Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

Stability of Hypervelocity Boundary Layers

The early stage of laminar-turbulent transition in a hypervelocity boundary layer is studied using a combination of modal linear stability analysis, transient growth analysis, and direct numerical simulation. Modal stability analysis is used to clarify the behavior of first and second mode instabilities on flat plates and sharp cones for a wide range of high enthalpy flow conditions relevant to experiments in impulse facilities. Vibrational nonequilibrium is included in this analysis, its influence on the stability properties is investigated, and simple models for predicting when it is important are described.

Transient growth analysis is used to determine the optimal initial conditions that lead to the largest possible energy amplification within the flow. Such analysis is performed for both spatially and temporally evolving disturbances. The analysis again targets flows that have large stagnation enthalpy, such as those found in shock tunnels, expansion tubes, and atmospheric flight at high Mach numbers, and clarifies the effects of Mach number and wall temperature on the amplification achieved. Direct comparisons between modal and non-modal growth are made to determine the relative importance of these mechanisms under different flow regimes.

Conventional stability analysis employs the assumption that disturbances evolve with either a fixed frequency (spatial analysis) or a fixed wavenumber (temporal analysis). Direct numerical simulations are employed to relax these assumptions and investigate the downstream propagation of wave packets that are localized in space and time, and hence contain a distribution of frequencies and wavenumbers. Such wave packets are commonly observed in experiments and hence their amplification is highly relevant to boundary layer transition prediction. It is demonstrated that such localized wave packets experience much less growth than is predicted by spatial stability analysis, and therefore it is essential that the bandwidth of localized noise sources that excite the instability be taken into account in making transition estimates. A simple model based on linear stability theory is also developed which yields comparable results with an enormous reduction in computational expense. This enables the amplification of finite-width wave packets to be taken into account in transition prediction.

Stability of Electrode-Electrolyte Interfaces during Charging in Lithium Batteries

In this thesis we study the growth of a Li electrode-electrolyte interface in the presence of an elastic prestress. In particular, we focus our interest on Li-air batteries with a solid electrolyte, LIPON, which is a new type of secondary or rechargeable battery. Theoretical studies and experimental evidence show that during the process of charging the battery the replated lithium adds unevenly to the electrode surface. This phenomenon eventually leads to dendrite formation as the battery is charged and discharged numerous times. In order to suppress or alleviate this deleterious effect of dendrite growth, we put forth a study based on a linear stability analysis. Taking into account all the mechanisms of mass transport and interfacial kinetics, we model the evolution of the interface. We find that, in the absence of stress, the stability of a planar interface depends on interfacial diffusion properties and interfacial energy. Specifically, if Herring-Mullins capillarity-driven interfacial diffusion is accounted for, interfaces are unstable against all perturbations of wavenumber larger than a critical value. We find that the effect of an elastic prestress is always to stabilize planar interfacial growth by increasing the critical wavenumber for instability. A parametric study results in quantifying the extent of the prestress stabilization in a manner that can potentially be used in the design of Li-air batteries. Moreover, employing the theory of finite differences we numerically solve the equation that describes the evolution of the surface profile and present visualization results of the surface evolution by time. Lastly, numerical simulations performed in a commercial finite element software validate the theoretical formulation of the interfacial elastic energy change with respect to the planar interface.

On the Stability and Equilibrium Points of Multistaged SI (n) R Epidemic Models

This paper relies on the concept of next generation matrix defined ad hoc for a new proposed extended SEIR model referred to as SI(n)R-model to study its stability. The model includes n successive stages of infectious subpopulations, each one acting at the exposed subpopulation of the next infectious stage in a cascade global disposal where each infectious population acts as the exposed subpopulation of the next infectious stage. The model also has internal delays which characterize the time intervals of the coupling of the susceptible dynamics with the infectious populations of the various cascade infectious stages. Since the susceptible subpopulation is common, and then unique, to all the infectious stages, its coupled dynamic action on each of those stages is modeled with an increasing delay as the infectious stage index increases from 1 to n. The physical interpretation of the model is that the dynamics of the disease exhibits different stages in which the infectivity and the mortality rates vary as the individual numbers go through the process of recovery, each stage with a characteristic average time.

Estudo do comportamento estrutural e análise de conforto humano de edifícios de concreto armado.

Atualmente, os projetos de edifícios altos necessitam cada vez mais de sistemas estruturais simples, que agilizem sua montagem, reduzindo os custos e promovendo maior flexibilidade de utilização para os espaços construídos. Com essa finalidade, estruturas com poucas vigas vêm sendo muito utilizadas. Entretanto, o sistema estrutural com poucas vigas pode ocasionar dois tipos de problemas, relacionados entre si, a saber: diminuição do sistema de contraventamento da edificação e vibrações excessivas. Portanto, é fundamental, nesses casos, a verificação da estabilidade global da estrutura, utilizando índices de sensibilidade além de outros parâmetros de projeto, como também, o desenvolvimento de um estudo minucioso acerca do conforto humano da edificação. Assim sendo, neste trabalho de pesquisa foram investigados quatro modelos estruturais de edifícios altos de concreto armado, com base no estudo da variação entre o número de pavimentos e a quantidade de vigas existentes em cada modelo, objetivando-se verificar quais os efeitos que tais variações podem vir a gerar sobre a estabilidade global e, bem como, sobre o conforto humano dos sistemas estruturais investigados. A modelagem numérica dos edifícios em estudo foi realizada através do emprego do programa ANSYS e, para tal, foram utilizadas técnicas básicas de discretização, por meio do método dos elementos finitos. As conclusões alcançadas ao longo da investigação versam acerca do estudo da resposta estrutural estática e dinâmica dos edifícios, no que diz respeito as variações dos valores dos parâmetros de instabilidade, dos valores dos deslocamentos e esforços, e, bem como, dos níveis de conforto humano de cada modelo estrutural analisado.

A probabilistic energy model for non-domestic building sectors applied to analysis of school buildings in greater London

The diversity of non-domestic buildings at urban scale poses a number of difficulties to develop models for large scale analysis of the stock. This research proposes a probabilistic, engineering-based, bottom-up model to address these issues. In a recent study we classified London's non-domestic buildings based on the service they provide, such as offices, retail premise, and schools, and proposed the creation of one probabilistic representational model per building type. This paper investigates techniques for the development of such models. The representational model is a statistical surrogate of a dynamic energy simulation (ES) model. We first identify the main parameters affecting energy consumption in a particular building sector/type by using sampling-based global sensitivity analysis methods, and then generate statistical surrogate models of the dynamic ES model within the dominant model parameters. Given a sample of actual energy consumption for that sector, we use the surrogate model to infer the distribution of model parameters by inverse analysis. The inferred distributions of input parameters are able to quantify the relative benefits of alternative energy saving measures on an entire building sector with requisite quantification of uncertainties. Secondary school buildings are used for illustrating the application of this probabilistic method. © 2012 Elsevier B.V. All rights reserved.

Surface tension-induced global instability of planar jets and wakes

The effect of surface tension on global stability of co-flow jets and wakes at a moderate Reynolds number is studied. The linear temporal two-dimensional global modes are computed without approximations. All but one of the flow cases under study are globally stable without surface tension. It is found that surface tension can cause the flow to be globally unstable if the inlet shear (or equivalently, the inlet velocity ratio) is strong enough. For even stronger surface tension, the flow is re-stabilized. As long as there is no change of the most unstable mode, increasing surface tension decreases the oscillation frequency. Short waves appear in the high-shear region close to the nozzle, and their wavelength increases with increasing surface tension. The critical shear (the weakest inlet shear at which a global instability is found) gives rise to antisymmetric disturbances for the wakes and symmetric disturbances for the jets. However, at stronger shear, the opposite symmetry can be the most unstable one, in particular for wakes at high surface tension. The results show strong effects of surface tension that should be possible to reproduce experimentally as well as numerically.

Local stability results for the collective behaviors of infinite populations of pulse-coupled oscillators

In this paper, we investigate the behavior of pulse-coupled integrate-and-fire oscillators. Because the stability analysis of finite populations is intricate, we investigate stability results in the approximation of infinite populations. In addition to recovering known stability results of finite populations, we also obtain new stability results for infinite populations. In particular, under a weak coupling assumption, we solve for the continuum model a conjecture still prevailing in the finite dimensional case. © 2011 IEEE.

Absolute and convective instability in gas turbine fuel injectors

Hydrodynamic instabilities in gas turbine fuel injectors help to mix the fuel and air but can sometimes lock into acoustic oscillations and contribute to thermoacoustic instability. This paper describes a linear stability analysis that predicts the frequencies and strengths of hydrodynamic instabilities and identifies the regions of the flow that cause them. It distinguishes between convective instabilities, which grow in time but are convected away by the flow, and absolute instabilities, which grow in time without being convected away. Convectively unstable flows amplify external perturbations, while absolutely unstable flows also oscillate at intrinsic frequencies. As an input, this analysis requires velocity and density fields, either from a steady but unstable solution to the Navier-Stokes equations, or from time-averaged numerical simulations. In the former case, the analysis is a predictive tool. In the latter case, it is a diagnostic tool. This technique is applied to three flows: a swirling wake at Re = 400, a single stream swirling fuel injector at Re - 106, and a lean premixed gas turbine injector with five swirling streams at Re - 106. Its application to the swirling wake demonstrates that this technique can correctly predict the frequency, growth rate and dominant wavemaker region of the flow. It also shows that the zone of absolute instability found from the spatio-temporal analysis is a good approximation to the wavemaker region, which is found by overlapping the direct and adjoint global modes. This approximation is used in the other two flows because it is difficult to calculate their adjoint global modes. Its application to the single stream fuel injector demonstrates that it can identify the regions of the flow that are responsible for generating the hydrodynamic oscillations seen in LES and experimental data. The frequencies predicted by this technique are within a few percent of the measured frequencies. The technique also explains why these oscillations become weaker when a central jet is injected along the centreline. This is because the absolutely unstable region that causes the oscillations becomes convectively unstable. Its application to the lean premixed gas turbine injector reveals that several regions of the flow are hydrodynamically unstable, each with a different frequency and a different strength. For example, it reveals that the central region of confined swirling flow is strongly absolutely unstable and sets up a precessing vortex core, which is likely to aid mixing throughout the injector. It also reveals that the region between the second and third streams is slightly absolutely unstable at a frequency that is likely to coincide with acoustic modes within the combustion chamber. This technique, coupled with knowledge of the acoustic modes in a combustion chamber, is likely to be a useful design tool for the passive control of mixing and combustion instability. Copyright © 2012 by ASME.

A differential lyapunov framework for contraction analysis

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is inferred from infinitesimal contraction of the Finsler metrics through integration along solutions curves. © 2013 IEEE.

Modal stability theory

This article contains a review of modal stability theory. It covers local stability analysis of parallel flows including temporal stability, spatial stability, phase velocity, group velocity, spatio-temporal stability, the linearized Navier-Stokes equations, the Orr-Sommerfeld equation, the Rayleigh equation, the Briggs-Bers criterion, Poiseuille flow, free shear flows, and secondary modal instability. It also covers the parabolized stability equation (PSE), temporal and spatial biglobal theory, 2D eigenvalue problems, 3D eigenvalue problems, spectral collocation methods, and other numerical solution methods. Computer codes are provided for tutorials described in the article. These tutorials cover the main topics of the article and can be adapted to form the basis of research codes. Copyright © 2014 by ASME.

Global modes with multiple saddle points

Significant progress has been made towards understanding the global stability of slowly-developing shear flows. The WKBJ theory developed by Patrick Huerre and his co-authors has proved absolutely central, with the result that both the linear and the nonlinear stability of a wide range of flows can now be understood in terms of their local absolute/convective instability properties. In many situations, the local absolute frequency possesses a single dominant saddle point in complex X-space (where X is the slow streamwise coordinate of the base flow), which then acts as a single wavemaker driving the entire global linear dynamics. In this paper we consider the more complicated case in which multiple saddles may act as the wavemaker for different values of some control parameter. We derive a frequency selection criterion in the general case, which is then validated against numerical results for the linearized third-order Ginzburg-Landau equation (which possesses two saddle points). We believe that this theory may be relevant to a number of flows, including the boundary layer on a rotating disk and the eccentric Taylor-Couette-Poiseuille flow. © 2014 Elsevier Masson SAS. All rights reserved.

Linear spatio-temporal instability analysis of ice growth under a falling water film

A linear spatio-temporal stability analysis is conducted for the ice growth under a falling water film along an inclined ice plane. The full system of linear stability equations is solved by using the Chebyshev collocation method. By plotting the boundary curve between the linear absolute and convective instabilities (AI/CI) of the ice mode in the parameter plane of the Reynolds number and incline angle, it is found that the linear absolute instability exists and occurs above a minimum Reynolds number and below a maximum inclined angle. Furthermore, by plotting the critical Reynolds number curves with respect to the inclined angle for the downstream and upstream branches, the convectively unstable region is determined and divided into three parts, one of which has both downstream and upstream convectively unstable wavepackets and the other two have only downstream or upstream convectively unstable wavepacket. Finally, the effect of the Stefan number and the thickness of the ice layer on the AI/CI boundary curve is investigated.

大型反倾岩体变形破坏机制及稳定性分析———以金沙江宽谷坝址龙蟠边坡为例

A large number of catastrophic accidents were aroused by the instability and destruction of anti-dip rock masses in the worldwide engineering projects, such as hydropower station, mine, railways and so on. Problems in relation to deformation and failure about anti-dip rock slopes are significant for engineering geology research. This dissertation takes the Longpan slope in the Jinsha River as a case to study the deformation mechanism of large-scale anti-dip rock masses and the slope stability analysis method. The primary conclusions are as follows. The Dale Reach of Jinsha River, from Longpan to the debouchment of Chongjiang tributary, is located in the southeastern margin of the Qinghai-Tibet Plateau. Longpan slope is the right embankment of Dale dam, it is only 26 km to the Shigu and 18 km to Tiger Leaping Gorge. The areal geology tectonic structures here area are complicated and blurry. Base on the information of geophysical exploration (CSAMT and seismology) and engineering geological investigation, the perdue tectonic pattern of Dale Reach is put forward for the first time in this paper. Due to the reverse slip of Longpan fault and normal left-rotation of Baihanchang fault, the old faulted valley came into being. The thick riverbed sediments have layered characters of different components and corresponding causes, which attribute to the sedimentary environments according with the new tectonic movements such as periodic mountain uplifting in middle Pleistocene. Longpan slope consists of anti-dip alternate sandstone and slate stratums, and the deformable volume is 6.5×107m3 approximately. It was taken for an ancient landslide or toppling failure in the past so that Dale dam became a vexed question. Through the latest field surveying, displacement monitoring and rock masses deforming characters analyses, the geological mechanism is actually a deep-seated gravitational bending deformation. And then the discrete element method is used to simulate the deforming evolution process, the conclusion accords very well with the geo-mechanical patterns analyses. In addition strength reduction method based on DEM is introduced to evaluate the factor of safety of anti-dip rock slope, and in accordance with the expansion way of the shear yielding zones, the progressive shear failure mechanism of large-scale anti-dip rock masses is proposed for the first time. As an embankment or a close reservoir bank to the lower dam, the stability of Longpan slope especially whether or not resulting in sliding with high velocity and activating water waves is a key question for engineering design. In fact it is difficult to decide the unified slip surface of anti-dip rock slope for traditional methods. The author takes the shear yielding zones acquired form the discrete element strength reduction calculation as the potential sliding surface and then evaluates the change of excess pore pressure and factor of stability of the slope generated by rapid drawdown of ponded water. At the same time the dynamic response of the slope under seismic loading is simulated through DEM numerical modeling, the following results are obtained. Firstly the effective effect of seismic inertia force is resulting in accumulation of shear stresses. Secondly the discontinuous structures are crucial to wave transmission. Thirdly the ultimate dynamic response of slope system takes place at the initial period of seismic loading. Lastly but essentially the effect of earthquake load to bringing on deformation and failure of rock slope is the coupling effect of shear stresses and excess pore water pressure accumulation. In view of limitations in searching the critical slip surface of rock slope of the existing domestic and international software for limit equilibrium slope stability analyses, this article proposes a new method named GA-Sarma Algorithm for rock slope stability analyses. Just as its name implies, GA-Sarma Algorithm bases on Genetic Algorithm and Sarma method. GA-Sarma Algorithm assumes the morphology of slip surface to be a broken line with traceability to extend along the discontinuous surface structures, and the slice boundaries is consistent with rock mass discontinuities such as rock layers, faults, cracks, and so on. GA-Sarma Algorithm is revolutionary method that is suitable for global optimization of the critical slip surface for rock slopes. The topics and contents including in this dissertation are closely related to the difficulties in practice, the main conclusions have been authorized by the engineering design institute. The research work is very meaningful and useful for the engineering construction of Longpan hydropower station.

Low temperature specific heat and thermal stability of Fe-B ultrafine amorphous alloy particles

Fe-B ultrafine amorphous alloy particles (UFAAP) were prepared by chemical reduction of Fe3+ with NaBHO4 and confirmed to be ultrafine amorphous particles by transmission electron microscopy and X-ray diffraction. The specific heat of the sample was measured by a high precision adiabatic calorimeter, and a differential scanning calorimeter was used for thermal stability analysis. A topological structure of Fe-B atoms is proposed to explain two crystallization peaks and a melting peak observed at T=600, 868 and 1645 K, respectively.