Nonlinear control of the Reaction Wheel Pendulum

In this paper we introduce the Reaction Wheel Pendulum, a novel mechanical system consisting of a physical pendulum with a rotating bob. This system has several attractive features both from a pedagogical standpoint and from a research standpoint. From a pedagogical standpoint, the dynamics are the simplest among the various pendulum experiments available so that the system can be introduced to students earlier in their education. At the same time, the system is nonlinear and underactuated so that it can be used as a benchmark experiment to study recent advanced methodologies in nonlinear control, such as feedback linearization, passivity methods, backstepping and hybrid control. In this paper we discuss two control approaches for the problems of swingup and balance, namely, feedback linearization and passivity based control. We first show that the system is locally feedback linearizable by a local diffeomorphism in state space and nonlinear feedback. We compare the feedback linearization control with a linear pole-placement control for the problem of balancing the pendulum about the inverted position. For the swingup problem we discuss an energy approach based on collocated partial feedback linearization, and passivity of the resulting zero dynamics. A hybrid/switching control strategy is used to switch between the swingup and the balance control. Experimental results are presented.

Free surface problems for static Coulomb-Mohr granular solids

This paper is concerned with some plane strain and axially symmetric free surface problems which arise in the study of static granular solids that satisfy the Coulomb-Mohr yield condition. Such problems are inherently nonlinear, and hence difficult to attack analytically. Given a Coulomb friction condition holds on a solid boundary, it is shown that the angle a free surface is allowed to attach to the boundary is dependent only on the angle of wall friction, assuming the stresses are all continuous at the attachment point, and assuming also that the coefficient of cohesion is nonzero. As a model problem, the formation of stable cohesive arches in hoppers is considered. This undesirable phenomena is an obstacle to flow, and occurs when the hopper outlet is too small. Typically, engineers are concerned with predicting the critical outlet size for a given hopper and granular solid, so that for hoppers with outlets larger than this critical value, arching cannot occur. This is a topic of considerable practical interest, with most accepted engineering methods being conservative in nature. Here, the governing equations in two limiting cases (small cohesion and high angle of internal friction) are considered directly. No information on the critical outlet size is found; however solutions for the shape of the free boundary (the arch) are presented, for both plane and axially symmetric geometries.

Towards Bayesian experimental design for nonlinear models that require a large number of sampling times

The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

Combined analysis of categorical and numerical descriptors of Australian groundnut accessions using nonlinear principal component analysis

For users of germplasm collections, the purpose of measuring characterization and evaluation descriptors, and subsequently using statistical methodology to summarize the data, is not only to interpret the relationships between the descriptors, but also to characterize the differences and similarities between accessions in relation to their phenotypic variability for each of the measured descriptors. The set of descriptors for the accessions of most germplasm collections consists of both numerical and categorical descriptors. This poses problems for a combined analysis of all descriptors because few statistical techniques deal with mixtures of measurement types. In this article, nonlinear principal component analysis was used to analyze the descriptors of the accessions in the Australian groundnut collection. It was demonstrated that the nonlinear variant of ordinary principal component analysis is an appropriate analytical tool because subspecies and botanical varieties could be identified on the basis of the analysis and characterized in terms of all descriptors. Moreover, outlying accessions could be easily spotted and their characteristics established. The statistical results and their interpretations provide users with a more efficient way to identify accessions of potential relevance for their plant improvement programs and encourage and improve the usefulness and utilization of germplasm collections.

Amplitude equations and asymptotic expansions for multi-scale problems

In this paper we introduce a new technique to obtain the slow-motion dynamics in nonequilibrium and singularly perturbed problems characterized by multiple scales. Our method is based on a straightforward asymptotic reduction of the order of the governing differential equation and leads to amplitude equations that describe the slowly-varying envelope variation of a uniformly valid asymptotic expansion. This may constitute a simpler and in certain cases a more general approach toward the derivation of asymptotic expansions, compared to other mainstream methods such as the method of Multiple Scales or Matched Asymptotic expansions because of its relation with the Renormalization Group. We illustrate our method with a number of singularly perturbed problems for ordinary and partial differential equations and recover certain results from the literature as special cases. © 2010 - IOS Press and the authors. All rights reserved.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

Energy-momentum conserving algorithm for nonlinear transient analysis within the framework of hybrid elements

This work deals with the formulation and implementation of an energy-momentum conserving algorithm for conducting the nonlinear transient analysis of structures, within the framework of stress-based hybrid elements. Hybrid elements, which are based on a two-field variational formulation, are much less susceptible to locking than conventional displacement-based elements within the static framework. We show that this advantage carries over to the transient case, so that not only are the solutions obtained more accurate, but they are obtained in fewer iterations. We demonstrate the efficacy of the algorithm on a wide range of problems such as ones involving dynamic buckling, complicated three-dimensional motions, et cetera.

Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

Pseudo-time marching schemes for inverse problems in structural health assessment and medical imaging

We propose a self-regularized pseudo-time marching strategy for ill-posed, nonlinear inverse problems involving recovery of system parameters given partial and noisy measurements of system response. While various regularized Newton methods are popularly employed to solve these problems, resulting solutions are known to sensitively depend upon the noise intensity in the data and on regularization parameters, an optimal choice for which remains a tricky issue. Through limited numerical experiments on a couple of parameter re-construction problems, one involving the identification of a truss bridge and the other related to imaging soft-tissue organs for early detection of cancer, we demonstrate the superior features of the pseudo-time marching schemes.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

R1SVM: A randomised nonlinear approach to large-scale anomaly detection

The problem of unsupervised anomaly detection arises in a wide variety of practical applications. While one-class support vector machines have demonstrated their effectiveness as an anomaly detection technique, their ability to model large datasets is limited due to their memory and time complexity for training. To address this issue for supervised learning of kernel machines, there has been growing interest in random projection methods as an alternative to the computationally expensive problems of kernel matrix construction and sup-port vector optimisation. In this paper we leverage the theory of nonlinear random projections and propose the Randomised One-class SVM (R1SVM), which is an efficient and scalable anomaly detection technique that can be trained on large-scale datasets. Our empirical analysis on several real-life and synthetic datasets shows that our randomised 1SVM algorithm achieves comparable or better accuracy to deep auto encoder and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.

Nonlinear aeroelasticity of rotating and flapping wings - a review

The interaction between large deflections, rotation effects and unsteady aerodynamics makes the dynamic analysis of rotating and flapping wing a nonlinear aeroelastic problem. This problem is governed by nonlinear periodic partial differential equations whose solution is needed to calculate the response and loads acting on vehicles using rotary or flapping wings for lift generation. We look at three important problems in this paper. The first problem shows the effect of nonlinear phenomenon coming from piezoelectric actuators used for helicopter vibration control. The second problem looks at the propagation on material uncertainty on the nonlinear response, vibration and aeroelastic stability of a composite helicopter rotor. The third problem considers the use of piezoelectric actuators for generating large motions in a dragonfly inspired flapping wing. These problems provide interesting insights into nonlinear aeroelasticity and show the likelihood of surprising phenomenon which needs to be considered during the design of rotary and flapping wing vehicle