the non-linear bending of thin rectangular plates are presented considering large deflections for various boundary conditions. In the case of stress-free edges, solutions are given for von Kármán's equations in terms of the stress function and the deflection of the plate. In the case of immovable edges, equations are constructed in terms of the three displacements and these are solved. The solution is given by using double series consisting of the appropriate Beam Functions which satisfy the boundary conditions. The differential equations are satisfied by using the orthogonality properties of the series. Numerical results for square plates with uniform lateral load indicate good convergence of the series solution presented here.

The buoyant plume above a heat source

The boundary-layer type conservation equations of mass, momentum and energy for the steady free turbulent flow in gravitational convection over heat sources are set up for both two-dimensional and axisymmetric cases. These are reduced to ordinary differential equations in a similarity parameter by suitable transformations. The three classical hypotheses of turbulent diffusion-the Constant Exchange Coefficient hypothesis, Prandtl's Momentum Transfer theory and Taylor's Vorticity Transfer theory-are then incorporated into these equations in succession. The resulting equations are solved numerically and the results compared with some experimental results on gravitational convection over heat sources reported by Rouse et al.

Steady laminar flow with suction or injection and heat transfer through porous pipe

Following the method due to Bhatnagar (P. L.) [Jour. Ind. Inst. Sic., 1968, 1, 50, 1], we have discussed in this paper the problem of suction and injection and that of heat transfer for a viscous, incompressible fluid through a porous pipe of uniform circular cross-section, the wall of the pipe being maintained at constant temperature. The method utilises some important properties of differential equations and some transformations that enable the solution of the two-point boundary value and eigenvalue problems without using trial and error method. In fact, each integration provides us with a solution for a suction parameter and a Reynolds number without imposing the conditions of smallness on them. Investigations on non-Newtonian fluids and on other bounding geometries will be published elsewhere.

Free convection heat transfer between vertical parallel plates

A new mathematical model for the solution of the problem of free convection heat transfer between vertical parallel flat isothermal plates under isothermal boundary conditions, has been presented. The set of boundary layer equations used in the model are transformed to nonlinear coupled differential equations by similarity type variables as obtained by Ostrach for vertical flat plates in an infinite fluid medium. By utilising a parameter ηw* to represent the outer boundary, the governing differential equations are solved numerically for parametric values of Pr = 0.733. 2 and 3, and ηw* = 0.1, 0.5, 1, 2, 3, 4, ... and 8.0. The velocity and temperature profiles are presented. Results indicate that ηw* can effectively classify the system into (1) thin layers where conduction predominates, (2) intermediate layers and (3) thick layers whose results can be predicted by the solutions for vertical flat plates in infinite fluid medium. Heat transfer correlations are presented for the 3 categories. Several experimental and analytical results available in the literature agree with the present correlations.

Application of ultraspherical polynomials to non-linear autonomous systems

This paper deals with the approximate solutions of non-linear autonomous systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on the ultraspherical polynomial expansions. The method is illustrated with examples and the results are compared with the digital and analog computer solutions. There is a close agreement between the analytical and exact results.

Compressible axially symmetric laminar boundary layer flow in the stagnation region of a blunt body in the presence of magnetic field

In this paper, the steady laminar viscous hypersonic flow of an electrically conducting fluid in the region of the stagnation point of an insulating blunt body in the presence of a radial magnetic field is studied by similarity solution approach, taking into account the variation of the product of density and viscosity across the boundary layer. The two coupled non-linear ordinary differential equations are solved simultaneously using Runge-Kutta-Gill method. It has been found that the effect of the variation of the product of density and viscosity on skin friction coefficient and Nusselt number is appreciable. The skin friction coefficient increases but Nusselt number decreases as the magnetic field or the total enthalpy at the wall increases

A weighted mean square method of linearization in non-linear oscillations

The paper deals with a linearization technique in non-linear oscillations for systems which are governed by second-order non-linear ordinary differential equations. The method is based on approximation of the non-linear function by a linear function such that the error is least in the weighted mean square sense. The method has been applied to cubic, sine, hyperbolic sine, and odd polynomial types of non-linearities and the results obtained are more accurate than those given by existing linearization methods.

An approximate analysis of non-linear non-conservative systems subjected to step function excitation

This paper deals with the approximate analysis of the step response of non-linear nonconservative systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on ultraspherical polynomial expansions. The Krylov-Bogoliubov results are given by a particular set of these polynomials. The method has been applied to study the step response of a cubic spring mass system in presence of viscous, material, quadratic, and mixed types of damping. The approximate results are compared with the digital and analogue computer solutions and a close agreement has been found between the analytical and the exact results.