Nonlinear time series analysis of normal and pathological human walking

Characterizing locomotor dynamics is essential for understanding the neuromuscular control of locomotion. In particular, quantifying dynamic stability during walking is important for assessing people who have a greater risk of falling. However, traditional biomechanical methods of defining stability have not quantified the resistance of the neuromuscular system to perturbations, suggesting that more precise definitions are required. For the present study, average maximum finite-time Lyapunov exponents were estimated to quantify the local dynamic stability of human walking kinematics. Local scaling exponents, defined as the local slopes of the correlation sum curves, were also calculated to quantify the local scaling structure of each embedded time series. Comparisons were made between overground and motorized treadmill walking in young healthy subjects and between diabetic neuropathic (NP) patients and healthy controls (CO) during overground walking. A modification of the method of surrogate data was developed to examine the stochastic nature of the fluctuations overlying the nominally periodic patterns in these data sets. Results demonstrated that having subjects walk on a motorized treadmill artificially stabilized their natural locomotor kinematics by small but statistically significant amounts. Furthermore, a paradox previously present in the biomechanical literature that resulted from mistakenly equating variability with dynamic stability was resolved. By slowing their self-selected walking speeds, NP patients adopted more locally stable gait patterns, even though they simultaneously exhibited greater kinematic variability than CO subjects. Additionally, the loss of peripheral sensation in NP patients was associated with statistically significant differences in the local scaling structure of their walking kinematics at those length scales where it was anticipated that sensory feedback would play the greatest role. Lastly, stride-to-stride fluctuations in the walking patterns of all three subject groups were clearly distinguishable from linearly autocorrelated Gaussian noise. As a collateral benefit of the methodological approach taken in this study, some of the first steps at characterizing the underlying structure of human locomotor dynamics have been taken. Implications for understanding the neuromuscular control of locomotion are discussed. (c) 2000 American Institute of Physics.     

Extraction and quantitative analysis of microscopic evacuation characteristics based on digital image processing

In this study, experiments of single-file pedestrian movement were conducted and the movement parameters of pedestrians were extracted with a digital image processing method based on a mean-shift algorithm. The microscopic characteristics of pedestrian dynamics, including velocity, density, and lateral oscillation, as well as their interrelations, were obtained and analyzed. Firstly, we studied the lateral oscillation phenomena of pedestrian movement. The result indicates that the trajectory of pedestrians presents a wavy form and the amplitude of the oscillation remains about 5.5 cm when the pedestrians move with free walking velocity, which is the velocity when there is no obvious interaction between sequential pedestrians; but when the movement velocity decreases to 0.27 m/s, the amplitude of oscillation increases to 13 cm. With increasing density, the velocity decreases and the amplitude of oscillation presents a linear increase trend. The increasing oscillation amplitude widens the occupation area of a pedestrian with low velocity, so as to make the moving efficiency even worse. Secondly, we studied the frequency of the oscillation; the result indicates that the frequency remains at 2 Hz when pedestrians move with a free walking velocity, but it presents a similar linear decrease trend when the velocity changes to a lower value. The decrease of oscillation frequency is also a negative feedback to the moving efficiency. Thirdly, it is found that with the increase of crowd density, the time interval between two sequential pedestrians increases, though the space gap between them decreases. The quantitative relation between time interval and crowd density is obtained. The study in this paper provides fundamental data and a basic method for understanding pedestrian dynamics, developing and validating evacuation models. The results are also expected to be useful for evacuation design.     

Experimental identification of pedestrian-induced lateral forces on footbridges

This paper presents a comprehensive experimental analysis of lateral forces generated by single pedestrians during continuous walking on a treadmill. Two different conditions are investigated; initially the treadmill is fixed and then it is laterally driven in a sinusoidal motion at varying combinations of frequencies (0.33-1.07 Hz) and amplitudes (4.5-48 mm). The experimental campaign involved 71 male and female human adults and covered approximately 55 km of walking distributed between 4954 individual tests. When walking on a laterally moving surface, motion-induced forces develop at the frequency of the movement and are herewith quantified through equivalent velocity and acceleration proportional coefficients. Their dependency on the vibration frequency and amplitude is presented, both in terms of mean values and probabilistically to illustrate the randomness associated with intra- and inter-subject variability. It is shown that the motion-induced portion of the pedestrian load (on average) inputs energy into the structure in the frequency range (normalised by the mean walking frequency) between approximately 0.6 and 1.2. Furthermore, it is shown that the load component in phase with the acceleration of the treadmill depends on the frequency of the movement, such that pedestrians (on average) subtract from the overall modal mass for low frequency motion and add to the overall modal mass at higher frequencies.     

Self-sustained oscillations of turbulent pipe flow terminated by an axisymmetric cavity

Turbulent flow through a long pipe terminated by an axisymmetric cavity can give rise to self-sustained oscillations exhibiting a very strong coherence, as evidenced by the narrow-band character of corresponding amplitude spectra. These oscillations, associated with the turbulent axisymmetric jet passing through the cavity, are strongly influenced by the acoustic modes of the pipe. The frequencies of oscillation lie within or near the range of most “unstable” frequencies of the turbulent jet previously predicted by using concepts of inviscid hydrodynamic stability theory; consequently, these experiments show truly self-excited and strongly coherent “instability” of a fully turbulent, low Mach number (～10^?2), axisymmetric flow undergoing separation, corroborating previous experiments involving the external forcing of free turbulent jets. As flow velocity or cavity length is varied, both upward and downward jumps in oscillation frequency are observed; the sign (up or down) of these jumps tends to systematically alternate with increase of velocity or length. The role of these frequency jumps is, in effect, to allow the oscillation of the flow to remain “locked-on” to a pipe mode over a wide range of impingement length or flow velocity. Moreover, these jumps exhibit two types of behavior: for the first kind, the predominant frequency makes a relatively continuous transition between stages and the frequency of the neighboring stage appears as a secondary component; for the second kind, there is a dead zone (where no oscillation occurs) between stages. The consequence of externally exciting the system is strongly dependent on whether the self-sustaining oscillation is relatively near, or well away from, a frequency jump. During excitation, the amplitudes of pressure fluctuations in the cavity substantially exceed the corresponding no-flow values only in regions away from the frequency jumps; at locations of jumps, there can be significant attenuation of the no-flow excitation amplitude. For the type of frequency jump involving a “dead zone”, enhancement of a given mode of oscillation can be achieved by externally exciting not only the given mode, but also neighboring modes. For the other type of jump, involving a relatively continuous transition from one stage to the next, the predominant mode of oscillation following the jump is that mode giving maximum amplitude response to excitation before the jump.     

Hydrodynamics and heat transfer for large amplitude pulsating laminar flow in channels

The heat transfer at superposition of high-frequency oscillations on a laminar flow of a liquid in flat and rectan-gular channels at a distance from an inlet of a heated site is investigated under boundary conditions on channel walls of the first and second kind. For the flat channel, the obtained analytical expressions for the amplitude and phase profiles of the longitudinal velocity oscillations are used as a function of the dimensionless oscillation frequency in the form of functions of a real variable. It is shown that the mean value taken for the perimeter of the channel and also the period of oscillations, the Nusselt number for large amplitudes of mean velocity oscillations over the cross section can signifi-cantly exceed its stationary value. The limiting value of the ratio of Nusselt numbers for a pulsating and steady flow in the region of high pulsation frequencies is found.     

Gait Stability Measurement by Using Average Entropy

Gait stability has been measured by using many entropy-based methods. However, the relation between the entropy values and gait stability is worth further investigation. A research reported that average entropy (AE), a measure of disorder, could measure the static standing postural stability better than multiscale entropy and entropy of entropy (EoE), two measures of complexity. This study tested the validity of AE in gait stability measurement from the viewpoint of the disorder. For comparison, another five disorders, the EoE, and two traditional metrics methods were, respectively, used to measure the degrees of disorder and complexity of 10 step interval (SPI) and 79 stride interval (SI) time series, individually. As a result, every one of the 10 participants exhibited a relatively high AE value of the SPI when walking with eyes closed and a relatively low AE value when walking with eyes open. Most of the AE values of the SI of the 53 diseased subjects were greater than those of the 26 healthy subjects. A maximal overall accuracy of AE in differentiating the healthy from the diseased was 91.1%. Similar features also exists on those 5 disorder measurements but do not exist on the EoE values. Nevertheless, the EoE versus AE plot of the SI also exhibits an inverted U relation, consistent with the hypothesis for physiologic signals.     

Zero frequency shift of an oscillating-rotating liquid droplet

Free-decay oscillations and rotations of a levitated liquid droplet are simulated numerically, and the frequency shift of drop-shape oscillations is studied. It is shown for an oscillating-rotating liquid droplet that the oscillation frequency decreases as the amplitude of drop-shape oscillations increases, while it increases as the rotation rate increases. The pressure difference between the equator and the pole of the droplet is found to correspond to the frequency shift. It is also found that the relation between the amplitude and the rotation rate is linear both for zero frequency shift and for zero pressure difference.     

Estimating Phase Amplitude Coupling between Neural Oscillations Based on Permutation and Entropy

Cross-frequency phase–amplitude coupling (PAC) plays an important role in neuronal oscillations network, reflecting the interaction between the phase of low-frequency oscillation (LFO) and amplitude of the high-frequency oscillations (HFO). Thus, we applied four methods based on permutation analysis to measure PAC, including multiscale permutation mutual information (MPMI), permutation conditional mutual information (PCMI), symbolic joint entropy (SJE), and weighted-permutation mutual information (WPMI). To verify the ability of these four algorithms, a performance test including the effects of coupling strength, signal-to-noise ratios (SNRs), and data length was evaluated by using simulation data. It was shown that the performance of SJE was similar to that of other approaches when measuring PAC strength, but the computational efficiency of SJE was the highest among all these four methods. Moreover, SJE can also accurately identify the PAC frequency range under the interference of spike noise. All in all, the results demonstrate that SJE is better for evaluating PAC between neural oscillations.     

Experimental identification of the lateral human–structure interaction mechanism and assessment of the inverted-pendulum biomechanical model

Within the context of crowd-induced lateral bridge vibration, human–structure interaction (HSI) is a widely studied phenomenon. Central to this study is the self-excited component of the ground reaction force (GRF). This force harmonic, induced by a walking pedestrian, resonates with lateral deck motion, irrespective of the pedestrian?s pacing frequency. Its presence can lead to positive feedback between pedestrian GRFs and structural motion. Characterisation of the self-excited force as equivalent structural mass and damping has greatly improved the understanding of HSI and its role in developing lateral dynamic instability. However, despite this evolving understanding, a key question has remained unanswered; what are the features of a pedestrian?s balance response to base motion that gives rise to the self-excited force? The majority of the literature has focussed on the effects of HSI with the underlying mechanism receiving comparatively little attention. This paper presents data from experimental testing in which 10 subjects walked individually on a laterally oscillating treadmill. Lateral deck motion as well as the GRFs imposed by the subject was recorded. Three-dimensional motion capture equipment was used to track the position of visual markers mounted on the subject. Thus whole body response to base motion was captured in addition to the GRFs generated. The data presented herein supports the authors’ previous findings that the self-excited force is a frequency sideband harmonic resulting from amplitude modulation of the lateral GRF. The gait behaviour responsible for this amplitude modulation is a periodic modulation of stride width in response to a sinusoidally varying inertia force induced by deck motion. In a separate analysis the validity of the passive inverted pendulum model, stabilised by active control of support placement was confirmed. This was established through comparison of simulated and observed frontal plane CoM motion. Despite the relative simplicity of this biomechanical model, remarkable agreement was observed.     

Normal interaction between a supersonic axisymmetric jet and a surface containing a hole coaxial with the jet

The influence of the position of a supersonic jet source relative to a flat plate and of the size of a hole on it on the amplitude and frequency of shock wave oscillations is numerically investigated by integrating 2D Navier-Stokes equations using the predictor-corrector scheme of the second-order accuracy in time and space. Depending on the source-plate distance, an increase in the hole size raises or lowers the oscillation frequency. The oscillation amplitude decreases with increasing hole size.     

Analytically determining frequency and amplitude of spontaneous alpha oscillation in Jansen's neural mass model using the describing function method

Spontaneous alpha oscillations are a ubiquitous phenomenon in the brain and play a key role in neural information processing and various cognitive functions.Jansen's neural mass model(NMM) was initially proposed to study the origin of alpha oscillations.Most of previous studies of the spontaneous alpha oscillations in the NMM were conducted using numerical methods.In this study,we aim to propose an analytical approach using the describing function method to elucidate the spontaneous alpha oscillation mechanism in the NMM.First,the sigmoid nonlinear function in the NMM is approximated by its describing function,allowing us to reformulate the NMM and derive its standard form composed of one nonlinear part and one linear part.Second,by conducting a theoretical analysis,we can assess whether or not the spontaneous alpha oscillation would occur in the NMM and,furthermore,accurately determine its amplitude and frequency.The results reveal analytically that the interaction between linearity and nonlinearity of the NMM plays a key role in generating the spontaneous alpha oscillations.Furthermore,strong nonlinearity and large linear strength are required to generate the spontaneous alpha oscillations.     

Terahertz radiation-induced magnetoresistance oscillations of a high-density and high-mobility two-dimensional electron gas

The terahertz response of a high-density and high-mobility two-dimensional electron gas in 13-nm GaAs quantum wells at frequencies of 0.7 and 1.63 THz has been investigated. Terahertz radiation-induced magnetoresistance oscillations have been discovered. The oscillation maxima coincide with the harmonics of cyclotron resonance. It has been shown that a large number of harmonics (up to the ninth) appear under irradiation at a frequency of 0.7 THz. In this case, the effect is the analogue of microwave-induced oscillations. At a higher frequency, the oscillation amplitude decreases drastically with an increase in the harmonic number. This indicates a transition to the regime of ordinary cyclotron harmonics.     

Dynamic behavior of a freely-propagating turbulent premixed flame under global stretch-rate oscillations

Dynamic features of a freely propagating turbulent premixed flame under global stretch rate oscillations were investigated by utilizing a jet-type low-swirl burner equipped with a high-speed valve on the swirl jet line. The bulk flow velocity, equivalence ratio and the nominal mean swirl number were 5 m/s, 0.80 and 1.23, respectively. Seven velocity forcing amplitudes, from 0.09 to 0.55, were examined with a single forcing frequency of 50 Hz. Three kinds of optical measurements, OH-PLIF, OH^* chemiluminescence and PIV, were conducted. All the data were measured or post-processed in a phase-locked manner to obtain phase-resolved information. The global transverse stretch rate showed in-phase oscillations centering around 60 (1/s). The oscillation amplitude of the stretch rate grew with the increment of the forcing amplitude. The turbulent flame structure in the core flow region varied largely in axial direction in response to the flowfield oscillations. The flame brush thickness and the flame surface area oscillated with a phase shift to the stretch rate oscillations. These two properties showed a maximum and minimum values in the increasing and decreasing stretch periods, respectively, for all the forcing amplitudes. Despite large variations in flame brush thickness at different phase angles, the normalized profiles collapse onto a consistent curve. This suggests that the self-similarity sustains in this dynamic flame. The global OH^* fluctuation response (i.e. response of global heat-release rate fluctuation) showed a linear dependency to the forcing velocity oscillation amplitudes. The flame surface area fluctuation response showed a linear tendency as well with a slope similar to that of the global OH^* fluctuation. This indicated that the flame surface area variations play a critical role in the global flame response.     

The effect of temperature on the nonlinear dynamics of charge in a semiconductor superlattice in the presence of a magnetic field

The space-time dynamics of electron domains in a semiconductor superlattice is studied in a tilted magnetic field with regard to the effect of temperature. It is shown that an increase in temperature substantially changes the space-time dynamics of the system. This leads to a decrease in the frequency and amplitude of oscillations of a current flowing through the semiconductor superlattice. The quenching of oscillations is observed, which is attributed to the change in the drift velocity as a function of electric-field strength under the variation of temperature.     

A numerical investigation of the noise radiated by a turbulent flow over a cavity

The tonal noise radiated by a two-dimensional cavity submerged in a low-speed turbulent flow has been investigated computationally using a hybrid scheme that couples numerical flow computations with an implementation of the Ffowcs Williams-Hawkings equation. The turbulent near field is computed by solving the short-time-averaged, thin-layer approximation of the Navier-Stokes equations, with turbulence modelled by the Wilcox k-ω model. Second order spatial and temporal discretization schemes with fine grids in the immediate region of the cavity and a small time step were used to capture the unsteady flow physics. Along all external boundaries, a buffer zone is implemented to absorb propagating disturbances and prevent spurious numerical reflections. Comparisons with experimental data demonstrate good agreement in both the frequency and amplitude of the oscillations within the cavity. The unsteady characteristics of the cavity flow are discussed, together with the mechanisms for cavity noise generation. The influence of freestream flow velocity and boundary layer thickness on the frequency and amplitude of the oscillations within the cavity and the nature of the noise radiated to the far field are also investigated. Results indicate that both the frequency and amplitude of oscillation are sensitively dependent on the characteristics of the shear layer spanning the mouth of the cavity.     

Perception,comfort and performance criteria for human beings exposed to whole body pure yaw vibration and vibration containing yaw and translational components

Human perception thresholds, in both the presence and the absence of visual cues, and equal sensation contours for low frequency whole body pure yaw vibration were investigated. The results from these and other laboratory tests were combined with field test data for the human response to predominantly yaw vibration, caused by rotational oscillations of civil structures about a vertical axis of the human subjects, to provide guidelines for probable human response to pure yaw vibration at different levels in a variety of circumstances. Relationships have also been derived to allow assessment of the probable responses of occupants of fixed structures to motion which exposes them to the more common case of simultaneous yaw and horizontal translational components of vibration.     

High-speed video analysis of flame oscillations along a PMMA rod after stagnation region blowoff

During blowoff extinction of clear cast PMMA rods in concurrent axial flow for microgravity BASS-II experiments, a dynamic flame oscillation was observed after the flame was blown off of the stagnation point but briefly stabilized on the periphery of the rod. Complementary normal gravity experiments were conducted and flame oscillations were tracked using a high-speed color camera at 240 frames per second. The side-stabilized flame oscillated up and down the rod with increasing amplitude until the entire flame extinguished. In none of the BASS-II or normal gravity tests could the side-stabilized flames persist (Hopf subcritical bifurcation). Since the oscillations occurred even in microgravity, the mechanism does not depend on gravity. For the larger fuel radius tests, the flame developed asymmetric oscillation (pitchfork bifurcation). The oscillation time and the number of oscillations scale with the inverse square of the rod radius (～ Fourier no.) for the preheated microgravity rods. The average flame oscillation frequency is found to be linearly dependent on the mixed convective stretch rate (inverse of the flow time). The flame intensity varied in concert with its direction, either increasing or decreasing as the flame moved upstream or downstream, respectively. The oscillation frequency decreased as the amplitude increased and the flame slipped slightly farther down the rod with each oscillation. The flame speed increased with each subsequent oscillation, both flashing forward upstream and retreating downstream. The oscillations were found to closely follow a power law log-periodic dependence similar to those that describe systems approaching a critical point, such as diffusion-limited aggregation clusters, earthquakes, ruptures, and even stock market crashes. The net flame speeds varied linearly with ambient oxygen concentration, and linearly with the mixed convective stretch rate. Based on these observations, a mechanistic theory of the oscillations is described, and is consistent with the thermodiffusive instability.     

Experimental study on age and gender differences in microscopic movement characteristics of students

Campus security has aroused many concerns from the whole society. Stampede is one of the most frequent and influential accidents in campus. Studies on pedestrian dynamics especially focusing on students are essential for campus security, which are helpful to improve facility design and emergency evacuation strategy. In this paper, primary and middle school students were recruited to participate in the single-file experiments. The microscopic movement characteristics,including walking speed, headway, gait characteristics(step length, step frequency and swaying amplitude) and their relations were investigated. Age and gender differences in the headway-speed diagram and space requirements were analyzed by statistical tests. The results indicated that the impacts of age and gender were significant. There were three stages for the influence of gender on the headway-speed diagram for both age groups. The impacts on students' space requirements were consistent for different age and gender groups. But the impacts of age and gender on free-flow speed were affected by each other. Due to the connection of walking speed and gait characteristics, the comparisons of gait characteristics between different ages and genders were performed to understand the corresponding differences in speed more deeply. The results showed that differences in step length and swaying amplitude between males and females were significant for both age groups. The effect of gender on step frequency was significant for primary students. But for middle school students,whether gender had significant impact on step frequency was not clear here because of the large P-value. Besides, the influence of age on gait characteristics changed with gender.     

Nonlinear oscillations of magnetization for ferromagnetic particles in the vortex state and their ordered arrays

The dynamics of magnetization oscillations with a considerable amplitude and a radial symmetry in small ferromagnetic particles in the form of a thin disk with a magnetic vortex has been investigated. The collective variables that describe radially symmetric oscillations of the magnetization dynamics for particles in the vortex state are introduced, and the dependence of the particle energy is studied as a function of these variables. The analytical expressions describing the frequency of magnetization oscillations with a radial symmetry, including nonlinear oscillations, are derived using the collective variables. It is shown that the presence of a magnetic field oriented perpendicular to the particle plane reduces the oscillation frequency and can lead to hybridization of this mode with other modes of spin oscillations, including the mode of translational oscillations of the vortex core. The soliton solutions describing the propagation of collective oscillations along the chain of magnetic particles are found.     

Homopolar oscillating-disc dynamo driven by parametric resonance

We use a simple model of Bullard-type disc dynamo, in which the disc rotation rate is subject to harmonic oscillations, to analyze the generation of magnetic field by the parametric resonance mechanism. The problem is governed by a damped Mathieu equation. The Floquet exponents, which define the magnetic field growth rates, are calculated depending on the amplitude and frequency of the oscillations. Firstly, we show that the dynamo can be excited at significantly subcritical disc rotation rate when the latter is subject to harmonic oscillations with a certain frequency. Secondly, at supercritical mean rotation rates, the dynamo can also be suppressed but only in narrow frequency bands and at sufficiently large oscillation amplitudes.