A nonlinear theory of wake development

A simple new series, using an expansion of the velocity profile in parabolic cylinder functions, has been developed to describe the nonlinear evolution of a steady, laminar, incompressible wake from a given arbitrary initial profile. The first term in this series is itself found to provide a very satisfactory prediction of the decay of the maximum velocity defect in the wake behind a flat plate or aft of the recirculation zone behind a symmetric blunt body. A detailed analysis, including higher order terms, has been made of the flat plate wake with a Blasius profile at the trailing edge. The same method yields, as a special case, complete results for the development of linearized wakes with arbitrary initial profile under the influence of arbitrary pressure gradients. Finally, for purposes of comparison, a simple approximate solution is obtained using momentum integral methods, and found to predict satisfactorily the decay of the maximum velocity defect. © 1970 Wolters-Noordhoff Publishing.

Some new concepts in nonlinear systems

Some new concepts characterizing the response of nonlinear systems are developed. These new concepts are denoted by the terms, the transient system equivalent, the response vector, and the space-phase components. This third concept is analyzed in comparison with the well-known technique of symmetrical components. The performance of a multiplicative feedback control system is represented by a nonlinear integro-differential equation; its solution is obtained by the principle of variation of parameters. The system response is treated as a vector and is resolved into its space-phase components. The individual effects of these components on the performance of the system are discussed. The suitability of the technique for the transient analysis of higher order nonlinear control systems is discussed.

Nonlinear vibration analysis of composite laminated and sandwich plates with random material properties

Nonlinear vibration analysis is performed using a C-0 assumed strain interpolated finite element plate model based on Reddy's third order theory. An earlier model is modified to include the effect of transverse shear variation along the plate thickness and Von-Karman nonlinear strain terms. Monte Carlo Simulation with Latin Hypercube Sampling technique is used to obtain the variance of linear and nonlinear natural frequencies of the plate due to randomness in its material properties. Numerical results are obtained for composite plates with different aspect ratio, stacking sequence and oscillation amplitude ratio. The numerical results are validated with the available literature. It is found that the nonlinear frequencies show increasing non-Gaussian probability density function with increasing amplitude of vibration and show dual peaks at high amplitude ratios. This chaotic nature of the dispersion of nonlinear eigenvalues is also r

An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

This paper examines how volatility in financial markets can preferable be modeled. The examination investigates how good the models for the volatility, both linear and nonlinear, are in absorbing skewness and kurtosis. The examination is done on the Nordic stock markets, including Finland, Sweden, Norway and Denmark. Different linear and nonlinear models are applied, and the results indicates that a linear model can almost always be used for modeling the series under investigation, even though nonlinear models performs slightly better in some cases. These results indicate that the markets under study are exposed to asymmetric patterns only to a certain degree. Negative shocks generally have a more prominent effect on the markets, but these effects are not really strong. However, in terms of absorbing skewness and kurtosis, nonlinear models outperform linear ones.

Nonlinear intrinsic instability of solid propellant combustion including gas-phase thermal inertia

The problem of homogeneous solid propellant combustion instability is studied with a one-dimensional flame model, including the effects of gas-phase thermal inertia and nonlinearity. Computational results presented in this paper show nonlinear instabilities inherent in the equations, due to which periodic burning is found even under steady ambient conditions such as pressure. The stability boundary is obtained in terms of Denison-Baum parameters. It is found that inclusion of gas-phase thermal inertia stabilizes the combustion. Also, the effect of a distributed heat release in the gas phase, compared to the flame sheet model, is to destabilize the burning. Direct calculations for finite amplitude pressure disturbances show that two distinct resonant modes exist, the first one near the natural frequency as obtained from intrinsic instability analysis and a second mode occurring at a much higher driving frequency. It is found that er rn in the low frequency region, the response of the propellant is significantly affected by the specific type of gas-phase chemical heat-release model employed. Examination of frequency response function reveals that the role of gas-phase thermal inertia is to stabilize the burning near the first resonant mode. Calculations made for different amplitudes of driving pressure show that the mean burning rate decreases with increasing amplitude. Also, with an increase in the driving amplitude, higher harmonics are generated in the burning rate.

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.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Spectral approach for the soliton and periodic solutions of the nonlinear wave equation

A spectral method that obtains the soliton and periodic solutions to the nonlinear wave equation is presented. The results show that the nonlinear group velocity is a function of the frequency shift as well as of the soliton power. When the frequency shift is a function of time, a solution in terms of the Jacobian elliptic function is obtained. This solution is periodic in nature, and, to generate such an optical pulse train, one must simultaneously amplitude- and frequency-modulate the optical carrier. Finally, we extend the method to include the effect of self-steepening.

A single network adaptive critic (SNAC) architecture for optimal control synthesis for a class of nonlinear systems

Even though dynamic programming offers an optimal control solution in a state feedback form, the method is overwhelmed by computational and storage requirements. Approximate dynamic programming implemented with an Adaptive Critic (AC) neural network structure has evolved as a powerful alternative technique that obviates the need for excessive computations and storage requirements in solving optimal control problems. In this paper, an improvement to the AC architecture, called the �Single Network Adaptive Critic (SNAC)� is presented. This approach is applicable to a wide class of nonlinear systems where the optimal control (stationary) equation can be explicitly expressed in terms of the state and costate variables. The selection of this terminology is guided by the fact that it eliminates the use of one neural network (namely the action network) that is part of a typical dual network AC setup. As a consequence, the SNAC architecture offers three potential advantages: a simpler architecture, lesser computational load and elimination of the approximation error associated with the eliminated network. In order to demonstrate these benefits and the control synthesis technique using SNAC, two problems have been solved with the AC and SNAC approaches and their computational performances are compared. One of these problems is a real-life Micro-Electro-Mechanical-system (MEMS) problem, which demonstrates that the SNAC technique is applicable to complex engineering systems.

Generation of novel materials for nonlinear optics: Analysis of hydrogen-bonded networks in haloaromatic and aliphatic amine-tartrate complexes

Five tartrate-amine complexes have been studied in terms of crystal packing and hydrogen bonding frameworks. The salts are 3-bromoanilinium-L-monohydrogen tartrate 1, 3-fluoroanilinium-D-dibenzoylmonohydrogen tartrate 2, 1-nonylium-D-dibenzoylmonohydrogen tartrate 3, 1 -decylium-D-dibenzoylmonohydrogen tartrate 4, and 1,4-diaminobutanium-D-dibenzoyl tartrate trihydrate 5. The results indicate that there are no halogen-halogen interactions in the haloaromatic-tartrate complexes. The anionic framework allows accomodation of ammonium ions that bear alkyl chain residues of variable lengths. The long chain amines in these structures remain disordered while the short chain amines form multidirectional hydrogen bonds on either side.

Systematic crystallographic investigation of hydrogen-bonded networks involving monohydrogen tartrate-amine complexes: Potential materials for nonlinear optics

Crystal structures of six binary salts involving aromatic amines as cations and hydrogen tartrates as anions are presented. The materials are 2,6-xylidinium-L-monohydrogen tartrate monohydrate, C12H18O6.5N, P22(1)2(1), a = 7.283(2) Angstrom, b = 17.030(2) Angstrom, c = 22.196(2) Angstrom, Z = 8; 2,6-xylidinium-D-dibenzoyl monohydrogen tartrate, C26H25O8N, P2(1), a = 7.906(1) Angstrom, b = 24.757(1) Angstrom, c = 13.166(1) Angstrom, beta = 105.01(1)degrees, Z = 4; 2,3-xylidinium-D-dibenzoyl monohydrogen tartrate monohydrate, C26H26O8.5N, P2(1), a = 7.837(1) Angstrom, b = 24.488(1) Angstrom, c = 13.763(1) Angstrom, beta = 105.69(1)degrees, Z = 4; 2-toluidinium-D-dibenzoyl monohydrogen tartrate, C25H23O8N, P2(1)2(1)2(1), a = 13.553(2) Angstrom, b = 15.869(3) Angstrom, c = 22.123(2) Angstrom, Z = 8; 3-toluidinium-D-dibenzoyl monohydrogen tartrate (1:1), C25H23O8N, P1, a = 7.916(3) Angstrom, b = 11.467(6) Angstrom, c = 14.203(8) Angstrom, alpha = 96.44(4)degrees, beta = 98.20(5)degrees, = 110.55(5)degrees, Z = 2; 3-toluidinium-D-dibenzoyl tartrate dihydrate (1:2), C32H36O10N, P1, a = 7.828(3) Angstrom, b = 8.233(1) Angstrom, c = 24.888(8) Angstrom, alpha = 93.98 degrees, beta = 94.58(3)degrees, = 89.99(2)degrees, Z = 2. An analysis of the hydrogen-bonding schemes in terms of crystal packing, stoichiometric variations, and substitutional variations in these materials provides insights to design hydrogen-bonded networks directed toward the engineering of crystalline nonlinear optical materials.

Nonlinear Dynamics of Beams with Stochastic Parameter Variations

The aim of this paper is to investigate the steady state response of beams under the action of random support motions. The study is of relevance in the context of earthquake response of extended land based structures such as pipelines and long span bridges, and, secondary systems such as piping networks in nuclear power plant installations. The following complicating features are accounted for in the response analysis: (a) differential support motions: this is characterized in terms of cross power spectral density functions associated with distinct support motions, (b) nonlinear support conditions, and (c) stochastically inhomogeneous stiffness and mass variations of the beam structure; questions on non-Gaussian models for these variations are considered. The method of stochastic finite elements is combined with equivalent linearization technique and Monte Carlo simulations to obtain response moments.

Effect of screening of intermicellar interactions on the linear and nonlinear rheology of a viscoelastic gel

We report our studies of the linear and nonlinear rheology of aqueous solutions of the surfactant cetyl trimethylammonium tosylate (CTAT) with varying amounts of sodium chloride (NaCl). The CTAT concentration is fixed at 42 mM, and the salt concentration is varied between 0 and 120 mM. On increasing the salt (NaCl) concentration, we see three distinct regimes in the zero-shear viscosity and the high-frequency plateau modulus data. In regime 1, the zero-shear viscosity shows a weak increase with salt concentration due to enhanced micellar growth. The decrease in the zero-shear viscosities with salt concentration in regimes II and III can be explained in terms of intermicellar branching. The most intriguing feature of our data, however, is the anomalous behavior of the high-frequency plateau modulus in regime II (0.12 less than or equal to [NaCl]/[CTAT] less than or equal to 1.42). In this regime, the plateau modulus increases with an increase in NaCl concentration. This is highly interesting, since the correlation length of concentration fluctuations and hence the plateau modulus G(0) are not expected to change appreciably in the semidilute regime. We propose to explain the changes in regime II in terms of a possible unbinding of the organic counterions (tosylate) from the CTA(+) surfaces on the addition of NaCl. In the nonlinear flow curves of the samples with high salt content, significant deviations from the predictions of the Giesekus model for entangled micelles are observed.

Geometrically Nonlinear Dynamics of Composite Four-Bar Mechanisms

This work intends to demonstrate the importance of geometrically nonlinear crosssectional analysis of certain composite beam-based four-bar mechanisms in predicting system dynamic characteristics. All component bars of the mechanism are made of fiber reinforced laminates and have thin rectangular cross-sections. They could, in general, be pre-twisted and/or possess initial curvature, either by design or by defect. They are linked to each other by means of revolute joints. We restrict ourselves to linear materials with small strains within each elastic body (beam). Each component of the mechanism is modeled as a beam based on geometrically nonlinear 3-D elasticity theory. The component problems are thus split into 2-D analyses of reference beam cross-sections and nonlinear 1-D analyses along the four beam reference curves. For thin rectangular cross-sections considered here, the 2-D cross-sectional nonlinearity is overwhelming. This can be perceived from the fact that such sections constitute a limiting case between thin-walled open and closed sections, thus inviting the nonlinear phenomena observed in both. The strong elastic couplings of anisotropic composite laminates complicate the model further. However, a powerful mathematical tool called the Variational Asymptotic Method (VAM) not only enables such a dimensional reduction, but also provides asymptotically correct analytical solutions to the nonlinear cross-sectional analysis. Such closed-form solutions are used here in conjunction with numerical techniques for the rest of the problem to predict multi-body dynamic responses, more quickly and accurately than would otherwise be possible. The analysis methodology can be viewed as a three-step procedure: First, the cross-sectional properties of each bar of the mechanism is determined analytically based on an asymptotic procedure, starting from Classical Laminated Shell Theory (CLST) and taking advantage of its thin strip geometry. Second, the dynamic response of the nonlinear, flexible fourbar mechanism is simulated by treating each bar as a 1-D beam, discretized using finite elements, and employing energy-preserving and -decaying time integration schemes for unconditional stability. Finally, local 3-D deformations and stresses in the entire system are recovered, based on the 1-D responses predicted in the previous step. With the model, tools and procedure in place, we shall attempt to identify and investigate a few problems where the cross-sectional nonlinearities are significant. This will be carried out by varying stacking sequences and material properties, and speculating on the dominating diagonal and coupling terms in the closed-form nonlinear beam stiffness matrix. Numerical examples will be presented and results from this analysis will be compared with those available in the literature, for linear cross-sectional analysis and isotropic materials as special cases.

Nonlinear dielectric behavior in three-component ferroelectric superlattices

Three-component ferroelectric superlattices consisting of alternating layers of SrTiO3, BaTiO3, and CaTiO3 (SBC) with variable interlayer thickness were fabricated on Pt(111)/TiO2/SiO2/Si (100) substrates by pulsed laser deposition. The presence of satellite reflections in x-ray-diffraction analysis and a periodic concentration of Sr, Ba, and Ca throughout the film in depth profile of secondary ion mass spectrometry analysis confirm the fabrication of superlattice structures. The Pr (remnant polarization) and Ps (saturation polarization) of SBC superlattice with 16.4-nm individual layer thickness (SBC16.4) were found to be around 4.96 and 34 μC/cm2, respectively. The dependence of polarization on individual layer thickness and lattice strain were studied in order to investigate the size dependence of the dielectric properties. The dielectric constant of these superlattices was found to be much higher than the individual component layers present in the superlattice configuration. The relatively higher tunability ( ∼ 55%) obtained around 300 K indicates that the superlattice is a potential electrically tunable material for microwave applications at room temperature. The enhanced dielectric properties were thus discussed in terms of the interfacial strain driven polar region due to high lattice mismatch and electrostatic coupling due to polarization mismatch between individual layers.