Intermittent observer for nonlinear systems with state delays

Kolmogorov–Sinai entropy-based irregularity measures such as approximate entropy (ApEn), sample entropy and fuzzy entropy are widely used for short-term heart rate variability analysis. These entropy statistics are estimated for a specific value of the tolerance parameter (r) that is mostly chosen from a common recommended range. Entropy measurement on short-term signals is highly sensitive to the choice of r. An incorrect selection of r results in an inaccurate entropy value, thereby leading to unreliable information retrieval. By addressing this inaccuracy due to r selection, the quality and reliability of information retrieval can be improved. Thus, we hypothesize that generating a complete entropy profile using all potential r values will give a more complete and useful information about signal irregularity in contrast to the case of finding entropy at a single selected value of r. In order to do so, one must be able to accurately select all potential r candidates. In this paper, we use a data-driven algorithm based on cumulative histograms to automatically select potential r values for an individual signal based on its dynamics. An appropriate set of r values is designated by the algorithm for generating a series of ApEn values (ApEn profile) instead of a single value of ApEn. ApEn profile- based secondary measures such as TotalApEn and SDApEn have been used as features to classify sets of synthetic and physiologic data. Our study proves that secondary measures obtained from an ApEn profile are more efficient in indicating irregularity levels in comparison with the traditional measure of ApEn evaluated at a single r value, specially in the case of short length data.     

Multiscale time irreversibility analysis of financial time series based on segmentation

Time irreversibility is a subject of increasing interest in an unbalanced system of various time series. Taking into account dynamic basic concepts, we provide multiscale time irreversibility analysis of financial time series based on segmentation which quantifies the time asymmetry in multiscales and is applied to several different forms of financial time series. Specifically, we adopt four distinct time irreversibility indices—Porta’s, Guzik’s and Ehler’s indices (P%, G% and E) and \(\gamma _{2,1} (k)\), respectively, derived from data segments on various timescales. We investigate the performance of our statistical tests for local financial time series from segmented series system with known time reversal properties and find out that it can help classify the partially representative financial markets finally. Particularly, the smaller the scale factor L is the better the ability to distinguish data. Statistical analysis shows a close relationship between G% and E. On the contrary, the connection between P% and G% or P% and E is not proven. In addition, we define a new metric \(\gamma _{2,1} (k)\) to measure the degree of time irreversibility. By further observing the results of the proposed method for computing the degree of irreversibility of the time series, we confirm that the asymmetry is an inherent property of the financial time series, which can be extended to a wide range of scales. Finally, we apply this method to the recurrence plot and multiscale recurrence quantification analysis, to compare effectiveness of the segmentation method.     

Linearized Stability for Semiflows Generated by a Class of Neutral Equations,with Applications to State-Dependent Delays

We prove a principle of linearized stability for semiflows generated by neutral functional differential equations of the form x′(t) = g(? x _t , x _t ). The state space is a closed subset in a manifold of C ²-functions. Applications include equations with state-dependent delay, as for example x′(t) = a x′(t + d(x(t))) + f (x(t + r(x(t)))) with \({a\in\mathbb{R}, d:\mathbb{R}\to(-h,0), f:\mathbb{R}\to\mathbb{R}, r:\mathbb{R}\to[-h,0]}\).     

Operator method for solving the plane elasticity problem for a strip with periodic cuts

In the present paper, we use the conformal mapping z/c = ζ?2a sin ζ (a, c?const, ζ = u + iv) of the strip {|v| ≤ v ₀, |u| < ∞} onto the domain D, which is a strip with symmetric periodic cuts. For the domain D, in the orthogonal system of isometric coordinates u, v, we solve the plane elasticity problem. We seek the biharmonic function in the form F = C ψ ₀ + S ψ*₀ + x(C ψ ₁ ? S ψ ₂) + y(C ψ ₂ + S ψ ₁), where C(v) and S(v) are the operator functions described in [1] and ψ ₀(u), …, ψ ₂(u) are the desired functions. The boundary conditions for the function F posed for v = ±v ₀ are equivalent to two operator equations for ψ ₁(u) and ψ ₂(u) and to two ordinary differential equations of first order for ψ ₀(u) and ψ*₀(u) [2]. By finding the functions ψ _j (u) in the form of trigonometric series with indeterminate coefficients and by solving the operator equations, we obtain infinite systems of linear equations for the unknown coefficients. We present an efficient method for solving these systems, which is based on studying stable recursive relations. In the present paper, we give an example of analysis of a specific strip (a = 1/4, v ₀ = 1) loaded on the boundary v = v ₀ by a normal load of intensity p. We find the particular solutions corresponding to the extension of the strip by the longitudinal force X ^∞ and to the transverse and pure bending of the strip due to the transverse force Y ^∞ and the constant moment M ^∞, respectively. We also present the graphs of normal and tangential stresses in the transverse cross-section x = 0 and study the stress concentration effect near the cut bottom.     

A Simple Approach for Specifying Velocity Inflow Boundary Conditions in Simulations of Turbulent Opposed-Jet Flows

A new methodology is developed to specify inflow boundary conditions for the velocity field at the nozzle exit planes in turbulent counterflow simulations. The turbulent counterflow configuration consists of two coaxial opposed nozzles which emit highly-turbulent streams of varying species compositions depending on the mode considered. The specification of velocity inflow boundary conditions at the nozzle exits in the counterflow configuration is non-trivial because of the unique turbulence field generated by the turbulence generating plates (TGPs) upstream of the nozzle exits. In the method presented here, a single large-eddy simulation (LES) is performed in a large domain that spans the region between the TGPs of the nozzles, and the time series of the velocity fields at the nozzle exit planes are recorded. To provide inflow boundary conditions at the nozzle exit planes for simulations under other conditions (e.g., different stream compositions, bulk velocity, TGP location), transformations are performed on the recorded time series: the mean and r.m.s. (root-mean-square) quantities of velocity, as well as the longitudinal integral length scale on the centerline, at the nozzle exits in simulations are matched to those observed in experiments, thereby matching the turbulent Reynolds number R e _t . The method is assessed by implementing it in coupled large-eddy simulation/probability density function (LES/PDF) simulations on a small cylindrical domain between the nozzle exit planes for three different modes of the counterflow configuration: N ₂ vs. N ₂; N ₂ vs. hot combustion products; and C H ₄/N ₂ vs. O ₂. The inflow method is found to be successful as the first and second moments of velocity from the LES/PDF simulations agree well with the experimental data on the centerline for all three modes. This simple yet effective inflow strategy can be applied to eliminate the computational cost required to simulate the flow field upstream of the nozzle exits. It is also emphasized that, in addition to the predicted time series data, the availability of experimental data close to the nozzle exit planes plays a key role in the success of this method.     

Evaluation of the Spectral Element Dynamic Model for Large-Eddy Simulation on Unstructured,Deformed Meshes

In this paper, the Spectral-Element Dynamic Model (SEDM), suited for Large-Eddy Simulation (LES) using Discontinuous Finite Element Methods (DFEM), is assessed using unstructured meshes. Five test cases of increasing complexity are considered, namely, the Taylor-Green vortex at Re =?5000, the turbulent channel flow at Re_τ =?587, the circular cylinder in cross-flow at Re_D =?3900, the square cylinder in cross-flow at Re_D =?22400 and the channel with periodic constrictions at Re_h =?10595. Various discretization parameters such as the grid spacing, polynomial degree and numerical flux are assessed and very accurate results are reported in all cases. This consistency in the results demonstrates the versatility of the SEDM approach and its ability to gage the actual resolution and quality of the mesh and, accordingly, to introduce an amount of sub-grid dissipation which is adapted to the spatial discretization considered.     

Spray-Flame Dynamics in a Rich Droplet Array

We numerically study spray-flame dynamics. The initial state of the spray is schematized by alkane droplets located at the nodes of a face-centered 2D-lattice. The droplets are surrounded by a gaseous mixture of alkane and air. The lattice spacing s reduced by the combustion length scale is large enough to consider that the chemical reaction occurs in a heterogeneous medium. The overall spray equivalence ratio is denoted by ?_T, with ?_T = ?_L + ?_G, where ?_G corresponds to the equivalence ratio of the gaseous surrounding mixture at the initial saturated partial pressure, while ?_L is the so-called liquid loading. To model such a heterogenous combustion, the retained chemical scheme is a global irreversible one-step reaction governed by an Arrhenius law, with a modified heat of reaction depending on the local equivalence ratio. ?_T is chosen in the range 0.9 ≤ ?_T ≤ 2. Three geometries (s = 3, s = 6, s = 12) and four liquid loadings, ?_L = 0.3, ?_L = 0.5, ?_L = 0.7, ?_L = 0.85 are studied. In the rich sprays, our model qualitatively retrieves the recent experimental measurements: the rich spray-flames can propagate faster than the single-phase flames with the same overall equivalence ratio. To analyse the conditions for this enhancement, we introduce the concept of “spray Peclet number”, which compares the droplet vaporization time with the combustion propagation time of the single-phase flame spreading in the fresh surrounding mixture.     

Torsional rigidity of a bar with multiple fibers

The classical problem of torsion is newly considered with the complex fast multipole method used to determine the torsional rigidity of a bar with multiple fibers. New analytical formulas are given for the rigidity in the case of circular contours of the fibers and the bar. It is shown that the method ensures the results which, up to three significant digits, agree well with the solutions obtained by series expansions. For a fixed concentration of a great many (up to 540) thin fibers whose shear modulus is significantly (30 times) greater than the shear modulus of the matrix, the torsional rigidity weakly depends on the diameter and the distance between the fibers. The torsional rigidity G becomes 2.5 times larger as the fiber concentration c increases from 0 to 0.16 for a very small concentration interval (0 ≤ c ≤ 0.03), where the dependence G(c) is linear. The inverse quantity 1/G (torsional compliance) varies linearly in a much wider range of concentrations (0 ≤ c ≤ 0.16).     

Direct Numerical Simulation and Theory of a Wall-Bounded Flow with Zero Skin Friction

We study turbulent plane Couette-Poiseuille (CP) flows in which the conditions (relative wall velocity ΔU _w ≡ 2U _w , pressure gradient dP/dx and viscosity ν) are adjusted to produce zero mean skin friction on one of the walls, denoted by APG for adverse pressure gradient. The other wall, FPG for favorable pressure gradient, provides the friction velocity u _τ , and h is the half-height of the channel. This leads to a one-parameter family of one-dimensional flows of varying Reynolds number Re ≡ U _w h/ν. We apply three codes, and cover three Reynolds numbers stepping by a factor of two each time. The agreement between codes is very good, and the Reynolds-number range is sizable. The theoretical questions revolve around Reynolds-number independence in both the core region (free of local viscous effects) and the two wall regions. The core region follows Townsend’s hypothesis of universal behavior for the velocity and shear stress, when they are normalized with u _τ and h; on the other hand universality is not observed for all the Reynolds stresses, any more than it is in Poiseuille flow or boundary layers. The FPG wall region obeys the classical law of the wall, again for velocity and shear stress. For the APG wall region, Stratford conjectured universal behavior when normalized with the pressure gradient, leading to a square-root law for the velocity. The literature, also covering other flows with zero skin friction, is ambiguous. Our results are very consistent with both of Stratford’s conjectures, suggesting that at least in this idealized flow turbulence theory is successful like it was for the classical logarithmic law of the wall. We appear to know the constants of the law within a 10% bracket. On the other hand, that again does not extend to Reynolds stresses other than the shear stress, but these stresses are passive in the momentum equation.     

Experimental and Theoretical Sensitivity Analysis of Turbulent Flow Past a Square Cylinder

The Siemens SGT-800 3^rd generation DLE burner fitted to an atmospheric combustion rig has been numerically investigated. Pure methane and methane enriched by 80 vol% hydrogen flames have been considered. A URANS (Unsteady Reynolds Averaged Navier-Stokes) approach was used in this study along with the k ? ω SST and the k ? ω SST-SAS models for the turbulence transport. The chemistry is coupled to the turbulent flow simulations by the use of a laminar flamelet library combined with a presumed PDF. The effect of the mesh density in the mixing and the flame region and the effect of the turbulence model and reaction rate model constant are first investigated for the methane/air flame case. The results from the k ? ω SST-SAS along with flamelet libraries are shown to be in excellent agreement with experimental data, whereas the k ? ω SST model is too dissipative and cannot capture the unsteady motion of the flame. The k ? ω SST-SAS model is used for simulation of the 80 vol% hydrogen enriched flame case without further adjusting the model constants. The global features of the hydrogen enrichment are very well captured in the simulations using the SST-SAS model. With the hydrogen enrichment the time averaged flame front location moves upstream towards the burner exit nozzle. The results are consistent with the experimental observations. The model captures the three dominant low frequency unsteady motion observed in the experiments, indicating that the URANS/LES hybrid model indeed is capable of capturing complex, time dependent, features such as an interaction between a PVC and the flame front.     

Revisiting History Effects in Adverse-Pressure-Gradient Turbulent Boundary Layers

The goal of this study is to present a first step towards establishing criteria aimed at assessing whether a particular adverse-pressure-gradient (APG) turbulent boundary layer (TBL) can be considered well-behaved, i.e., whether it is independent of the inflow conditions and is exempt of numerical or experimental artifacts. To this end, we analyzed several high-quality datasets, including in-house numerical databases of APG TBLs developing over flat-plates and the suction side of a wing section, and five studies available in the literature. Due to the impact of the flow history on the particular state of the boundary layer, we developed three criteria of convergence to well-behaved conditions, to be used depending on the particular case under study. (i) In the first criterion, we develop empirical correlations defining the R e _?? -evolution of the skin-friction coefficient and the shape factor in APG TBLs with constant values of the Clauser pressure-gradient parameter β = 1 and 2 (note that β = δ ^?/τ _w dP _e /dx, where δ ^? is the displacement thickness, τ _w the wall-shear stress and dP _e /dx the streamwise pressure gradient). (ii) In the second one, we propose a predictive method to obtain the skin-friction curve corresponding to an APG TBL subjected to any streamwise evolution of β, based only on data from zero-pressure-gradient TBLs. (iii) The third method relies on the diagnostic-plot concept modified with the shape factor, which scales APG TBLs subjected to a wide range of pressure-gradient conditions. These three criteria allow to ensure the correct flow development of a particular TBL, and thus to separate history and pressure-gradient effects in the analysis.     

The Viscosity Method for the Homogenization of Soft Inclusions

In this paper, we consider periodic soft inclusions T _ε with periodicity ε, where the solution, u _ε , satisfies semi-linear elliptic equations of non-divergence in \({\Omega_{\epsilon}=\Omega\setminus \overline{T}_\epsilon}\) with Neumann data on \({\partial T^{\mathfrak a}}\). The difficulty lies in the non-divergence structure of the operator where the standard energy method, which is based on the divergence theorem, cannot be applied. The main object is to develop a viscosity method to find the homogenized equation satisfied by the limit of u _ε , referred to as u, as ε approaches to zero. We introduce the concept of a compatibility condition between the equation and the Neumann condition on the boundary for the existence of uniformly bounded periodic first correctors. The concept of a second corrector is then developed to show that the limit, u, is the viscosity solution of a homogenized equation.     

Regularity of Optimal Maps on the Sphere: the Quadratic Cost and the Reflector Antenna

Building on the results of Ma et al. (in Arch. Rational Mech. Anal. 177(2), 151–183 (2005)), and of the author Loeper (in Acta Math., to appear), we study two problems of optimal transportation on the sphere: the first corresponds to the cost function d ²(x, y), where d(·, ·) is the Riemannian distance of the round sphere; the second corresponds to the cost function ?log |x ? y|, known as the reflector antenna problem. We show that in both cases, the cost-sectional curvature is uniformly positive, and establish the geometrical properties so that the results of Loeper (in Acta Math., to appear) and Ma et al. (in Arch. Rational Mech. Anal. 177(2), 151–183 (2005)) can apply: global smooth solutions exist for arbitrary smooth positive data and optimal maps are Hölder continuous under weak assumptions on the data.     

Effects of Fuel Lewis Number on Localised Forced Ignition of Globally Stoichiometric Stratified Mixtures: a Numerical Investigation

The influences of fuel Lewis number Le_F on localised forced ignition of globally stoichiometric stratified mixtures have been analysed using three-dimensional compressible Direct Numerical Simulations (DNS) for cases with Le_F ranging from 0.8 to 1.2. The globally stoichiometric stratified mixtures with different values of root-mean-square (rms) equivalence ratio fluctuation (i.e. ?^′= 0.2, 0.4 and 0.6) and the Taylor micro-scale l_? of equivalence ratio ? variation (i.e. l_?/l_f= 2.1, 5.5 and 8.3 with l_f being the Zel’dovich flame thickness of the stoichiometric laminar premixed flame) have been considered for different initial rms values of turbulent velocity u^′. A pseudo-spectral method is used to initialise the equivalence ratio variation following a presumed bi-modal distribution for prescribed values of ?^′ and l_?/l_f for global mean equivalence ratio 〈?〉=1.0. The localised ignition is accounted for by a source term in the energy transport equation that deposits energy for a stipulated time interval. It has been observed that the maximum values of temperature and the fuel reaction rate magnitude increase with decreasing Le_F during the period of external energy deposition. The initial values of Le_F, u^′/S_b(?=1), ?^′ and l_?/l_f have been found to have significant effects on the extent of burning of the stratified mixtures following localised ignition. For a given value of u^′/S_b(?=1), the extent of burning decreases with increasing Le_F. An increase in u^′ leads to a monotonic reduction in the burned gas mass for all values of Le_F in all stratified mixture cases but an opposite trend is observed for the Le_F=0.8 homogeneous mixture. It has been found that an increase in ?^′ has adverse effects on the burned gas mass, whereas the effects of l_?/l_f on the extent of burning are non-monotonic and dependent on ?^′ and Le_F. Detailed physical explanations have been provided for the observed Le_F, u^′/S_b(?=1), ?^′ and l_?/l_f dependences.     

Assessment of predictive control performance using fractal measures

This paper presents novel approach to the task of control performance assessment. Proposed approach does not require any a priori knowledge on process model and uses control error time series data using nonlinear dynamical fractal persistence measures. Notion of the rescaled range R/S plots with estimation of Hurst exponent is applied. Crossover phenomenon is observed in data being investigated and discussed. Paper starts with industrial engineering rationale. Review of the control error histogram is followed by statistical analysis of probabilistic distribution functions (PDFs). Lévy \(\alpha \)-stable PDF parameters seem to be best fitted. They directly lead to the fractal analysis using Hurst exponents and R/S plot crossover points. The evaluation aims at performance of the generalized predictive control (GPC) and discusses freshly introduced loop performance quality sensitivity against design parameters of the GPC controller.     

An iterative updating method for undamped structural systems

Finite element model updating is a procedure to minimize the differences between analytical and experimental results and can be mathematically reduced to solving the following problem. Problem P: Let M _a ∈SR ^n×n and K _a ∈SR ^n×n be the analytical mass and stiffness matrices and Λ=diag{λ ₁,…,λ _p }∈R ^p×p and X=[x ₁,…,x _p ]∈R ^n×p be the measured eigenvalue and eigenvector matrices, respectively. Find \((\hat{M}, \hat{K}) \in \mathcal{S}_{MK}\) such that \(\| \hat{M}-M_{a} \|^{2}+\| \hat{K}-K_{a}\|^{2}= \min_{(M,K) \in {\mathcal{S}}_{MK}} (\| M-M_{a} \|^{2}+\|K-K_{a}\|^{2})\), where \(\mathcal{S}_{MK}=\{(M,K)| X^{T}MX=I_{p}, MX \varLambda=K X \}\) and ∥?∥ is the Frobenius norm. This paper presents an iterative method to solve Problem P. By the method, the optimal approximation solution \((\hat{M}, \hat{K})\) of Problem P can be obtained within finite iteration steps in the absence of roundoff errors by choosing a special kind of initial matrix pair. A numerical example shows that the introduced iterative algorithm is quite efficient.     

A simple criterion for finite time stability with application to impacted buckling of elastic columns

The existing theories of finite-time stability depend on a prescribed bound on initial disturbances and a prescribed threshold for allowable responses. It remains a challenge to identify the critical value of loading parameter for finite time instability observed in experiments without the need of specifying any prescribed threshold for allowable responses. Based on an energy balance analysis of a simple dynamic system, this paper proposes a general criterion for finite time stability which indicates that finite time stability of a linear dynamic system with constant coefficients during a given time interval [0, t _f ] is guaranteed provided the product of its maximum growth rate (determined by the maximum eigen-root p₁ >0) and the duration t _f does not exceed 2, i.e., p₁t _f <2. The proposed criterion (p₁t _f =2) is applied to several problems of impacted buckling of elastic columns: (i) an elastic column impacted by a striking mass, (ii) longitudinal impact of an elastic column on a rigid wall, and (iii) an elastic column compressed at a constant speed (“Hoff problem”), in which the time-varying axial force is replaced approximately by its average value over the time duration. Comparison of critical parameters predicted by the proposed criterion with available experimental and simulation data shows that the proposed criterion is in robust reasonable agreement with the known data, which suggests that the proposed simple criterion (p₁t _f =2) can be used to estimate critical parameters for finite time stability of dynamic systems governed by linear equations with constant coefficients.     

Potentials for tangent tensor fields on spheroids

In three-dimensional Euclidean space let S be a closed simply connected, smooth surface (spheroid). Let \(\hat n\) be the outward unit normal to S, ▽ _S the surface gradient on S, I _S the metric tensor on S, g_ij the four covariant components of I _S (i,j = 1, 2), h _ij the four covariant components of -\(\hat n\)xI _S , and D _i covariant differentiation on S. It is well known that for any tangent vector field u on S there exist scalars ? and ψ on S, unique to within additive constants, such that \(u = \nabla _s \varphi - \hat n \times \nabla _s \psi \); the covariant components of u are \(u_i = D_i \varphi + h_i^j D_j \psi \). This theorem is very useful in the study of vector fields in spherical coordinates. The present paper gives an analogous theorem for real second-order tangent tensor fields F on S: for any such F there exist scalar fields H, L, M, N such that the covariant components of F are

$$F_{ij} = H h{}_{ij} + Lg_{ij} + E_{ij} (M,N),$$     

Superconvergence analysis of bi-<Emphasis Type="Italic">k</Emphasis>-degree rectangular elements for two-dimensional time-dependent Schrödinger equation

Superconvergence has been studied for long, and many different numerical methods have been analyzed. This paper is concerned with the problem of superconvergence for a two-dimensional time-dependent linear Schrödinger equation with the finite element method. The error estimate and superconvergence property with order O(h^k+1) in the H¹ norm are given by using the elliptic projection operator in the semi-discrete scheme. The global superconvergence is derived by the interpolation post-processing technique. The superconvergence result with order O(h^k+1 + τ²) in the H¹ norm can be obtained in the Crank-Nicolson fully discrete scheme.     

A method of solving the diffusion problem for a vortex layer in a viscoplastic half-plane

A method is proposed to reduce the classical formulation of the problem to a system of two functional equations whose solution can be found numerically. A number of assertions that characterize the behavior of a rigid zone are proved. In particular, the lower estimate h ⁰(t) = 2b√t for the boundary motion is obtained; an explicit expression for b is given as a boundary stress function.