Non-linear filtering for a dust-perturbed two-body model

In standard textbooks on classical mechanics, the two-body central forcing problem is formulated as a system of the coupled non-linear second-order deterministic differential equations. Uncertainties, introduced by the astronomical ‘dust’, are not assumed in the orbit dynamics. The dust population produces an additional random force on the orbiting particle. This work is a continuation of the paper (Sharma and Parthasarathy, Proc. R. Soc. A: Math. Phys. Eng. Sci. 463:979–1003, [2007]) in which the authors developed and analyzed the dust-perturbed two-body model, which accounts for the dust perturbation felt by the orbiting particle. The theory of the dust-perturbed stochastic system was developed using the Fokker–Planck equation. This paper discusses the problem of realizing non-linear stochastic filters for estimating the states of the dust-perturbed planar two-body stochastic system, especially from noisy observations. This paper utilizes the Kushner’s theory of non-linear filtering, which involves stochastic observation term in the evolution of conditional probability density, for deriving the stochastic evolutions of the conditional mean and conditional covariance. The effectiveness of the non-linear filters of this paper is examined on the basis of their ability to preserve the perturbation effect, less random fluctuations in the mean trajectory and stability characteristics in the mean and variance trajectories. Most notably, this paper reveals the efficacy of the second-order approximate Kushner filter for the estimation procedure in contrast to the first-order approximate filter. Simulation results are introduced to demonstrate the usefulness of an analytic theory developed in this paper.     

The effect of non-linear interaction between gas and particle velocities on the hydrodynamic stability in the Blasius boundary layer

A weakly non-linear stability analysis of two phase flow in the Blasius boundary layer has been carried out. Two mathematical models have been established based on the perturbation shape preserved assumption and linear stability model of two phase flow proposed by Stuart [On the non-linear mechanics of hydrodynamic stability, J. Fluid Mech. 4 (1958) 1-21] and Saffman [On the stability of laminar flow of dusty gas, J. Fluid Mech. 13 (1962) 120-128], respectively. The perturbation model and the perturbation energy balance equation are solved numerically with Chebyshev spectral method and artificial boundary condition. The numerical program adopted in the present study is verified by comparison with former works. The results show that the non-linear interaction between mean flow and perturbation reduces the growth rate of perturbation, while the non-linear interaction between particle phase and gas phase increases the growth rate of perturbation amplitude. The distortion of the mean flow caused by the Reynolds stress modifies the rate of transfer of energy from the mean flow to disturbance. The existence of particle alleviates the distortedness. The result also indicates that the weakly non-linear stability theory is consistent to linear stability theory, and the addition of fine and coarse particles reduces and increases the critical Reynolds number.     

On the stability of stochastic difference systems

In this paper the stability of linear stochastic difference equations and a class of weakly non-linear stochastic difference equations is considered. For the linear systems explicit criteria are derived for the stability of the moments of any order. We also show how the moments of a linear stochastic difference system can be computed when a certain Lie-algebraic condition is satisfied.     

Long Asymptotic Correlation Time for Non-Linear Autonomous Itô's Stochastic Differential Equation

Itô's stochastic differential equations theory is a common approach to analysis of stochastic phenomena in various systems. In many applications, an important feature of the systems is the flicker effect. It is well known that it cannot be described with linear autonomous scalar equations of the above kind. The reason is that the flicker effect is usually associated with a correlation time which is much greater than the correlation time in the linear case. In the present work, we discuss modelling of the long correlation time with the help of non-linear autonomous scalar Itô's stochastic differential equation which includes non-linear drift. The expression for the asymptotic correlation time as time separation tends to zero is derived in terms of the equation. We formulate the condition for this time to be long in the above sense. It is pointed out that this condition can hold if the nonlinear damping is reduced compared to the linear case. These results are illustrated with an example of the equation with non-linear drift of a specific form.     

大气运动不稳定的变分原理(Ⅱ)

<正> 7 分层流模式 假设有J薄层均匀流体,其上边界面、密度和速度分别由Z_k;ρ_k和V_k表示,k=1,2,…,J(图3)。我们有如下的基本方程组 (曾庆存,1979):      

RESEARCH OF VISCO-ELASTIC TYPE Ⅱ RUPTURE WITH EXCITING AND ATTENUATION PROCESS

With non-linear Rayleigh damping formula we describe the exciting process when the rupture velocity is low and the attenuation process when the rupture velocity reaches a certain high value. Assuming the medium of the earth crust is homogeneous and isotropic linear Voigt viscoelastic body, with small parameter perturbation method to deduce the non-linear governing partial differential equations into a system of asymptotic linear ones, we solve them by means of generalized fourier series with moving coordinates as its variables, thus transform them into non-homogeneous mathieu equations. At last Mathieu equations are solved by WKBJ method.     

Nonlinear vibration of viscoelastic sandwich plates under narrow-band random excitations

The effect of the narrow-band random excitation on the non-linear response of sandwich plates with an incompressible viscoelastic core is investigated. To model the core, both the transverse shear strains and rotations are assumed to be moderate and the displacement field in the thickness direction is assumed to be linear for the in-plane components and quadratic for the out-of-plane components. In connection to the moderate shear strains considered for the core, a non-linear single-integral viscoelastic model is also used for constitutive modeling of the core. The fifth-order perturbation method is used together with the Galerkin method to transform the nine partial differential equations to a single ordinary integro-differential equation. Converting the lower-order viscoelastic integral term to the differential form, the fifth-order method of multiple scale is applied together with the method of reconstitution to obtain the stochastic phase-amplitude equations. The Fokker–Planck–Kolmogorov equation corresponding to these equations is then solved by the finite difference method, to determine the probability density of the response. The variation of root mean square and marginal probability density of the response amplitude with excitation deterministic frequency and magnitudes are investigated and the bimodal distribution is recognized in narrow ranges of excitation frequency and magnitude.     

Static and Dynamic Analysis of Non-Linear Uncertain Structures

The procedures usually adopted in the evaluation of the stochastic response of structures with uncertain parameters, the so-called stochastic structures, are affected by some limits. Namely, the major drawbacks are: the conspicuous computational time required for the analysis of many degree of freedom systems and the loss of accuracy in the case of large uncertainty in the parameters. A method able to reduce the previous inconveniences was recently introduced in the study of statically loaded linear structures. The method, named improved perturbation method, was also extended to the field of linear dynamics. In both cases, the improved perturbation method provides a good approximation, even in the case of moderately large deviation of the uncertain parameters, and the computational time required is comparable to conventional first order perturbation. The present paper intends to apply the improved perturbation method in the second order analysis of geometrically non-linear uncertain systems subjected to static and dynamic deterministic forces.     

Nonlinear three-dimensional stretched flow of an Oldroyd-B fluid with convective condition,thermal radiation,and mixed convection

The effect of non-linear convection in a laminar three-dimensional Oldroyd-B fluid flow is addressed. The heat transfer phenomenon is explored by considering the non-linear thermal radiation and heat generation/absorption. The boundary layer assumptions are taken into account to govern the mathematical model of the flow analysis. Some suitable similarity variables are introduced to transform the partial differential equations into ordinary differential systems. The Runge-Kutta-Fehlberg fourth-and fifth-order techniques with the shooting method are used to obtain the solutions of the dimensionless velocities and temperature. The effects of various physical parameters on the fluid velocities and temperature are plotted and examined. A comparison with the exact and homotopy perturbation solutions is made for the viscous fluid case, and an excellent match is noted. The numerical values of the wall shear stresses and the heat transfer rate at the wall are tabulated and investigated. The enhancement in the values of the Deborah number shows a reverse behavior on the liquid velocities. The results show that the temperature and the thermal boundary layer are reduced when the nonlinear convection parameter increases. The values of the Nusselt number are higher in the non-linear radiation situation than those in the linear radiation situation.     

Probability Density Function Modeling of Multi-Phase Flow in Porous Media with Density-Driven Gravity Currents

A probability density function (PDF) based approach is employed to model multi-phase flow with interfacial mass transfer (dissolution) in porous media. The joint flow statistics is represented by a mass density function (MDF), which is transported in the physical and probability spaces via Fokker?CPlanck equation. This MDF-equation requires Lagrangian evolutions of the random flow variables; these evolutions are stochastic processes honoring the micro-scale flow physics. To demonstrate the concept, we consider an example of immiscible two-phase flow with the non-equilibrium dissolution of single component from one phase into the other-a model for solubility trapping during CO₂ storage in brine aquifer. Since CO₂-rich brine is denser than pure brine, density-driven countercurrent flow is set up in the brine phase. The stochastic models mimicking the physics of countercurrent flow lead to a modeled MDF-equation, which is solved using our recently developed stochastic particle method for multi-phase flow (Tyagi et al. J Comput Phys 227:6696?C6714, 2008). In addition, we derive Eulerian equations for stochastic moments (mean, variance, etc.) and show that unlike the MDF-equation the system of moment equations is not closed. In classical Darcy formulation, for example, the mean concentration equation is closed by neglecting variance. However, with several one- and two-dimensional simulations, it is demonstrated that the PDF and Darcy modeling approaches give significantly different results. While the PDF-approach properly accounts for the long correlation length scales and the concentration variance in density-driven countercurrent flow, the same phenomenon cannot be captured accurately with a standard Darcy model.     

A two-body continuous-discrete filter

In the theory of classical mechanics, the two-body central forcing problem is formulated as a system of the coupled nonlinear second-order deterministic differential equations. The uncertainty introduced by the small, unmodeled stochastic acceleration is not assumed in the particle dynamics. The small, unmodeled stochastic acceleration produces an additional random force on a particle. Estimation algorithms for a two-body dynamics, without introducing the stochastic perturbation, may cause inaccurate estimation of a particle trajectory. Specifically, this paper examines the effect of the stochastic acceleration on the motion of the orbiting particle, and subsequently, the stochastic estimation algorithm is developed by deriving the evolutions of conditional means and conditional variances for estimating the states of the particle-earth system. The theory of the nonlinear filter of this paper is developed using the Kolmogorov forward equation “between the observations" and a functional difference equation for the conditional probability density “at the observation." The effectiveness of the nonlinear filter is examined on the basis of its ability to preserve perturbation effect felt by the orbiting particle and the signal-to-noise ratio. The Kolmogorov forward equation, however, is not appropriate for the numerical simulations, since it is the equation for the evolution of “the conditional probability density." Instead of the Kolmogorov equation, one derives the evolutions for the moments of the state vector, which in our case consists of positions and velocities of the orbiting body. Even these equations are not appropriate for the numerical implementations, since they are not closed in the sense that computing the evolution of a given moment involves the knowledge of higher order moments. Hence, we consider the approximations to these moment evolution equations. This paper makes a connection between classical mechanics, statistical mechanics and the theory of the nonlinear stochastic filtering. The results of this paper will be of use to astrophysicists, engineers and applied mathematicians, who are interested in applications of the nonlinear filtering theory to the problems of celestial and satellite mechanics. Simulation results are introduced to demonstrate the usefulness of an analytic theory developed, in this paper.     

Lie symmetry solutions for two-phase mass flows

We apply Lie symmetry method to a set of non-linear partial differential equations, which describes a two-phase rapid gravity mass flow as a mixture of solid particles and viscous fluid down a slope (Pudasaini, J. Geophys. Res. 117 (2012) F03010, 28 pp [1]). In order to systematically explore the mathematical structure and underlying physics of the two-phase mixture flow, we generate several similarity forms in general form and construct self-similar solutions. Our analysis generalizes the results, obtained by applying the Lie symmetry method to relatively simple single-phase pressure-driven gravity mass flows, to the two-phase mass flows that include several dominant driving forces and strong phase-interactions. Analytical and numerical solutions are presented for the symmetry-reduced homogeneous and non-homogeneous systems of equations. Analytical and numerical results show that the new models presented here can adequately describe the dynamics of two-phase debris flows, and produce observable phenomena that are consistent with the physics of the flow. The solutions are strongly dependent on the choice of the symmetry-reduced model, as characterized by the group parameters, and the physical parameters of the flows. These solutions reveal strong non-linear and distinct dynamic evolutions, and phase-interactions between the solid and fluid phases, namely the phase-heights and phase-velocities.     

Pulsating flow of viscoelastic fluids in straight tubes of arbitrary cross-section—Part II: secondary flows

The secondary flow field in the pulsating flow of a constitutively non-linear fluid, whose structure is defined by a series of nested integrals over semi-infinite time domains, in straight tubes of arbitrary cross-sections is investigated. The transversal field arises at the second order of the perturbation of the non-linear constitutive structure, and is driven by first-order terms which define the linearly viscoelastic longitudinal flow in the hierarchy of superposed linear flows stemming from the perturbation of the constitutive structure. The unconventional conduit contours are obtained through a novel approach to the concept of domain perturbation. Time-averaged, mean secondary flow streamline patterns are presented for triangular, square and hexagonal pipes.     

变厚度中厚板和中厚壳的大挠度分析

采用摄动有限元法分析了变厚度中厚板和中厚壳的大挠度问题。文中借助虚功原理导出了这类板壳的一般非线性有限元方程，同时利用摄动展开求得了逐级摄动有限元的递推算式。算例表明，摄动有限元法分析变厚度中厚板壳问题同样能获得效率高精度好的结果。     

Mathematical Models and Methods of the Mechanics of Stochastic Composites

The basic approaches used in mathematical models and general methods for solution of the equations of the mechanics of stochastic composites are generalized. They can be reduced to the stochastic equations of the theory of elasticity of a structurally inhomogeneous medium, to the equations of the theory of effective elastic moduli, to the equations of the theory of elastic mixtures, or to more general equations of the fourth order. The solution of the stochastic equations of the elastic theory for an arbitrary domain involves substantial mathematical difficulties and may be implemented only rather approximately. The construction of the equations of the theory of effective moduli is associated with the problem on the effective moduli of a stochastically inhomogeneous medium, which can be solved by the perturbation method, by the method of moments, or by the method of conditional moments. The latter method is most appropriate. It permits one to determine the effective moduli in a two-point approximation and nonlinear deformation properties. In the structure of equations, the theory of elastic mixtures is more general than the theory of effective moduli; however, since the state equations have not been strictly substantiated and the constants have not been correctly determined, theoretically or experimentally, this theory cannot be used for systematic designing composite structures. A new model of the nonuniform deformation of composites is more promising. It is constructed by performing strict mathematical transformations and averaging the output stochastic equations, all the constants being determined. In the zero approximation, the equations of the theory of effective moduli follow from this model, and, in the first approximation, fourth-order equations, which are more general than those of the theory of mixtures, follow from it     

Numerical solutions of some unsteady flows of elastico-viscous liquids

Summary Consideration is given to the rectilinear flow of anOldroyd model fluid in a straight pipe of circular cross-section. A numerical solution of the full non-linear equations is obtained without the necessity for a perturbation analysis in terms of some small parameter. Results are presented for a number of different flow conditions.With 12 figures     

Application of the TVD scheme to the nonlinear instability analysis of a capillary jet

In the past, when either the perturbation‐type method or direct‐simulation approach was used to analyse capillary jets, the governing equations, which are parabolic in time and elliptic in space, were simplified or linearized. In the present study, the convective derivative term and a full, nonlinear form of the capillary pressure term are retained in the governing equations to investigate nonlinear effects on the break‐up of capillary jets. In this work, the TVD (i.e. total variation diminishing) scheme with flux‐vector splitting is applied to obtain the solutions of the system of nonlinear equations in a matrix form. Numerical results show that the present nonlinear model predicts longer jet break‐up lengths and slower growth rates for capillary jets than the previous linear model does. Comparing with other measurements from past literatures, the nonlinear results are consistent with the experimental data and appear more accurate than the linear analysis. In the past, the classic perturbation‐type analyses assumed constant growth rates for the fundamental and all harmonic components. By contrast, the present model is able to capture the local features of growth rates, which are not spatially and temporally constant. Copyright © 2006 John Wiley & Sons, Ltd.     

Non-linear longitudinal vibrations of non-slender piezoceramic rods

Characteristic non-linear effects can be observed, when piezoceramics are excited using weak electric fields. In experiments with longitudinal vibrations of piezoceramic rods, the behavior of a softening Duffing-oscillator including jump phenomena and multiple stable amplitude responses at the same excitation frequency and voltage is observed. Another phenomenon is the decrease of normalized amplitude responses with increasing excitation voltages. For such small stresses and weak electric fields as applied in the experiments, piezoceramics are usually described by linear constitutive equations around an operating point in the butterfly hysteresis curve. The non-linear effects under consideration were, e.g. observed and described by Beige and Schmidt [1,2], who investigated longitudinal plate vibrations using the piezoelectric 31-effect. They modeled these non-linearities using higher order quadratic and cubic elastic and electric terms. Typical non-linear effects, e.g. dependence of the resonance frequency on the amplitude, superharmonics in spectra and a non-linear relation between excitation voltage and vibration amplitude were also observed e.g. by von Wagner et al. [3] in piezo-beam systems. In the present paper, the work is extended to longitudinal vibrations of non-slender piezoceramic rods using the piezoelectric 33-effect. The non-linearities are modeled using an extended electric enthalpy density including non-linear quadratic and cubic elastic terms, coupling terms and electric terms. The equations of motion for the system under consideration are derived via the Ritz method using Hamilton's principle. An extended kinetic energy taking into consideration the transverse velocity is used to model the non-slender rods. The equations of motion are solved using perturbation techniques. In a second step, additional dissipative linear and non-linear terms are used in the model. The non-linear effects described in this paper may have strong influence on the relation between excitation voltage and response amplitude whenever piezoceramic actuators and structures are excited at resonance.