Chaotic behavior in differential equations driven by a Brownian motion

In this paper, we investigate the chaotic behavior of ordinary differential equations with a homoclinic orbit to a saddle fixed point under an unbounded random forcing driven by a Brownian motion. We prove that, for almost all sample paths of the Brownian motion in the classical Wiener space, the forced equation admits a topological horseshoe of infinitely many branches. This result is then applied to the randomly forced Duffing equation and the pendulum equation.     

Heteroclinic chaotic behavior driven by a Brownian motion

In this paper we study the chaotic behavior of a planar ordinary differential system with a heteroclinic loop driven by a Brownian motion, an unbounded random forcing. Unlike the case of homoclinic loops, two random Melnikov functions are needed in order to investigate the intersection of stable segments of one saddle and unstable segments of the other saddle. We prove that for almost all paths of the Brownian motion the forced system admits a topological horseshoe of infinitely many branches. We apply this result to the Josephson junction and the soft spring Duffing oscillator.     

Fresh function spectra

In this paper, we investigate the fresh function spectrum of forcing notions, where a new function on an ordinal is called fresh if all its initial segments are in the ground model. We determine the fresh function spectrum of several forcing notions and discuss the difference between fresh functions and fresh subsets. Furthermore, we consider the question which sets are realizable as the fresh function spectrum of a homogeneous forcing. We show that under GCH all sets with a certain closure property are realizable, while consistently there are sets which are not realizable.     

Laminar-turbulent reactive flows in porous media

We state some recent results concerning liquid-vapor phase transitions for a fluid flow through a porousmedium. The focus is on the friction exerted by the porous medium, which is modeled in such a way to include both laminar and turbulent flows. In this way we obtain a hyperbolic system of three balance laws with a forcing term that is discontinuous in the state variables. Existence, uniqueness and qualitative behavior of traveling waves is proved by a novel regularization technique.     

Numerical differentiation procedures for non-exact data

The numerical differentiation of data divides naturally into two distinct problems:

1. the differentiation of exact data, and
2. the differentiation of non-exact (experimental) data.

In this paper, we examine the latter. Because methods developed for exact data are based on abstract formalisms which are independent of the structure within the data, they prove, except for the regularization procedure of Cullum, to be unsatisfactory for non-exact data. We therefore adopt the point of view that satisfactory methods for non-exact data must take the structure within the data into account in some natural way, and use the concepts of regression and spectrum analysis as a basis for the development of such methods. The regression procedure is used when either the structure within the non-exact data is known on independent grounds, or the assumptions which underlie the spectrum analysis procedure [viz., stationarity of the (detrended) data] do not apply. In this latter case, the data could be modelled using splines. The spectrum analysis procedure is used when the structure within the nonexact data (or a suitable transformation of it, where the transformation can be differentiated exactly) behaves as if it were generated by a stationary stochastic process. By proving that the regularization procedure of Cullum is equivalent to a certain spectrum analysis procedure, we derive a fast Fourier transform implementation for regularization (based on this equivalence) in which an acceptable value of the regularization parameter is estimated directly from a time series formulation based on this equivalence. Compared with the regularization procedure, which involvesO(n ³) operations (wheren is the number of data points), the fast Fourier transform implementation only involvesO(n logn).     

Substantiation of a Theorem on Limit Transition in Singularly Perturbed Integral System With Diagonal Degeneration of a Kernel

We study a problem of limit transition (as the small parameter tends to zero) in integral singularly perturbed system with diagonal degeneration of a kernel. In the proof of the corresponding theorem on the limit transition we essentially use the structure of the main term of asymptotic behavior, the construction of which is performed by use of algorithm of regularization method developed by S. A. Lomov for integro-differential equations. The spectrum of the operator responsible for the regularization is composed of purely imaginary points, therefore the passage to the limit in the classical sense (i.e., in a continuous metric) in general case is impossible. In work we allocate the class of right parts in which a uniform transition in the classical sense will take place.     

Spiral waves in excitable media due to noise and periodic forcing

We investigate the jointly driven effects of external periodic forcing and Gaussian white noise on meandering spiral waves in excitable media with FitzHugh-Nagumo local dynamics. Interesting phenomena resulted from various forcing periods are found, for example, piece-wise line drift, intermittent straight-line drift and so on. We also observe new type of breakup of spiral wave between entrainment bands with 1:1 and 2:1. It is believed that the occurrence of the new type is relevant to the appearance of local bidirectional propagation window. There exist optimized noise intensities which can induce the broadest entrainments and Arnold tongues. Such a phenomenon is referred to as stochastic resonance. It is also observed that the noise makes significant effects on the spiral wave with straight-line drift. Via the tip Fourier spectrum, the varying of tip motion with external periods on the resonance band is interpreted.     

Forced Waves Near Resonance at a Phase-Speed Minimum

When a dispersive wave system is subject to forcing by a moving external disturbance, a maximum or minimum of the phase speed is associated with a critical forcing speed at which the linear response is resonant. Nonlinear effects can play an important part near such resonances, and the salient characteristics of the nonlinear response depend on whether the maximum or minimum of the phase speed is realized in the long-wave limit (zero wavenumber) or at a finite wavenumber. The focus here is on the latter case that, among other physical systems, applies to gravity–capillary waves on water of finite or infinite depth. The analysis, for simplicity, is based on a forced–damped fifth-order Korteweg–de Vries equation, a model problem that features a phase-speed minimum at a finite wavenumber. When damping is not too strong compared with forcing, multiple subcritical finite-amplitude steady-solution branches coexist with the small-amplitude response predicted by linear theory. For forcing speed well below critical, the transient response from rest approaches the small-amplitude state, but at speeds close to critical, jump phenomena can occur, and reaching a time-periodic state that involves shedding of wavepacket solitary waves is also possible.     

High frequency shaking induced by low frequency forcing: Periodic oscillations in a spring–cable system

We investigate the response of a piecewise linear spring to very low frequency forcing. It has been observed that the bifurcation picture is very complicated with many multiple periodic responses with a high frequency component. We show many new aspects of this phenomenon, including what happens if the nonlinearity is smoothed out. Methods used include Newton’s method, in combination with continuation algorithms, and a steepest descent method for finding new isolated branches of solutions.     

A PTAS for Min-<Emphasis Type="Italic">k</Emphasis>-SCCP in Euclidean space of arbitrary fixed dimension

The paper deals with the problem of coordinated control for a flock of control systems that are to realize a joint motion towards a target set under collision avoidance. We consider one of its subproblems, which is formulated as follows. During the motion to the target, the members of the group are obliged to lie within a virtual ellipsoidal container, which realizes a reference motion (a “tube”). The container avoids obstacles, which are known in advance, by means of reconfigurations. In response, the flock must rearrange itself within the container, avoiding collisions between its members. The present paper concerns the behavior of the flock within the container, when the flock coordinates its motions with the evolution of the container.     

The Melnikov criterion of instability for random rocking dynamics of a rigid block with an attached secondary structure

In this paper we investigate the effect of structural flexibility on rocking motion of a system consisting of a free standing rigid block with an attached chain of uniaxially moving point masses. Motion is excited by random acceleration of the ground; instability is associated with overturning of the overall structure. The condition of instability is constructed by the stochastic Melnikov method. We demonstrate a twofold effect of structural flexibility on the rocking response. The attached structure may increase the critical angular displacement and velocity in comparison with the similar parameters of the single rigid block. At the same time, the enlargement of the domain of stability enhances the contribution of the random perturbation in the Melnikov process. As a result, a lower level of random forcing can result in overturning of the structure. As an example, an effect of a single-mass secondary structure on the dynamic behavior of the system is discussed. The paper is restricted to the consideration of seismic vulnerability of the structure. A similar approach can be applied to systems with wind or wave excitation.     

Numerical study of a regularized barotropic vorticity model of geophysical flow

We study a Crank–Nicolson in time, finite element in space, numerical scheme for a Bardina regularization of the barotropic vorticity (BV) model. We derive the regularized model from the simplified Bardina model in primitive variables, present a numerical algorithm for it, and prove the algorithm is unconditionally stable with respect to the timestep size and optimally convergent in both space and time. Numerical experiments are provided that verify the theoretical convergence rates, and also that test the model/scheme on a benchmark double‐gyre wind forcing experiment. For the latter test, we find the proposed model/scheme gives a good coarse mesh approximation to the highly resolved direct numerical simulation of the BV model, and compares favorably to related regularization model results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1492–1514, 2015     

含间隙非线性弹性超材料的低频宽带机理北大核心CSCD

揭示了基于非线性混沌理论含间隙的非线性局域共振结构的低频宽带形成机理,提出了一类含间隙非线性局域共振结构设计的新理念.在该间隙非线性局域共振系统中,产生了非线性混沌现象,且这种非线性运动可以成功地改变振动噪声中的频谱结构,当系统运动进入混沌状态时,线性谱能量大大削弱,变成了一个连续的宽频谱,进而有效隔离低频线谱.有限元计算结果表明,正是这个间隙引起的非线性混沌现象导致了低频宽带的产生,且理论分析和有限元分析结果高度一致.因此,这类含间隙非线性局域共振弹性超材料结构的设计新思想为局域共振弹性超材料的发展开辟了新天地,且基于非线性混沌理论的低频带隙的形成机理为减振降噪应用研究奠定了非常重要的理论基础.     

Asymptotic Analysis of Forced Nonlinear Sturm-Liouville Systems

A generalized WKB method is used to construct formal asymptotic approximations of solutions of certain forced nonlinear Sturm-Liouville systems. By means of three connected expansions it is possible to obtain a fairly complete picture of the global behavior of the small-norm solution branches. Results are presented for both slowly varying and rapidly varying forcing functions.     

Absolutely Continuous Spectrum for the Anderson Model on Some Tree-like Graphs

We prove persistence of absolutely continuous spectrum for the Anderson model on a general class of tree-like graphs.     

基于Clough-Penzien谱激励的指数型非黏滞阻尼结构随机地震动响应简明封闭解

非黏滞阻尼模型相比传统黏滞阻尼模型能更准确描述结构材料的耗能行为,其本构关系常用核函数为指数函数的卷积形式表示.针对目前非黏滞阻尼结构的随机地震动响应分析方法所得结果较为复杂,该文提出了一种基于Clough-Penzien(C-P)谱的结构响应0～2阶谱矩分析的简明封闭解法.该方法首先提出非黏滞阻尼结构的精确等效微分本...     

Chaos in periodically forced discrete-time ecosystem models

Natural populations whose generations are non-overlapping can be modelled by difference equations that describe how the populations evolve in discrete time-steps. These ecosystem models are, in general, nonlinear and contain system parameters that relate to such properties as the intrinsic growth-rate of a species. Typically, the parameters are kept constant. In this study, in order to simulate cyclic effects due to changes in environmental conditions, periodic forcing is applied to system parameters in four specific models, comprising three well-known, single-species models due to May, Moran–Ricker, and Hassell, and also a Maynard Smith predator–prey model. It is found that, in each case, a system that has simple (e.g., periodic) behavior in its unforced state can take on extremely complicated behavior, including chaos, when periodic forcing is applied, dependent on the values of the forcing amplitudes and frequencies. For each model, the application of forcing is found to produce an effective increase in the parameter space over which the system can behave chaotically. Bifurcation diagrams are constructed with the forcing amplitude as the bifurcation parameter, and these are observed to display rich structure, including chaotic bands with periodic windows, pitch-fork and tangent bifurcations, and attractor crises.     

Motion Control Algorithms for Simple Mechanical Systems with Symmetry

We treat underactuated mechanical control systems with symmetry, taking the viewpoint of the affine connection formalism. We first review the appropriate notions and tests of controllability associated with these systems, including that of fiber controllability. Secondly, we present a series expansion describing the evolution of the trajectories of general mechanical control systems starting from nonzero velocity. This series is then used to investigate the behavior of the system under small-amplitude periodic forcing. On this basis, motion control algorithms are designed for systems with symmetry to solve the tasks of point-to-point reconfiguration, static interpolation and stabilization problems. Several examples are given and the performance of the algorithms is illustrated in the blimp system.     

A New Conical Regularization for Some Optimization and Optimal Control Problems: Convergence Analysis and Finite Element Discretization

In this article, we study an abstract constrained optimization problem that appears commonly in the optimal control of linear partial differential equations. The main emphasis of the present study is on the case when the ordering cone for the optimization problem has an empty interior. To circumvent this major difficulty, we propose a new conical regularization approach in which the main idea is to replace the ordering cone by a family of dilating cones. We devise a general regularization approach and use it to give a detailed convergence analysis for the conical regularization as well as a related regularization approach. We showed that the conical regularization approach leads to a family of optimization problems that admit regular multipliers. The approach remains valid in the setting of general Hilbert spaces and it does not require any sort of compactness or positivity condition on the operators involved. One of the main advantages of the approach is that it is amenable for numerical computations. We consider four different examples, two of them elliptic control problems with state constraints, and present numerical results that completely support our theoretical results and confirm the numerical feasibility of our approach. The motivation for the conical regularization is to overcome the difficulties associated with the lack of Slater's type constraint qualification, which is a common hurdle in numerous branches of applied mathematics including optimal control, inverse problems, vector optimization, set-valued optimization, sensitivity analysis, variational inequalities, among others.     

The global structure of periodic solutions to a suspension bridge mechanical model

We study two systems of nonlinearly coupled ordinary differentialequations that govern the vertical and torsional motions ofa cross-section of a suspension bridge. We observe numericallythat the structure of the set of periodic solutions changesconsiderably when we smooth the nonlinear terms. The smoothednonlinearities describe the force that we wish to model morerealistically and the resulting periodic solutions more accuratelyreplicate the phenomena observed at the Tacoma Narrows Bridgeon the day of its collapse. The main conclusion is that purelyvertical periodic forcing can result in subharmonic primarilytorsional motion.