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.

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

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.

On energy transfer between linear and nonlinear oscillators

In this paper energy transfer in a dissipative mechanical system is analysed. Such system is composed of a linear and a nonlinear oscillator with a nonlinearizable cubic stiffness. Depending on initial conditions, we find energy transfer either from linear to nonlinear oscillator (energy pumping) or from nonlinear to linear. Such results are valid for two different potentials. However, under resonance and absence of external excitation, if the mass of the nonlinear oscillator is adequately small then the linear oscillator always loses energy. Our approach uses rigorous Regular Perturbation Theory. Besides, we have included the case of two linear oscillators under linear or cubic interactions. Comparisons with the earlier case are made. (c) 2008 Elsevier Ltd. All rights reserved.

Coherent excitation of nonlinear oscillators

Coherently driven, dissipative nonlinear oscillators,(driving kept permanently in phase with the oscillators response) are proposed as systems with interesting dynamics. Results for simple, preliminary examples, which do not show chaotic behavior, are briefly discussed.

Emergent behaviour in arrays of coupled nonlinear oscillators

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Statistics of noise-driven coupled nonlinear oscillators:applications to systems with Kerr nonlinearity

We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a deterministic perturbation, based on the exact expressions for probability density functions for noise-driven oscillators. Using our perturbation technique we show that our results can be applied to studying the optical signal propagation in noisy fibres at (nearly) zero dispersion as well as to weakly nonlinear lattice models with additive noise. The approach proposed can account for a wide spectrum of physically meaningful perturbations and is applicable to the case of large noise strength. © 2005 Elsevier B.V. All rights reserved.

Preliminary report on the energy balance for nonlinear oscillations

In this paper, a reliable technique for calculating angular frequencies of nonlinear oscillators is developed. The new algorithm offers a promising approach by constructing a Hamiltonian for the nonlinear oscillator. Some illustrative examples are given. (C) 2002 Published by Elsevier Science Ltd.

Asymptotic solutions to a class of nonlinear oscillation systems

In this paper, we present an asymptotic method for the analysis of a class of strongly nonlinear oscillators, derive second-order approximate solutions to them expressed in terms of their amplitudes and phases, and obtain the equations governing the amplitudes and phases, by which the amplitudes of the corresponding limit cycles and their behaviour can be determined. As an example, we investigate the modified van der Pol oscillator and give the second-order approximate analytical solution of its limit cycle. The comparison with the numerical solutions shows that the two results agree well with each other.

Nonlinear oscillations in discrete and continuous systems

The first thesis topic is a perturbation method for resonantly coupled nonlinear oscillators. By successive near-identity transformations of the original equations, one obtains new equations with simple structure that describe the long time evolution of the motion. This technique is related to two-timing in that secular terms are suppressed in the transformation equations. The method has some important advantages. Appropriate time scalings are generated naturally by the method, and don't need to be guessed as in two-timing. Furthermore, by continuing the procedure to higher order, one extends (formally) the time scale of valid approximation. Examples illustrate these claims. Using this method, we investigate resonance in conservative, non-conservative and time dependent problems. Each example is chosen to highlight a certain aspect of the method.

The second thesis topic concerns the coupling of nonlinear chemical oscillators. The first problem is the propagation of chemical waves of an oscillating reaction in a diffusive medium. Using two-timing, we derive a nonlinear equation that determines how spatial variations in the phase of the oscillations evolves in time. This result is the key to understanding the propagation of chemical waves. In particular, we use it to account for certain experimental observations on the Belusov-Zhabotinskii reaction.

Next, we analyse the interaction between a pair of coupled chemical oscillators. This time, we derive an equation for the phase shift, which measures how much the oscillators are out of phase. This result is the key to understanding M. Marek's and I. Stuchl's results on coupled reactor systems. In particular, our model accounts for synchronization and its bifurcation into rhythm splitting.

Finally, we analyse large systems of coupled chemical oscillators. Using a continuum approximation, we demonstrate mechanisms that cause auto-synchronization in such systems.

A virtual experiment for the detection of specific features in the frequency response of a coupled nonlinear and linear oscillator

This paper presents an investigation into some practical issues that may be present in a real experiment, when trying to validate the theoretical frequency response curve of a two degree-of-freedom nonlinear system consisting of coupled linear and nonlinear oscillators. Some specific features, such as detached resonance curves, have been theoretically predicted in multi degree-of-freedom nonlinear oscillators, when subject to harmonic excitation, and the system parameters have been shown to be fundamental in achieving such features. When based on a simplified model, approximate analytical expression for the frequency response curves may be derived, which may be validated by the numerical solutions. In a real experiment, however, the practical achievability of such features was previously shown to be greatly affected by small disturbances induced by gravity and inertia, which led to some solutions becoming unstable which had been predicted to be stable. In this work a practical system configuration is proposed where such effects are reduced so that the previous limitations are overcome. A virtual experiment is carried out where a detailed multi-body model of the oscillator is assembled and the effects on the system response are investigated.

First order mem-circuits: modeling, nonlinear oscillations and bifurcations

This paper presents a theoretical framework intended to accommodate circuit devices described by characteristics involving more than two fundamental variables. This framework is motivated by the recent appearance of a variety of so-called mem-devices in circuit theory, and makes it possible to model the coexistence of memory effects of different nature in a single device. With a compact formalism, this setting accounts for classical devices and also for circuit elements which do not admit a two-variable description. Fully nonlinear characteristics are allowed for all devices, driving the analysis beyond the framework of Chua and Di Ventra We classify these fully nonlinear circuit elements in terms of the variables involved in their constitutive relations and the notions of the differential- and the state-order of a device. We extend the notion of a topologically degenerate configuration to this broader context, and characterize the differential-algebraic index of nodal models of such circuits. Additionally, we explore certain dynamical features of mem-circuits involving manifolds of non-isolated equilibria. Related bifurcation phenomena are explored for a family of nonlinear oscillators based on mem-devices.

Hybrid analysis of nonlinear circuits: DAE models with indices zero and one

We extend in this paper some previous results concerning the differential-algebraic index of hybrid models of electrical and electronic circuits. Specifically, we present a comprehensive index characterization which holds without passivity requirements, in contrast to previous approaches, and which applies to nonlinear circuits composed of uncoupled, one-port devices. The index conditions, which are stated in terms of the forest structure of certain digraph minors, do not depend on the specific tree chosen in the formulation of the hybrid equations. Additionally, we show how to include memristors in hybrid circuit models; in this direction, we extend the index analysis to circuits including active memristors, which have been recently used in the design of nonlinear oscillators and chaotic circuits. We also discuss the extension of these results to circuits with controlled sources, making our framework of interest in the analysis of circuits with transistors, amplifiers, and other multiterminal devices.

Surfing the high energy output branch of nonlinear energy harvesters

Hysteresis and multistability are fundamental phenomena of driven nonlinear oscillators, which, however, restrict many applications such as mechanical energy harvesting. We introduce an electrical control mechanism to switch from the low to the high energy output branch of a nonlinear energy harvester by exploiting the strong interplay between its electrical and mechanical degrees of freedom. This method improves the energy conversion efficiency over a wide bandwidth in a frequency-amplitude-varying environment using only a small energy budget. The underlying effect is independent of the device scale and the transduction method and is explained using a modified Duffing oscillator model.