Non-linear models of geophysical hydrodynamics and the problem of forecasting stream patterns I

The dynamic stochastic approach to the study of mathematical models of thermohydrodynamic large-scale fields is developed in which the mathematical image of stochasticity is the strange attractor of the real atmosphere. This approach is based on methods of analysing non-linear equations of atmosphere. The approximation of these equations is mostly effected using Galerkin's procedures. This reduction is based on the theorem of invariant manifold, especially on the theorem of central manifold for semi-flow of the Navier-Stokes equation. According to the theorem of the central manifold, all significant phenomena related to dynamic systems of thermohydrodynamic equations of atmosphere occur in a particular finite-dimensional formulation. General circulation could be modelled with the aid of relatively single dynamic systems. We shall continue deal with the finite-dimensional approximations of the dissipative, non-divergent, barotropic flow and the bifurcation analysis of the spectral models with a small number of spectral modes and an external force acting only on fundamental modes.     

Model reduction of nonlinear systems with external periodic excitations via construction of invariant manifolds

A methodology for determining reduced order models of periodically excited nonlinear systems with constant as well as periodic coefficients is presented. The approach is based on the construction of an invariant manifold such that the projected dynamics is governed by a fewer number of ordinary differential equations. Due to the existence of external and parametric periodic excitations, however, the geometry of the manifold varies with time. As a result, the manifold is constructed in terms of temporal and dominant state variables. The governing partial differential equation (PDE) for the manifold is nonlinear and contains time-varying coefficients. An approximate technique to find solution of this PDE using a multivariable Taylor-Fourier series is suggested. It is shown that, in certain cases, it is possible to obtain various reducibility conditions in a closed form. The case of time-periodic systems is handled through the use of Lyapunov-Floquet (L-F) transformation. Application of the L-F transformation produces a dynamically equivalent system in which the linear part of the system is time-invariant; however, the nonlinear terms get multiplied by a truncated Fourier series containing multiple parametric excitation frequencies. This warrants some structural changes in the proposed manifold, but the solution procedure remains the same. Two examples; namely, a 2-dof mass-spring-damper system and an inverted pendulum with periodic loads, are used to illustrate applications of the technique for systems with constant and periodic coefficients, respectively. Results show that the dynamics of these 2-dof systems can be accurately approximated by equivalent 1-dof systems using the proposed methodology.     

Invariant manifold methods for metabolic model reduction

After the decay of transients, the behavior of a set of differential equations modeling a chemical or biochemical system generally rests on a low-dimensional surface which is an invariant manifold of the flow. If an equation for such a manifold can be obtained, the model has effectively been reduced to a smaller system of differential equations. Using perturbation methods, we show that the distinction between rapidly decaying and long-lived (slow) modes has a rigorous basis. We show how equations for attracting invariant (slow) manifolds can be constructed by a geometric approach based on functional equations derived directly from the differential equations. We apply these methods to two simple metabolic models. (c) 2001 American Institute of Physics.     

Symplectic reduction of holonomic open-chain multi-body systems with constant momentum

This paper presents a two-step symplectic geometric approach to the reduction of Hamilton’s equation for open-chain, multi-body systems with multi-degree-of-freedom holonomic joints and constant momentum. First, symplectic reduction theorem is revisited for Hamiltonian systems on cotangent bundles. Then, we recall the notion of displacement subgroups, which is the class of multi-degree-of-freedom joints considered in this paper. We briefly study the kinematics of open-chain multi-body systems consisting of such joints. And, we show that the relative configuration manifold corresponding to the first joint is indeed a symmetry group for an open-chain multi-body system with multi-degree-of-freedom holonomic joints. Subsequently using symplectic reduction theorem at a non-zero momentum, we express Hamilton’s equation of such a system in the symplectic reduced manifold, which is identified by the cotangent bundle of a quotient manifold. The kinetic energy metric of multi-body systems is further studied, and some sufficient conditions are introduced, under which the kinetic energy metric is invariant under the action of a subgroup of the configuration manifold. As a result, the symplectic reduction procedure for open-chain, multi-body systems is extended to a two-step reduction process for the dynamical equations of such systems. Finally, we explicitly derive the reduced dynamical equations in the local coordinates for an example of a six-degree-of-freedom manipulator mounted on a spacecraft, to demonstrate the results of this paper.     

Invariant Solutions of Inhomogeneous Universe with Electromagnetic Field in Lyra Geometry

The present study deals with the cylindrically symmetric inhomogeneous cosmological models for perfect fluid distribution with electro-magnetic field in Lyra geometry. Lie group analysis has been used to identify the generators (symmetries) that leave the given system of partial differential equations (field equations) invariant. With the help of canonical variables associated with these generators, the assigned system of partial differential equations is reduced to an ordinary differential equations whose simple solutions provide nontrivial solutions of the original system. They obtained a new class of invariant (similarity) solutions by considering the potentials of metric and displacement field are functions of coordinates t and x. The physical behavior of the derived models are also discussed.     

Invariant slow manifold approach for exact dynamic inversion of singularly perturbed linear mechanical systems with admissible output constraints

We propose an approach for the exact dynamic inversion of singularly perturbed second-order linear systems through asymptotic expansion in a singular parameter. We show that the inversion solution, corresponding to the invariant slow manifold, can be expressed as a converging infinite series under desired output constraints composed of exponential support functions in the complex domain. We provide systematic mathematical procedures to obtain the closed-form invariant slow manifold, along with required admissible boundary conditions. Numerical examples are given to validate the proposed approach.     

NORMAL MODES OF A NON-LINEAR CLAMPED-CLAMPED BEAM

Non-linear modal analysis approach based on invariant manifold method proposed earlier by Shaw and Pierre (Journal of Sound and Vibration164, 85-124) is utilized here to obtain the non-linear normal modes of a clamped-clamped beam for large amplitude displacements. The results obtained for the fundamental normal mode are compared with the corresponding reported experimental and theoretical studies. The effects of modal coupling are examined in greater detail. The limitation of the present method for analyzing non-linear behavior is highlighted.     

A new family of evolution water-wave equations possessing two-soliton solutions

We find a new family of fifth-order water-wave equations having common invariant manifold of the fourth order. These evolution equations are nonintegrable except for two cases corresponding to the Sawada–Kotera and Kaup–Kupershmidt equations. The invariant manifold of the family is an autonomous equation F-VI from the Cosgrove's classification of fourth-order ODEs having the Painlevé property. Two-parameter solutions of the equation F-VI allow to find two-soliton solutions for this family of evolution equations.     

Non-commutative geometry and string field theory

An attempt is made to interpret the interactions of bosonic open strings as defining a non-cummulative, associative algebra, and to formulate the classical non-linear field theory of such strings in the language of non-commulative geometry. The point of departure is the BRST approach to string field theory. A setting is given in which there is a unique gauge invariant action, whose linearized approximation reproduces the conventional Veneziano spectrum. A derivation of conventional Veneziano model amplitudes from this gauge invariant action is sketched. Some brief comments are made about attempts to extend these results to open superstrings and to closed strings.     

Space-time geometry and symmetry breaking

We look for solutions of the Einstein-Yang-Mills equations in a 4 + D dimensional space-time. We find solutions where the first 4 dimensions are a flat Minkowskian space-time, while the D others are a compact, space-like manifold of small size. Such solutions can be obtained for an arbitrary compact gauge group K and are invariant under a sub-group G of K related to the space-time geometry. This shows that 4 + D dimensional gravity can give a mechanism for the super-strong symmetry breaking needed in grand unified field theories without introducing Higgs scalars.     

Transport equations of amplitudes in the eikonal approximation of dynamical diffraction equations

An approach of the eikonal approximation of the dynamical diffraction equations of X-rays in deformed crystals, based on the second-order differential equations for the transmitted and diffracted waves, is presented. By analogy with usual optics, this approach allows one not only to obtain the eikonal equation and to study the behavior of the amplitude in zero-order approximation, which usually is performed in the eikonal dynamical diffraction theory, but also to establish for all orders of the amplitude asymptotic expansion the corresponding transport equations and to present their solutions as integrals over the amplitude propagation trajectory. Summarizing the transport equations, an equation for the total amplitude, analogous with the parabolic diffraction equation in optics, is obtained.     

Parametric excitation of two internally resonant oscillators

The response of two-degree-of-freedom systems with quadratic non-linearities to a principal parametric resonance in the presence of two-to-one internal resonances is investigated. The method of multiple scales is used to construct a first-order uniform expansion yielding four first-order non-linear ordinary differential (averaged) equations governing the modulation of the amplitudes and the phases of the two modes. These equations are used to determine steady state responses and their stability. When the higher mode is excited by a principal parametric resonance, the non-trivial steady state value of its amplitude is a constant that is independent of the excitation amplitude, whereas the amplitude of the lower mode, which is indirectly excited through the internal resonance, increases with the amplitude of the excitation. However, in addition to Poincaré-type bifurcations, this response exhibits a Hopf bifurcation leading to amplitude- and phase-modulated motions. When the lower mode is excited by a principal parametric resonance, the averaged equations exhibit both Poincaré and Hopf bifurcations. In some intervals of the parameters, the periodic solutions of the averaged equations, in the latter case, experience period-doubling bifurcations, leading to chaos.     

Group Invariant Solutions Without Transversality

We present a generalization of Lie's method for finding the group invariant solutions to a system of partial differential equations. Our generalization relaxes the standard transversality assumption and encompasses the common situation where the reduced differential equations for the group invariant solutions involve both fewer dependent and independent variables. The theoretical basis for our method is provided by a general existence theorem for the invariant sections, both local and global, of a bundle on which a finite dimensional Lie group acts. A simple and natural extension of our characterization of invariant sections leads to an intrinsic characterization of the reduced equations for the group invariant solutions for a system of differential equations. The characterization of both the invariant sections and the reduced equations are summarized schematically by the kinematic and dynamic reduction diagrams and are illustrated by a number of examples from fluid mechanics, harmonic maps, and general relativity. This work also provides the theoretical foundations for a further detailed study of the reduced equations for group invariant solutions. Received: 16 September 1999 / Accepted: 4 February 2000     

Algebraic invariant curves in cosmological dynamical systems and exact solutions

The Einstein field equations for a number of classes of cosmological models have previously been written as polynomial systems of ordinary differential equations. We show that, for restricted parameter values, these equations admit algebraic invariant curves, which, in turn, lead to exact solutions of the field equations. This property explains the recent discovery of a number of exact solutions and is used to produce additional ones.     

An adaptive method for computing invariant manifolds in non-autonomous, three-dimensional dynamical systems

We present a computational method for determining the geometry of a class of three-dimensional invariant manifolds in non-autonomous (aperiodically time-dependent) dynamical systems. The presented approach can be also applied to analyse the geometry of 3D invariant manifolds in three-dimensional, time-dependent fluid flows. The invariance property of such manifolds requires that, at any fixed time, they are given by surfaces in R³. We focus on a class of manifolds whose instantaneous geometry is given by orientable surfaces embedded in R³. The presented technique can be employed, in particular, to compute codimension one (invariant) stable and unstable manifolds of hyperbolic trajectories in 3D non-autonomous dynamical systems which are crucial in the Lagrangian transport analysis. The same approach can also be used to determine evolution of an orientable ‘material surface’ in a fluid flow. These developments represent the first step towards a non-trivial 3D extension of the so-called lobe dynamics — a geometric, invariant-manifold-based framework which has been very successful in the analysis of Lagrangian transport in unsteady, two-dimensional fluid flows. In the developed algorithm, the instantaneous geometry of an invariant manifold is represented by an adaptively evolving triangular mesh with piecewise C² interpolating functions. The method employs an automatic mesh refinement which is coupled with adaptive vertex redistribution. A variant of the advancing front technique is used for remeshing, whenever necessary. Such an approach allows for computationally efficient determination of highly convoluted, evolving geometry of codimension one invariant manifolds in unsteady three-dimensional flows. We show that the developed method is capable of providing detailed information on the evolving Lagrangian flow structure in three dimensions over long periods of time, which is crucial for a meaningful 3D transport analysis.     

LIMIT CYCLE FLUTTER OF AIRFOILS IN STEADY AND UNSTEADY FLOWS

The limit cycle flutter of a two-dimensional wing with non-linear pitching stiffness is investigated. For modelling the aerodynamic forces of the wing steady linear and non-linear models as well as an unsteady model were used. The flutter speed was calculated using the harmonic balance method and by predicting Hopf bifurcation. Analytical solutions based on the centre manifold theory and normal forms were obtained as were results given by the harmonic balance method. The analytical solutions were compared with those obtained by numerical integration. The results show that the harmonic balance method can forecast flutter speed with a good accuracy while analytical solutions based on centre manifold theorem are accurate only in a small neighbourhood of the bifurcation point. The oscillation of the airfoil after flutter for two different models, linear and non-linear pitching stiffness were compared with each other and the flutter speeds for two linear steady and an unsteady aerodynamic model calculated. The obtained results show that flutter analysis based on the linear steady model is conservative only for the ratios of plunge frequency to pitch frequency lower than 1.     

Approximate solutions of nonlinear PDEs by the invariant expansion

<正>It is difficult to obtain exact solutions of the nonlinear partial differential equations(PDEs) due to their complexity and nonlinearity,especially for non-integrable systems.In this paper,some reasonable approximations of real physics are considered,and the invariant expansion is proposed to solve real nonlinear systems.A simple invariant expansion with quite a universal pseudopotential is used for some nonlinear PDEs such as the Korteweg-de Vries(KdV) equation with a fifth-order dispersion term,the perturbed fourth-order KdV equation,the KdV-Burgers equation,and a Boussinesq-type equation.     

The response of two-degree-of-freedom systems with quadratic non-linearities to a combination parametric resonance

The response of two-degree-of-freedom systems with quadratic non-linearities to a combination parametric resonance in the presence of two-to-one internal resonances is investigated. The method of multiple scales is used to construct a first order uniform expansion yielding four first order non-linear ordinary differential equations governing the modulation of the amplitudes and the phases of the two modes. Steady state responses and their stability are computed for selected values of the system parameters. The effects of detuning the internal resonance, detuning the parametric resonance, the phase and magnitude of the second mode parametric excitation, and the initial conditions are investigated. The first order perturbation solution predicts qualitatively the trivial and non-trivial stable steady state solutions and illustrates both the quenching and saturation phenomena. In addition to the steady state solutions, other periodic solutions are predicted by the perturbation amplitude and phase modulation equations. These equations predict a transition from constant steady state non-trivial responses to limit cycle responses (Hopf bifurcation). Some limit cycles are also shown to experience period doubling bifurcations. The perturbation solutions are verified by numerically integrating the governing differential equations.