On the exponential stability of the permanent rotational motion of a gyrostat

This paper is devoted to the study of the problem of exponential asymptotic stability of the rotational motion of a gyrostat using servo-control moments which are applied to the internal rotors. The servo-control moments which impose the rotational motion are obtained. The stabilizing servo-control moments are obtained from the conditions to ensure exponential asymptotic stability of the desired motion. Estimations of the phase coordinations as exponential functions are presented. The method based on a choice of the structural form of the servo-control moments such that the equations of motion reduce to a system of differential equations with exponential asymptotic stability of an special solution.     

First-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations

A procedure for studying the first-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations is proposed. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay. Then, the averaged Itô stochastic differential equations for the system are derived by using the stochastic averaging method. A backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. An example is worked out in detail to illustrate the proposed procedure. The effects of time delay in feedback control forces on the conditional reliability function, conditional probability density and moments of first-passage time are analyzed. The validity of the proposed method is confirmed by digital simulation.     

Statistical characteristics of the diffusion of a chemically active additive in a turbulent mixing zone

In the article a numerical solution of the connected system of the equations of turbulent transfer for the fields of the velocity and concentration of a chemically active additive is used to calculate a number of the second moments of the concentration field in a flat mixing zone. The system of transfer equations is derived from the equations for a common function of the distribution of the fields of the pulsations of the velocity and the concentration [1] and is simplified in the approximation of the boundary layer. A closed form of the transfer equations is obtained on the level of three moments, using the hypothesis of four moments [2] and its generalized form for mixed moments of the field of the velocity and the field of a passive scalar. The differential operator of the closed system of the equations of turbulent transfer for the fields of the velocity and the concentration is found by a method of closure not of the parabolic type but of a weakly hyperbolic type [3]. An implicit difference scheme proposed in [4] is used for the numerical solution. The results of the numerical solution are compared with the experimental data of [5].     

Newtonian equations for fluids with internal magnetic and mechanical moments

Unknown functions are derived in order to decrease the order of differential equations describing fluids (gases) with internal magnetic and mechanical moments.     

A consistent closure method for non-linear random vibration

—A closure method is proposed for calculating moments of the state vector of a non-linear system satisfying an Itô stochastic differential equation. It is based on a finite set of moment equations and a sequence of probabilities converging to the exact distribution of the state vector that is obtained by the minimization of an objective function. Numerical results for one-dimensional diffusion processes show that the proposed closure technique is robust in the sense that resultant moments are satisfactory even when crude approximations are used for the probability of the state vector.     

Constructing transient response probability density of non-linear system through complex fractional moments

The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Itô stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments and the differential relations at different transform parameters yields a set of closed-form first-order ordinary differential equations. The complex fractional moments which are determined by the solution of the above equations can be used to directly construct the probability density function of system response. Numerical results for a van der Pol oscillator subject to stochastically external and parametric excitations are given to illustrate the application, the convergence and the precision of the proposed procedure.     

A perturbation method for estimation of dynamic systems

A novel framework called the Perturbed Jth Moment Extended Kalman Filter (PJMEKF), based on a classical perturbation technique is proposed for estimating the states of a nonlinear dynamical system from sensor measurements. This method falls under a class of architectures under investigation primarily to study the interplay of major issues in nonlinear estimation such as nonlinearity, measurement sparsity, and initial condition uncertainty in an environment with low levels of process noise. Taylor series expansion of the departure motion dynamics about the best estimate is used to derive a series representation of the unforced motion. It is found that such series representation evolves as a set of differential equations that force each other in a cascade manner, adding up to give the unforced motion (in a so-called “triangular” structure). This formal perturbation solution for the departure motion dynamics is used in deriving the differential equations governing the time evolution of the high order statistical moments of the estimation error. These tensor differential equations are found to possess a similar high order triangular structure in addition to being symmetric (in N tensorial dimensions and we appropriately term the evolution equations as Tensor Lyapunov Equations of statistical moment perturbations). Elegance of the tensor differential equations thus derived is accompanied by the computational advantages due to symmetry in all tensorial dimensions. A vector matrix representation of tensors is proposed with which the representation and solution of the tensor differential equations can be carried out effectively. Approximations are introduced to incorporate low levels of process noise forcing function in the propagation phase of the moment equations. The statistics thus propagated are used in a filtering framework to estimate the state vector of a nonlinear system from noisy measurements, within the traditional Kalman update paradigm. The Kalman gain thus determined is utilized in updating all high order moments in preparation for the subsequent propagation phase leading to improved estimation accuracy. The filter developed is applied to an orbit estimation problem and comparisons are presented with classical extended Kalman filter.     

In-plane bending of a beam resting on a rigid rough foundation

Summary The bending of a finite-length beam that lies on a rigid, rough, flat foundation and interacts with it in accordance to the dry friction law is considered. Loading by bending moments applied at the ends of the beam is studied in detail. The problem is found to be a self-similar one. For small moments, the central part of the beam remains undeflected, and the problem reduces to the solution of an infinite system of algebraic equations. Large moments deflect the entire length of the beam, and the problem partly loses its self-similarity. In this case, the problem reduces to the solution of a successively decreasing number of ordinary differential equations along with some algebraical equations. The solution for the latter case provides initial conditions for the former one. This permits to obtain a solution for any value of the moment. Received 5 November 1996; accepted for publication 27 January 1997     

A nonlinear planar beam formulation with stretch and shear deformations under end forces and moments

A new nonlinear planar beam formulation with stretch and shear deformations is developed in this work to study equilibria of a beam under arbitrary end forces and moments. The slope angle and stretch strain of the centroid line, and shear strain of cross-sections, are chosen as dependent variables in this formulation, and end forces and moments can be either prescribed or resultant forces and moments due to constraints. Static equations of equilibria are derived from the principle of virtual work, which consist of one second-order ordinary differential equation and two algebraic equations. These equations are discretized using the finite difference method, and equilibria of the beam can be accurately calculated. For practical, geometrically nonlinear beam problems, stretch and shear strains are usually small, and a good approximate solution of the equations can be derived from the solution of the corresponding Euler–Bernoulli beam problem. The bending deformation of the beam is the only important one in a slender beam, and stretch and shear strains can be derived from it, which give a theoretical validation of the accuracy and applicability of the nonlinear Euler–Bernoulli beam formulation. Relations between end forces and moments and relative displacements of two ends of the beam can be easily calculated. This formulation is powerful in the study of buckling of beams with various boundary conditions under compression, and can be used to calculate post-buckling equilibria of beams. Higher-order buckling modes of a long slender beam that have complex configurations are also studied using this formulation.     

Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input

A method for the evaluation of the probability density function (p.d.f.) of the response process of non-linear systems under external stationary Poisson white noise excitation is presented. The method takes advantage of the great accuracy of the Monte Carlo simulation (MCS) in evaluating the first two moments of the response process by considering just few samples. The quasi-moment neglect closure is used to close the infinite hierarchy of the moment differential equations of the response process. Moreover, in order to determine the higher order statistical moments of the response, the second-order probabilistic information given by MCS in conjunction with the quasi-moment neglect closure leads to a set of linear differential equations. The quasi-moments up to a given order are used as partial probabilistic information on the response process in order to find the p.d.f. by means of the C-type Gram-Charlier series expansion.     

Geometrically nonlinear,steady state vibration of viscoelastic beams

The problem of geometrically non-linear steady state vibrations of beams excited by harmonic forces is considered in this paper. The beams are made of a viscoelastic material defined by the classic Zener rheological model - the simplest model that takes into account all the basic properties of real viscoelastic materials. The constitutive stress-strain relationship for this type of material is given as a differential equation containing derivatives of both stress and strain. This significantly complicates the solution to the problem. The von Karman theory is applied to describe the effects of geometric nonlinearities of beam deformations. The equations of motions are derived using the finite element methodology. A polynomial approximation of bending moments is used. The order of basis functions is set so as to obtain a coherent approximation of moments and displacements. In the steady-state solution of equations of motion, only one harmonic is taken into account. The matrix equations of amplitudes are derived using the harmonic balance method and the continuation method is applied for solving them. The tangent matrix of equations of amplitudes is determined in an explicit form. The stability of steady-state solution is also examined. The resonance curves for beams supported in a different way are shown and the results of calculation are briefly discussed.     

Numerical modeling of turbulent-transfer processes in a mixing zone

The series of moments of the velocity field in a two-dimensional zone of mixing is calculated in this article by numerically solving a system of turbulent-transfer differential equations derived from an equation for a single-point distribution function of the velocity pulsation field [1] and simplified to an approximation of the boundary layer. The closed form of the transfer equation is obtained at the level of the third moments using the Millionshchikov hypothesis [2]. The differential operator of the system under this closure turns out to be weakly hyperbolic [3], and not parabolic. A difference scheme is proposed that realizes the method of matrix fitting [4]. A comparison is carried out with an experiment [5, 6].     

Laplace-Transform Based Inversion Method for Fractional Dispersion

Partial differential equations with memory are challenging models for mass transport in porous media where fluid and tracer may be stored by the solid matrix, and then released. Moreover, integral transforms (generalizing time moments) of solutions to such models are linked to the corresponding transport parameters. Inverting that link provides a method to determine model parameters on the basis of solutions. It is checked using numerically generated profiles before passing to experimental data.     

Recursive Conditional Moment Equations for Advective Transport in Randomly Heterogeneous Velocity Fields

Flow and transport parameters such as hydraulic conductivity, seepage velocity, and dispersivity have been traditionally viewed as well-defined local quantities that can be assigned unique values at each point in space-time. Yet in practice these parameters can be deduced from measurements only at selected locations where their values depend on the scale (support volume) and mode (instruments and procedure) of measurement. Quite often, the support of the measurements is uncertain and the data are corrupted by experimental and interpretive errors. Estimating the parameters at points where measurements are not available entails an additional random error. These errors and uncertainties render the parameters random and the corresponding flow and transport equations stochastic. The stochastic flow and transport equations can be solved numerically by conditional Monte Carlo simulation. However, this procedure is computationally demanding and lacks well-established convergence criteria. An alternative to such simulation is provided by conditional moment equations, which yield corresponding predictions of flow and transport deterministically. These equations are typically integro-differential and include nonlocal parameters that depend on more than one point in space-time. The traditional concept of a REV (representative elementary volume) is neither necessary nor relevant for their validity or application. The parameters are nonunique in that they depend not only on local medium properties but also on the information one has about these properties (scale, location, quantity, and quality of data). Darcy's law and Fick's analogy are generally not obeyed by the flow and transport predictors except in special cases or as localized approximations. Such approximations yield familiar-looking differential equations which, however, acquire a non-traditional meaning in that their parameters (hydraulic conductivity, seepage velocity, dispersivity) and state variables (hydraulic head, concentration) are information-dependent and therefore, inherently nonunique. Nonlocal equations contain information about predictive uncertainty, localized equations do not. We have shown previously (Guadagnini and Neuman, 1997, 1998, 1999a, b) how to solve conditional moment equations of steady-state flow numerically on the basis of recursive approximations similar to those developed for transient flow by Tartakovsky and Neuman (1998, 1999). Our solution yields conditional moments of velocity, which are required for the numerical computation of conditional moments associated with transport. In this paper, we lay the theoretical groundwork for such computations by developing exact integro-differential expressions for second conditional moments, and recursive approximations for all conditional moments, of advective transport in a manner that complements earlier work along these lines by Neuman (1993).     

Lattice Boltzmann method for the fractional sub‐diffusion equation

A lattice Boltzmann model for the fractional sub‐diffusion equation is presented. By using the Chapman–Enskog expansion and the multiscale time expansion, several higher‐order moments of equilibrium distribution functions and a series of partial differential equations in different time scales are obtained. Furthermore, the modified partial differential equation of the fractional sub‐diffusion equation with the second‐order truncation error is obtained. In the numerical simulations, comparisons between numerical results of the lattice Boltzmann models and exact solutions are given. The numerical results agree well with the classical ones. Copyright © 2015 John Wiley & Sons, Ltd.     

A moment-based approach for nonlinear stochastic tracking control

This paper describes a new stochastic control methodology for nonlinear affine systems subject to bounded parametric and functional uncertainties. The primary objective of this method is to control the statistical nature of the state of a nonlinear system to designed (attainable) statistical properties (e.g., moments). This methodology involves a constrained optimization problem for obtaining the undetermined control parameters, where the norm of the error between the desired and actual stationary moments of state responses is minimized subject to constraints on moments corresponding to a stationary distribution. To overcome the difficulties in solving the associated Fokker–Planck equation, generally experienced in nonlinear stochastic control and filtering problems, an approximation using the direct quadrature method of moments is proposed. In this approach, the state probability density function is expressed in terms of a finite collection of Dirac delta functions, and the partial differential equation can be converted to a set of ordinary differential equations. In addition to the above mentioned advantages, the state process can be non-Gaussian. The effectiveness of the method is demonstrated in an example including robustness with respect to predefined uncertainties and able to achieve specified stationary moments of the state probability density function.     

Stochastic linearization of dynamical systems under parametric Poisson white noise excitation

Several stochastic linearization techniques are derived for nonlinear systems under parametrical Poisson white noise excitation. The differential equations for the first and second order moments of the linearized systems are obtained and differences to the corresponding moment equations of the nonlinear system are discussed. It is shown that different linear models may lead to ‘true’ linearization coefficients in the sense of Kozin in: F. Ziegler, G.I. Schuëller (Eds.), Proceedings of the IUTAM Symposium on Nonlinear Stochastic Dynamic Engineering Systems, Springer, Berlin, Heidelberg, New York, 1988, pp. 45-56. For the Duffing oscillator and the van der Pol oscillator, the results are compared with Monte Carlo simulation.     

Stochastic stability of parametrically excited random systems

Multidegree-of-freedom dynamic systems subjected to parametric excitation are analyzed for stochastic stability. The variation of excitation intensity with time is described by the sum of a harmonic function and a stationary random process. The stability boundaries are determined by the stochastic averaging method. The effect of random parametric excitation on the stability of trivial solutions of systems of differential equations for the moments of phase variables is studied. It is assumed that the frequency of harmonic component falls within the region of combination resonances. Stability conditions for the first and second moments are obtained. It turns out that additional parametric excitation may have a stabilizing or destabilizing effect, depending on the values of certain parameters of random excitation. As an example, the stability of a beam in plane bending is analyzed.Published in Prikladnaya Mekhanika, Vol. 40, No. 10, pp. 135–144, October 2004.     

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Itô stochastic differential equations by stochastic averaging in the case of resonance. Then, the backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function and the conditional probability density and mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing–van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.