Construction of Dynamically Equivalent Time-Invariant Forms for Time-Periodic Systems

In this study dynamically equivalent time-invariant forms are obtained for linear and non-linear systems with periodically varying coefficients via Lyapunov–Floquet (L–F) transformation. These forms are equivalent in the sense that the local stability and bifurcation characteristics are identical for both systems in the entire parameter space. It is well known that the L–F transformation converts a linear periodic first order system into a time-invariant one. In the first part of this study a set of linear second order periodic equations is converted into an equivalent set of time-independent second order equations through a sequence of linear transformations. Then the transformations are applied to a time-periodic quadratic Hamiltonian to obtain its equivalent time-invariant form. In the second part, time-invariant forms of nonlinear equations are studied. The application of L–F transformation to a quasi-linear periodic equation converts the linear part to a time-invariant form and leaves the non-linear part with time-periodic coefficients. Dynamically equivalent time-invariant forms are obtained via time-periodic center manifold reduction and time-dependent normal form theory. Such forms are constructed for general hyperbolic systems and for some simple critical cases, including that of one zero eigenvalue and a purely imaginary pair. As a physical example of these techniques, a single and a double inverted pendulum subjected to periodic parametric excitation are considered. The results thus obtained are verified by numerical simulation.     

Hopf-flip bifurcation of high dimensional maps and application to vibro-impact systems

This paper addresses the problem of Hopf-flip bifurcation of high dimensional maps. Using the center manifold theorem, we obtain a three dimensional reduced map through the projection technique. The reduced map is further transformed into its normal form whose coefficients are determined by that of the original system. The dynamics of the map near the Hopf-flip bifurcation point is approximated by a so called ‘‘time-2τ² map’’ of a planar autonomous differential equation. It is shown that high dimensional maps may result in cycles of period two, tori T¹ (Hopf invariant circles), tori 2T¹ and tori 2T² depending both on how the critical eigenvalues pass the unit circle and on the signs of resonant terms’ coefficients. A two-degree-of-freedom vibro-impact system is given as an example to show how the procedure of this paper works. It reveals that through Hopf-flip bifurcations, periodic motions may lead directly to different types of motion, such as subharmonic motions, quasi-periodic motions, motions on high dimensional tori and even to chaotic motions depending both on change in direction of the parameter vector and on the nonlinear terms of the first three orders.The project supported by the National Natural Science Foundation of China (10472096)The English text was polished by Ron Marshall.     

Existence of an invariant torus for one class of systems of differential equations

We consider the problem of the existence of an asymptotically stable toroidal set for a system of linear differential equations defined on an m-dimensional torus. We establish conditions under which a nonlinear system of differential equations has an invariant toroidal manifold. Translated from Neliniini Kolyvannya, Vol. 11, No. 4, pp. 520–529, October–December, 2008.     

Intermittency and Regularity Issues in 3<Emphasis Type="Italic">D</Emphasis> Navier-Stokes Turbulence

Two related open problems in the theory of 3D Navier-Stokes turbulence are discussed in this paper. The first is the phenomenon of intermittency in the dissipation field. Dissipation-range intermittency was first discovered experimentally by Batchelor and Townsend over fifty years ago. It is characterized by spatio-temporal binary behaviour in which long, quiescent periods in the velocity signal are interrupted by short, active ‘events’ during which there are violent fluctuations away from the average. The second and related problem is whether solutions of the 3D Navier-Stokes equations develop finite time singularities during these events. This paper shows that Leray’s weak solutions of the three-dimensional incompressible Navier-Stokes equations can have a binary character in time. The time-axis is split into ‘good’ and ‘bad’ intervals: on the ‘good’ intervals solutions are bounded and regular, whereas singularities are still possible within the ‘bad’ intervals. An estimate for the width of the latter is very small and decreases with increasing Reynolds number. It also decreases relative to the lengths of the good intervals as the Reynolds number increases. Within these ‘bad’ intervals, lower bounds on the local energy dissipation rate and other quantities, such as ||u(·, t)||_∞ and ||∇u(·, t)||_∞, are very large, resulting in strong dynamics at sub-Kolmogorov scales. Intersections of bad intervals for n≧1 are related to the potentially singular set in time. It is also proved that the Navier-Stokes equations are conditionally regular provided, in a given ‘bad’ interval, the energy has a lower bound that is decaying exponentially in time.Final version 17 March 05. Original version November 03.     

Explicit integration of one problem of motion of the generalized Kowalevski top

In the problem of motion of the Kowalevski top in a double force field the four-dimensional invariant submanifold of the phase space was pointed out by [Kharlamov, M.P., 2002. Mekh. Tverd. Tela 32, 33–38]. We show that the equations of motion on this manifold can be separated by the appropriate change of variables, the new variables s₁, s₂ being elliptic functions of time. The natural phase variables (components of the angular velocity and the direction vectors of the forces with respect to the movable basis) are expressed via s₁, s₂ explicitly in elementary algebraic functions.     

Nonequilibrium stretching dynamics of dilute and entangled linear polymers in extensional flow

We propose an extension of the FENE-CR model for dilute polymer solutions [M.D. Chilcott, J.M. Rallison, Creeping flow of dilute polymer solutions past cylinders and spheres, J. Non-Newtonian Fluid Mech. 29 (1988) 382–432] and the Rouse-CCR tube model for linear entangled polymers [A.E. Likhtman, R.S. Graham, Simple constitutive equation for linear polymer melts derived from molecular theory: Rolie–Poly equation, J. Non-Newtonian Fluid Mech. 114 (2003) 1–12], to describe the nonequilibrium stretching dynamics of polymer chains in strong extensional flows. The resulting models, designed to capture the progressive changes in the average internal structure (kinked state) of the polymer chain, include an ‘effective’ maximum contour length that depends on local flow dynamics. The rheological behavior of the modified models is compared with various results already published in the literature for entangled polystyrene solutions, and for the Kramers chain model (dilute polymer solutions). It is shown that the FENE-CR model with an ‘effective’ maximum contour length is able to describe correctly the hysteretic behavior in stress versus birefringence in start-up of uniaxial extensional flow and subsequent relaxation also observed and computed by Doyle et al. [P.S. Doyle, E.S.G. Shaqfeh, G.H. McKinley, S.H. Spiegelberg, Relaxation of dilute polymer solutions following extensional flow, J. Non-Newtonian Fluid Mech. 76 (1998) 79–110] and Li and Larson [L. Li, R.G. Larson, Excluded volume effects on the birefringence and stress of dilute polymer solutions in extensional flow, Rheol. Acta 39 (2000) 419–427] using Brownian dynamics simulations of bead–spring model. The Rolie–Poly model with an ‘effective’ maximum contour length exhibits a less pronounced hysteretic behavior in stress versus birefringence in start-up of uniaxial extensional flow and subsequent relaxation.     

The Multiconfiguration Equations for Atoms and Molecules: Charge Quantization and Existence of Solutions

We prove the existence of ground-state solutions for the multiconfiguration self-consistent field equations for atoms and molecules whenever the total nuclear charge Z exceeds N–1, where N is the number of electrons. Moreover, we show that for arbitrary values of Z and N the scattering charge, i.e., the asymptotic amount of charge lost by an energy-minimizing sequence, is integer-quantized. Our analysis applies to the MC equations of arbitrary rank. As special cases we recover, in a new and unified way, the existence theorems of Zhislin [Zh60] for the N-body Schrödinger equation (infinite rank MC) and of Lieb & Simon [LS77] for the Hartree-Fock equations (rank-N MC). Our approach is a direct study of an invariant, orbital-free formulation in N-body space of the underlying variational principle. Proofs involve (i) the geometric N-body localization methods for the linear Schrödinger equation first introduced by Enss [En77] (and developed in [Sim77, Sig82]), which can be adapted to become powerful tools in nonlinear many-body theory as well, (ii) weak convergence methods from the theory of nonlinear partial differential equations, (iii) careful analysis of the structure of the one- and two-body density matrices of the bound and scattering fragments delivered by geometric localization, which allows us to overcome the fact that the rank of the fragments is not reduced by localization.     

On the different formulations in linear bifurcation analysis of laminated cylindrical shells

The stability pattern of shells is governed by a set of nonlinear partial differential equations. The solution procedure can be simplified, and fast and accurate predictions of the critical buckling load obtained, with the aid of a multilevel approach. Under this approach the lower levels are implemented by means of the perturbation technique, with the nonlinear prebuckling deformation disregarded, and a linear set of equations solved for each state. It turns out, however, that in these circumstances the prediction may differ depending on the chosen formulation. In an attempt to find the reasons for these differences, the linear bifurcation buckling behavior of laminated cylindrical shells was examined via two well-known formulations, with u–v–w and w–F as the unknowns. A third, mixed formulation, was found the most reliable in predicting the buckling behavior.     

Numerical calculation of nonlinear normal modes in structural systems

This paper presents two methods for numerical calculation of nonlinear normal modes (NNMs) in multi-degree-of-freedom, conservative, nonlinear structural dynamics models. The approaches used are briefly described as follows. Method 1: Starting with small amplitude initial conditions determined by a selected mode of the associated linear system, a small amount of negative damping is added in order to “artificially destabilize” the system; numerical integration of the system equations of motion then produces a simulated response in which orbits spiral outward essentially in the nonlinear modal manifold of interest, approximately generating this manifold for moderate to strong nonlinearity. Method 2: Starting with moderate to large amplitude initial conditions proportional to a selected linear mode shape, perform numerical integration with the coefficient ε of the nonlinearity contrived to vary slowly from an initial value of zero; this simulation methodology gradually transforms the initially flat eigenspace for ε = 0 into the manifold existing quasi-statically for instantaneous values of ε. The two methods are efficient and reasonably accurate and are intended for use in finding NNMs, as well as interesting behavior associated with them, for moderately and strongly nonlinear systems with relatively many degrees of freedom (DOFs).     

Invariant manifolds of one class of systems of impulsive differential equations

We consider general problems related to the existence of invariant toroidal sets for linear and weakly nonlinear systems of impulsive differential equations defined in the direct product of an m-dimensional torus and an n-dimensional Euclidean space. We investigate classes of problems for which the conditions for the existence of invariant toroidal manifolds are satisfied.     

Center Manifolds for Homoclinic Solutions

In this article, center-manifold theory is developed for homoclinic solutions of ordinary differential equations or semilinear parabolic equations. A center manifold along a homoclinic solution is a locally invariant manifold containing all solutions which stay close to the homoclinic orbit in phase space for all times. Therefore, as usual, the low-dimensional center manifold contains the interesting recurrent dynamics near the homoclinic orbit, and a considerable reduction of dimension is achieved. The manifold is of class C ^1, for some >0. As an application, results of Shilnikov about the occurrence of complicated dynamics near homoclinic solutions approaching saddle-foci equilibria are generalized to semilinear parabolic equations.     

Solutions of Weakly Nonlinear Systems of Ordinary Differential Equations Bounded on R

We obtain conditions for the existence of solutions bounded on the entire axis R for weakly nonlinear systems of ordinary differential equations in the case where the corresponding unperturbed homogeneous linear differential system is exponentially dichotomous on the semiaxes R ₊ and R _–.     

Global solvability of one degenerate semilinear differential operator equation

We consider the Cauchy problem for the abstract semilinear differential equation where A and B are linear closed, generally speaking, degenerate operators acting from a Banach space X into a Banach space Y and f(t, u) is a continuously differentiable function. We assume that the resolvent (A + B)^–1 has a pole of at most second order at the point = 0. Global conditions for the existence and uniqueness of a solution of the Cauchy problem are obtained. The results are applied to a nonlinear degenerate initial boundary-value problem with partial derivatives and to a system of differential-algebraic equations of a nonlinear electric circuit.Translated from Neliniini Kolyvannya, Vol. 7, No. 3, pp. 414–429, July–September, 2004.     

On the Existence of a Smooth Bounded Semiinvariant Manifold for a Degenerate Nonlinear System of Difference Equations in the Space m

Using the Green–Samoilenko function, we construct a bounded Frechét-differentiable semiinvariant manifold for a nonlinear system of difference equations in a Banach space of bounded number sequences.     

The mechanisms of ‘neck-like’ deformation in high-speed melt spinning. 2. Effects of polymer crystallization

As is shown in the first paper of the series, the main factor responsible for concentrated (‘neck-like’) deformation in high-speed melt spinning is the gradient of elongational viscosity along the spinline. In the present paper, stress-induced polymer crystallization is analyzed as a potential source of the rapid viscosity increase.A model of crystallization-controlled solidification is proposed, in which viscosity of the polymer increases with the degree of crystallinity, Θ, as

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, reaching infinity (complete solidification) at Θ = Θ_cr. The critical crystallinity level has been interpreted as one required for ‘crosslinking’ of polymer chains present in the melt.In addition to viscosity increase, crystallization modifies the local temperature in the spinline and reduces viscosity.The analysis of stress effects shows that critical crystallization temperature, T_m, and crystallization rate, K, increase with the square of normal stress difference in the spinline, Δp = p_xx − p_rr. The onset of crystallization can be shifted by 20–40 K towards higher temperatures, and crystallization rate can increase by orders of magnitude when high take-up speeds increase the stress level.A simple model illustrating velocity profiles in crystallizing Newtonian jets is discussed.The analysis strongly supports the hypothesis that the high viscosity gradient resulting from rapid stress-induced crystallization provides the major mechanism of ‘neck-like’ deformation.     

Constitutive relationships for polymeric materials with power-law distributions of relaxation times

The linear relaxation modulus of polydisperse polymer melts and solutions can often be approximated by a power law,ct ^–m over some range of time,t. If, in addition, the nonlinear rheology is given by a separable integral equation, with a strain-dependent factor typical of those observed experimentally, then some commonly observed empirical rules and equations can be readily derived as approximations, namely the Cox-Merz relationship between complex viscosity and steady-state shear viscosity, Bersted's predictions of steady shear stress and first normal-stress difference from a truncated spectrum of linear relaxation times, and the observation of Koyama and coworkers that the ratio of the nonlinear to the linear time-dependent elongational viscosity is independent of strain rate, over a range of strain rates outside the linear regime.     

Normal Forms and the Structure of Resonance Sets in Nonlinear Time-Periodic Systems

The structure of time-dependent resonances arising in themethod of time-dependent normal forms (TDNF) for one andtwo-degrees-of-freedom nonlinear systems with time-periodic coefficientsis investigated. For this purpose, the Liapunov–Floquet (L–F)transformation is employed to transform the periodic variationalequations into an equivalent form in which the linear system matrix istime-invariant. Both quadratic and cubic nonlinearities are investigatedand the associated normal forms are presented. Also, higher-orderresonances for the single-degree-of-freedom case are discussed. It isdemonstrated that resonances occur when the values of the Floquet multipliers result in MT-periodic (M = 1, 2,...) solutions. The discussion is limited to the Hamiltonian case (which encompasses allpossible resonances for one-degree-of-freedom). Furthermore, it is alsoshown how a recent symbolic algorithm for computing stability andbifurcation boundaries for time-periodic systems may also be employed tocompute the time-dependent resonance sets of zero measure in theparameter space. Unlike classical asymptotic techniques, this method isfree from any small parameter restriction on the time-periodic term inthe computation of the resonance sets. Two illustrative examples (oneand two-degrees-of-freedom) are included.     

On some new solutions obtainable by means of invariant transformations

With reference to the example of the equations of monoenergetic nonrelativistic beam of particles of like charge, it is shown how new noninvariant solutions can be obtained by means of invariant transformations (§ 1). The conditions under which Lorentz forces can be ignored and the electric field considered a potential field are obtained for nonstationary flows. Solutions that describe the passage through a plane diode of high-frequency current from the emitter in a high-frequency electric field for an arbitrary relationship between the constant component of the collector potential and the amplitude of the ac voltage across it are derived (§2). Multivelocity (the velocity vector is a multivalued function) beams, and also electrostatic beams that can be described by Vlasov's equations are examined (§3).Given a system of differential equations (S) for m 1 unknown functions u^k (k=1,.,m) of n – m 1 independent variables xⁱ (i=1, ., n – m). The set of values (x, u) is considered as the set of coordinates of a point in n-dimensional space E_n. Any solution of this system u=u(x) defines some manifold in E_n. All possible solutions of (SI specify in E_n some set M. Any invariant transformation of system (S) has the property that it does not lead out of M. In a number of cases, this makes it possible to obtain new solutions by means of invariant transformations, no limitations being imposed on the solutions transformed. For a given system (S), all transformations that preserve (Si and form a continuous group, can be obtained by the method developed by L. V. Ovsyannikov [1–3]. Note that new solutions arise only when the principal group G of system (S) allows other than merely elementary transformations: magnifications, rotations, and translations are, as a rule, useless.Below, solutions of the equations of a monoenergetic nonrelativistic beam of particles of like charge are examined as an example [6–8].     

Microcrack interaction brittle rock subjected to uniaxial tensile loads

A micromechanics-based model is proposed to describe unstable damage evolution in microcrack-weakened brittle rock material. The influence of all microcracks with different sizes and orientations are introduced into the constitutive relation by using the statistical average method. Effects of microcrack interaction on the complete stress–strain relation as well as the localization of damage for microcrack-weakened brittle rock material are analyzed by using effective medium method. Each microcrack is assumed to be embedded in an approximate effective medium that is weakened by uniformly distributed microcracks of the statistically-averaged length depending on the actual damage state. The elastic moduli of the approximate effective medium can be determined by using the dilute distribution method. Micromechanical kinetic equations for stable and unstable growth characterizing the ‘process domains’ of active microcracks are taken into account. These ‘process domains’ together with ‘open microcrack domains’ completely determine the integration domains of ensemble averaged constitutive equations relating macro-strain and macro-stress. Theoretical predictions have shown to be consistent with the experimental results.