Long Asymptotic Correlation Time for Non-Linear Autonomous Itô's Stochastic Differential Equation

Itô's stochastic differential equations theory is a common approach to analysis of stochastic phenomena in various systems. In many applications, an important feature of the systems is the flicker effect. It is well known that it cannot be described with linear autonomous scalar equations of the above kind. The reason is that the flicker effect is usually associated with a correlation time which is much greater than the correlation time in the linear case. In the present work, we discuss modelling of the long correlation time with the help of non-linear autonomous scalar Itô's stochastic differential equation which includes non-linear drift. The expression for the asymptotic correlation time as time separation tends to zero is derived in terms of the equation. We formulate the condition for this time to be long in the above sense. It is pointed out that this condition can hold if the nonlinear damping is reduced compared to the linear case. These results are illustrated with an example of the equation with non-linear drift of a specific form.     

Destabilization paradox due to breaking the Hamiltonian and reversible symmetry

Stability of a linear autonomous non-conservative system in the presence of potential, gyroscopic, dissipative, and non-conservative positional forces is studied. The cases when the non-conservative system is close to a gyroscopic system or to a circulatory one are examined. It is known that marginal stability of gyroscopic and circulatory systems can be destroyed or improved up to asymptotic stability due to action of small non-conservative positional and velocity-dependent forces. The present paper shows that in both cases the boundary of the asymptotic stability domain of the perturbed system possesses singularities such as “Dihedral angle” and “Whitney umbrella” that govern stabilization and destabilization. In case of two degrees of freedom, approximations of the stability boundary near the singularities are found in terms of the invariants of matrices of the system. As an example, the asymptotic stability domain of the modified Maxwell-Bloch equations is investigated with an application to the stability problems of gyroscopic systems with stationary and rotating damping.     

Detection and description of non-linear phenomena in experimental modal analysis via linearity plots

Ground vibration tests (GVTs) on aircraft prototypes are mainly performed to experimentally identify the structural dynamic behaviour in terms of a modal model. This assumes a linear dynamic behaviour of the structure. However, in the practice of ground vibration testing it is often observed that structures do not behave in a perfectly linear manner. Non-linearities can be determined, for example, by free play in junctions, hydraulic systems in control surfaces, or friction. This paper compiles measured, typical, non-linear phenomena from various GVTs on large aircraft. The standard procedure in GVTs nowadays is the application of the Harmonic Balance method which linearizes the dynamic behaviour on the level of excitation. The procedure requires a harmonic excitation of the structure which is usually performed during phase resonance testing. The non-linear behaviour is investigated in terms of linearity plots in which the resonance frequency of a mode is plotted as a function of the excitation level. The experimental data is then compatible with all post-processing procedures for the measured results, e.g. updating of the finite element model or flutter calculations. This paper shows measured linearity plots for some typical non-linear phenomena. In the second part of the paper analytical linearity plots for different non-linear stiffness and damping models are considered in order to investigate whether the type of non-linearity can be identified from measured linearity plots. The analytical linearity plots are discussed with respect to their application limits. The analytical linearity plots are used to interpret the experimental linearity plots stemming from various GVTs on different aircraft prototypes. Finally, the observability of non-linear stiffness and non-linear damping characteristics via linearity plots is assessed.     

Flutter instability and other singularity phenomena in symmetric systems via combination of mass distribution and weak damping

The local dynamic instability of autonomous conservative, lumped-mass (discrete) systems, is thoroughly discussed when negligibly small dissipative forces are included. It is shown that such small forces may change drastically the response of these systems. Hence, existing, widely accepted, findings based on the omission of damping could not be valid if damping, being always present in actual systems, is included. More specifically the conditions under which the above systems may experience dynamic bifurcations associated either with a degenerate or a generic Hopf bifurcation are examined in detail by studying the effect of the structure of the damping matrix on the Jacobian eigenvalues. The case whereby this phenomenon may occur before divergence is discussed in connection with the individual or coupling effect of non-uniform mass and stiffness distribution. Jump phenomena in the critical dynamic loading at a certain mass distribution are also assessed. Numerical results verified by a non-linear dynamic analysis using 2-DOF and 3-DOF models confirm the validity of the theoretical findings as well as the efficiency of the technique proposed herein.     

Piezoelectric control of Hopf bifurcations: A non-linear discrete case study

Linear and non-linear analyses of a piezoelectric controlled non-linear Ziegler column are carried out in this paper. The aim is to evaluate the effects of a linear piezoelectric element on the Hopf bifurcations of the non-linear mechanical system, triggered by the non-conservative follower force. To this end a linear stability analysis, showing the performances of the controller in shifting forward the critical load of the uncontrolled system, is carried out and the role of the electro-mechanical coupling parameter and of the mechanical damping is investigated. The beneficial effects of the controller on the amplitude of the limit cycle occurring in the post-critical field are also discussed.     

Behaviour of an oscillator with even non-linear damping

In this short note we prove two theorems on the behaviour of a single degree of freedom oscillator with linear stiffness and even non-linear damping terms.     

Non-linear dynamics of asymmetric structures under 2:2:1 resonance

The non-linear dynamic behavior of a novel model of a single-story asymmetric structure under earthquake and harmonic excitations and near two-to-one internal resonance is investigated. The non-linearities of the proposed model, ignored in conventional linear models, are caused by non-linear inertial coupling between translational and torsional degrees of freedom defined in the directions of a non-inertial rotational system of reference, attached to the center of mass of the floor. The multiple scales method is used to achieve approximately linear solutions for the originally non-linear equations near a two-to-one ratio of external and internal resonant conditions. The suitability of the proposed model is justified by the similarity between the simulated response of the non-linear model and the experimental results. The numerical results of time history and frequency domain analyses illustrate the difference between the non-linear and linear models. Energy transfer from a lower natural frequency excited mode to a higher one due to non-linear interaction in the novel model is shown. The effects of amplitude, frequency detuning parameters, uncoupled lateral and torsional frequencies, and damping ratio on the responses are inspected and some non-linear phenomena such as hysteresis, jumping, hardening, and softening are observed.     

On damping properties of a frictionless physical pendulum with a moving mass

The damping effects are generated in a frictionless oscillating physical pendulum by a continuous motion of an auxiliary mass. The main parameters affecting the damping properties of the pendulum-mass system are identified. In particular, the effective damping ratio for a cycle is introduced and derived in a closed form from the energy considerations and then independently from Mathieu's equation. It is shown that a continuous damping can be achieved if the mass motion is synchronized with the pendulum rotation. Otherwise the system becomes prone to ‘beating’ phenomenon. The results presented may be useful for design of active control strategy of autonomous systems with negligible passive damping.     

α-GMRES: A new parallelizable iterative solver for large sparse non-symmetric linear systems arising from CFD

Linearization of the non-linear systems arising from fully implicit schemes in computational fluid dynamics often result in a large sparse non-symmetric linear system. Practical experience shows that these linear systems are ill-conditioned if a higher than first-order spatial discretization scheme is used. To solve these linear systems, an efficient multilevel iterative method, the α-GMRES method, is proposed which incorporates a diagonal preconditioning with a damping factor α so that a balanced fast convergence of the inner GMRES iteration and the outer damping loop can be achieved. With this simple and efficient preconditioning and damping of the matrix, the resulting method can be effectively parallelized. The parallelization maintains the effectiveness of the original scheme due to the algorithm equivalence of the sequential and the parallel versions.     

Impulse Responses of Fractional Damped Systems

Considered are systems of single-mass oscillators with different fractional damping behaviour. Similar to the classical model, where the damping terms are represented by first derivatives, the eigensystem can be used to decompose the fractional system in frequency domain, if mass, stiffness and damping matrices are linearly dependent. The solution appears as a linear combination of single-mass oscillators. This is true even in the general case such that stability and causality are insured by the same argumentation as used in the linear dependent case.     

Impulse Responses of Fractional Damped Systems

Considered are systems of single-mass oscillators with different fractional damping behaviour. Similar to the classical model, where the damping terms are represented by first derivatives, the eigensystem can be used to decompose the fractional system in frequency domain, if mass, stiffness and damping matrices are linearly dependent. The solution appears as a linear combination of single-mass oscillators. This is true even in the general case such that stability and causality are insured by the same argumentation as used in the linear dependent case.     

On the derivation of structural models with general thermomechanical prestress

The vibrating behaviour of thin structures is affected by prestress states. Hence, the effects of thermal prestress are important research subjects in view of ambient vibration monitoring of civil structures. The interaction between prestress, geometrically non-linear behaviour, as well as damping and its coupling with the aforementioned phenomena has to be taken into account for a comprehensive understanding of the structural behaviour. Since the literature on this subject lacks a clear procedure to derive models of thin prestressed and damped structures from 3D continuum mechanics, this paper presents a new derivation of models for thin structures accounting for generic prestress, moderate rotations and viscous damping. Although inspired by classical approaches, the proposed procedure is quite different, because of (i) the definition of a modified Hu–Washizu (H-W) functional, accounting for stress constraints associated with Lagrange multipliers, in order to derive lower-dimensional models in a convenient way; (ii) an original definition of a (mechanical and thermal) strain measure and a rotation measure enabling one to identify the main terms in the strain energy and to derive a cascade of lower-dimensional models (iii) a new definition of “strain–rotation domains” providing a clear interpretation of the classical assumptions of “small perturbations” and “small strains and moderate rotations”; (iv) the introduction of a pseudo-potential with stress constraints to account for viscous damping. The proposed procedure is applied to thin beams.     

Solitary wavepackets from oscillatory non-linear equations with damping

In this paper, an infinite family of solutions describing solitary wave packets with a finite number of nodes is presented. These structures arise from the study of damping in the framework of non-linear ordinary differential equations with oscillatory behaviour. Usually one expects to find effects of this kind in physical systems described by a set of partial differential equations. The standard argument is that the non-linear term acts against the dispersive flux and this balance explains the appearance of solitary waves. Here we show that the non-linear oscillatory behaviour can also balance the effect of damping in special cases. The theory used to discriminate among the various possibilities is plain Painlevé analysis. Several physical applications are briefly discussed.     

On non-linear dynamics of a coupled electro-mechanical system

Electro-mechanical devices are an example of coupled multi-disciplinary weakly non-linear systems. Dynamics of such systems is described in this paper by means of two mutually coupled differential equations. The first one, describing an electrical system, is of the first order and the second one, for mechanical system, is of the second order. The governing equations are coupled via linear and weakly non-linear terms. A classical perturbation method, a method of multiple scales, is used to find a steady-state response of the electro-mechanical system exposed to a harmonic close-resonance mechanical excitation. The results are verified using a numerical model created in MATLAB Simulink environment. Effect of non-linear terms on dynamical response of the coupled system is investigated; the backbone and envelope curves are analyzed. The two phenomena, which exist in the electro-mechanical system: (a)?detuning (i.e. a natural frequency variation) and (b)?damping (i.e. a decay in the amplitude of vibration), are analyzed further. An applicability range of the mathematical model is assessed.     

Nonlinear Dynamics and Stability of a Two D.O.F. Elastic/Elasto-Plastic Model System

The local and global nonlinear dynamics of a two-degree-of-freedom model system is studied. The undeflected model consists of an inverted T formed by three rigid bars, with the tips of the two horizontal bars supported on springs. The springs exhibit an elasto-plastic response, including the Bauschinger effect. The vertical rigid bar is subjected to a conservative (dead) or non-conservative (follower) force having static and periodic components. First, the method of multiple scales is used for the analysis of the local dynamics of the system with elastic springs. The attention is focused at modal interaction phenomena in weak excitation at primary resonance and in hard sub-harmonic excitation. Three different asymptotic expansions are utilised to get a structural response for typical ranges of excitation parameters. Numerical integration of the governing equations is then performed to validate results of asymptotic analysis in each case. A full global nonlinear dynamics analysis of the elasto-plastic system is performed to reveal the role of plastic deformations in the stability of this system. Static 'force-displacement' curves are plotted and the role of plastic deformations in the destabilisation of the system is discussed. Large-amplitude non-linear oscillations of the elasto-plastic system are studied, including the influence of material hardening and of static and sinusoidal components of the applied force. A practical method is proposed for the study of a non-conservative elasto-plastic system as a non-conservative elastic system with an 'equivalent' viscous damping. This revised version was published online in July 2006 with corrections to the Cover Date.     

Effect of the geometry on the non-linear vibration of circular cylindrical shells

The non-linear vibration of simply supported, circular cylindrical shells is analysed. Geometric non-linearities due to finite-amplitude shell motion are considered by using Donnell's non-linear shallow-shell theory; the effect of viscous structural damping is taken into account. A discretization method based on a series expansion of an unlimited number of linear modes, including axisymmetric and asymmetric modes, following the Galerkin procedure, is developed. Both driven and companion modes are included, allowing for travelling-wave response of the shell. Axisymmetric modes are included because they are essential in simulating the inward mean deflection of the oscillation with respect to the equilibrium position. The fundamental role of the axisymmetric modes is confirmed and the role of higher order asymmetric modes is clarified in order to obtain the correct character of the circular cylindrical shell non-linearity. The effect of the geometric shell characteristics, i.e., radius, length and thickness, on the non-linear behaviour is analysed: very short or thick shells display a hardening non-linearity; conversely, a softening type non-linearity is found in a wide range of shell geometries.     

Post-divergence and post-flutter analysis of sub-tangentially loaded and damped Beck column using a nonlinear FE procedure

Both post-divergence and post-flutter behaviors of damped Beck columns subjected to a sub-tangentially follower force are rigorously explored using an exact co-rotational frame element. First a linear stability theory of the damped Beck column is summarized using a stability map. A geometrically nonlinear frame element based on the co-rotational formulation is then formulated including mass matrix, Rayleigh damping matrix, and load-correction stiffness matrix due to circulatory forces. The dynamic FE analysis is performed using Newmark integration method. Finally a Beck column model is parametrically analyzed in order to investigate non-linear stability characteristics of the internally and externally damped non-conservative system. In particular, interesting nonlinear behaviors of Beck column quite different from those predicted by the linear theory are reported through static and dynamic nonlinear analysis with variation of sub-tangentiality of the follower force.     

Non-linear dynamic phenomena in the behaviour of a railway wheelset model

A dicone moving on a pair of cylindrical rails can be considered as a simplified model of a railway wheelset. Taking into account the non-linear friction laws of rolling contact, the equations of motion for this non-linear mechanical system result in a set of differential-algebraic equations. Previous simulations performed with the differential-algebraic solver DASSL, [2], and experiments, [7], indicated non-linear phenomena such as limit-cycles, bifurcations as well as chaotic behaviour. In this paper the non-linear phenomena are investigated in more detail with the aid of special in-house software and the path-following algorithm PATH [10]. We apply Poincaré sections and Poincaré maps to describe the structure of periodic, quasiperiodic and chaotic motions. The analyses show that part of the chaotic behaviour of the non-linear system can be fully understood as a non-linear iterative process. The resulting stretching and folding processes are illustrated by series of Poincaré sections.     

Mode coupling instability in friction-induced vibrations and its dependency on system parameters including damping

Friction-induced vibrations due to coupling modes can cause severe damage and are recognized as one of the most serious problems in industry. In order to avoid these problems, engineers must find a design to reduce or to eliminate mode coupling instabilities in braking systems. Though many researchers have studied the problem of friction-induced vibrations with experimental, analytical and numerical approaches, the effects of system parameters, and more particularly damping, on changes in stable-unstable regions and limit cycle amplitudes are not yet fully understood.The goal of this study is to propose a simple non-linear two-degree-of-freedom system with friction in order to examine the effects of damping on mode coupling instability. By determining eigenvalues of the linearized system and by obtaining the analytical expressions of the Routh–Hurwitz criterion, we will study the stability of the mechanical system's static solution and the evolution of the Hopf bifurcation point as functions of the structural damping and system parameters. It will be demonstrated that the effects of damping on mode coupling instability must be taken into account to avoid design errors. The results indicate that there exists, in some cases, an optimal structural damping ratio between the stable and unstable modes which decreases the unstable region. We also compare the evolution of the limit cycle amplitudes with structural damping and demonstrate that the stable or unstable dynamic behaviour of the coupled modes are completely dependent on structural damping.