A mathematical analysis of nonlinear waves in a fluid filled visco-elastic tube

Our investigations in this paper are centred around the mathematical analysis of a ldquomodal waverdquo problem. We have considered the axisymmetric flow of an inviscid liquid in a thinwalled viscoelastic tube under certain simplifying assumptions. We have first derived the propagation space equations in the long wave limit and also given a general procedure to derive these equations for arbitrary wave length, when the flow is irrotational. We have used the method of operators of multiple scales to derive the nonlinear Schrödinger equation governing the modulation of periodic waves and we have elaborated on the ldquolong modulated wavesrdquo and the ldquomodulated long wavesrdquo. We have also examined the existence and stability of Stokes waves in this system. This is followed by a discussion of the progressive wave solutions of the long wave equations. One of the most important results of our paper is that the propagation space equations are no longer partial differential equations but they are in terms of pseudo-differential operators.Die vorliegenden Untersuchungen beziehen sich auf die mathematische Behandlung des ldquorModalwellenrdquo-Problems. Die achsensymmetrische Strömung einer nichtviskosen Flüssigkeit in einem dünnwandigen viskoelastischen Rohr, unter bestimmten vereinfachenden Annahmen, wird betrachtet. Zuerst werden die Gleichungen des Ausbreitungsraumes im Langwellenbereich abgeleitet und eine allgemeine Methode zur Herleitung dieser Gleichungen für beliebige Wellenlängen bei nichtrotierender Strömung angegeben. Eine Operatorenmethode mit multiplem Maßstab wird verwendet zur Herleitung der nichtlinearen Schrödinger-Gleichung für die Modulation der periodischen Wellen, und die ldquorlangmodulierten Wellenrdquo sowie die ldquormodulierten Langwellenrdquo werden aufgezeigt. Weiters wird die Existenz und die Stabilität der Stokes-Wellen im System untersucht. Anschließend werden die progressiven Wellenlösungen der Langwellengleichungen diskutiert. Eines der wichtigsten Ergebnisse dieser Arbeit ist, daß die Gleichungen des Ausbreitungsraumes keine partiellen Differentialgleichungen mehr sind, sondern Ausdrücke von Pseudo-Differentialoperatoren.

Nonlinear static and dynamic damped response of a composite rectangular plate resting on a two-parameter elastic foundation

Nonlinear static and dynamic response analyses of a clamped. rectangular composite plate resting on a two-parameter elastic foundation have been studied using von Karman's relations. Incorporating the material damping, the governing coupled, nonlinear partial differential equations are obtained for the plate under step pressure pulse load excitation. These equations have been solved by a one-term solution and by applying Galerkin's technique to the deflection equation. This yields an ordinary nonlinear differential equation in time. The nonlinear static solution is obtained by neglecting the time-dependent variables. Thc nonlinear dynamic damped response is obtained by applying the ultraspherical polynomial approximation (UPA) technique. The influences of foundation modulus, shear modulus, orthotropy, etc. upon the nonlinear static and dynamic responses have been presented.

Symplectic integration of nonlinear Hamiltonian systems

There exist several standard numerical methods for integrating ordinary differential equations. However, if one is interested in integration of Hamiltonian systems, these methods can lead to wrong results. This is due to the fact that these methods do not explicitly preserve the so-called 'symplectic condition' (that needs to be satisfied for Hamiltonian systems) at every integration step. In this paper, we look at various methods for integration that preserve the symplectic condition.

Nonlinear dynamics and chaotic motions in feedback-controlled two- and three-degree-of-freedom robots

The dynamics of a feedback-controlled rigid robot is most commonly described by a set of nonlinear ordinary differential equations. In this paper we analyze these equations, representing the feedback-controlled motion of two- and three-degrees-of-freedom rigid robots with revolute (R) and prismatic (P) joints in the absence of compliance, friction, and potential energy, for the possibility of chaotic motions. We first study the unforced or inertial motions of the robots, and show that when the Gaussian or Riemannian curvature of the configuration space of a robot is negative, the robot equations can exhibit chaos. If the curvature is zero or positive, then the robot equations cannot exhibit chaos. We show that among the two-degrees-of-freedom robots, the PP and the PR robot have zero Gaussian curvature while the RP and RR robots have negative Gaussian curvatures. For the three-degrees-of-freedom robots, we analyze the two well-known RRP and RRR configurations of the Stanford arm and the PUMA manipulator respectively, and derive the conditions for negative curvature and possible chaotic motions. The criteria of negative curvature cannot be used for the forced or feedback-controlled motions. For the forced motion, we resort to the well-known numerical techniques and compute chaos maps, Poincare maps, and bifurcation diagrams. Numerical results are presented for the two-degrees-of-freedom RP and RR robots, and we show that these robot equations can exhibit chaos for low controller gains and for large underestimated models. From the bifurcation diagrams, the route to chaos appears to be through period doubling.

The x¿n-x Plane for Analysis of Certain Second-Order Nonlinear Systems

Analysis of certain second-order nonlinear systems, not easily amenable to the phase-plane methods, and described by either of the following differential equations xÿn-2ÿ+ f(x)xÿ2n+g(x)xÿn+h(x)=0 ÿ+f(x)xÿn+h(x)=0 n≫0 can be effected easily by drawing the entire portrait of trajectories on a new plane; that is, on one of the xÿnÿx planes. Simple equations are given to evaluate time from a trajectory on any of these n planes. Poincaré's fundamental phase plane xÿÿx is conceived of as the simplest case of the general xÿnÿx plane.

Techniques for Analysis of Certain Nonlinear Systems

This paper suggests the use of simple transformations like ÿ=kx, kx2 for second-order nonlinear differential equations to effect rapid plotting of the phase-plane trajectories. The method is particularly helpful in determining quickly the trajectory slopes along simple curves in any desired region of the phase plane. New planes such as the tÿ-x, tÿ2-x are considered for the study of some groups of nonlinear time-varying systems. Suggestions for solving certain higher-order nonlinear systems are also made.

A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

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.

Governing Equations and Numerical Solutions of Tension Leg Platform with Finite Amplitude Motion

It is demonstrated that when tension leg platform (TLP) moves with finite amplitude in waves, the inertia force, the drag force and the buoyancy acting on the platform are nonlinear functions of the response of TLP. The tensions of the tethers are also nonlinear functions of the displacement of TLP. Then the displacement, the velocity and the acceleration of TLP should be taken into account when loads are calculated. In addition, equations of motions should be set up on the instantaneous position. A theoretical model for analyzing the nonlinear behavior of a TLP with finite displacement is developed, in which multifold nonlinearities are taken into account, i.e., finite displacement, coupling of the six degrees of freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. Based on the theoretical model, the comprehensive nonlinear differential equations are deduced. Then the nonlinear dynamic analysis of ISSC TLP in regular waves is performed in the time domain. The degenerative linear solution of the proposed nonlinear model is verified with existing published one. Furthermore, numerical results are presented, which illustrate that nonlinearities exert a significant influence on the dynamic responses of the TLP.

Best Proximity Points of Generalized Semicyclic Impulsive Self-Mappings: Applications to Impulsive Differential and Difference Equations

This paper is devoted to the study of convergence properties of distances between points and the existence and uniqueness of best proximity and fixed points of the so-called semicyclic impulsive self-mappings on the union of a number of nonempty subsets in metric spaces. The convergences of distances between consecutive iterated points are studied in metric spaces, while those associated with convergence to best proximity points are set in uniformly convex Banach spaces which are simultaneously complete metric spaces. The concept of semicyclic self-mappings generalizes the well-known one of cyclic ones in the sense that the iterated sequences built through such mappings are allowed to have images located in the same subset as their pre-image. The self-mappings under study might be in the most general case impulsive in the sense that they are composite mappings consisting of two self-mappings, and one of them is eventually discontinuous. Thus, the developed formalism can be applied to the study of stability of a class of impulsive differential equations and that of their discrete counterparts. Some application examples to impulsive differential equations are also given.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

Nonlinear dispersive wave problems

The nonlinear partial differential equations for dispersive waves have special solutions representing uniform wavetrains. An expansion procedure is developed for slowly varying wavetrains, in which full nonlinearity is retained but in which the scale of the nonuniformity introduces a small parameter. The first order results agree with the results that Whitham obtained by averaging methods. The perturbation method provides a detailed description and deeper understanding, as well as a consistent development to higher approximations. This method for treating partial differential equations is analogous to the "multiple time scale" methods for ordinary differential equations in nonlinear vibration theory. It may also be regarded as a generalization of geometrical optics to nonlinear problems.

To apply the expansion method to the classical water wave problem, it is crucial to find an appropriate variational principle. It was found in the present investigation that a Lagrangian function equal to the pressure yields the full set of equations of motion for the problem. After this result is derived, the Lagrangian is compared with the more usual expression formed from kinetic minus potential energy. The water wave problem is then examined by means of the expansion procedure.

Bifurcation theory of nonlinear boundary value problems

The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.

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.