C- METHOD AND ITS APPLICATION TO ENGINEERING NONLINEAR DYNAMICAL PROBLEMS

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A Framework and Methodology for the Study of Nonlinear,Self-Organizing Family Dynamics

Family systems theories have emerged over the past 30 to 40 years primarily through clinical observations, resulting in diverse and internally inconsistent views of family structures, development, dynamics, and pathology; as well as a separation from more empirically based small group research. The 5-R's model is intended to unify the various family systems theories and render them more empirically testable using concepts and methodologies from non-linear dynamical systems theory. The conversation of one family was analyzed using orbital decomposition as a pilot test of the most basic assumptions of the 5-R's model. An optimal string length of three was found along with evidence of coherent complexity (chaos), with Lyapunov dimensionality equal to 1.7 and Shannon's entropy equal to 8.68. Results are discussed with respect to further empirical validation of the 5-R's model and clinical uses of the model and orbital decomposition methodology in conjoint therapy.     

A Nonlinear Temporal Headway Model of Traffic Dynamics

In order to describe the dynamics of a group of road vehicles travelling in a single lane, car-following models attempt to mimic the interactions between individual vehicles where the behaviour of each vehicle is dependent upon the motion of the vehicle immediately ahead. In this paper we investigate a modified car-following model which features a new nonlinear term which attempts to adjust the inter-vehicle spacing to a certain desired value. In contrast to our earlier work, a desired time separation between vehicles is used rather than simply being a constant desired distance. In addition, we extend our previous work to include a non-zero driver vehicle reaction time, thus producing a more realistic mathematical model of congested road traffic. Numerical solution of the resulting coupled system of nonlinear delay differential equations is used to analyse the stability of the equilibrium solution to a periodic perturbation. For certain parameter values the post-transient response is a chaotic (non-periodic) oscillations consisting of a broad spectrum of frequency components. Such chaotic motion leads to highly complex dynamical behaviour which is inherently unpredictable. The model is analysed over a range of parameter values and, in each case, the nature of the response is indicated. In the case of a chaotic solution, the degree of chaos is estimated.     

Distinguishing Periodic and Chaotic Time Series Obtained from an Experimental Nonlinear Pendulum

The experimental analysis of nonlinear dynamical systems furnishes ascalar sequence of measurements, which may be analyzed using state spacereconstruction and other techniques related to nonlinear analysis. Thenoise contamination is unavoidable in cases of data acquisition and,therefore, it is important to recognize techniques that can be employedfor a correct identification of chaos. The present contributiondiscusses the experimental analysis of a nonlinear pendulum, consideringstate space reconstruction, frequency domain analysis and thedetermination of dynamical invariants, Lyapunov exponents and attractordimension. A procedure to construct Poincaré map of the signal ispresented. The analyses of periodic and chaotic motions are carried outin order to establish a difference between them. Results show that it ispossible to distinguish periodic and chaotic time series obtained froman experimental set up employing proper procedures even though noisesuppression is not contemplated.     

Walrasian General Equilibrium and Nonlinear Dynamics

Investigations of the structural stability of the general equilibrium model show that within a nonlinear framework, the differential equation governing price adjustment requires two conditions: (a) The number of agents must be greater than or equal to the number of commodities; and (b) severe restrictions on the nature of preferences must be placed. These restrictions are the same as the restrictions on preferences that are required by Chipman and Moore (1980) in order to obtain an exact and an invariant measure of consumer surplus, which is the measure and standard of value in neoclassical economics. When the Chipman-Moore conditions are examined, it is clear that the required restrictions on preferences can also be understood as requiring the constancy of the marginal utility of money, either with respect to all prices (homothetic preferences), or with respect to income and all prices except the numeraire commodity (parallel preferences). The constancy of the marginal utility between the rich and the poor implies an unintended interpersonal comparison of utility. This makes the theory of value rather special, and has implications for much applied work such as benefit-cost analysis or other social decision-making, which requires a general theory of value. It is the utilitarian formulation of welfare, which by definition means that only utility information is taken into account, that leads to the restrictive theory of value. Consequently, avoiding utilitarianism requires an approach to social choice theory that takes other information about well-being into account in social decision-making.     

Approximation and Calibration of Nonlinear Structural Dynamics

In this paper, a methodology for the calibration of nonlinear structural dynamic models is presented. Calibration of nonlinear structural dynamics offers several additional challenges beyond that of linear dynamics. Even with advanced computational power, exact nonlinear finite element simulations often take several hours to complete on engineering workstations. Thus, the proposed model calibration method utilizes an approximate structural model. This approximate analysis is embedded in the outer loop, which utilizes an exact finite element analysis to verify the validity of the approximate model. If the approximate model is shown to be invalid at that point in parameter space, then the new exact analysis is used to develop an improved approximate model and the inner loop is executed again. Specifically, this paper will focus on the two key aspects of the inner loop, namely the development of an approximate model, and the parameter identification using the approximate model.     

Chaotic Dynamics Underlying Action Selection in Mice

In previous papers, we have established, through a functional analysis of the behavioral sequences recorded on laboratory mice over a twelve-hour period, the existence of two independent strategies of action selection. On the one hand, the choice of ultradian alternations of rest and activity bouts makes it possible for every mouse to maximize its net energy gain over a one-day or a one-night interval. On the other hand, the succession of acts performed within an activity bout might serve to precisely fit the metabolic needs of each animal, because the corresponding results present great inter-individual variability, with some mice increasing and others decreasing their net energy gain. To determine what kind of dynamic system could generate these successions of acts within an activity bout, we performed a nonlinear time series analysis of the energy costs related to the acts displayed by the mice during such a period. The results suggest that chaotic dynamics might be involved in action selection in mice. Thus, the variability mentioned above could be a consequence of the sensitive dependence on initial conditions associated with such dynamics, and would allow mice to rapidly adapt their metabolic needs to the ongoing situation.     

Speculative Behavior and Asset Price Dynamics

This paper deals with speculative trading. Guided by empirical observations, a nonlinear deterministic asset pricing model is developed in which traders repeatedly choose between technical and fundamental analysis to determine their orders. The interaction between the trading rules produces complex dynamics. The model endogenously replicates the stylized facts of excess volatility, high trading volumes, shifts in the level of asset prices, and volatility clustering.     

非线性刚度不平衡转子径向碰摩动力学研究

以线性项和立方项之和来表示转轴材料的物理非线性因素,建立了考虑非线性油膜力和非线性刚度的轴转子系统的动力学模型,利用数值积分法对转子系统由于局部碰摩故障导致的非线性动力学行为进行了研究,发现此类非线性振动系统具有倍周期分岔、拟周期和混沌等复杂的动力学行为,为此类系统的安全运行和有效识别转子故障提供了理论参考。     

Enhanced Nonlinear Dynamics for Accurate Identification of Stiffness Loss in a Thermo-Shielding Panel

The dynamics of a panel forced by transverse loads and undergoing limit cycle oscillations and chaos is investigated. The nonlinear von Karman plate theory is used to obtain a model for healthy and damaged panels. Damage is modeled by a loss of stiffness in a portion of the plate. The presence of low levels of damage is identified by using an external nonlinear excitation and analyzing the attractor of the resulting dynamics in state space. Most of the current studies of such problems are based on linear theories and linear structures. In contrast, the results presented are obtained by using and enhancing nonlinear and chaotic dynamics, and have the advantage of an increased accuracy in detecting damage and monitoring structural health.An earlier version of this paper was presented at the 45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference, Palm Springs, California, April 2004.     

Lie Algebraic Control for the Stabilization of Nonlinear Multibody System Dynamics Simulation

It is well known that when equations of motion are formulated using Lagrange multipliers for multibody dynamic systems, one obtains a redundant set of differential algebraic equations. Numerical integration of these equations can lead to numerical difficulties associated with constraint violation drift. One approach that has been explored to alleviate this difficulty has been contraint stabilization methods. In this paper, a family of stabilization methods are considered as partial feedback linearizing controllers. Several stabilization methods including the range space method, null space method, Baumgarte's method, and the damping and stiffness penalty methods are examined. Each can be construed as a particular partial feedback linearizing controller. The paper closes by comparing several of these constraint stabilization methods to another method suggested by construction: the variable structure sliding (VSS) control. The VSS method is found to be the most efficient, stable, and robust in the presence of singularities.     

Nonlinear Dynamics of Shells: Theory,Finite Element Formulation,and Integration Schemes

The paper is concerned with a dynamical formulation of a recently established shell theory capable to catch finite deformations and falls within the class of geometrically exact shell theories. A basic aspect is the design of time integration schemes which preserve specific features of the continuous system such as conservation of momentum, angular momentum, and energy when the applied forces allow to. The integration method differs from the one recently proposed by Simo and Tarnow in being applicable without modifications to shell formulations with linear as well as nonlinear configuration spaces and in being independent of the nonlinearities involved in the strain-displacement relations. A finite element formulation is presented and various examples of nonlinear shell dynamics including large overall and chaotic motions are considered.     

Nonlinear Dynamics Estimation of EEG Signals Accompanying Self-Paced Goal-Directed Movements

The study was aimed at comparison of several nonlinear characteristics (NC) computed in time for one and the same EEG record accompanying voluntary goal-directed movements. This allowed us to reveal different aspects of the nonlinear behavior of the process underlying the self-paced movement organization. Parallel alterations of these characteristics during the task performance supported the hypothesis that cognitive task performance is reflected by the changes in the nonlinear dynamics of the EEG activity. Four NCs of scalar EEG time series were estimated: Point-wise Correlation Dimension (PD2), Kolmogorov Entropy (K2), and Largest Lyapunov Exponent (LLE) as a function of time, and Nonlinear Prediction (NP) for successive EEG segments. The time evolution of these characteristics exhibited several transients between chaos-like states to almost periodic states during the task performance: the gradual increase to higher values indicating chaos are probably related to the onset of the successive phases of brain organization of the movement. The results suggest that even in short periods an EEG signal changes its dynamic structure and these periods could be determined precisely enough using different methods of nonlinear dynamics.     

Transversal Dynamics of One-Dimensional Chain on Nonlinear Asymmetric Substrate

We present a study of localized transversal excitations in a system of weakly nonlinear oscillators coupled by linear bonds. The equations of motion are written in a complex form and then the multi-scale expansion is used. Short wave-length asymptotics have been considered. We have shown that in the case nonlinear Schrodinger equation (NSE) corresponds to the main approximation. This equation, in particular, possesses soliton-like solutions (breathers).     

求解非线性动力系统周期解推广的打靶法

提出一种确定非线性系统周期轨道及周期的改进打靶算法。首先通过改变系统的时间尺度，将非线性系统周期轨道的周期显式地出现在非线性系统的系统方程中，然后对传统打靶法进行改造，将周期也作为一个参数一起参入打靶法的迭代过程，从而能迅速确定出系统的周期轨道及其周期。该方法对初始迭代参数没有苛刻要求，可以用于分析强非线性系统，而且对参数激励系统同样有效，对高维系统也能迅速、准确地求得周期解。文中应用该方法对三维Rǒssler系统和八维非线性柔性转子-轴承系统的周期轨道和周期进行了求解，通过与四阶Runge-Kutta数值积分结果比较，验证了方法的有效性。     

Dynamics of a Rigid Unbalanced Rotor with Nonlinear Elastic Restoring Forces. Part II: Experimental Analysis

In Part I, theoretical analysis of the dynamic behaviour of a rigid rotor with nonlinear elastic restoring forces was carried out. In this part (Part II), an experimental confirmation of the theoretical data from that analysis was sought. With this aim, an experimental model was set up consisting mainly of a practically rigid rotor clamped onto a small diameter piano wire symmetrical to the wire supports. These supports were rigid and equipped with roller bearings and a device that made it possible to adjust the initial tension in the wire so as to make the elastic restoring forces less or more linear. The rotor was dynamically unbalanced and was driven by an asynchronous motor regulated by means of an inverter in order to adjust the rotor speed. A series of tests was performed on this rig with different values of the initial tension in the wire, and the trajectories of two points on the rotor axis were recorded in the course of the tests. These trajectories were obtained, under the hypothesis of similarity, from the orbits covered by two given sections of the wire and detected with two pairs of capacitive transducers. The collected data was compared with the theoretical results from Part I of the present investigation. Comparison of the collected data with the corresponding theoretical results made it possible to infer that system nonlinearity in the presence of small damping can give rise to motions that are periodic, whether synchronous or not, or quasi-periodic, but never chaotic.     

Nonlinear Dynamics of a Rigid Unbalanced Rotor in Journal Bearings. Part II: Experimental Analysis

In the first part of the present investigation [9], the dynamic behaviour of a rigid rotor supported on plain journal bearings was studied, focusing particular attention on its nonlinear aspects. In the present paper an experimental confirmation of the theoretical results is sought. The steel rotor of the experimental rig was given a constant circular cross section in order to fix in an easy way the two distances between supports corresponding, respectively, to the values of the parameter assigned in [9]. Two steel rings, each one with a series of holes and a clamping screw, were mounted onto the rotor with a small clearance. This arrangement made it possible to fix the positions of the rings and their holes respect to the rotor, so as to realize a pre-estabilished unbalance. The two bronze journal bearings were characterised by a relatively low length/diameter ratio, and a relatively high value of the radial clearance and were lubricated with oil delivered from a thermostatic tank. In this way, despite the relative lightness of the rotor, the dimensionless static eccentricity _s was given the high values that were apt to realize the operating conditions assumed in the theoretical analysis. The rotor was driven by means of a d.c. motor connected to a toothed belt-drive. Varying the rotor speed in the range 1000 ÷ 10000 r.p.m., made it possible to assign the values of the modified Sommerfeld number assumed in the theoretical analysis. Three pairs of eddy-current probes were mounted in order to detect the trajectories of three points (C₁, C and C₂) suitably fixed along the rotor axis. These orbits were finally put in comparison with the corresponding ones previously obtained through numerical analysis. The comparison pointed out that the experimental data were in good agreement with the theoretical predictions, despite the approximations that characterise the theoretical model and the unavoidable errors affecting measures in the course of the experimental test.     

Nonlinear Dynamics of a Rigid Unbalanced Rotor in Journal Bearings. Part I: Theoretical Analysis

The dynamic behaviour of a rigid rotor supported on plain journal bearings was studied, focusing particular attention on its nonlinear aspects. Under the hypothesis that the motion of the rotor mass center is plane, the rotor has five Lagrangian co-ordinates which are represented by the co-ordinates of the mass center and the three angular co-ordinates needed to express the rotor's rotation with respect to its center of mass. In such conditions, the system is characterised not only by the nonlinearity of the bearings but also by the nonlinearity due to the trigonometric functions of the three assigned angular co-ordinates. However, if two angular co-ordinates have values that are generally quite small because of the small radial clearances in the bearings, the system is de facto linear in these angular co-ordinates. Moreover, if the third angular co-ordinate is assumed to be cyclic [18], the number of degrees of freedom in the system is reduced to four and nonlinearity depends solely on the presence of the journal bearings, whose reactions were predicted with the -film, short bearing model. After writing the equations of motion in this way and determining a numerical routine for a Runge–Kutta integration the most significant aspects of the dynamics of a symmetrical rotor were studied, in the presence of either pure static or pure couple unbalance and also when both types of unbalance were present. Two categories of rotors, whose motion is prevailingly a cylindrical whirl or a conical whirl, were put under investigation.     

Dynamics of a Rigid Unbalanced Rotor with Nonlinear Elastic Restoring Forces. Part I: Theoretical Analysis

In a previous paper, the dynamic behaviour of a Jeffcott rotor was studied in the presence of pure static unbalance and nonlinear elastic restoring forces. The present paper extends the analysis to a rigid rotor with an axial length such as to make the transverse moment of inertia greater than the axial one. As in the previous investigation, the elastic restoring forces are assumed to be nonlinear and the effects of couple unbalance are also included but, unlike the Jeffcott rotor, the system exhibits six degrees-of-freedom. The Lagrangian coordinates were fixed so as to coincide with the three coordinates of the centre of mass of the rotor and the three angular coordinates needed in order to express the rotor's rotations with respect to a reference frame having its origin in the centre of mass. The precession motions of such a rotor turn out to be cylindrical at low angular speeds and exhibit a conical aspect when operating at higher speeds. The motion equations of the rotor were written with reference to a system that was subsequently adopted for the experimental analysis. The particular feature of this system was the use of a steel wire (piano wire) for the rotor shaft, suitably constrained and with the possibility of regulating the tension of the wire itself, in order to increase or reduce the nonlinear character of the system. The numerical analysis performed with integration of the motion equations made it possible to point out that chaotic solutions were manifested only when the tension in the wire was given the lowest values – i.e. when the system was strongly nonlinear – in the presence of considerable damping and rotor unbalance values that were so high as to lose any practical significance. Under conditions commonly shared by analogous real systems characterised by poor damping, where the contribution to nonlinearity is almost entirely due to elastic restoring forces, the analysis pointed out that precession motions may be manifested with a periodic character, whether synchronous or not, or a quasi-periodic character, but in no case is the solution chaotic.     

Nonlinear Dynamics of a Flexible Spinning Disc Coupled to a Precompressed Spring

This paper analyses the nonlinear transverse vibrations of a rotating, clamped-free, flexible disc coupled to a precompressed spring. This is representative of a large class of loadings in rotating disc systems such as air jet and electromagnetic excitation commonly used in experiments. Such a loading induces a simultaneous critical speed resonance and parametric instability. The disc is modelled as a Von Kármán plate, and the equations of motion are discretised by a Galerkin projection onto a pair of 1:1 internally resonant modes. The large amplitude wave motions and their stabilities are studied using the averaging method and via numerical continuation techniques. The analysis is carried out in a co-rotating as well as a ground-fixed frame. Numerical simulations are used to verify the above analyses. The response predicted by these analyses is substantially different from that arising from a critical speed resonance or of a parametric instability alone. As many as five equilibrium solutions can coexist at supercritical speed. Two distinct regimes of large amplitude response appear to exist depending on the relationship between the strength of the parametric excitation and the damping. The existence of these regimes underscores the subtle competition between critical speed resonance and parametric instability that is likely to be observed in experiments near critical speed in such systems.Contributed by Prof. A.K. Bajaj.