A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

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.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

Wave propagation analysis in carbon nanotube embedded composite using wavelet based spectral finite elements

In this paper, elastic wave propagation is studied in a nanocomposite reinforced with multiwall carbon nanotubes (CNTs). Analysis is performed on a representative volume element of square cross section. The frequency content of the exciting signal is at the terahertz level. Here, the composite is modeled as a higher order shear deformable beam using layerwise theory, to account for partial shear stress transfer between the CNTs and the matrix. The walls of the multiwall CNTs are considered to be connected throughout their length by distributed springs, whose stiffness is governed by the van der Waals force acting between the walls of nanotubes. The analyses in both the frequency and time domains are done using the wavelet-based spectral finite element method (WSFEM). The method uses the Daubechies wavelet basis approximation in time to reduce the governing PDE to a set of ODEs. These transformed ODEs are solved using a finite element (FE) technique by deriving an exact interpolating function in the transformed domain to obtain the exact dynamic stiffness matrix. Numerical analyses are performed to study the spectrum and dispersion relations for different matrix materials and also for different beam models. The effects of partial shear stress transfer between CNTs and matrix on the frequency response function (FRF) and the time response due to broadband impulse loading are investigated for different matrix materials. The simultaneous existence of four coupled propagating modes in a double-walled CNT-composite is also captured using modulated sinusoidal excitation.

Exact traveling- wave solution for model geophysical systems

Exact traveling-wave solutions of time-dependent nonlinear inhomogeneous PDEs, describing several model systems in geophysical fluid dynamics, are found. The reduced nonlinear ODEs are treated as systems of linear algebraic equations in the derivatives. A variety of solutions are found, depending on the rank of the algebraic systems. The geophysical systems include acoustic gravity waves, inertial waves, and Rossby waves. The solutions describe waves which are, in general, either periodic or monoclinic. The present approach is compared with the earlier one due to Grundland (1974) for finding exact solutions of inhomogeneous systems of nonlinear PDEs.

Exact free-surface flows for shallow-water equations .1. - the incompressible case

A comprehensive exact treatment of free surface flows governed by shallow water equations (in sigma variables) is given. Several new families of exact solutions of the governing PDEs are found and are shown to embed the well-known self-similar or traveling wave solutions which themselves are governed by reduced ODEs. The classes of solutions found here are explicit in contrast to those found earlier in an implicit form. The height of the free surface for each family of solutions is found explicitly. For the traveling or simple wave, the free surface is governed by a nonlinear wave equation, but is arbitrary otherwise. For other types of solutions, the height of the free surface is constant either on lines of constant acceleration or on lines of constant speed; in another case, the free surface is a horizontal plane while the flow underneath is a sine wave. The existence of simple waves on shear flows is analytically proved. The interaction of large amplitude progressive waves with shear flow is also studied.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Analysis of an LMS linear equalizer for fading channels in decision directed mode

We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

Tracking analysis of an LMS decision feedback equalizer for a wireless channel

We consider a time varying wireless fading channel, equalized by an LMS Decision Feedback equalizer (DFE). We study how well this equalizer tracks the optimal MMSEDFE (Wiener) equalizer. We model the channel by an Autoregressive (AR) process. Then the LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs (ordinary differential equations). Using these ODEs, we show via some examples that the LMS equalizer moves close to the instantaneous Wiener filter after initial transience. We also compare the LMS equalizer with the instantaneous optimal DFE (the commonly used Wiener filter) designed assuming perfect previous decisions and computed using perfect channel estimate (we will call it as IDFE). We show that the LMS equalizer outperforms the IDFE almost all the time after initial transience.

Tracking performance of an LMS-Linear Equalizer for fading channels

We consider a time varying wireless fading channel, equalized by an LMS linear equalizer. We study how well this equalizer tracks the optimal Wiener equalizer. We model the channel by an Auto-regressive (AR) process. Then the LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs (ordinary differential equations). Using these ODEs, the error between the LMS equalizer and the instantaneous Wiener filter is shown to decay exponentially/polynomially to zero unless the channel is marginally stable in which case the convergence may not hold.Using the same ODEs, we also show that the corresponding Mean Square Error (MSE) converges towards minimum MSE(MMSE) at the same rate for a stable channel. We further show that the difference between the MSE and the MMSE does not explode with time even when the channel is unstable. Finally we obtain an optimum step size for the linear equalizer in terms of the AR parameters, whenever the error decay is exponential.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

Non-uniform beams and stiff strings isospectral to axially loaded uniform beams and piano strings

In this paper, we derive analytical expressions for mass and stiffness functions of transversely vibrating clamped-clamped non-uniform beams under no axial loads, which are isospectral to a given uniform axially loaded beam. Examples of such axially loaded beams are beam columns (compressive axial load) and piano strings (tensile axial load). The Barcilon-Gottlieb transformation is invoked to transform the non-uniform beam equation into the axially loaded uniform beam equation. The coupled ODEs involved in this transformation are solved for two specific cases (pq (z) = k (0) and q = q (0)), and analytical solutions for mass and stiffness are obtained. Examples of beams having a rectangular cross section are shown as a practical application of the analysis. Some non-uniform beams are found whose frequencies are known exactly since uniform axially loaded beams with clamped ends have closed-form solutions. In addition, we show that the tension required in a stiff piano string with hinged ends can be adjusted by changing the mass and stiffness functions of a stiff string, retaining its natural frequencies.

Nonlinear Dynamics of a Rotating Flexible Link

This paper deals with the study of the nonlinear dynamics of a rotating flexible link modeled as a one dimensional beam, undergoing large deformation and with geometric nonlinearities. The partial differential equation of motion is discretized using a finite element approach to yield four nonlinear, nonautonomous and coupled ordinary differential equations (ODEs). The equations are nondimensionalized using two characteristic velocities-the speed of sound in the material and a velocity associated with the transverse bending vibration of the beam. The method of multiple scales is used to perform a detailed study of the system. A set of four autonomous equations of the first-order are derived considering primary resonances of the external excitation and one-to-one internal resonances between the natural frequencies of the equations. Numerical simulations show that for certain ranges of values of these characteristic velocities, the slow flow equations can exhibit chaotic motions. The numerical simulations and the results are related to a rotating wind turbine blade and the approach can be used for the study of the nonlinear dynamics of a single link flexible manipulator.