Invariant linearization criteria for a three-dimensional dynamical system of second-order ordinary differential equations and applications

Second-order dynamical systems are of paramount importance as they arise in mechanics and many applications. It is essential to have workable explicit criteria in terms of the coefficients of the equations to effect reduction and solutions for such types of equations. One important aspect is linearization by invertible point transformations which enables one to reduce a non-linear system to a linear system. The solution of the linear system allows one to solve the non-linear system by use of the inverse of the point transformation. It was proved that the n-dimensional system of second-order ordinary differential equations obtained by projecting down the system of geodesics of a flat (n+1)-dimensional space can be converted to linear form by a point transformation. This is a generalization of the Lie linearization criteria for a scalar second-order equation. In this case it is of the maximally symmetric class for a system and the linearizing transformation as well as the solution can be directly written down. This was explicitly used for two-dimensional dynamical systems. The criteria were written down in terms of the coefficients and the linearizing transformation allowed for the general solution of the original system. Here the work is extended to a three-dimensional dynamical system and we find explicit criteria, including the linearization test given in terms of the coefficients of the cubic in the first derivatives of the system and the construction of the transformations, that result in linearization. Applications to equations of classical mechanics and relativity are given to illustrate our results.     

Analytical approximation to large-amplitude oscillation of a non-linear conservative system

This paper deals with non-linear oscillation of a conservative system having inertia and static non-linearities. By combining the linearization of the governing equation with the method of harmonic balance, we establish analytical approximate solutions for the non-linear oscillations of the system. Unlike the classical harmonic balance method, linearization is performed prior to proceeding with harmonic balancing, thus resulting in a set of linear algebraic equations instead of one of non-linear algebraic equations. Hence, we are able to establish analytical approximate formulas for the exact frequency and periodic solution. These analytical approximate formulas show excellent agreement with the exact solutions, and are valid for small as well as large amplitudes of oscillation.     

A PIECEWISE–LINEARIZED METHOD FOR ORDINARY DIFFERENTIAL EQUATIONS: TWO–POINT BOUNDARY–VALUE PROBLEMS

Piecewise-linearized methods for the solution of two-point boundary value problems in ordinary differential equations are presented. These problems are approximated by piecewise linear ones which have analytical solutions and reduced to finding the slope of the solution at the left boundary so that the boundary conditions at the right end of the interval are satisfied. This results in a rather complex system of non-linear algebraic equations which may be reduced to a single non-linear equation whose unknown is the slope of the solution at the left boundary of the interval and whose solution may be obtained by means of the Newton–Raphson method. This is equivalent to solving the boundary value problem as an initial value one using the piecewise-linearized technique and a shooting method. It is shown that for problems characterized by a linear operator a technique based on the superposition principle and the piecewise-linearized method may be employed. For these problems the accuracy of piecewise-linearized methods is of second order. It is also shown that for linear problems the accuracy of the piecewise-linearized method is superior to that of fourth-order-accurate techniques. For the linear singular perturbation problems considered in this paper the accuracy of global piecewise linearizat ion is higher than that of finite difference and finite element methods. For non-linear problems the accuracy of piecewise-linearized methods is in most cases lower than that of fourth-order methods but comparable with that of second-order techniques owing to the linearization of the non-linear terms.     

Numerical method for unsteady compressible boundary layers driven by compression or expansion wave

A numerical analysis is presented for the unsteady compressible laminar boundary layer driven by a compression or expansion wave. Approximate or series expansion methods have been used for the problems because of the characteristics of the governing equations, such as non-linearity, coupling with the thermal boundary layer equation and initial conditions. Here a transformation of the governing equations and the numerical linearization technique are introduced to deal with the difficulties. First, the governing equations are transformed for the initial conditions by Howarth and semisimilarity variables. These transformations reduce the number of independent variables from three to two and the governing equations from partial to ordinary differential equations at the initial point. Next, the numerical linearization technique is introduced for the non-linearity and the coupling with the thermal boundary layer equation. Because the non-linear terms are linearized without sacrifice of numerical accuracy, the solutions can be obtained without numerical iterations. Therefore the exact numerical solution, not approximate or series expansion, can be obtained. Compared with the approximate or series expansion method, this method is much improved. Results are compared with the series expansion solutions.     

A novel statistical linearization solution for randomly excited coupled bending-torsional beams resting on non-linear supports

A novel statistical linearization technique is developed for computing stationary response statistics of randomly excited coupled bending-torsional beams resting on non-linear elastic supports. The key point of the proposed technique consists in representing the non-linear coupled response in terms of constrained linear modes. The resulting set of non-linear equations governing the modal amplitudes is then replaced by an equivalent linear one via a classical statistical error minimization procedure, which provides algebraic non-linear equations for the second-order statistics of the beam response, readily solved by a simple iterative scheme. Data from Monte Carlo simulations, generated by a pertinent boundary integral method in conjunction with a Newmark numerical integration scheme, are used as benchmark solutions to check accuracy and reliability of the proposed statistical linearization technique.

     

Magnetic torque attitude control of a satellite using the state-dependent Riccati equation technique

A non-linear attitude control method for a satellite with magnetic torque rods using the state-dependent Riccati equation (SDRE) technique has been developed. The magnetic torque caused by the interaction with the Earth's magnetic field and the magnetic moment of torque rods plays a role of the control torque. The detailed equations of motion for this system are presented using angular velocity and quaternions. The SDRE controller is developed for the non-linear systems which can be formed in pseudo-linear representations using the state-dependent coefficient (SDC) method without linearization procedure. The aim of this control system is to achieve a stable attitude within 5°, and minimize the control effort. The stability regions for the SDRE controlled satellite system are estimated through the investigation of the stability conditions developed for pseudo-linear systems and the application of Lyapunov's theorem. For comparisons, the Linear Quadratic Regulator (LQR) method using the solution of the algebraic Riccati equation (ARE) is also applied to this non-linear system. The performance of the SDRE non-linear control system demonstrates more robustness and stability than the LQR control system when subjected to a wide range of initial conditions.     

Treatment of non-linearities in the numerical solution of the incompressible Navier–Stokes equations

The solution of the full non-linear set of discrete fluid flow equations is usually obtained by solving a sequence of linear equations. The type of linearization used can significantly affect the rate of convergence of the sequence to the final solution. The first objective of the present study was to determine the extent to which a full Newton–Raphson linearization of all non-linear terms enhances convergence relative to that obtained using the ‘standard’ incompressible flow linearization. A direct solution procedure was employed in this evaluation. It was found that the full linearization enhances convergence, especially when grid curvature effects are important. The direct solution of the linear set is uneconomical. The second objective of the paper was to show how the equations can be effectively solved by an iterative scheme, based on a coupled-equation line solver, which implicitly retains all the inter-equation couplings. This solution method was found to be competitive with the highly refined segregated solution methods that represent the current state-of-the-art.     

Averaging method for the solution of non-linear differential equations with periodic non-harmonic solutions

While Krylov and Bogolyubov used harmonic functions in their averaging method for the approximate solution of weakly non-linear differential equations with oscillatory solution, we apply a similar averaging technique using Jacobi elliptic functions. These functions are also periodic and are exact solutions of strongly non-linear differential equations. The method is used to solve non-linear differential equations with linear and non-linear small dissipative terms and/or with time dependent parameters. It is also shown that quite general dissipative terms can be transformed into time-dependent parameters. As a special example, the Langevin (collisional) equation of motion of electrons in a neutralizing ion background under the influence of a time and space-dependent electric field is presented. The method may also be used for non-linear control theory, dynamic and parametric stabilization of non-linear oscillations in plasma physics, etc.     

On the identification of non-linear mechanical systems using orthogonal functions

Real world mechanical systems present non-linear behavior and in many cases simple linearization in modeling the system would not lead to satisfactory results. Coulomb damping and cubic stiffness are typical examples of system parameters currently used in non-linear models of mechanical systems. This paper uses orthogonal functions to represent input and output signals. These functions are easily integrated by using a so-called operational matrix of integration. Consequently, it is possible to transform the non-linear differential equations of motion into algebraic equations. After mathematical manipulation the unknown linear and non-linear parameters are determined. Numerical simulations, involving single and two degree-of-freedom mechanical systems, confirm the efficiency of the above methodology.     

A new approximate solution technique for randomly excited non-linear oscillators—II

The method of weighted residuals is applied to the reduced Fokker-Planck equation associated with a non-linear oscillator, which is subjected to both additive and multiplicative Gaussian white noise excitations. A set of constraints are deduced for obtaining an approximate stationary probability density for the system response. One of the constraints coincides with the previously proposed criterion of dissipation energy balancing, and the others are useful for calculating the equivalent conservative force. It is shown that these constraints imply certain relationships among certain statistical moments; their imposition guarantees that such moments computed from the approximate probability density satisfy the corresponding exact equations derived from the original equation of motion. Moreover, the well-known procedure of stochastic linearization and its improved version of partial linearization are shown to be special cases of this scheme, and they are less accurate since the approximations are not chosen from the entire set of the solution pool of generalized stationary potential. Applications of the scheme are illustrated by examples, and its accuracy is substantiated by Monte Carlo simulation results.     

An approach to the problem of closure in non-linear stochastic mechanics

An approach combining the method of moment equations and the statistical linearization technique is proposed for analysis of the response of non-linear mechanical systems to random excitation. The adaptive statistical linearization procedure is developed for obtaining a more accurate mean square of responses. For these, a Duffing oscillator and an oscillator with cubic non-linear damping subject to white noise excitation are considered. It is shown that the adaptive statistical linearization proposed yields good accurate results for both weak and strong non-linear stochastic systems.Presented at the First European Solid Mechanics Conference, September 9–13, 1991. Munich, Germany     

On statistical quasi-linearization

In carrying out the statistical linearization procedure to a non-linear system subjected to an external random excitation, a Gaussian probability distribution is assumed for the system response. If the random excitation is non-Gaussian, however, the procedure may lead to a large error since the response of bother the original non-linear system and the replacement linear system are not Gaussian distributed. It is found that in some cases such a system can be transformed to one under parametric excitations of Gaussian white noises. Then the quasi-linearization procedure, proposed originally for non-linear systems under both external and parametric excitations of Gaussian white noises, can be applied to these cases. In the procedure, exact statistical moments of the replacing quasi-linear system are used to calculate the linearization parameters. Since the assumption of a Gaussian probability distribution is avoided, the accuracy of the approximation method is improved. The approach is applied to non-linear systems under two types of non-Gaussian excitations: randomized sinusoidal process and polynomials of a filtered process. Numerical examples are investigated, and the calculated results show that the proposed method has higher accuracy than the conventional linearization, as compared with the results obtained from Monte Carlo simulations.     

Non-linear shear vibrations of piezoceramic actuators

A wide range of non-linear effects are observed in piezoceramic materials. For small stresses and weak electric fields, piezoceramics are usually described by linearized constitutive equations around an operating point. However, typical non-linear vibration behavior is observed at weak electric fields near resonance frequency excitations of the piezoceramics. This non-linear behavior is observed in terms of a softening behavior and the decrease of normalized amplitude response with increase in excitation voltage. In this paper the authors have attempted to model this behavior using higher order cubic conservative and non-conservative terms in the constitutive equations. Two-dimensional kinematic relations are assumed, which satisfy the considered reduced set of constitutive relations. Hamilton's principle for the piezoelectric material is applied to obtain the non-linear equation of motion of the piezoceramic rectangular parallelepiped specimen, and the Ritz method is used to discretize it. The resulting equation of motion is solved using a perturbation technique. Linear and non-linear parameters for the model are identified. The results from the theoretical model and the experiments are compared. The non-linear effects described in this paper may have strong influence on the design of the devices, e.g. ultrasonic motors, which utilize the piezoceramics near the resonance frequency excitation.     

Delay equations with fluctuating delay related to the regenerative chatter

The mathematical models representing machine tool chatter dynamics have been cast as differential equations with delay. In this paper, non-linear delay differential equations with periodic delays which model the machine tool chatter with continuously modulated spindle speed are studied. The explicit time-dependent delay terms, due to spindle speed modulation, are replaced by state-dependent delay terms by augmenting the original equations. The augmented system of equations is autonomous and has two pairs of pure imaginary eigenvalues without resonance. The reduced bifurcation equation is obtained by making use of Lyapunov-Schmidt Reduction method. By using the reduced bifurcation equations, the periodic solutions are determined to analyze the tool motion. Analytical results show both modest increase of stability and existence of periodic solutions near the new stability boundary.     

Finite element solution of the incompressible Navier-Stokes equations by a Helmholtz velocity decomposition

Finite element solution methods for the incompressible Navier-Stokes equations in primitive variables form are presented. To provide the necessary coupling and enhance stability, a dissipation in the form of a pressure Laplacian is introduced into the continuity equation. The recasting of the problem in terms of pressure and an auxiliary velocity demonstrates how the error introduced by the pressure dissipation can be totally eliminated while retaining its stabilizing properties. The method can also be formally interpreted as a Helmholtz decomposition of the velocity vector. The governing equations are discretized by a Galerkin weighted residual method and, because of the modification to the continuity equation, equal interpolations for all the unknowns are permitted. Newton linearization is used and at each iteration the linear algebraic system is solved by a direct solver. Convergence of the algorithm is shown to be very rapid. Results are presented for two-dimensional flows in various geometries.     

Stationary and non-stationary probability density function for non-linear oscillators

A method for the evaluation of the stationary and non-stationary probability density function of non-linear oscillators subjected to random input is presented. The method requires the approximation of the probability density function of the response in terms of C-type Gram-Charlier series expansion. By applying the weighted residual method, the Fokker-Planck equation is reduced to a system of non-linear first order ordinary differential equations, where the unknowns are the coefficients of the series expansion. Furthermore, the relationships between the A-type and C-type Gram-Charlier series coefficient are derived.     

Stochastic finite element analysis of non-linear plane trusses

—This study considers the responses of geometrically and materially non-linear plane trusses under random excitations. The stress-strain law in the inelastic range is based on an explicit differential equation model. After a total Lagrangian finite element discretization, the nodal displacements satisfy a system of stochastic non-linear ordinary differential equations with right-hand-sides given by random functions of time. The exact solution of the above stochastic differential equation is generally difficult to obtain. To seek an approximate solution with good accuracy and reasonable computational effort, the stochastic linearization method is used to find the first and second statistical moments (i.e. the mean vector and the one-time covariance matrix) of the nodal displacements. Results of simple structures under Gaussian white-noise excitation indicate that the proposed method has good accuracy (generally underestimates the r.m.s. stationary response by 5–14%) and requires only a small fraction of the computation time of the time-history Monte-Carlo method.     

An analytical approximate technique for a class of strongly non-linear oscillators

An analytical approximate technique for large amplitude oscillations of a class of conservative single degree-of-freedom systems with odd non-linearity is proposed. The method incorporates salient features of both Newton's method and the harmonic balance method. Unlike the classical harmonic balance method, accurate analytical approximate solutions are possible because linearization of the governing differential equation by Newton's method is conducted prior to harmonic balancing. The approach yields simple linear algebraic equations instead of non-linear algebraic equations without analytical solution. With carefully constructed iterations, only a few iterations can provide very accurate analytical approximate solutions for the whole range of oscillation amplitude beyond the domain of possible solution by the conventional perturbation methods or harmonic balance method. Three examples including cubic-quintic Duffing oscillators are presented to illustrate the usefulness and effectiveness of the proposed technique.     

Traction problem in electro-elasticity and bifurcation theory

This paper is the first of a series of two. It will deal with the problem of static traction problem with minor deformations for a material which is governed by the electrostriction phenomenon. Two approaches to this problem will be described. We can consider either the equilibrium equations which are naturally non-linear, or the equations after linearization. The linearization of equations must be done near a natural state. Locally, under some conditions, we can establish the existence and the uniqueness of the solutions. We use the local theorem of implicit functions. The problem can be approached more globally. If we consider the non-linear equations, we can use a natural principle of these equations: the independence of the choice of the observer, also known as objectivity property. This property makes it possible for us to take into account an action of the rotations group of the Euclidean space, and consequently to take into account all the trivial solutions. It is then possible to prove within the space of all configurations the existence of the non-linear equations solutions and to find their number.This work presents a thorough and detailed approach to a non-linear theory, the geometric arguments of which make it possible for us to prove the existence of all the solutions and to study their stability in the aggregate; this last aspect will be developed in the second paper. Not only can this theory anticipate the eventual existence of a stable solution, it can also anticipate that an unstable solution in terms of the elasticity can, thanks to the effect of an electric field, become stable in terms of the electro-elasticity.