Singularity structure of third-order dynamical systems .2

The singularity structure of the solutions of a general third-order system, with polynomial right-hand sides of degree less than or equal to two, is studied about a movable singular point, An algorithm for transforming the given third-order system to a third-order Briot-Bouquet system is presented, The dominant behavior of a solution of the given system near a movable singularity is used to construct a transformation that changes the given system directly to a third-order Briot-Bouquet system. The results of Horn for the third-order Briot-Bouquet system are exploited to give the complete form of the series solutions of the given third-order system; convergence of these series in a deleted neighborhood of the singularity is ensured, This algorithm is used to study the singularity structure of the solutions of the Lorenz system, the Rikitake system, the three-wave interaction problem, the Rabinovich system, the Lotka-Volterra system, and the May-Leonard system for different sets of parameter values. The proposed approach goes far beyond the ARS algorithm.

Symmetry of one-dimensional dynamical systems in terms of transfer matrix parameters

The concept of symmetry for passive, one-dimensional dynamical systems is well understood in terms of the impedance matrix, or alternatively, the mobility matrix. In the past two decades, however, it has been established that the transfer matrix method is ideally suited for the analysis and synthesis of such systems. In this paper an investigatiob is described of what symmetry means in terms of the transfer matrix parameters of an passive element or a set of elements. One-dimensional flexural systems with 4 × 4 transfer matrices as well as acoustical and mechanical systems characterized by 2 × 2 transfer matrices are considered. It is shown that the transfer matrix of a symmetrical system, defined with respect to symmetrically oriented state variables, is involutory, and that a physically symmetrical system may not necessarily be functionally or dynamically symmetrical.

Dynamical configurations and bistability of helical nanostructures under external torque

We study the motion of a ferromagnetic helical nanostructure under the action of a rotating magnetic field. A variety of dynamical configurations were observed that depended strongly on the direction of magnetization and the geometrical parameters, which were also confirmed by a theoretical model, based on the dynamics of a rigid body under Stokes flow. Although motion at low Reynolds numbers is typically deterministic, under certain experimental conditions the nanostructures showed a surprising bistable behavior, such that the dynamics switched randomly between two configurations, possibly induced by thermal fluctuations. The experimental observations and the theoretical results presented in this paper are general enough to be applicable to any system of ellipsoidal symmetry under external force or torque.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Influence of system size on spatiotemporal dynamics of a model for plastic instability: Projecting low-dimensional and extensive chaos

This work is a continuation of our efforts to quantify the irregular scalar stress signals from the Ananthakrishna model for the Portevin-Le Chatelier instability observed under constant strain rate deformation conditions. Stress related to the spatial average of the dislocation activity is a dynamical variable that also determines the time evolution of dislocation densities. We carry out detailed investigations on the nature of spatiotemporal patterns of the model realized in the form of different types of dislocation bands seen in the entire instability domain and establish their connection to the nature of stress serrations. We then characterize the spatiotemporal dynamics of the model equations by computing the Lyapunov dimension as a function of the drive parameter. The latter scales with the system size only for low strain rates, where isolated dislocation bands are seen, and at high strain rates, where fully propagating bands are seen. At intermediate applied strain rates corresponding to the partially propagating bands, the Lyapunov dimension exhibits two distinct slopes, one for small system sizes and another for large. This feature is rationalized by demonstrating that the spatiotemporal patterns for small system sizes are altered from the partially propagating band types to isolated burst type. This in turn allows us to reconfirm that low-dimensional chaos is projected from the stress signals as long as there is a one-to-one correspondence between the bursts of dislocation bands and the stress drops. We then show that the stress signals in the regime of partially to fully propagative bands have features of extensive chaos by calculating the correlation dimension density. We also show that the correlation dimension density also depends on the system size. A number of issues related to the system size dependence of the Lyapunov dimension density and the correlation dimension density are discussed.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Dynamical localization in a chain of hard core bosons under periodic driving

We study the dynamics of a one-dimensional lattice model of hard core bosons which is initially in a superfluid phase with a current being induced by applying a twist at the boundary. Subsequently, the twist is removed, and the system is subjected to periodic delta-function kicks in the staggered on-site potential. We present analytical expressions for the current and work done in the limit of an infinite number of kicks. Using these, we show that the current (work done) exhibits a number of dips (peaks) as a function of the driving frequency and eventually saturates to zero (a finite value) in the limit of large frequency. The vanishing of the current (and the saturation of the work done) can be attributed to a dynamic localization of the hard core bosons occurring as a consequence of the periodic driving. Remarkably, we show that for some specific values of the driving amplitude, the localization occurs for any value of the driving frequency. Moreover, starting from a half-filled lattice of hard core bosons with the particles localized in the central region, we show that the spreading of the particles occurs in a light-cone-like region with a group velocity that vanishes when the system is dynamically localized.

Social insect colony as a biological regulatory system: modelling information flow in dominance networks

Social insects provide an excellent platform to investigate flow of information in regulatory systems since their successful social organization is essentially achieved by effective information transfer through complex connectivity patterns among the colony members. Network representation of such behavioural interactions offers a powerful tool for structural as well as dynamical analysis of the underlying regulatory systems. In this paper, we focus on the dominance interaction networks in the tropical social wasp Ropalidia marginata-a species where behavioural observations indicate that such interactions are principally responsible for the transfer of information between individuals about their colony needs, resulting in a regulation of their own activities. Our research reveals that the dominance networks of R. marginata are structurally similar to a class of naturally evolved information processing networks, a fact confirmed also by the predominance of a specific substructure-the `feed-forward loop'-a key functional component in many other information transfer networks. The dynamical analysis through Boolean modelling confirms that the networks are sufficiently stable under small fluctuations and yet capable of more efficient information transfer compared to their randomized counterparts. Our results suggest the involvement of a common structural design principle in different biological regulatory systems and a possible similarity with respect to the effect of selection on the organization levels of such systems. The findings are also consistent with the hypothesis that dominance behaviour has been shaped by natural selection to co-opt the information transfer process in such social insect species, in addition to its primal function of mediation of reproductive competition in the colony.

Identification of dominant modes in random dynamical and aeroelastic systems

Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

Heteroclinic cycles in lattice dynamical systems

A criterion of spatial chaos occurring in lattice dynamical systems-heteroclinic cycle-is discussed. It is proved that if the system has asymptotically stable heteroclinic cycle, then it has asymptotically stable homoclinic point which implies spatial chaos.

Dynamical symmetry of screened Coulomb potential and isotropic harmonic oscillator

It is shown that for the screened Coulomb potential and isotropic harmonic oscillator, there exists an infinite number of closed orbits for suitable angular momentum values. At the aphelion (perihelion) points of classical orbits, an extended Runge-Lenz vector for the screened Coulomb potential and an extended quadrupole tensor for the screened isotropic harmonic oscillator are still conserved. For the screened two-dimensional (2D) Coulomb potential and isotropic harmonic oscillator, the dynamical symmetries SO3 and SU(2) are still preserved at the aphelion (perihelion) points of classical orbits, respectively. For the screened 3D Coulomb potential, the dynamical symmetry SO4 is also preserved at the aphelion (perihelion) points of classical orbits. But for the screened 3D isotropic harmonic oscillator, the dynamical symmetry SU(2) is only preserved at the aphelion (perihelion) points of classical orbits in the eigencoordinate system. For the screened Coulomb potential and isotropic harmonic oscillator, only the energy (but not angular momentum) raising and lowering operators can be constructed from a factorization of the radial Schrodinger equation.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Tools for the study of dynamical spacetimes

This thesis covers a range of topics in numerical and analytical relativity, centered around introducing tools and methodologies for the study of dynamical spacetimes. The scope of the studies is limited to classical (as opposed to quantum) vacuum spacetimes described by Einstein's general theory of relativity. The numerical works presented here are carried out within the Spectral Einstein Code (SpEC) infrastructure, while analytical calculations extensively utilize Wolfram's Mathematica program.

We begin by examining highly dynamical spacetimes such as binary black hole mergers, which can be investigated using numerical simulations. However, there are difficulties in interpreting the output of such simulations. One difficulty stems from the lack of a canonical coordinate system (henceforth referred to as gauge freedom) and tetrad, against which quantities such as Newman-Penrose Psi_4 (usually interpreted as the gravitational wave part of curvature) should be measured. We tackle this problem in Chapter 2 by introducing a set of geometrically motivated coordinates that are independent of the simulation gauge choice, as well as a quasi-Kinnersley tetrad, also invariant under gauge changes in addition to being optimally suited to the task of gravitational wave extraction.

Another difficulty arises from the need to condense the overwhelming amount of data generated by the numerical simulations. In order to extract physical information in a succinct and transparent manner, one may define a version of gravitational field lines and field strength using spatial projections of the Weyl curvature tensor. Introduction, investigation and utilization of these quantities will constitute the main content in Chapters 3 through 6.

For the last two chapters, we turn to the analytical study of a simpler dynamical spacetime, namely a perturbed Kerr black hole. We will introduce in Chapter 7 a new analytical approximation to the quasi-normal mode (QNM) frequencies, and relate various properties of these modes to wave packets traveling on unstable photon orbits around the black hole. In Chapter 8, we study a bifurcation in the QNM spectrum as the spin of the black hole a approaches extremality.

A probabilistic treatment of uncertainty in nonlinear dynamical systems

In this work, computationally efficient approximate methods are developed for analyzing uncertain dynamical systems. Uncertainties in both the excitation and the modeling are considered and examples are presented illustrating the accuracy of the proposed approximations.

For nonlinear systems under uncertain excitation, methods are developed to approximate the stationary probability density function and statistical quantities of interest. The methods are based on approximating solutions to the Fokker-Planck equation for the system and differ from traditional methods in which approximate solutions to stochastic differential equations are found. The new methods require little computational effort and examples are presented for which the accuracy of the proposed approximations compare favorably to results obtained by existing methods. The most significant improvements are made in approximating quantities related to the extreme values of the response, such as expected outcrossing rates, which are crucial for evaluating the reliability of the system.

Laplace's method of asymptotic approximation is applied to approximate the probability integrals which arise when analyzing systems with modeling uncertainty. The asymptotic approximation reduces the problem of evaluating a multidimensional integral to solving a minimization problem and the results become asymptotically exact as the uncertainty in the modeling goes to zero. The method is found to provide good approximations for the moments and outcrossing rates for systems with uncertain parameters under stochastic excitation, even when there is a large amount of uncertainty in the parameters. The method is also applied to classical reliability integrals, providing approximations in both the transformed (independently, normally distributed) variables and the original variables. In the transformed variables, the asymptotic approximation yields a very simple formula for approximating the value of SORM integrals. In many cases, it may be computationally expensive to transform the variables, and an approximation is also developed in the original variables. Examples are presented illustrating the accuracy of the approximations and results are compared with existing approximations.

Equivalent differential equations for nonlinear dynamical systems

A technique for obtaining approximate periodic solutions to nonlinear ordinary differential equations is investigated. The approach is based on defining an equivalent differential equation whose exact periodic solution is known. Emphasis is placed on the mathematical justification of the approach. The relationship between the differential equation error and the solution error is investigated, and, under certain conditions, bounds are obtained on the latter. The technique employed is to consider the equation governing the exact solution error as a two point boundary value problem. Among other things, the analysis indicates that if an exact periodic solution to the original system exists, it is always possible to bound the error by selecting an appropriate equivalent system.

Three equivalence criteria for minimizing the differential equation error are compared, namely, minimum mean square error, minimum mean absolute value error, and minimum maximum absolute value error. The problem is analyzed by way of example, and it is concluded that, on the average, the minimum mean square error is the most appropriate criterion to use.

A comparison is made between the use of linear and cubic auxiliary systems for obtaining approximate solutions. In the examples considered, the cubic system provides noticeable improvement over the linear system in describing periodic response.

A comparison of the present approach to some of the more classical techniques is included. It is shown that certain of the standard approaches where a solution form is assumed can yield erroneous qualitative results.