Wave propagation in a 2D nonlinear structural acoustic waveguide using asymptotic expansions of wavenumbers

Nonlinear acoustic wave propagation in an infinite rectangular waveguide is investigated. The upper boundary of this waveguide is a nonlinear elastic plate, whereas the lower boundary is rigid. The fluid is assumed to be inviscid with zero mean flow. The focus is restricted to non-planar modes having finite amplitudes. The approximate solution to the acoustic velocity potential of an amplitude modulated pulse is found using the method of multiple scales (MMS) involving both space and time. The calculations are presented up to the third order of the small parameter. It is found that at some frequencies the amplitude modulation is governed by the Nonlinear Schrodinger equation (NLSE). The first objective here is to study the nonlinear term in the NLSE. The sign of the nonlinear term in the NLSE plays a role in determining the stability of the amplitude modulation. Secondly, at other frequencies, the primary pulse interacts with its higher harmonics, as do two or more primary pulses with their resultant higher harmonics. This happens when the phase speeds of the waves match and the objective is to identify the frequencies of such interactions. For both the objectives, asymptotic coupled wavenumber expansions for the linear dispersion relation are required for an intermediate fluid loading. The novelty of this work lies in obtaining the asymptotic expansions and using them for predicting the sign change of the nonlinear term at various frequencies. It is found that when the coupled wavenumbers approach the uncoupled pressure-release wavenumbers, the amplitude modulation is stable. On the other hand, near the rigid-duct wavenumbers, the amplitude modulation is unstable. Also, as a further contribution, these wavenumber expansions are used to identify the frequencies of the higher harmonic interactions. And lastly, the solution for the amplitude modulation derived through the MMS is validated using these asymptotic expansions. (C) 2015 Elsevier Ltd. All rights reserved.

Weakly nonlinear acoustic wave propagation in a nonlinear orthotropic circular cylindrical waveguide

Nonlinear acoustic wave propagation is considered in an infinite orthotropic thin circular cylindrical waveguide. The modes are non-planar having small but finite amplitude. The fluid is assumed to be ideal and inviscid with no mean flow. The cylindrical waveguide is modeled using the Donnell's nonlinear theory for thin cylindrical shells. The approximate solutions for the acoustic velocity potential are found using the method of multiple scales (MMS) in space and time. The calculations are presented up to the third order of the small parameter. It is found that at some frequencies the amplitude modulation is governed by the Nonlinear Schrodinger Equation (NLSE). The first objective is to study the nonlinear term in the NLSE, as the sign of the nonlinear term determines the stability of the amplitude modulation. On the other hand, at other specific frequencies, interactions occur between the primary wave and its higher harmonics. Here, the objective is to identify the frequencies of the higher harmonic interactions. Lastly, the linear terms in the NLSE obtained using the MMS calculations are validated. All three objectives are met using an asymptotic analysis of the dispersion equation. (C) 2015 Acoustical Society of America.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

Instability Analysis of Nonlinear Surface Waves in a Circular Cylindrical Container Subjected to a Vertical Excitation

Singular perturbation theory of two-time scale expansions was developed both in inviscid and weak viscous fluids to investigate the motion of single surface standing wave in a liquid-filled circular cylindrical vessel, which is subject to a vertical periodical oscillation. Firstly, it is assumed that the fluid in the circular cylindrical vessel is inviscid, incompressible and the motion is irrotational, a nonlinear evolution equation of slowly varying complex amplitude, which incorporates cubic nonlinear term, external excitation and the influence of surface tension, was derived from solvability condition of high-order approximation. It shows that when forced frequency is low, the effect of surface tension on mode selection of surface wave is not important. However, when forced frequency is high, the influence of surface tension is significant, and can not be neglected. This proved that the surface tension has the function, which causes free surface returning to equilibrium location. Theoretical results much close to experimental results when the surface tension is considered. In fact, the damping will appear in actual physical system due to dissipation of viscosity of fluid. Based upon weakly viscous fluids assumption, the fluid field was divided into an outer potential flow region and an inner boundary layer region. A linear amplitude equation of slowly varying complex amplitude, which incorporates damping term and external excitation, was derived from linearized Navier-Stokes equation. The analytical expression of damping coefficient was determined and the relation between damping and other related parameters (such as viscosity, forced amplitude and depth of fluid) was presented. The nonlinear amplitude equation and a dispersion, which had been derived from the inviscid fluid approximation, were modified by adding linear damping. It was found that the modified results much reasonably close to experimental results. Moreover, the influence both of the surface tension and the weak viscosity on the mode formation was described by comparing theoretical and experimental results. The results show that when the forcing frequency is low, the viscosity of the fluid is prominent for the mode selection. However, when the forcing frequency is high, the surface tension of the fluid is prominent. Finally, instability of the surface wave is analyzed and properties of the solutions of the modified amplitude equation are determined together with phase-plane trajectories. A necessary condition of forming stable surface wave is obtained and unstable regions are illustrated. (c) 2005 Elsevier SAS. All rights reserved.

Crack propagation in the power-law nonlinear viscoelastic material

An analysis on crack creep propagation problem of power-law nonlinear viscoelastic materials is presented. The creep incompressilility assumption is used. To simulate fracture behavior of craze region, it is assumed that in the fracture process zone near the crack tip, the cohesive stress sigma(f) acts upon the crack surfaces and resists crack opening. Through a perturbation method, i. e., by superposing the Mode-I applied force onto a referential uniform stress state, which has a trivial solution and gives no effect on the solution of the original problem, the nonlinear viscoelastic problem is reduced to linear problem. For weak nonlinear materials, for which the power-law index n similar or equal to 1, the expressions of stress and crack surface displacement are derived. Then, the fracture process zone local energy criterion is proposed and based on which the formulas of cracking incubation time t

High-order asymptotic field of tensile plane-strain nonlinear crack problems

In this paper, the governing equations and the analytical method of the secondorder asymptotic field for the plane-straln crack problems of mode I have been presented. The numerical calculation has been carried out. The amplitude coefficients k2 of the second term of the asymptotic field have been determined after comparing the present results with some fine results of the finite element calculation. The variation of coefficients k2 with changes of specimen geometry and developments of plastic zone have been analysed. It is shown that the second term of the asymptotic field has significant influence on the near-crack-tip field. Therefore, we may reasonably argue that both the J-integral and the coefficient k2 can beeome two characterizing parameters for crack initiation.

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 1, pages 5.

Flow-induced vibrations of long circular cylinders modeled by coupled nonlinear oscillators

The dynamics of long slender cylinders undergoing vortex-induced vibrations (VIV) is studied in this work. Long slender cylinders such as risers or tension legs are widely used in the field of ocean engineering. When the sea current flows past a cylinder, it will be excited due to vortex shedding. A three-dimensional time domain model is formulated to describe the response of the cylinder, in which the in-line (IL) and cross-flow (CF) deflections are coupled. The wake dynamics, including in-line and cross-flow vibrations, is represented using a pair of non-linear oscillators distributed along the cylinder. The wake oscillators are coupled to the dynamics of the long cylinder with the acceleration coupling term. A non-linear fluid force model is accounted for to reflect the relative motion of cylinder to current. The model is validated against the published data from a tank experiment with the free span riser. The comparisons show that some aspects due to VIV of long flexible cylinders can be reproduced by the proposed model, such as vibrating frequency, dominant mode number, occurrence and transition of the standing or traveling waves. In the case study, the simulations show that the IL curvature is not smaller than CF curvature, which indicates that both IL and CF vibrations are important for the structural fatigue damage.

Generalized modal identification of linear and nonlinear dynamic systems

This dissertation is concerned with the problem of determining the dynamic characteristics of complicated engineering systems and structures from the measurements made during dynamic tests or natural excitations. Particular attention is given to the identification and modeling of the behavior of structural dynamic systems in the nonlinear hysteretic response regime. Once a model for the system has been identified, it is intended to use this model to assess the condition of the system and to predict the response to future excitations.

A new identification methodology based upon a generalization of the method of modal identification for multi-degree-of-freedom dynaimcal systems subjected to base motion is developed. The situation considered herein is that in which only the base input and the response of a small number of degrees-of-freedom of the system are measured. In this method, called the generalized modal identification method, the response is separated into "modes" which are analogous to those of a linear system. Both parametric and nonparametric models can be employed to extract the unknown nature, hysteretic or nonhysteretic, of the generalized restoring force for each mode.

In this study, a simple four-term nonparametric model is used first to provide a nonhysteretic estimate of the nonlinear stiffness and energy dissipation behavior. To extract the hysteretic nature of nonlinear systems, a two-parameter distributed element model is then employed. This model exploits the results of the nonparametric identification as an initial estimate for the model parameters. This approach greatly improves the convergence of the subsequent optimization process.

The capability of the new method is verified using simulated response data from a three-degree-of-freedom system. The new method is also applied to the analysis of response data obtained from the U.S.-Japan cooperative pseudo-dynamic test of a full-scale six-story steel-frame structure.

The new system identification method described has been found to be both accurate and computationally efficient. It is believed that it will provide a useful tool for the analysis of structural response data.

A perturbation procedure for nonlinear oscillations (The dynamics of two oscillators with weak nonlinear coupling)

This thesis considers in detail the dynamics of two oscillators with weak nonlinear coupling. There are three classes of such problems: non-resonant, where the Poincaré procedure is valid to the order considered; weakly resonant, where the Poincaré procedure breaks down because small divisors appear (but do not affect the O(1) term) and strongly resonant, where small divisors appear and lead to O(1) corrections. A perturbation method based on Cole's two-timing procedure is introduced. It avoids the small divisor problem in a straightforward manner, gives accurate answers which are valid for long times, and appears capable of handling all three types of problems with no change in the basic approach.

One example of each type is studied with the aid of this procedure: for the nonresonant case the answer is equivalent to the Poincaré result; for the weakly resonant case the analytic form of the answer is found to depend (smoothly) on the difference between the initial energies of the two oscillators; for the strongly resonant case we find that the amplitudes of the two oscillators vary slowly with time as elliptic functions of ϵ t, where ϵ is the (small) coupling parameter.

Our results suggest that, as one might expect, the dynamical behavior of such systems varies smoothly with changes in the ratio of the fundamental frequencies of the two oscillators. Thus the pathological behavior of Whittaker's adelphic integrals as the frequency ratio is varied appears to be due to the fact that Whittaker ignored the small divisor problem. The energy sharing properties of these systems appear to depend strongly on the initial conditions, so that the systems not ergodic.

The perturbation procedure appears to be applicable to a wide variety of other problems in addition to those considered here.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

A study of nonlinear phenomena in the propagation of electromagnetic waves in a weakly ionized gas

This thesis is a study of nonlinear phenomena in the propagation of electromagnetic waves in a weakly ionized gas externally biased with a magnetostatic field. The present study is restricted to the nonlinear phenomena rising from the interaction of electromagnetic waves in the ionized gas. The important effects of nonlinearity are wave-form distortion leads to cross modulation of one wave by a second amplitude-modulated wave.

The nonlinear effects are assumed to be small so that a perturbation method can be used. Boltzmann’s kinetic equation with an appropriate expression for the collision term is solved by expanding the electron distribution function into spherical harmonics in velocity space. In turn, the electron convection current density and the conductivity tensors of the nonlinear ionized gas are found from the distribution function. Finally, the expression for the current density and Maxwell’s equations are employed to investigate the effects of nonlinearity on the propagation of electromagnetic waves in the ionized gas, and also on the reflection of waves from an ionized gas of semi-infinite extent.

Nonlinear magnetic vortex dynamics in a circular nanodot excited by spin-polarized current

We investigate analytically and numerically nonlinear vortex spin torque oscillator dynamics in a circular magnetic nanodot induced by a spin-polarized current perpendicular to the dot plane. We use a generalized nonlinear Thiele equation including spin-torque term by Slonczewski for describing the nanosize vortex core transient and steady orbit motions and analyze nonlinear contributions to all forces in this equation. Blue shift of the nano-oscillator frequency increasing the current is explained by a combination of the exchange, magnetostatic, and Zeeman energy contributions to the frequency nonlinear coefficient. Applicability and limitations of the standard nonlinear nano-oscillator model are discussed.