Identification of nonlinear dynamic systems: Time-frequency filtering and skeleton curves

The nonlinear behavior varying with the instantaneous response was analyzed through the joint time-frequency analysis method for a class of S. D. O. F nonlinear system. A masking operator an definite regions is defined and two theorems are presented. Based on these, the nonlinear system is modeled with a special time-varying linear one, called the generalized skeleton linear system (GSLS). The frequency skeleton curve and the damping skeleton curve are defined to describe the main feature of the non-linearity as well. Moreover, an identification method is proposed through the skeleton curves and the time-frequency filtering technique.

Identification of Nonlinear Systems Through Time-Frequency Filtering Technique

In the previous paper, a class of nonlinear system is mapped to a so-called skeleton linear model (SLM) based on the joint time-frequency analysis method. Behavior of the nonlinear system may be indicated quantitatively by the variance of the coefficients of SLM versus its response. Using this model we propose an identification method for nonlinear systems based on nonstationary vibration data in this paper. The key technique in the identification procedure is a time-frequency filtering method by which solution of the SLM is extracted from the response data of the corresponding nonlinear system. Two time-frequency filtering methods are discussed here. One is based on the quadratic time-frequency distribution and its inverse transform, the other is based on the quadratic time-frequency distribution and the wavelet transform. Both numerical examples and an experimental application are given to illustrate the validity of the technique.

Oscillatory instability of Rayleigh-Marangoni-Bénard convection in two-layer liquid systems

The oscillatory behaviour of the Rayleigh-Marangoni-Bénard convective instability (R-M-B instability) regarding two combinations of two-layer fluid systems has been investigated theoretically and numerically. For the two-layer system of Silicone oil (10cSt) over Fluorinert (FC70), both linear instability analysis and 2D numerical simulation show that the instability of the system depends strongly on the depth ratio Hr = H1/H2 of the two-layer liquid. The oscillatory regime at the onset of R-M-B convection enlarges with reducing Γ = Ra/Ma values. In the two-layer system of Silicone oil (2cSt) over water, it loses its stability and onsets to steady convection at first, then the steady convection bifurcates to oscillatory convection with increasing Rayleigh number Ra. This behaviour was found through numerical simulation above the onset of steady convection in the case of r = 2.9, ε=(Ra-Ruc)/Rac = 1.0, and Hr = 0.5. Our findings are different from the previous study of the Rayleigh-Benard instability and show the strong effects of the thermocapillary force at the interface on the time-dependent oscillations at or after the onset of convection. We propose a secondary oscillatory instability mechanism to explain the experimental observation of Degen et al. [Phys. Rev. E, 57 (1998), 6647-6659].

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Micro-systems for Optical Protein-Chip

Protein-Chip as micro-assays for the determination of protein interaction, the analysis, the identification and the purification of proteins has large potential applications. The Optical Protein-Chip is able to detect the multi-interaction of proteins and multi-bio-activities of molecules directly and simultaneously with no labeling. The chip is a small matrix on solid substrate containing multi-micro-area prepared by microfabrication with photolithography or soft lithography for surface patterning, and processed with surface modification which includes the physical, chemical, and bio-chemical modifications, etc. The ligand immobilization, such as protein immobilization, especially the oriented immobilization with low steric hindrance and high bio-specific binding activity between ligand and receptor is used to form a sensing surface. Each area of the pattern is corresponding to only one bioactivity. The interval between the areas is non-bioactive and optically extinctive. The affinity between proteins is used to realize non-labeling microassays for the determination of protein identification and protein interaction. The sampling of the chip is non-disturbing, performed with imaging ellipsometry and image processing on a database of proteins.

Thermovibrational Instability Of Rayleigh-Marangoni-Benard Convection In Two-Layer Fluid Systems

The thermovibrational instability of Rayleigh-Marangoni-Benard convection in a two-layer system under the high-frequency vibration has been investigated by linear instability analysis in the present paper. General equations for the description of the convective flow and within this framework, the generalized Boussinesq approximation are formulated. These equations are dealt with using the averaging method. The theoretical analysis results show that the high-frequency thermovibrations can change the Marangoni-Benard convection instabilities as well as the oscillatory gaps of the Rayleigh-Marangoni-Benard convection in two-layer liquid systems. It is found that vertical high-frequency vibrations can delay convective instability of this system, and damp the convective flow down. (C) 2007 COSPAR. Published by Elsevier Ltd. All rights reserved.

Long-range automaton models of earthquakes: Power-law accelerations, correlation evolution, and mode-switching

We introduce a conceptual model for the in-plane physics of an earthquake fault. The model employs cellular automaton techniques to simulate tectonic loading, earthquake rupture, and strain redistribution. The impact of a hypothetical crustal elastodynamic Green's function is approximated by a long-range strain redistribution law with a r(-p) dependance. We investigate the influence of the effective elastodynamic interaction range upon the dynamical behaviour of the model by conducting experiments with different values of the exponent (p). The results indicate that this model has two distinct, stable modes of behaviour. The first mode produces a characteristic earthquake distribution with moderate to large events preceeded by an interval of time in which the rate of energy release accelerates. A correlation function analysis reveals that accelerating sequences are associated with a systematic, global evolution of strain energy correlations within the system. The second stable mode produces Gutenberg-Richter statistics, with near-linear energy release and no significant global correlation evolution. A model with effectively short-range interactions preferentially displays Gutenberg-Richter behaviour. However, models with long-range interactions appear to switch between the characteristic and GR modes. As the range of elastodynamic interactions is increased, characteristic behaviour begins to dominate GR behaviour. These models demonstrate that evolution of strain energy correlations may occur within systems with a fixed elastodynamic interaction range. Supposing that similar mode-switching dynamical behaviour occurs within earthquake faults then intermediate-term forecasting of large earthquakes may be feasible for some earthquakes but not for others, in alignment with certain empirical seismological observations. Further numerical investigation of dynamical models of this type may lead to advances in earthquake forecasting research and theoretical seismology.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Suppressing chaos and transient in parameter perturbed systems

The systems with some system parameters perturbed are investigated. These systems might exist in nature or be obtained by perturbation or truncation theory. Chaos might be suppressed or induced. Some of these dynamical systems exhibit extraordinary long transients, which makes the temporal structure seem sensitively dependent on initial conditions in finite observation time interval.

Invariant-free deduction systems for temporal logic

In this thesis we propose a new approach to deduction methods for temporal logic. Our proposal is based on an inductive definition of eventualities that is different from the usual one. On the basis of this non-customary inductive definition for eventualities, we first provide dual systems of tableaux and sequents for Propositional Linear-time Temporal Logic (PLTL). Then, we adapt the deductive approach introduced by means of these dual tableau and sequent systems to the resolution framework and we present a clausal temporal resolution method for PLTL. Finally, we make use of this new clausal temporal resolution method for establishing logical foundations for declarative temporal logic programming languages. The key element in the deduction systems for temporal logic is to deal with eventualities and hidden invariants that may prevent the fulfillment of eventualities. Different ways of addressing this issue can be found in the works on deduction systems for temporal logic. Traditional tableau systems for temporal logic generate an auxiliary graph in a first pass.Then, in a second pass, unsatisfiable nodes are pruned. In particular, the second pass must check whether the eventualities are fulfilled. The one-pass tableau calculus introduced by S. Schwendimann requires an additional handling of information in order to detect cyclic branches that contain unfulfilled eventualities. Regarding traditional sequent calculi for temporal logic, the issue of eventualities and hidden invariants is tackled by making use of a kind of inference rules (mainly, invariant-based rules or infinitary rules) that complicates their automation. A remarkable consequence of using either a two-pass approach based on auxiliary graphs or aone-pass approach that requires an additional handling of information in the tableau framework, and either invariant-based rules or infinitary rules in the sequent framework, is that temporal logic fails to carry out the classical correspondence between tableaux and sequents. In this thesis, we first provide a one-pass tableau method TTM that instead of a graph obtains a cyclic tree to decide whether a set of PLTL-formulas is satisfiable. In TTM tableaux are classical-like. For unsatisfiable sets of formulas, TTM produces tableaux whose leaves contain a formula and its negation. In the case of satisfiable sets of formulas, TTM builds tableaux where each fully expanded open branch characterizes a collection of models for the set of formulas in the root. The tableau method TTM is complete and yields a decision procedure for PLTL. This tableau method is directly associated to a one-sided sequent calculus called TTC. Since TTM is free from all the structural rules that hinder the mechanization of deduction, e.g. weakening and contraction, then the resulting sequent calculus TTC is also free from this kind of structural rules. In particular, TTC is free of any kind of cut, including invariant-based cut. From the deduction system TTC, we obtain a two-sided sequent calculus GTC that preserves all these good freeness properties and is finitary, sound and complete for PLTL. Therefore, we show that the classical correspondence between tableaux and sequent calculi can be extended to temporal logic. The most fruitful approach in the literature on resolution methods for temporal logic, which was started with the seminal paper of M. Fisher, deals with PLTL and requires to generate invariants for performing resolution on eventualities. In this thesis, we present a new approach to resolution for PLTL. The main novelty of our approach is that we do not generate invariants for performing resolution on eventualities. Our method is based on the dual methods of tableaux and sequents for PLTL mentioned above. Our resolution method involves translation into a clausal normal form that is a direct extension of classical CNF. We first show that any PLTL-formula can be transformed into this clausal normal form. Then, we present our temporal resolution method, called TRS-resolution, that extends classical propositional resolution. Finally, we prove that TRS-resolution is sound and complete. In fact, it finishes for any input formula deciding its satisfiability, hence it gives rise to a new decision procedure for PLTL. In the field of temporal logic programming, the declarative proposals that provide a completeness result do not allow eventualities, whereas the proposals that follow the imperative future approach either restrict the use of eventualities or deal with them by calculating an upper bound based on the small model property for PLTL. In the latter, when the length of a derivation reaches the upper bound, the derivation is given up and backtracking is used to try another possible derivation. In this thesis we present a declarative propositional temporal logic programming language, called TeDiLog, that is a combination of the temporal and disjunctive paradigms in Logic Programming. We establish the logical foundations of our proposal by formally defining operational and logical semantics for TeDiLog and by proving their equivalence. Since TeDiLog is, syntactically, a sublanguage of PLTL, the logical semantics of TeDiLog is supported by PLTL logical consequence. The operational semantics of TeDiLog is based on TRS-resolution. TeDiLog allows both eventualities and always-formulas to occur in clause heads and also in clause bodies. To the best of our knowledge, TeDiLog is the first declarative temporal logic programming language that achieves this high degree of expressiveness. Since the tableau method presented in this thesis is able to detect that the fulfillment of an eventuality is prevented by a hidden invariant without checking for it by means of an extra process, since our finitary sequent calculi do not include invariant-based rules and since our resolution method dispenses with invariant generation, we say that our deduction methods are invariant-free.

Random response of nonlinear continuous systems

This thesis presents a technique for obtaining the stochastic response of a nonlinear continuous system. First, the general method of nonstationary continuous equivalent linearization is developed. This technique allows replacement of the original nonlinear system with a time-varying linear continuous system. Next, a numerical implementation is described which allows solution of complex problems on a digital computer. In this procedure, the linear replacement system is discretized by the finite element method. Application of this method to systems satisfying the one-dimensional wave equation with two different types of constitutive nonlinearities is described. Results are discussed for nonlinear stress-strain laws of both hardening and softening types.