A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem

We present a formula for the Lyapunov exponents of the flow of a nonlinear stochastic system. (These exponents characterise the asymptotic behaviour of the derivative flow, and negative exponents are associated with clustering of the flow). This formula is analogous to that of Khas'minskii, who deals with a linear system. We use this fojoruila to show that if we have an ordinary dynamical system which is Lyapunov stable (i.e. all the exponents are negative) then so are certain stochastic perturbations of it.     

Generalized Dicke model as an integrable dynamical system inverse to the nonlinear Schrödinger equation

We prove that a dynamical system obtained by the space-time inversion of the nonlinear Schrödinger equation is equivalent to a generalized Dicke model. We study the complete Liouville integrability of the obtained dynamical system.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 1, pp. 126–128, January, 1995.Thus, we have shown that the generalized Dicke model, inverse to the nonlinear Schrödinger equation, is a completely Liouville integrable Hamiltonian flow of hydrodynamic type.     

On the linearization of isochronous centre of a modified Emden equation with linear external forcing

In this work, we carry out a detailed study on the linearization of isochronous centre of a modified Emden equation with linear external forcing. We construct inverse integrating factor and time independent first integral for this system through Darboux method. To linearize the isochronous centre we explore a transverse commuting dynamical system and its first integral. With the help of first integrals of the original dynamical system and its transverse commuting system we derive the linearizing transformation and reduce the nonlinear system into linear isochronous one. We also point out certain mathematical structures associated with this dynamical system.     

Differential equations for ellipsoidal estimates for reachable sets of a nonlinear dynamical control system

The problem of estimating trajectory tubes of a nonlinear control dynamical system with uncertainty in initial data is considered. It is assumed that the dynamical system has a special structure, in which nonlinear terms are quadratic in phase coordinates and the values of the uncertain initial states and admissible controls are subject to ellipsoidal constraints. Differential equations are found that describe the dynamics of the ellipsoidal estimates of reachable sets of the nonlinear dynamical system under consideration. To estimate reachable sets of the nonlinear differential inclusion corresponding to the control system, we use results from the theory of ellipsoidal estimation and the theory of evolution equations for set-valued states of dynamical systems under uncertainty.     

A nonlinear transmission problem for a compound plate with thermoelastic part

In this paper, we study a nonlinear transmission problem for a plate that consists of thermoelastic and isothermal parts. The problem generates a dynamical system in a suitable Hilbert space. The main result is the proof of the asymptotic smoothness of this dynamical system. We also prove the existence of a compact global attractor in special cases when the nonlinearity is of Berger type or scalar. Copyright © 2012 John Wiley & Sons, Ltd.     

Multiscaling analysis of a slowly varying anaerobic digestion model

We construct the slowly varying limiting state solutions to a nonlinear dynamical system for anaerobic digestion with Monod-based kinetics involving slowly varying model parameters arising from slow environmental variation. The advantage of these approximate solutions over numerical solutions is their applicability to a wide range of parameter values. We use these limiting state solutions to develop analytic approximations to the full nonlinear system by applying a multiscaling technique. The approximate solutions are shown to compare favorably with numerical solutions.     

Invariant critical sets of conserved quantities

For a dynamical system we will construct various invariant sets starting from its conserved quantities. We will give conditions under which certain solutions of a nonlinear system are also solutions for a simpler dynamical system, for example when they are solutions for a linear dynamical system. We will apply these results to the example of Toda lattice.     

New Approximations and Tests of Linear Fluctuation-Response for Chaotic Nonlinear Forced-Dissipative Dynamical Systems

We develop and test two novel computational approaches for predicting the mean linear response of a chaotic dynamical system to small change in external forcing via the fluctuation–dissipation theorem. Unlike the earlier work in developing fluctuation–dissipation theorem-type computational strategies for chaotic nonlinear systems with forcing and dissipation, the new methods are based on the theory of Sinai–Ruelle–Bowen probability measures, which commonly describe the equilibrium state of such dynamical systems. The new methods take into account the fact that the dynamics of chaotic nonlinear forced-dissipative systems often reside on chaotic fractal attractors, where the classical quasi-Gaussian formula of the fluctuation–dissipation theorem often fails to produce satisfactory response prediction, especially in dynamical regimes with weak and moderate degrees of chaos. A simple new low-dimensional chaotic nonlinear forced-dissipative model is used to study the response of both linear and nonlinear functions to small external forcing in a range of dynamical regimes with an adjustable degree of chaos. We demonstrate that the two new methods are remarkably superior to the classical fluctuation–dissipation formula with quasi-Gaussian approximation in weakly and moderately chaotic dynamical regimes, for both linear and nonlinear response functions. One straightforward algorithm gives excellent results for short-time response while the other algorithm, based on systematic rational approximation, improves the intermediate and long time response predictions.     

Exponential attractor and its fractal dimension for a second order lattice dynamical system

We construct an exponential attractor for a second order lattice dynamical system with nonlinear damping arising from spatial discretization of wave equations in Rk. And we obtain fractal dimension of the exponential attractor and its finite-dimensional approximation.     

A three-cell model of the initial stage of development of a proneural cluster

We construct a 9-dimensional nonlinear dynamical system that simulates the initial stage of interaction of three adjacent cells in the proneural cluster of Drosophila melanogaster. We describe the conditions of existence of three stable equilibrium points in the phase space of this system, list its other equilibrium points, and provide a biological interpretation.     

Connectivity estimations of errors of linearization of essentially nonlinear systems

We consider a nonlinear dynamical system with several connectivity components. It includes subsystems which can be switched off or on in the operation process, i.e., the system undergoes structural changes. It is well-known that such systems are stable with respect to the connectivity. This property is known as the connectivity stability. In this paper we find an upper bound for the solution of the initial multiply connected domain of a nonlinear dynamical system and obtain a connectivity estimation for its linearization error.     

Finite-Dimensional Reductions of Conservative Dynamical Systems and Numerical Analysis. I

We study infinite-dimensional Liouville–Lax integrable nonlinear dynamical systems. For these systems, we consider the problem of finding an appropriate set of initial conditions leading to typical solutions such as solitons and traveling waves. We develop an approach to the solution of this problem based on the exact reduction of a given nonlinear dynamical system to its finite-dimensional invariant submanifolds and the subsequent investigation of the system of ordinary differential equations obtained by qualitative analysis. The efficiency of the approach proposed is demonstrated by the examples of the Korteweg–de Vries equation, the modified nonlinear Schrödinger equation, and a hydrodynamic model.     

A theoretical analysis of formation flight as a nonlinear self-organizing phenomenon

This study analyses the existence, stability and self-organizationof formation flight utilized by migrant birds. Air is approximatedas an incompressible inviscid flow, while birds are modelledas elliptically loaded lifting-lines. Application of conventionalwing theory leads to newly derived, basic equations that describethe problem as a dynamical system of multiple wings interactingwith each other through induced flow field. Formation flightis defined as the steady-state solution of the basic equations,in particular the solution that all the birds fly at the samespeed. In the case of a prescribed thrust, constant transverseinterval between adjacent birds, and a flock of physically identicalbirds, analytical study of the basic equations reveals the factsthat (1) formation flight is self-organized and (2) this formationflight is stable. The new implication is that a configurationof formation emerges as a result of nonlinear dynamical interactionbetween many birds and that this nonlinear dynamical systemdoes not exhibit chaotic behaviour. Numerical calculation hasalso been done for cormorant-type birds with the same transverseinterval between flock members. The proposed numerical schemequickly converges to very accurate results owing to the recentlyderived, closed-form expression of induced velocity distributionaround an elliptically loaded lifting-line. Transverse intervalsbetween birds are found to be a more important factor than thenumber of birds. Configurations of formations are found to beinverted U rather than inverted V. In these formations everybird enjoys the same amount of drag reduction.     

Short-Term Prediction of the Sea State Dynamics

Forecasting of the sea level plays a key role to control on- and offshore facilities. First, we start with a determinstic time series method based on the state space embedding to determine the vector field of the nonlinear dynamical system and deduce the solution of its corresponding high-order differential equation. Second, We assume that the sea state is a stochastic process governed by a deterministic part and by noise so that this dynamical system can be modelled by the Langevin equation. We extract the nonlinear dynamical system considering fluctuations directly from a measured time series by estimating the drift vector and the diffusion matrix of the Fokker-Planck equation. In order to determine the prediction accuracy, the numerical solutions of the deterministic model and the Langevin equation are compared to the data values at future time. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Resonances, radiation damping and instabilitym in Hamiltonian nonlinear wave equations

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We show that, for generic nonlinear Hamiltonian perturbations, all small amplitude solutions decay to zero as time tends to infinity at an anomalously slow rate. In particular, spatially localized and time-periodic solutions of the linear problem are destroyed by generic nonlinear Hamiltonian perturbations via slow radiation of energy to infinity. These solutions can therefore be thought of as metastable states. The main mechanism is a nonlinear resonant interaction of bound states (eigenfunctions) and radiation (continuous spectral modes), leading to energy transfer from the discrete to continuum modes. This is in contrast to the KAM theory in which appropriate nonresonance conditions imply the persistence of invariant tori. A hypothesis ensuring that such a resonance takes place is a nonlinear analogue of the Fermi golden rule, arising in the theory of resonances in quantum mechanics. The techniques used involve: (i) a time-dependent method developed by the authors for the treatment of the quantum resonance problem and perturbations of embedded eigenvalues, (ii) a generalization of the Hamiltonian normal form appropriate for infinite dimensional dispersive systems and (iii) ideas from scattering theory. The arguments are quite general and we expect them to apply to a large class of systems which can be viewed as the interaction of finite dimensional and infinite dimensional dispersive dynamical systems, or as a system of particles coupled to a field. Oblatum: 6-XI-1998 & 12-VI-1998 / Published online: 14 January 1999     

Resonance,stability and chaotic vibration of a quarter-car vehicle model with time-delay feedback

This paper examines dynamical behavior of a nonlinear oscillator with a symmetric potential that models a quarter-car forced by the road profile. The primary, superharmonic and subharmonic resonances of a harmonically excited nonlinear quarter-car model with linear time delayed active control are investigated. The method of multiple scales is utilized to obtain first order approximation of response. We focus on the influence of delay in the system. This naturally gives rise to a delay deferential equation (DDE) model of the system. The effect of time delay and feedback gains of the steady state responses of primary, superharmonic and subharmonic resonances are investigated. By means of Melnikov technique, necessary condition for onset of chaos resulting from homoclinic bifurcation is derived analytically. We describe a method to identify the critical forcing function and time delay above which the system becomes unstable. It is found that proper selection of time-delay shows optimum dynamical behavior. The accuracy of the method is obtained from the fractal basin boundaries.     

A philosophy for the modelling of realistic nonlinear systems

A nonlinear dynamical system is modelled as a nonlinear mapping from a set of input signals into a corresponding set of output signals. Each signal is specified by a set of real number parameters, but such sets may be uncountably infinite. For numerical simulation of the system each signal must be represented by a finite parameter set and the mapping must be defined by a finite arithmetical process. Nevertheless the numerical simulation should be a good approximation to the mathematical model. We discuss the representation of realistic dynamical systems and establish a stable approximation theorem for numerical simulation of such systems.

     

Stability and bifurcation analysis of a buckled beam via active control

In this paper, we focus on applying active control to nonlinear dynamical beam system to eliminate its vibration. We analyzed stability using frequency-response equations and bifurcation. The analytical solution of the nonlinear differential equations describing the above system is investigated using multiple time scale method (MTSM). All resonance cases were extracted from second order approximations. Numerical solutions of the system are included. The effects of most system parameters were investigated. The results demonstrated that proposed controller is efficient to suppress the vibrations. Increasing the quadratic stiffness coefficient term vanished the multi-valued solution. Bifurcation diagrams refiled the effects of various system parameters on its stability showing different bifurcation cases. Finally, we conclude that for low values of natural frequencies dynamical system, the controller is more effective. The results show that the analytical solutions of the system are in good agreement with the numerical solutions.     

Model Order Reduction of a Drill-String-Model with Self-Excited Stick-Slip Vibrations

The dynamical behavior of a drill-string is defined by its small diameter-to-length ratio, which makes the string vulnerable to torsional vibrations. In combination with the nonlinear friction characteristic at the drill bit, this can lead to self-excited stick-slip vibrations which are detrimental to the drilling process. The string can be modeled by the Finite Element Method or as a Multi-Body system to represent the distributed character of the system. The analysis of the resulting high-dimensional model is, however, elaborate and time-consuming. We show that through Galerkin Projection onto the first two Characteristic Functions gained from Karhunen-Loève-Transformation, a reduced system can be obtained which reproduces the essential dynamical properties of the original system, e.g. the stick-slip motion. With the reduced system, the linear stability of the drill-string can be analyzed. We show that by reducing the inertia of the rotary table the system can be stabilized. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Exact solutions for a nonlinear model

In this paper we show new exact solutions for a type of generalized sine-Gordon equation which is obtained by constructing a Lagrange function for a dynamical coupled system of oscillators. We convert it into a nonlinear system by perturbing the potential energy from a point of view of an approach proposed by Fermi [1].