Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.

Enhanced second order non-linear optical properties of silica sol-gel thin films through photo-induced poling

Sol-gel derived inorganic materials are of interest as hosts for non-linear optically active guest molecules and they offer particular advantages in the field of non-linear optics. Orientationally ordered glasses have been prepared using a sol-gel system based on tetramethoxysilane, methyltrimethoxysilane and a non-linear optical chromophore Disperse Red 1. The novel technique of photo-induced poling was used to generate enhanced levels of polar order. The level of enhancement is strongly dependent on the extent of gelation and an optimum preparation time of ∼100 h led to an enhancement factor of ∼5. Films prepared in this manner exhibited a high stability of the polar order.

Composite control of non-linear singularly perturbed systems: a geometric approach

Using a geometric approach, a composite control—the sum of a slow control and a fast control—is derived for a general class of non-linear singularly perturbed systems. A new and simpler method of composite control design is proposed whereby the fast control is completely designed at the outset. The slow control is then free to be chosen such that the slow integral manifold of the original system approximates a desired design manifold to within any specified order of ε accuracy.

Composite control of non-linear singularly perturbed systems: a geometric approach

Using a geometric approach, a composite control—the sum of a slow control and a fast control—is derived for a general class of non-linear singularly perturbed systems. A new and simpler method of composite control design is proposed whereby the fast control is completely designed at the outset. The slow control is then free to be chosen such that the slow integral manifold of the original system approximates a desired design manifold to within any specified order of ε accuracy.

On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

Reactive power dispatch and planning using a non-linear branch-and-bound algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the performance of a dual-mode non-linear vibration energy harvesting device

The research trend for harvesting energy from the ambient vibration sources has moved from using a linear resonant generator to a non-linear generator in order to improve on the performance of a linear generator; for example, the relatively small bandwidth, intolerance to mistune and the suitability of the device for low-frequency applications. This article presents experimental results to illustrate the dynamic behaviour of a dual-mode non-linear energy-harvesting device operating in hardening and bi-stable modes under harmonic excitation. The device is able to change from one mode to another by altering the negative magnetic stiffness by adjusting the separation gap between the magnets and the iron core. Results for the device operating in both modes are presented. They show that there is a larger bandwidth for the device operating in the hardening mode compared to the equivalent linear device. However, the maximum power transfer theory is less applicable for the hardening mode due to occurrence of the maximum power at different frequencies, which depends on the non-linearity and the damping in the system. The results for the bi-stable mode show that the device is insensitive to a range of excitation frequencies depending upon the input level, damping and non-linearity.

Thermodynamic analysis of a non linear lattice

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On local analysis of oscillations of a non-ideal and non-linear mechanical model

It is of major importance to consider non-ideal energy sources in engineering problems. They act on an oscillating system and at the same time experience a reciprocal action from the system. Here, a non-ideal system is studied. In this system, the interaction between source energy and motion is accomplished through a special kind of friction. Results about the stability and instability of the equilibrium point of this system are obtained. Moreover, its bifurcation curves are determined. Hopf bifurcations are found in the set of parameters of the oscillating system.

Short comments on self-synchronization of two non-ideal sources supported by a flexible portal frame structure

A practical problem of synchronization of a non-ideal (i.e. when the excitation is influenced by the response of the system) and non-linear vibrating system was posed and investigated by means of numerical simulations. Two rotating unbalanced motors compose the mathematical model considered here with limited power supply mounted on the horizontal beam of a simple portal frame. As a starting point, the problem is reduced to a four-degrees-of-freedom model and its equations of motion, derived elsewhere via a Lagrangian approach, are presented. The numerical results show the expected phenomena associated with the passage through resonance with limited power. Further, for a two-to-one relationship between the frequencies associated with the first symmetric mode and the sway mode, by using the variation of torque constants, the control of the self-synchronization and synchronization (in the system) are observed at certain levels of excitations.

Non-linear dynamics of a tower orchard sprayer based on an inverted pendulum model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On a nonlinear and chaotic non-ideal vibrating system with shape memory alloy (SMA)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Design and management optimization of trickle irrigation systems using non-linear programming

A non-linear model is presented which optimizes the lay-out, as well as the design and management of trickle irrigation systems, to achieve maximum net benefit. The model consists of an objective function that maximizes profit at the farm level, subject to appropriate geometric and hydraulic constraints. It can be applied to rectangular shaped fields, with uniform or zero slope. The software used is the Gams-Minos package. The basic inputs are the crop-water-production function, the cost function and cost of system components, and design variables. The main outputs are the annual net benefit and pipe diameters and lengths. To illustrate the capability of the model, a sensitivity analysis of the annual net benefit for a citrus field is evaluated with respect to irrigated area, ground slope, micro-sprinkler discharge and shape of the field. The sensitivity analysis suggests that the greatest benefit is obtained with the smallest microsprinkler discharge, the greatest area, a square field and zero ground slope. The costs of the investment and energy are the components of the objective function that had the greatest effect in the 120 situations evaluated. (C) 1996 Academic Press Limited

Non-linear boundary element analysis of floor slabs reinforced with rectangular beams

In this work, a numerical model to perform non-linear analysis of building floor structures is proposed. The presented model is derived from the Kirchhoff-s plate bending formulation of the boundary element method (BENI) for zoned domains, in which the plate stiffness is modified by the presence of membrane effects. In this model, no approximation of the generalized forces along the interface is required and the compatibility and equilibrium conditions along interfaces are imposed at the integral equation level. In order to reduce the number of degrees of freedom, the Navier Bernoulli hypothesis is assumed to simplify the strain field for the thin sub-regions (rectangular beams). The non-linear formulation is obtained from the linear formulation by incorporating initial internal force fields, which are approximated by using the well-known cell sub-division. Then, the non-linear solution of algebraic equations is obtained by using the concept of the consistent tangent operator. The Von Mises criterion is adopted to govern the elasto-plastic material behaviour checked at points along the plate thickness and along the rectangular beam element axes. The numerical representations are accurately obtained by either computing analytically the element integrals or performing the numerical integration accurately using an appropriate sub-elementation scheme. (C) 2007 Elsevier Ltd. All rights reserved.

Giant non-linear absorption in Er3+-doped fluoroindate glass

Non-linear absorption is observed in Er3+-doped fluoroindate glass (in mol% 37InF2:20ZnF2:20SrF2:16BaF2:2GdF2: 2NaF:1GaF3:2ErF3) when the sample is irradiated with a CW laser emitting at 650 nm. An intensity dependence of the optical transmittance is detected. Saturation and sequential absorption of two photons are responsible for the decrease of 50% in the transmittance. The results are explained by simple models which are solved based on rate-equations for the populations of energy levels.