Time-Frequency Analysis of Nonlinear Systems: The Skeleton Linear Model and the Skeleton Curves

The joint time-frequency analysis method is adopted to study the nonlinear behavior varying with the instantaneous response for a class of S.D.O.F nonlinear system. A time-frequency masking operator, together with the conception of effective time-frequency region of the asymptotic signal are defined here. Based on these mathematical foundations, a so-called skeleton linear model (SLM) is constructed which has similar nonlinear characteristics with the nonlinear system. Two skeleton curves are deduced which can indicate the stiffness and damping in the nonlinear system. The relationship between the SLM and the nonlinear system, both parameters and solutions, is clarified. Based on this work a new identification technique of nonlinear systems using the nonstationary vibration data will be proposed through time-frequency filtering technique and wavelet transform in the following paper.

Analysis of a Rubber Cone Tensioned by a Concentrated Force

Using the constitutive equation of a rubber-like materials given by Gao (1997), this paper investigates the problem of a cone under tension of a concentrated force at its apex. Under consideration is the axial-symmetry case and the large strain is taken into account. The stress strain fields near the apex are obtained by both asymptotic analysis and finite element calculation. The two results are consistent well. When the cone angle is 180 degrees, the solution becomes that of non-linear Boussinesq's problem for tension case.

Sound transmission in strongly-curved slowly-varying cylindrical and annular lined ducts with flow

In this paper we consider the propagation of acoustic waves along a curved hollow or annular duct with lined walls. The curvature of the duct centreline and the wall radii vary slowly along the duct, allowing application of an asymptotic multiple scales analysis. This generalises Rienstra's analysis of a straight duct of varying cross-sectional radius. The result of the analysis is that the modal wavenumbers and mode shapes are determined locally as modes of a torus with the same local curvature, while the amplitude of the modes evolves as the mode propagates along the duct. The duct modes are found numerically at each axial location using a pseudo-spectral method. Unlike the case of a straight duct, there is a fundamental asymmetry between upstream and downstream propagating modes, with some mode shapes tending to be concentrated on either the inside or outside of the bend depending on the direction of propagation. The interaction between the presence of wall lining and curvature is investigated in particular; for instance, in a representative case it is found that the curvature causes the first few acoustic modes to be more heavily damped by the duct boundary than would be expected for a straight duct. Analytical progress can be made in the limit of very high mode order, in which case well-known 'whispering gallery' modes, localised close to the wall, can be identified.

Analytically-based approach to rotor-stator interaction noise in mean swirling flow

A method for modelling and predicting the noise generated by the interaction between the unsteady wake shed from the rotor and a downstream row of stators in a modern ultra-high bypass ducted turbofan engine is described. An analytically-based model is developed to account for three main features of the problem. First, the way in which a typical unsteady wake disturbance from the rotor interacts and is distorted by the mean swirling flow as it propagates downstream. The analysis allows for the inclusion of mean entropy gradients and entropy perturbations. Second, the effects of real stator-blade geometry and proper representation of the genuinely three-dimensional nature of the problem. Third, to model the propagation of the resulting noise back upstream in mean swirling flow. The analytical nature of the problem allows for the inclusion of all wake harmonics and enables the response at all blade passing frequencies to be determined. Example results are presented for an initial wake distribution corresponding to a genuine rotor configuration. Comparisons between numerical data and the asymptotic model for the wake evolution are made. Copyright © 2004 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

Nonlinear Faraday Waves in a Parametrically Excited Circular Cylindrical Container

In the cylindrical coordinate system, a singular perturbation theory of multiple-scale asymptotic expansions was developed to study single standing water wave mode by solving potential equations of water waves in a rigid circular cylinder, which is subjec

Mesofracture mechanics: a necessary link

Classical fracture mechanics is based on the premise that small scale features could be averaged to give a larger scale property such that the assumption of material homogeneity would hold. Involvement of the material microstructure, however, necessitates different characteristic lengths for describing different geometric features. Macroscopic parameters could not be freely exchanged with those at the microscopic scale level. Such a practice could cause misinterpretation of test data. Ambiguities arising from the lack of a more precise range of limitations for the definitions of physical parameters are discussed in connection with material length scales. Physical events overlooked between the macroscopic and microscopic scale could be the link that is needed to bridge the gap. The classical models for the creation of free surface for a liquid and solid are oversimplified. They consider only the translational motion of individual atoms. Movements of groups or clusters of molecules deserve attention. Multiscale cracking behavior also requires the distinction of material damage involving at least two different scales in a single simulation. In this connection, special attention should be given to the use of asymptotic solution in contrast to the full field solution when applying fracture criteria. The former may leave out detail features that would have otherwise been included by the latter. Illustrations are provided for predicting the crack initiation sites of piezoceramics. No definite conclusions can be drawn from the atomistic simulation models such as those used in molecular dynamics until the non-equilibrium boundary conditions can be better understood. The specification of strain rates and temperatures should be synchronized as the specimen size is reduced to microns. Many of the results obtained at the atomic scale should be first identified with those at the mesoscale before they are assumed to be connected with macroscopic observations. Hopefully, "mesofracture mechanics" could serve as the link to bring macrofracture mechanics closer to microfracture mechanics.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

Forward Smoothing Using Sequential Monte Carlo

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively. Essentially, it is an on-line or "forward only" implementation of a forward filtering backward smoothing SMC algorithm proposed by Doucet, Godsill and Andrieu (2000). Compared to the standard \emph{path space} SMC estimator whose asymptotic variance increases quadratically with time even under favorable mixing assumptions, the non asymptotic variance of the proposed SMC estimator only increases linearly with time. We show how this allows us to perform recursive parameter estimation using an SMC implementation of an on-line version of the Expectation-Maximization algorithm which does not suffer from the particle path degeneracy problem.

Preliminary report on the energy balance for nonlinear oscillations

In this paper, a reliable technique for calculating angular frequencies of nonlinear oscillators is developed. The new algorithm offers a promising approach by constructing a Hamiltonian for the nonlinear oscillator. Some illustrative examples are given. (C) 2002 Published by Elsevier Science Ltd.

Attractor crisis and bursting in a fluid flow with two no-slip directions

Characteristic burtsing behavior is observed in a driven, two-dimensional viscous flow, confined to a square domain and subject to no-slip boundaries. Passing a critical parameter value, an existing chaotic attractor undergoes a crisis, after which the flow initially enters a transient bursting regime. Bursting is caused by ejections from and return to a limited subdomain of the phase space, whereas the precrisis chaotic set forms the asymptotic attractor of the flow. For increasing values of the control parameter the length of the bursting regime increases progressively. Passing another critical parameter value, a second crisis leads to the appearance of a secondary type of bursting, of very large dynamical range. Within the bursting regime the flow then switches in irregular intervals from the primary to the secondary type of bursting. Peak enstrophy levels for both types of bursting are associated to the collapse of a primary vortex into a quadrupolar state.

A new method for evaluation of stress intensities for interface cracks

A new method is presented for calculating the values of K-I and K-II in the elasticity solution at the tip of an interface crack. The method is based on an evaluation of the J-integral by the virtual crack extension method. Expressions for calculating K-I and K-II by using the displacements and the stiffness derivative of the finite element solution and asymptotic crack tip displacements are derived. The method is shown to produce very accurate solutions even with coarse element mesh.

Higher-order analysis of crack-tip fields in power-law hardening materials

In this paper, we present an exact higher-order asymptotic analysis on the near-crack-tip fields in elastic-plastic materials under plane strain, Mode I. A four- or five-term asymptotic series of the solutions is derived. It is found that when 1.6 < n less-than-or-equal-to 2.8 (here, n is the hardening exponent), the elastic effect enters the third-order stress field; but when 2.8< n less-than-or-equal-to 3.7 this effect turns to enter the fourth-order field, with the fifth-order field independent. Moreover, if n>3.7, the elasticity only affects the fields whose order is higher than 4. In this case, the fourth-order field remains independent. Our investigation also shows that as long as n is larger than 1.6, the third-order field is always not independent, whose amplitude coefficient K3 depends either on K1 or on both K1 and K2 (K1 and K2 arc the amplitude coefficients of the first- and second-order fields, respectively). Firmly, good agreement is found between our results and O'Dowd and Shih's numerical ones[8] by comparison.

Higher-order analysis of crack tip fields in elastic power-law hardening materials

A HIGHER-ORDER asymptotic analysis of a stationary crack in an elastic power-law hardening material has been carried out for plane strain, Mode 1. The extent to which elasticity affects the near-tip fields is determined by the strain hardening exponent n. Five terms in the asymptotic series for the stresses have been derived for n = 3. However, only three amplitudes can be independently prescribed. These are K1, K2 and K5 corresponding to amplitudes of the first-, second- and fifth-order terms. Four terms in the asymptotic series have been obtained for n = 5, 7 and 10; in these cases, the independent amplitudes are K1, K2 and K4. It is found that appropriate choices of K2 and K4 can reproduce near-tip fields representative of a broad range of crack tip constraints in moderate and low hardening materials. Indeed, fields characterized by distinctly different stress triaxiality levels (established by finite element analysis) have been matched by the asymptotic series. The zone of dominance of the asymptotic series extends over distances of about 10 crack openings ahead of the crack tip encompassing length scales that are microstructurally significant. Furthermore, the higher-order terms collectively describe a spatially uniform hydrostatic stress field (of adjustable magnitude) ahead of the crack. Our results lend support to a suggestion that J and a measure of near-tip stress triaxiality can describe the full range of near-tip states.

Singular behaviour near the tip of a sharp V-notch in a power law hardening material

This paper presents an asymptotic analysis of the near-tip stress and strain fields of a sharp V-notch in a power law hardening material. First, the asymptotic solutions of the HRR type are obtained for the plane stress problem under symmetric loading. It is found that the angular distribution function of the radial stress sigma(r) presents rapid variation with the polar angle if the notch angle beta is smaller than a critical notch angle; otherwise, there is no such phenomena. Secondly, the asymptotic solutions are developed for antisymmetric loading in the cases of plane strain and plane stress. The accurate calculation results and the detailed comparisons are given as well. All results show that the singular exponent s is changeable for various combinations of loading condition and plane problem.