Covalidation of Integral Transforms and Method of Lines in Nonlinear Convection-Diffusion with Mathematica

The Mathematica system (version 4.0) is employed in the solution of nonlinear difusion and convection-difusion problems, formulated as transient one-dimensional partial diferential equations with potential dependent equation coefficients. The Generalized Integral Transform Technique (GITT) is first implemented for the hybrid numerical-analytical solution of such classes of problems, through the symbolic integral transformation and elimination of the space variable, followed by the utilization of the built-in Mathematica function NDSolve for handling the resulting transformed ODE system. This approach ofers an error-controlled final numerical solution, through the simultaneous control of local errors in this reliable ODE's solver and of the proposed eigenfunction expansion truncation order. For covalidation purposes, the same built-in function NDSolve is employed in the direct solution of these partial diferential equations, as made possible by the algorithms implemented in Mathematica (versions 3.0 and up), based on application of the method of lines. Various numerical experiments are performed and relative merits of each approach are critically pointed out.

Estimating Attractor Dimension on the Nonlinear Pendulum Time Series

Chaotic dynamical systems exhibit trajectories in their phase space that converges to a strange attractor. The strangeness of the chaotic attractor is associated with its dimension in which instance it is described by a noninteger dimension. This contribution presents an overview of the main definitions of dimension discussing their evaluation from time series employing the correlation and the generalized dimension. The investigation is applied to the nonlinear pendulum where signals are generated by numerical integration of the mathematical model, selecting a single variable of the system as a time series. In order to simulate experimental data sets, a random noise is introduced in the time series. State space reconstruction and the determination of attractor dimensions are carried out regarding periodic and chaotic signals. Results obtained from time series analyses are compared with a reference value obtained from the analysis of mathematical model, estimating noise sensitivity. This procedure allows one to identify the best techniques to be applied in the analysis of experimental data.

An Investigation into Mechanisms of Loss of Safe Basins in a 2 D.O.F. Nonlinear Oscillator

In this work we consider the transient stability of coupled motions of a 2 D.O.F. nonlinear oscillator that can represent, for example, the motions of a sea vessel under the action of trains of regular lateral waves. Instability is studied as the escape of the system from a safe potential well. The set of initial conditions in phase space that lead to acceptable motions constitutes its safe basin. We investigate the evolution of these safe basins under variation of parameters such as frequency and amplitude of waves, and an internal tuning parameter. Complex nonlinear phenomena are known to play an important role in determining the loss of safe basins as, say, wave amplitude is increased. We therefore investigate those processes, and attempt to classify them in terms of their speed relative to changes in parameter values. "Mechanism basins" are produced depicting regions of parameter space in which rapid or slow losses of safe basin are observed. We propose that a comprehensive understanding of mechanisms of loss of safe basins can be a valuable tool in assessing stability properties of these systems, and we give a conceptual view of how such information could be used.

Chaotic Behaviour of Active Magnetic Bearing System by Time Series Analysis

Chaotic behaviour is one of the hardest problems that can happen in nonlinear dynamical systems with severe nonlinearities. It makes the system's responses unpredictable. It makes the system's responses to behave similar to noise. In some applications it should be avoided. One of the approaches to detect the chaotic behaviour is nding the Lyapunov exponent through examining the dynamical equation of the system. It needs a model of the system. The goal of this study is the diagnosis of chaotic behaviour by just exploring the data (signal) without using any dynamical model of the system. In this work two methods are tested on the time series data collected from AMB (Active Magnetic Bearing) system sensors. The rst method is used to nd the largest Lyapunov exponent by Rosenstein method. The second method is a 0-1 test for identifying chaotic behaviour. These two methods are used to detect if the data is chaotic. By using Rosenstein method it is needed to nd the minimum embedding dimension. To nd the minimum embedding dimension Cao method is used. Cao method does not give just the minimum embedding dimension, it also gives the order of the nonlinear dynamical equation of the system and also it shows how the system's signals are corrupted with noise. At the end of this research a test called runs test is introduced to show that the data is not excessively noisy.

Application of the center manifold theory to the study of slewing flexible Non-ideal structures with nonlinear curvature: a case study

In this paper is Analyzed the local dynamical behavior of a slewing flexible structure considering nonlinear curvature. The dynamics of the original (nonlinear) governing equations of motion are reduced to the center manifold in the neighborhood of an equilibrium solution with the purpose of locally study the stability of the system. In this critical point, a Hopf bifurcation occurs. In this region, one can find values for the control parameter (structural damping coefficient) where the system is unstable and values where the system stability is assured (periodic motion). This local analysis of the system reduced to the center manifold assures the stable / unstable behavior of the original system around a known solution.

Initialization of Continuous Nonlinear Models Using Extended Kalman Filter

The two main objectives of Bayesian inference are to estimate parameters and states. In this thesis, we are interested in how this can be done in the framework of state-space models when there is a complete or partial lack of knowledge of the initial state of a continuous nonlinear dynamical system. In literature, similar problems have been referred to as diffuse initialization problems. This is achieved first by extending the previously developed diffuse initialization Kalman filtering techniques for discrete systems to continuous systems. The second objective is to estimate parameters using MCMC methods with a likelihood function obtained from the diffuse filtering. These methods are tried on the data collected from the 1995 Ebola outbreak in Kikwit, DRC in order to estimate the parameters of the system.

Linear and nonlinear analysis of heart rate variability in healthy subjects and after acute myocardial infarction in patients

The objectives of this study were to evaluate and compare the use of linear and nonlinear methods for analysis of heart rate variability (HRV) in healthy subjects and in patients after acute myocardial infarction (AMI). Heart rate (HR) was recorded for 15 min in the supine position in 10 patients with AMI taking β-blockers (aged 57 ± 9 years) and in 11 healthy subjects (aged 53 ± 4 years). HRV was analyzed in the time domain (RMSSD and RMSM), the frequency domain using low- and high-frequency bands in normalized units (nu; LFnu and HFnu) and the LF/HF ratio and approximate entropy (ApEn) were determined. There was a correlation (P < 0.05) of RMSSD, RMSM, LFnu, HFnu, and the LF/HF ratio index with the ApEn of the AMI group on the 2nd (r = 0.87, 0.65, 0.72, 0.72, and 0.64) and 7th day (r = 0.88, 0.70, 0.69, 0.69, and 0.87) and of the healthy group (r = 0.63, 0.71, 0.63, 0.63, and 0.74), respectively. The median HRV indexes of the AMI group on the 2nd and 7th day differed from the healthy group (P < 0.05): RMSSD = 10.37, 19.95, 24.81; RMSM = 23.47, 31.96, 43.79; LFnu = 0.79, 0.79, 0.62; HFnu = 0.20, 0.20, 0.37; LF/HF ratio = 3.87, 3.94, 1.65; ApEn = 1.01, 1.24, 1.31, respectively. There was agreement between the methods, suggesting that these have the same power to evaluate autonomic modulation of HR in both AMI patients and healthy subjects. AMI contributed to a reduction in cardiac signal irregularity, higher sympathetic modulation and lower vagal modulation.

Nonlinear Dynamics of Nd:YAG lasers: Hopf bifurcation, Multistability and Chaotic Synchronization

In this thesis we have presented some aspects of the nonlinear dynamics of Nd:YAG lasers including synchronization, Hopf bifurcation, chaos control and delay induced multistability.We have chosen diode pumped Nd:YAG laser with intracavity KTP crystal operating with two mode and three mode output as our model system.Different types of orientation for the laser cavity modes were considered to carry out the studies. For laser operating with two mode output we have chosen the modes as having parallel polarization and perpendicular polarization. For laser having three mode output, we have chosen them as two modes polarized parallel to each other while the third mode polarized orthogonal to them.

Signatures of Higher Functions of Brain Dynamics in Electroencephalogram: A Nonlinear Analysis

The brain with its highly complex structure made up of simple units,imterconnected information pathways and specialized functions has always been an object of mystery and sceintific fascination for physiologists,neuroscientists and lately to mathematicians and physicists. The stream of biophysicists are engaged in building the bridge between the biological and physical sciences guided by a conviction that natural scenarios that appear extraordinarily complex may be tackled by application of principles from the realm of physical sciences. In a similar vein, this report aims to describe how nerve cells execute transmission of signals ,how these are put together and how out of this integration higher functions emerge and get reflected in the electrical signals that are produced in the brain.Viewing the E E G Signal through the looking glass of nonlinear theory, the dynamics of the underlying complex system-the brain ,is inferred and significant implications of the findings are explored.

Studies on Some Aspects of Light Beam Propagation Through Certain Nonlinear Media

This thesis deals with the study of light beam propagation through different nonlinear media. Analytical and numerical methods are used to show the formation of solitonS in these media. Basic experiments have also been performed to show the formation of a self-written waveguide in a photopolymer. The variational method is used for the analytical analysis throughout the thesis. Numerical method based on the finite-difference forms of the original partial differential equation is used for the numerical analysis.In Chapter 2, we have studied two kinds of solitons, the (2 + 1) D spatial solitons and the (3 + l)D spatio-temporal solitons in a cubic-quintic medium in the presence of multiphoton ionization.In Chapter 3, we have studied the evolution of light beam through a different kind of nonlinear media, the photorcfractive polymer. We study modulational instability and beam propagation through a photorefractive polymer in the presence of absorption losses. The one dimensional beam propagation through the nonlinear medium is studied using variational and numerical methods. Stable soliton propagation is observed both analytically and numerically.Chapter 4 deals with the study of modulational instability in a photorefractive crystal in the presence of wave mixing effects. Modulational instability in a photorefractive medium is studied in the presence of two wave mixing. We then propose and derive a model for forward four wave mixing in the photorefractive medium and investigate the modulational instability induced by four wave mixing effects. By using the standard linear stability analysis the instability gain is obtained.Chapter 5 deals with the study of self-written waveguides. Besides the usual analytical analysis, basic experiments were done showing the formation of self-written waveguide in a photopolymer system. The formation of a directional coupler in a photopolymer system is studied theoretically in Chapter 6. We propose and study, using the variational approximation as well as numerical simulation, the evolution of a probe beam through a directional coupler formed in a photopolymer system.

Recurrence Quantification Analysis of System Signals for Detecting Tool and Chatter in Turning

In this thesis, the applications of the recurrence quantification analysis in metal cutting operation in a lathe, with specific objective to detect tool wear and chatter, are presented.This study is based on the discovery that process dynamics in a lathe is low dimensional chaotic. It implies that the machine dynamics is controllable using principles of chaos theory. This understanding is to revolutionize the feature extraction methodologies used in condition monitoring systems as conventional linear methods or models are incapable of capturing the critical and strange behaviors associated with the metal cutting process.As sensor based approaches provide an automated and cost effective way to monitor and control, an efficient feature extraction methodology based on nonlinear time series analysis is much more demanding. The task here is more complex when the information has to be deduced solely from sensor signals since traditional methods do not address the issue of how to treat noise present in real-world processes and its non-stationarity. In an effort to get over these two issues to the maximum possible, this thesis adopts the recurrence quantification analysis methodology in the study since this feature extraction technique is found to be robust against noise and stationarity in the signals.The work consists of two different sets of experiments in a lathe; set-I and set-2. The experiment, set-I, study the influence of tool wear on the RQA variables whereas the set-2 is carried out to identify the sensitive RQA variables to machine tool chatter followed by its validation in actual cutting. To obtain the bounds of the spectrum of the significant RQA variable values, in set-i, a fresh tool and a worn tool are used for cutting. The first part of the set-2 experiments uses a stepped shaft in order to create chatter at a known location. And the second part uses a conical section having a uniform taper along the axis for creating chatter to onset at some distance from the smaller end by gradually increasing the depth of cut while keeping the spindle speed and feed rate constant.The study concludes by revealing the dependence of certain RQA variables; percent determinism, percent recurrence and entropy, to tool wear and chatter unambiguously. The performances of the results establish this methodology to be viable for detection of tool wear and chatter in metal cutting operation in a lathe. The key reason is that the dynamics of the system under study have been nonlinear and the recurrence quantification analysis can characterize them adequately.This work establishes that principles and practice of machining can be considerably benefited and advanced from using nonlinear dynamics and chaos theory.

Permutation Entropy Based Analysis of Complex Signals for Characterising Change in System Dynamics

Timely detection of sudden change in dynamics that adversely affect the performance of systems and quality of products has great scientific relevance. This work focuses on effective detection of dynamical changes of real time signals from mechanical as well as biological systems using a fast and robust technique of permutation entropy (PE). The results are used in detecting chatter onset in machine turning and identifying vocal disorders from speech signal.Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. Here we propose the use of permutation entropy (PE), to detect the dynamical changes in two non linear processes, turning under mechanical system and speech under biological system.Effectiveness of PE in detecting the change in dynamics in turning process from the time series generated with samples of audio and current signals is studied. Experiments are carried out on a lathe machine for sudden increase in depth of cut and continuous increase in depth of cut on mild steel work pieces keeping the speed and feed rate constant. The results are applied to detect chatter onset in machining. These results are verified using frequency spectra of the signals and the non linear measure, normalized coarse-grained information rate (NCIR).PE analysis is carried out to investigate the variation in surface texture caused by chatter on the machined work piece. Statistical parameter from the optical grey level intensity histogram of laser speckle pattern recorded using a charge coupled device (CCD) camera is used to generate the time series required for PE analysis. Standard optical roughness parameter is used to confirm the results.Application of PE in identifying the vocal disorders is studied from speech signal recorded using microphone. Here analysis is carried out using speech signals of subjects with different pathological conditions and normal subjects, and the results are used for identifying vocal disorders. Standard linear technique of FFT is used to substantiate thc results.The results of PE analysis in all three cases clearly indicate that this complexity measure is sensitive to change in regularity of a signal and hence can suitably be used for detection of dynamical changes in real world systems. This work establishes the application of the simple, inexpensive and fast algorithm of PE for the benefit of advanced manufacturing process as well as clinical diagnosis in vocal disorders.

Analysis of System Signals Based on Cross Recurrence Method for System Dynamics Characterization

Natural systems are inherently non linear. Recurrent behaviours are typical of natural systems. Recurrence is a fundamental property of non linear dynamical systems which can be exploited to characterize the system behaviour effectively. Cross recurrence based analysis of sensor signals from non linear dynamical system is presented in this thesis. The mutual dependency among relatively independent components of a system is referred as coupling. The analysis is done for a mechanically coupled system specifically designed for conducting experiment. Further, cross recurrence method is extended to the actual machining process in a lathe to characterize the chatter during turning. The result is verified by permutation entropy method. Conventional linear methods or models are incapable of capturing the critical and strange behaviours associated with the dynamical process. Hence any effective feature extraction methodologies should invariably gather information thorough nonlinear time series analysis. The sensor signals from the dynamical system normally contain noise and non stationarity. In an effort to get over these two issues to the maximum possible extent, this work adopts the cross recurrence quantification analysis (CRQA) methodology since it is found to be robust against noise and stationarity in the signals. The study reveals that the CRQA is capable of characterizing even weak coupling among system signals. It also divulges the dependence of certain CRQA variables like percent determinism, percent recurrence and entropy to chatter unambiguously. The surrogate data test shows that the results obtained by CRQA are the true properties of the temporal evolution of the dynamics and contain a degree of deterministic structure. The results are verified using permutation entropy (PE) to detect the onset of chatter from the time series. The present study ascertains that this CRP based methodology is capable of recognizing the transition from regular cutting to the chatter cutting irrespective of the machining parameters or work piece material. The results establish this methodology to be feasible for detection of chatter in metal cutting operation in a lathe.

Studies on nonlinear dynamics of certain reaction systems

The nonlinear dynamics of certain important reaction systems are discussed and analysed in this thesis. The interest in the theoretical and the experimental studies of chemical reactions showing oscillatory dynamics and associated properties is increasing very rapidly. An attempt is made to study some nonlinear phenomena exhibited by the well known chemical oscillator, the BelousovZhabotinskii reaction whose mathematical properties are much in common with the properties of biological oscillators. While extremely complex, this reaction is still much simpler than biological systems at least from the modelling point of view. A suitable model [19] for the system is analysed and the researcher has studied the limit cycle behaviour of the system, for different values of the stoichiometric parameter f, by keeping the value of the reaction rate (k6) fixed at k6 = l. The more complicated three-variable model is stiff in nature.

Studies on integrability of some perturbed nonlinear evolution equations

Usually typical dynamical systems are non integrable. But few systems of practical interest are integrable. The soliton concept is a sophisticated mathematical construct based on the integrability of a class ol' nonlinear differential equations. An important feature in the clevelopment. of the theory of solitons and of complete integrability has been the interplay between mathematics and physics. Every integrable system has a lo11g list of special properties that hold for integrable equations and only for them. Actually there is no specific definition for integrability that is suitable for all cases. .There exist several integrable partial clillerential equations( pdes) which can be derived using physically meaningful asymptotic teclmiques from a very large class of pdes. It has been established that many 110nlinear wa.ve equations have solutions of the soliton type and the theory of solitons has found applications in many areas of science. Among these, well-known equations are Korteweg de-Vries(KdV), modified KclV, Nonlinear Schr6dinger(NLS), sine Gordon(SG) etc..These are completely integrable systems. Since a small change in the governing nonlinear prle may cause the destruction of the integrability of the system, it is interesting to study the effect of small perturbations in these equations. This is the motivation of the present work.