The fastest,simplified method of Lyapunov exponents spectrum estimation for continuous-time dynamical systems

Nonlinear Dynamics - Classical method of Lyapunov exponents spectrum estimation for a n-th-order continuous-time, smooth dynamical system involves Gram–Schmidt orthonormalization and...     

Fractional-order PWC systems without zero Lyapunov exponents

In this paper, it is shown numerically that a class of fractional-order piece-wise continuous systems, which depend on a single real bifurcation parameter, have no zero Lyapunov exponents but can be chaotic or hyperchaotic with hidden attractors. Although not analytically proved, this conjecture is verified on several systems including a fractional-order piece-wise continuous hyperchaotic system, a piece-wise continuous chaotic Chen system, a piece-wise continuous variant of the chaotic Shimizu-Morioka system and a piece-wise continuous chaotic Sprott system. These systems are continuously approximated based on results of differential inclusions and selection theory, and numerically integrated with the Adams-Bashforth-Moulton method for fractional-order differential equations. It is believed that the obtained results are valid for many, if not most, fractional-order PWC systems.     

Backstepping-based Lyapunov redesign control of hysteretic single degree-of-freedom structural systems

This paper considers the problem of active control design for a hysteretic single-degree-of-freedom (SDOF) structural system which is exposed to an earthquake excitation. First, backstepping-based control is used to design a controller for the structural system neglecting the effect of the earthquake disturbance. Then, Lyapunov redesign is utilized to design a robust controller for the system in the presence of the earthquake excitation. The hysteretic part of the structural system is modeled by the well-known Bouc–Wen equation, and this equation is directly utilized in the controller design. The controller is proposed for two cases: (a) when the parameters of the structure and the Bouc–Wen model are known, and (b) when these parameters are uncertain. A Lyapunov function is introduced for the closed-loop system, which guarantees the stability of the system equilibrium point. Since the controllers use the nominal and/or minimum and maximum values of the system parameters, the proposed methods are model based. Numerical evaluations are conducted to show the effectiveness of the proposed method. Seven different earthquakes are considered as the external excitations. Simulation results show that the displacement, velocity, and acceleration responses of the controlled structure are reduced significantly compared to the uncontrolled structure.     

Local and Global Lyapunov exponents

Various properties of Local and Global Lyapunov exponents are related by redefining them as the spectral radii of some positive operators on a space of continuous functions and utilizing the theory developed by Choquet and Foias. These results are then applied to the problem of estimating the Hausdorff dimension of the global attractor and the existence of a critical trajectory, along which the Lyapunov dimension is majorized, is established. Using this new estimate, the existing dimension estimate for the global attractor of the Lorenz system is improved. Along the way a simple relation between topological entropy and the fractal dimension is obtained.     

A new way to compute the Lyapunov characteristic exponents for non-smooth and discontinues dynamical systems

Nonlinear Dynamics - One of the most important problems of nonlinear dynamics is related to the development of methods concerning the identification of the dynamical modes of the corresponding...     

Estimation of Lyapunov exponents for a system with sensitive friction model

Mathematical modelling and numerical analysis of a vibrating system with dry friction is presented. Three qualitatively different friction characteristics are considered. One of them is an example of so-called sensitive friction characteristic. Their influence on the dynamics on the attractor of the friction oscillator is investigated through bifurcational analysis. This analysis is supported by Lyapunov exponents estimated using approach for the systems with discontinuities. Theoretical background for such a synchronisation-based method of determining the largest Lyapunov exponent is explained. The results obtained through the proposed approach approximate the LLE with a good precision.     

A radial-basis-function network-based method of estimating Lyapunov exponents from a scalar time series for analyzing nonlinear systems stability

Lyapunov exponents indicate the asymptotic behaviors of nonlinear systems, the concept of which is a powerful tool of the stability analysis for nonlinear systems, especially when the dynamic models of the systems are available. For real world systems, however, such models are often unknown, and estimating the exponents reliably from experimental data is notoriously difficult. In this paper, a novel method of estimating Lyapunov exponents from a time series is presented. The method combines the ideas of reconstructing the attractor of the system under study and approximating the embedded attractor through tuning a Radial-Basis-Function (RBF) network, based on which the Jacobian matrices can be easily derived, making the model-based algorithm applicable. Three case studies are presented to demonstrate the efficacy of the proposed method. The Hénon map and the Lorenz system feature spectra including not only the positive exponent, but also the negative one, while the standing biped balance system is characterized by four negative exponents. Compared with the existing methods, the numerical accuracy of the Lyapunov exponents derived through the newly proposed method is much higher regardless of their signs even in the presence of measurement noise. We believe that the work can contribute to the stability analysis of nonlinear systems of which the dynamics are either unknown or difficult to model due to complexities.     

Equivalent linearizations for practical hysteretic systems

Experimental testing of a friction damped base isolation system has indicated a need for a new model of friction damping and for an appropriate equivalent linearization technique. The model for the damping adopted is a combination of viscous damping, constant Coulomb friction and linear Coulomb friction.This model is incorporated into the equation of motion for a single-degree-of-freedom system and the exact solutions are given for free vibrations and for steady-state vibrations excited by a harmonic force. The exact solution is taken as a basis for an equivalent linearization technique that can be used in conjunction with conventional design spectra for a practical design of such a system.     

Lagrangian-based investigation of multiphase flows by finite-time Lyapunov exponents

Multiphase flows are ubiquitous in our daily lifeand engineering applications.It is important to investigatethe flow structures to predict their dynamical behaviors effectively.Lagrangian coherent structures(LCS) defined bythe ridges of the finite-time Lyapunov exponent(FTLE) isutilized in this study to elucidate the multiphase interactionsin gaseous jets injected into water and time-dependent turbulent cavitation under the framework of Navier-Stokes flowcomputations.For the gaseous jets injected into water,the highlightedphenomena of the jet transportation can be observed by theLCS method,including expansion,bulge,necking/breaking,and back-attack.Besides,the observation of the LCS revealsthat the back-attack phenomenon arises from the fact that theinjected gas has difficulties to move toward downstream region after the necking/breaking.For the turbulent cavitatingflow,the ridge of the FTLE field can form a LCS to capturethe front and boundary of the re-entraint jet when the adverse pressure gradient is strong enough.It represents a barrier between particles trapped inside the circulation regionand those moving downstream.The results indicate that theFTLE field has the potential to identify the structures of multiphase flows,and the LCS can capture the interface/barrieror the vortex/circulation region.     

Eulerian spectrum of finite-time Lyapunov exponents in compound channels

Fluid flows reveal a wealth of structures, such as vortices and barriers to transport. Usually, either an Eulerian or a Lagrangian frame of reference is employed in order to detect such features of the flow. However, the two frameworks detect structures that have different properties. Indeed, common Eulerian diagnostics (Hua-Klein and Okubo-Weiss criterion) employed in order to detect vortices do not always agree with Lagrangian diagnostics such as finite-time Lyapunov exponents. Besides, the former are Galilean-invariant whereas the latter is objective. However, both the Lagrangian and the Eulerian approaches to coherent structure detection must show some links under any inertial-frame. Compound channels flows have been accurately studied in the past, both from a Lagrangian and an Eulerian point of view. The features detected do not superimpose: Eulerian vortices do not coincide with barriers to transport. The missing link between the two approaches is here recovered thanks to a spectral analysis.

     

Lyapunov exponents and a strange attractor for the damped nonlinear mathieu equation

Summary A single-degree-of-freedom nonlinear parametrically excited oscillator is considered. Such oscillators provide models for mechanical systems such as shells and plates under periodical load. Chaotic motions and a strange attractor are found to exist applying the theory of Lyapunov exponents. Some difficulties in practical application of the computational procedure for Lyapunov exponents are discussed. Three particular zones for different values of the excitation coefficient are shown to exist, with different type of long-term behavior.

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Lyapunovsche Exponenten und ein seltsamer Attraktor für die nichtlineare Mathieusche Gleichung mit Dämpfung

Übersicht Ein parametererregter nichtlinearer Schwinger mit einem Freiheitsgrad wird untersucht. Solche Schwinger dienen als Modelle für verschiedene mechanische Systeme, z. B. für Platten und Schalen unter periodischer Belastung. Mit Hilfe der Theorie der Lyapunovschen Exponenten ist die Existenz chaotischer Bewegungen und eines seltsamen Attraktors festgestellt worden. Einige Schwierigkeiten bei der Anwendung des numerischen Verfahrens für die Lyapunovschen Exponenten werden diskutiert. Für verschiedene Werte des Erregungskoeffizienten wurden drei wichtige Zonen gefunden, in denen verschiedenes Langzeitverhalten des Systems stattfindet.

     

Improvement of parameter estimation for non-linear hysteretic systems with slip by a fast Bayesian bootstrap filter

Modeling and identification of non-linear hysteretic systems are widely encountered in the structural dynamics field, especially for the hysteresis with slip. A model, called SL model, which can describe the pinching of most practical hysteresis loops perfectly was proposed by Baber and Noori (J. Eng. Mech. 111 (1985) 1010). A method of estimating the parameters of SL model on the basis of input-output data based on bootstrap filter was proposed by the writers. Bootstrap filter is a filtering method based on Bayesian state estimation and Monte Carlo method, which has the great advantage of being able to handle any functional non-linearity and system and/or measurement noise of any distribution. The standard bootstrap filter, however, is not time efficient, i.e., it is very time consuming and is not suitable for real-time applications. In this paper, previous work by the writers is extended to do the parameter estimation of SL model by a fast Bayesian bootstrap filtering technique. Simulation results are presented to demonstrate the performance of the algorithm.     

Real-time parameter estimation for degrading and pinching hysteretic models

Many civil and mechanical structures exhibit hysteresis with degradation and/or pinching when subject to severe cyclic loadings such as earthquakes, wind, or sea waves. The modeling and identification of non-linear hysteretic systems with degradation and pinching is therefore a practical problem encountered in the engineering mechanics field. On-line identification of degrading and pinching hysteretic systems is quite a challenging problem because of its complexity. A recently developed technique, the unscented Kalman filter (UKF) which is capable of handling any functional non-linearity, is applied to the on-line parametric system identification of hysteretic differential models with degradation and pinching. Simulation results show that the UKF is efficient and effective for the real-time state estimation and parameter identification of highly non-linear hysteretic systems with degradation and pinching.     

Analysis of nonlinear oscillations by wavelet transform: Lyapunov exponents

In this paper we give the definition of exponents which would look like Lyapunov exponents in the cases of non-smooth flows of differential equations or iterated maps, and carry back Lyapunov exponents in smooth cases. Here we test our definition by using some simple linear and nonlinear smooth examples.     

Experimental determination of three-dimensional finite-time Lyapunov exponents in multi-component flows

We present an experimental approach for estimating finite-time Lyapunov exponent fields (FTLEs) in three-dimensional multi-component or multi-phase flows. From time-resolved sequences of particle images, we directly compute the flow map and coherent structures, while avoiding and outperforming the computationally costly numerical integration. Performing this operation independently on each flow component enables the determination of three-dimensional Lagrangian coherent structures (LCSs) without any bias from the other components. The locations of concurrent LCSs for different flow elements (e.g., passive tracers, inertial particles, bubbles, or active particles) can provide new insight into the interpenetrating FTLE structure in complex flows.     

Lyapunov exponents as a criterion for the dynamic pull-in instability of electrostatically actuated microstructures

The dynamic pull-in instability of double clamped microscale beams actuated by a suddenly applied distributed electrostatic force and subjected to non-linear squeeze film damping is investigated. A reduced order model is built using the Galerkin decomposition with undamped linear modes as base functions and verified through comparison with numerical finite differences solution. The stability analysis of a beam actuated by one and two electrodes symmetrically located at two sides of the beam and operated by a step-input voltage is performed by evaluating the largest Lyapunov exponent, the sign of which defines the character of the response. It is shown that this approach provides an efficient quantitative criterion for the evaluation of dynamic pull-in instability, especially when combined with compact reduced order models. Based on the Lyapunov exponent criterion, the influence of various parameters on the beam dynamic stability is investigated.