The non-stationary freefield response for a moving load with a random amplitude

This paper presents a stochastic solution procedure for the calculation of the non-stationary freefield response due to a moving load with a random amplitude. In this case, a non-stationary autocorrelation function and a time-dependent spectral density are required to characterize the response at a fixed point in the freefield. The non-stationary solution is derived from the solution in the case of a moving load with a deterministic amplitude. It is shown how the deterministic solution can be calculated in an efficient way by means of integral transformation methods if the problem geometry exhibits a translational invariance in the direction of the moving load. A key ingredient is the transfer function between the source and the receiver that represents the fundamental response in the freefield due to an impulse load at a fixed location. The solution in the case of a moving load with a random amplitude is formulated in terms of the double forward Fourier transform of the non-stationary autocorrelation function. The solution procedure is illustrated with an example where the non-stationary autocorrelation function and the time-dependent standard deviation of the freefield response are computed for a moving harmonic load with a random phase shift. The results are compared with the response in the deterministic case.     

Mean square response of a duffing oscillator to a modulated white noise excitation by the generalized method of equivalent linearization

The non-stationary random response of non-linear systems is considered. The technique of equivalent linearization is generalized for application to non-stationary non-linear random systems and several approximate methods of solution are presented. The example of a Duffing oscillator is studied in detail and its mean square response is evaluated and discussed.     

Time-dependent variance and covariance of responses of structures to non-stationary random excitations

In this paper techniques for the analysis of non-stationary random responses of linear structures, discretized by the finite element method so that they can be analyzed as multi-degree of freedom systems, subjected to non-stationary random excitation are developed. The non-stationary random excitation is represented as a product of (a) an exponentially decaying function and a white noise process, and (b) a modulating function in the form of an exponential envelope and a white noise process. Closed form expressions for the time-dependent variance and covariance of response of structures are presented. Application of these expressions is made for the analysis of non-stationary random responses of a physical model of a class of mast antenna structures subjected to base excitation. It is concluded that (a) the coupling terms do have a definite influence on the response; the magnitude of the influence is proportional to the amount of damping in the structure and proximity of the modes excited; (b) the non-stationary random excitations considered are general in that the modulating functions are not necessarily identical, and therefore the influence of various modulating functions of the excitations applied to different locations of the structure on responses can be examined quantivatively; and (c) for a given damping parameter the magnitudes of the modulating function parameters cannot be chosen arbitrarily though the shapes of normalized modulating functions can be selected to best fit the excitation realizations.     

Fluctuations of the acoustic field Bragg-backscattered from rough surfaces

A rigorous theory of backscattering from slightly rough, statistically non-stationary surfaces is developed. The development proceeds through the application of two ensemble averages: the first is applied to all realizations of the surface having fixed non-stationary features, and the second over all non-stationary surface characteristics. The resulting theory is applied to acoustic sea-floor reverberation, where it is found that non-stationarity must be assumed to obtain agreement with observed reverberation fluctuations. The analysis is further extended to the time domain where it is demonstrated that, for Bragg scatter, no reduction in the predicted fluctuations occurs for frequency diverse waveforms, thus providing a method of differentiating Bragg scatter from other non-resonant scattering processes.     

First-excursion probability in non-stationary random vibration

The first-excursion probability of a non-stationary Gaussian process with zero mean has been studied. Within the framework of the point process approach, a variety of analytical approximations applicable to stationary random processes is extended herein to non-stationary random processes. The extension is possible owing to a recent definition of non-stationary envelope processes proposed by the author. With the aid of numerical examples, merits of each approximation are examined by comparing with the results of simulation. It is found that under non-stationary excitations with short duration, the Markov approximation is the best among all the approximations discussed in this paper. The efficient numerical computation of excursion statistics and the clear advantage of discretization of time domain are discussed.     

Collocation Methods for Hyperbolic Partial Differential Equations with Singular Sources

A numerical study is given on the spectral methods and the high order WENO finite difference scheme for the solution of linear and nonlinear hyperbolic partial differential equations with stationary and non-stationary singular sources. The singular source term is represented by the $δ$-function. For the approximation of the $δ$-function, the direct projection method is used that was proposed in [6]. The $δ$-function is constructed in a consistent way to the derivative operator. Nonlinear sine-Gordon equation with a stationary singular source was solved with the Chebyshev collocation method. The $δ$-function with the spectral method is highly oscillatory but yields good results with small number of collocation points. The results are compared with those computed by the second order finite difference method. In modeling general hyperbolic equations with a non-stationary singular source, however, the solution of the linear scalar wave equation with the non-stationary singular source using the direct projection method yields non-physical oscillations for both the spectral method and the WENO scheme. The numerical artifacts arising when the non-stationary singular source term is considered on the discrete grids are explained.     

广义Tortoise坐标变换与Hawking过程

通过对Vaidya和动态Rindler时空中各种粒子动力学方程的讨论，论证了在随时间变化的度规中引入新的坐标，可将稳态时空定义Tortoise坐标变换的方法推广到动态情况，所得到的tortoise坐标变换中的温度函数明显依赖于时间，同时证明了Hawking过程与动力学方程中源项的存在无关．发现在动态Rindler情况这样以普通时间t描述的时空中，Hawking辐射的粒子呈现出被两次散射的图像 关键词：     

A restoration procedure for (non-stationary) signals from moving sources

Moving sources, such as trains, cars and airplanes, provide non-stationary sound and vibration signals in situations where the receiver is not moving with the source. For non-stationary signals there are strong limitations on the use of computerized analysis techniques based on Fourier transformation. For instance, it is not possible to compute reliably either power spectral density functions or coherence functions. A procedure has been developed, and is discussed in this paper, that restores non-stationary signals into stationary ones, thus enabling one to apply the analysis techniques mentioned above to moving source data with a reliable outcome.     

利用慢特征分析法提取层次结构系统中的外强迫

在大量真实的动力系统中,外部驱动力总是随时间发生变化,正是这种变化导致了非平稳行为的产生.因此,从此类系统的观测数据中提取和分析外强迫(也称驱动力)信号引起了人们越来越多的关注.慢特征分析法(slow feature analysis,SFA)是从非平稳时间序列中提取外强迫信息的一种有效算法.在其基础上利用变参数的Logistic映射产生的非平稳时间序列,通过数值试验进一步讨论了该方法的应用前景,并发展了一些相应的分析技术.试验结果表明,对于模型中包含两个时变驱动力参数的系统,经过一次SFA处理之后,可以进一步利用子波分析技术检索出外强迫信号中的两个参数;对于模型中有两个叠加驱动力层次的三层动力系统,可先通过一次SFA处理,提取出次慢层外强迫信号,对该信号进行二次SFA处理,可提取出最慢层外强迫信号.     

Adaptive autoregressive modeling of non-stationary vibration signals under distinct gear states. Part 1: modeling

Non-parametric time-frequency techniques are increasingly developed and employed to process non-stationary vibration signals of rotating machinery in a great deal of condition monitoring literature. However, their capacity to reveal power variations in the time-frequency space as precisely as possible becomes a hard constraint when the aim is that of monitoring the occurrence of mechanical faults. Therefore, for an early diagnosis, it is imperative to utilize methods with high temporal resolution, aiming at detecting spectral variations occurring in a very short time. This paper proposes three new adaptive parametric models transformed from time-varying vector-autoregressive model with their parameters estimated by means of noise-adaptive Kalman filter, extended Kalman filter and modified extended Kalman filter, respectively, on the basis of different assumptions. The performance analysis of the proposed adaptive parametric models is demonstrated using numerically generated non-stationary test signals. The results suggest that the proposed models possess appealing advantages in processing non-stationary signals and thus are able to provide reliable time-frequency domain information for condition monitoring.     

An approach based on simplified KLT and wavelet transform for enhancing speech degraded by non-stationary wideband noise

It is well known that the non-stationary wideband noise is the most difficult to be removed in speech enhancement. In this paper a novel speech enhancement algorithm based on the dyadic wavelet transform and the simplified Karhunen-Loeve transform (KLT) is proposed to suppress the non-stationary wideband noise. The noisy speech is decomposed into components by the wavelet space and KLT-based vector space, and the components are processed and reconstructed, respectively, by distinguishing between voiced speech and unvoiced speech. There are no requirements of noise whitening and SNR pre-calculating. In order to evaluate the performance of this algorithm in more detail, a three-dimensional spectral distortion measure is introduced. Experiments and comparison between different speech enhancement systems by means of the distortion measure show that the proposed method has no drawbacks existing in the previous methods and performs better shaping and suppressing of the non-stationary wideband noise for speech enhancement.     

A prediction theory of random level distribution based on a generalized difference type of Fokker-Planck equation and its application to environmental noise and vibration,II: Experimental study

In a companion paper [1], a procedure for solving the short time prediction problem in terms of the transition probability distribution has been theoretically derived, for discrete time-sampled data. Explicit algorithms for estimating the non-stationary moment statistics of arbitrary order also have been derived, based on a generalized difference equation of Fokker-Planck type for the conditional probability distributed function, which is central to the theory. In this paper, evidence for the validity and effectiveness of the proposed method is presented, as obtained not only by means of digital simulation but also by using road traffic noise data obtained experimentally in Hiroshima. For several non-stationary random processes simulated by means of random numbers, the theoretical and experimental conditional probability functions are compared. For non-stationary road traffic noise data the theoretically predicted and experimentally determined confidence intervals are compared; in these comparisons several types of conditional probability function and various values of weighting parameter are used in the algorithm. All of the theoretical results show good agreement with the experimental results.     

Multivariate probability expression of quantized state variables for a non-stationary system and its application to an acoustic environment

First, unified expressions of the joint probability function with quantized state variables for a non-stationary stochastic system and the joint factorial moments are found in a general form, including previous well-known results. These expressions are used in the development of a new method for estimating a level distribution over a long time interval on the basis of statistics obtained over a relatively short time interval, for linear vibratory systems. The validity of the theory is confirmed experimentally by applying it to non-stationary road traffic noise level fluctuation data.     

Maximum likelihood identification of non-stationary operational data

In-operation modal analysis has become a valid alternative for structures where a classic input-output test would be difficult if not impossible to conduct. Due to practical considerations, measurements are sometimes performed in patches (roving sensor setups) instead of covering the entire structure at once. In practice, one is often confronted with non-stationary ambient excitation sources (e.g., wind, traffic, waves, etc.). Since the scaling of operational mode shape estimates depends on the unknown level of the ambient excitation, an extra effort is required in order to correctly merge the different parts of the mode shapes. In this contribution, two different approaches, for merging operational mode shapes from non-stationary data, are proposed. Both methods are based upon a single maximum likelihood estimation procedure. For comparison and validation, both techniques were applied to non-stationary data sets obtained by scanning laser vibrometry as well as the Z24 bridge bench mark data.     

Tunnelling effect of the non-stationary Kerr black hole

Extending Parikh and Wilczek＇s work to the non-stationary black hole, we study the Hawking radiation of the non-stationary Kerr black hole by the Hamilto-Jacobi method. The result shows that the radiation spectrum is not purely thermal and the tunnelling probability is related to the change of Bekenstein Hawking entropy, which gives a correction to the Hawking thermal radiation of the black hole.     

Nonadiabatic electron charge pumping in coupled semiconductor quantum dots

The possibility of nonadiabatic electron pumping in the system of three coupled quantum dots (QDs) attached to the leads is discussed. We have found out that periodical changing of energy level position in the middle QD results in non-zero mean tunneling current appeared due to nonadiabatic non-equilibrium processes. The same principle can be used for fabrication of a new class of semiconductor electronic devices based on non-stationary non-equilibrium currents. As an example we propose a nanometer quantum emitter with non-stationary inverse level occupation achieved by electron pumping.     

Non-stationary spin-filtering effects in correlated quantum dot

The influence of external magnetic field switching “on” and “off” on the non-stationary spin-polarized currents in the system of correlated single-level quantum dot coupled to non-magnetic electronic reservoirs has been analyzed. It was shown that considered system can be used for the effective spin filtering by analyzing its non-stationary characteristics in particular range of applied bias voltage.     

Quantum radiation of non-stationary Kerr－Newman－de Sitter black hole

By introducing a new tortoise coordinate transformation, we investigate the quantum thermal and non-thermal radiations of a non-stationary Kerr--Newman--de Sitter black hole. The accurate location and radiate temperature of the event horizon as well as the maximum energy of the non-thermal radiation are derived. It is shown that the radiate temperature and the maximum energy are related to not only the evaporation rate, but also the shape of the event horizon, moreover the maximum energy depends on the electromagnetic potential. Finally, we use the results to reduce the non-stationary Kerr--Newman black hole, the non-stationary Kerr black hole, the stationary Kerr--Newman--de Sitter black hole, and the static Schwarzshild black hole.     

Measuring time dependent volatility and cross-sectional correlation in Australian equity returns

In this study we examine the time-dependent nature of volatility and cross-correlation of Australian equity returns data. Volatility and correlation estimates are calculated using methods that allow for non-stationary behaviour. By averaging the estimates across the entire data set we show that the correlation in ASX stock returns displays evidence of significant time-dependent behaviour. We also find that the volatility estimates do not display similar non-stationary patterns.     

Bivariate phase-rectified signal averaging

Phase-Rectified Signal Averaging (PRSA) was shown to be a powerful tool for the study of quasi-periodic oscillations and nonlinear effects in non-stationary signals. Here we present a bivariate PRSA technique for the study of the inter-relationship between two simultaneous data recordings. Its performance is compared with traditional cross-correlation analysis, which, however, does not work well for non-stationary data and cannot distinguish the coupling directions in complex nonlinear situations. We show that bivariate PRSA allows the analysis of events in one signal when the other signal is in a certain phase or state; it is stable in the presence of noise and impassible to non-stationarities.