The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

Statistical and stochastic description of microvoid evolution observed in dynamic failure of ductile materials

A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.

The Evaluation of Fisheries Management: A Dynamic Stochastic Approach

In this article, we analyze how to evaluate fishery resource management under “ecological uncertainty”. In this context, an efficient policy consists of applying a different exploitation rule depending on the state of the resource and we could say that the stock is always in transition, jumping from one steady state to another. First, we propose a method for calibrating the growth path of the resource such that observed dynamics of resource and captures are matched. Second, we apply the calibration procedure proposed in two different fishing grounds: the European Anchovy (Division VIII) and the Southern Stock of Hake. Our results show that the role played by uncertainty is essential for the conclusions. For European Anchovy fishery (Division VIII) we find, in contrast with Del Valle et al. (2001), that this is not an overexploited fishing ground. However, we show that the Southern Stock of Hake is in a dangerous situation. In both cases our results are in accordance with ICES advice.

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.

Dynamic states in rotating Rayleigh-Bénard convection systems

A new geometry-independent state - a traveling-wave wall state - is proposed as the mechanism whereby which the experimentally observed wall-localized states in rotating Rayleigh-Bénard convection systems preempt the bulk state at large rotation rates. Its properties are calculated for the illustrative case of free-slip top and bottom boundary conditions. At small rotation rates, this new wall state is found to disappear. A detailed study of the dynamics of the wall state and the bulk state in the transition region where this disappearance occurs is conducted using a Swift-Hohenberg model system. The Swift-Hohenberg model, with appropriate reflection-symmetry- breaking boundary conditions, is also shown to exhibit traveling-wave wall states, further demonstrating that traveling-wave wall states are a generic feature of nonequilibrium pattern-forming systems. A numerical code for the Swift-Hohenberg model in an annular geometry was written and used to investigate the dynamics of rotating Rayleigh-Bénard convection systems.

Nonlinear dynamic transfer functions for certain retinal neuronal systems

The applicability of the white-noise method to the identification of a nonlinear system is investigated. Subsequently, the method is applied to certain vertebrate retinal neuronal systems and nonlinear, dynamic transfer functions are derived which describe quantitatively the information transformations starting with the light-pattern stimulus and culminating in the ganglion response which constitutes the visually-derived input to the brain. The retina of the catfish, Ictalurus punctatus, is used for the experiments.

The Wiener formulation of the white-noise theory is shown to be impractical and difficult to apply to a physical system. A different formulation based on crosscorrelation techniques is shown to be applicable to a wide range of physical systems provided certain considerations are taken into account. These considerations include the time-invariancy of the system, an optimum choice of the white-noise input bandwidth, nonlinearities that allow a representation in terms of a small number of characterizing kernels, the memory of the system and the temporal length of the characterizing experiment. Error analysis of the kernel estimates is made taking into account various sources of error such as noise at the input and output, bandwidth of white-noise input and the truncation of the gaussian by the apparatus.

Nonlinear transfer functions are obtained, as sets of kernels, for several neuronal systems: Light → Receptors, Light → Horizontal, Horizontal → Ganglion, Light → Ganglion and Light → ERG. The derived models can predict, with reasonable accuracy, the system response to any input. Comparison of model and physical system performance showed close agreement for a great number of tests, the most stringent of which is comparison of their responses to a white-noise input. Other tests include step and sine responses and power spectra.

Many functional traits are revealed by these models. Some are: (a) the receptor and horizontal cell systems are nearly linear (small signal) with certain "small" nonlinearities, and become faster (latency-wise and frequency-response-wise) at higher intensity levels, (b) all ganglion systems are nonlinear (half-wave rectification), (c) the receptive field center to ganglion system is slower (latency-wise and frequency-response-wise) than the periphery to ganglion system, (d) the lateral (eccentric) ganglion systems are just as fast (latency and frequency response) as the concentric ones, (e) (bipolar response) = (input from receptors) - (input from horizontal cell), (f) receptive field center and periphery exert an antagonistic influence on the ganglion response, (g) implications about the origin of ERG, and many others.

An analytical solution is obtained for the spatial distribution of potential in the S-space, which fits very well experimental data. Different synaptic mechanisms of excitation for the external and internal horizontal cells are implied.

Dynamic characterization of micro-particle systems

Ordered granular systems have been a subject of active research for decades. Due to their rich dynamic response and nonlinearity, ordered granular systems have been suggested for several applications, such as solitary wave focusing, acoustic signals manipulation, and vibration absorption. Most of the fundamental research performed on ordered granular systems has focused on macro-scale examples. However, most engineering applications require these systems to operate at much smaller scales. Very little is known about the response of micro-scale granular systems, primarily because of the difficulties in realizing reliable and quantitative experiments, which originate from the discrete nature of granular materials and their highly nonlinear inter-particle contact forces.

In this work, we investigate the physics of ordered micro-granular systems by designing an innovative experimental platform that allows us to assemble, excite, and characterize ordered micro-granular systems. This new experimental platform employs a laser system to deliver impulses with controlled momentum and incorporates non-contact measurement apparatuses to detect the particles’ displacement and velocity. We demonstrated the capability of the laser system to excite systems of dry (stainless steel particles of radius 150 micrometers) and wet (silica particles of radius 3.69 micrometers, immersed in fluid) micro-particles, after which we analyzed the stress propagation through these systems.

We derived the equations of motion governing the dynamic response of dry and wet particles on a substrate, which we then validated in experiments. We then measured the losses in these systems and characterized the collision and friction between two micro-particles. We studied wave propagation in one-dimensional dry chains of micro-particles as well as in two-dimensional colloidal systems immersed in fluid. We investigated the influence of defects to wave propagation in the one-dimensional systems. Finally, we characterized the wave-attenuation and its relation to the viscosity of the surrounding fluid and performed computer simulations to establish a model that captures the observed response.

The findings of the study offer the first systematic experimental and numerical analysis of wave propagation through ordered systems of micro-particles. The experimental system designed in this work provides the necessary tools for further fundamental studies of wave propagation in both granular and colloidal systems.

Dynamic response of hysteretic systems with application to a system containing limited slip

A general class of single degree of freedom systems possessing rate-independent hysteresis is defined. The hysteretic behavior in a system belonging to this class is depicted as a sequence of single-valued functions; at any given time, the current function is determined by some set of mathematical rules concerning the entire previous response of the system. Existence and uniqueness of solutions are established and boundedness of solutions is examined.

An asymptotic solution procedure is used to derive an approximation to the response of viscously damped systems with a small hysteretic nonlinearity and trigonometric excitation. Two properties of the hysteresis loops associated with any given system completely determine this approximation to the response: the area enclosed by each loop, and the average of the ascending and descending branches of each loop.

The approximation, supplemented by numerical calculations, is applied to investigate the steady-state response of a system with limited slip. Such features as disconnected response curves and jumps in response exist for a certain range of system parameters for any finite amount of slip.

To further understand the response of this system, solutions of the initial-value problem are examined. The boundedness of solutions is investigated first. Then the relationship between initial conditions and resulting steady-state solution is examined when multiple steady-state solutions exist. Using the approximate analysis and numerical calculations, it is found that significant regions of initial conditions in the initial condition plane lead to the different asymptotically stable steady-state solutions.

Contributions on agreement in dynamic distributed systems

139 p.