Analytic Approximation of the Homoclinic Orbits of the Lorenz System at σ = 10, b = 8/3 and ρ = 13.926...

We present an iterative technique to analytically approximate the homoclinic loops of the Lorenz system for = 10, b = 8/3 and = _H = 13.926.... First, the local structure of the homoclinic solution for t 0 ± and t ± is analyzed. Then, global approximants are used to match the local expansions. The matching procedure resembles the one used in Padé approximations. The accuracy of the approximation is improved iteratively, with each iteration providing estimates for the initial conditions of the homoclinic orbit, the value of _H, and three undetermined constants in the local expansions. Within three iterations the error in _H falls to the order of 0.1%. Comparisons with numerical integrations are made, and a discussion on ways to extend the technique to other types of homoclinic or heteroclinic orbits, and to improve its accuracy, is given.     

On the Ellipticity of the Middle Surface of a Shell and its Application to the Asymptotic Analysis of ‘Membrane’ Shells

We consider a surface S = (), where ² is a bounded, connected, open set with a smooth boundary and : ³ is a smooth map; let () denote the components of the two-dimensional linearized strain tensor of S and let 0 with length 0 > 0. We assume the the norm ,|| ()||0, in the space V0() = { H¹() × H¹() × L²(); = 0 on 0 } is equivalent to the usual product norm on this space. We then establish that this assumption implies that the surface S is uniformly elliptic and that we necessarily have 0 = .     

Chaos and integrability in a nonlinear wave equation

We consider the parametrized family of equations _tt ,u- _xx u-au+u ₂ ² u=O,x(0,L), with Dirichlet boundary conditions. This equation has finite-dimensional invariant manifolds of solutions. Studying the reduced equation to a four-dimensional manifold, we prove the existence of transversal homoclinic orbits to periodic solutions and of invariant sets with chaotic dynamics, provided that =2, 3, 4,.... For =1 we prove the existence of infinitely many first integrals pairwise in involution.     

Stability transitions for periodic orbits in hamiltonian systems

The paper considers one-parameter families of periodic solutions of real analytic Hamiltonian systems with two degrees of freedom, the parameter being the energy h. Conditions are given which guarantee that this family will undergo infinitely many changes in stability status as h tends to some finite value h ₀. First considered is the case of a critical point (with eigenvalues ±, ±i, and >0) of the Hamiltonian at energy h ₀ with the property that the family limits to a homoclinic orbit asymptotic to this point. Some generalizations of this case are given, and applications are made to examples such as the Hénon-Heiles Hamiltonian. We obtain an infinite sequence of distinct energy intervals converging to h ₀ on which the periodic orbits are elliptic. Requirements for the elliptic stability of the orbits are then given. The additional conditions for an infinite sequence of distinct energy intervals converging to h ₀, on which the orbits are hyperbolic, involve the coexistence problem for an associated Hill's equation that appears when the relevant Poincaré maps along the orbits are computed in coordinates. The results are compared to the case where the critical point has eigenvalues (±±i), and >0, investigated by Henrard and Devaney.     

Global bifurcations in the motion of parametrically excited thin plates

In this paper we investigate global bifurcations in the motion of parametrically excited, damped thin plates. Using new mathematical results by Kovai and Wiggins in finding homoclinic and heteroclinic orbits to fixed points that are created in a resonance resulting from perturbation, we are able to obtain explicit conditions under which Silnikov homoclinic orbits occur. Furthermore, we confirm our theoretical predictions by numerical simulations.     

Heteroclinic orbits in singular systems: A unifying approach

We consider singularly perturbed systems , such that=f(, _o, 0). _o ^m , has a heteroclinic orbitu(t). We construct a bifurcation functionG(, ) such that the singular system has a heteroclinic orbit if and only ifG(, )=0 has a solution=(). We also apply this result to recover some theorems that have been proved using different approaches.     

Non-persistence of Homoclinic Connections for Perturbed Integrable Reversible Systems

The dynamics of an analytic reversible vector field (X,) is studied in with one real parameter close to 0; X=0 is a fixed point. The differential D_x (0,0) generates an oscillatory dynamics with a frequency of order 1—due to two simple, opposite eigenvalues lying on the imaginary axis—and it also generates a slow dynamics which changes from a hyperbolic type—eigenvalues are —to an elliptic type—eigenvalues are —as passes trough 0. The existence of reversible homoclinic connections to periodic orbits is known for such vector fields. In this paper we study a particular subclass of such vector fields, obtained by small reversible perturbations of the normal form. We give an explicit condition on the perturbation, generically satisfied, which prevents the existence of a homoclinic connections to 0 for the perturbed system. The normal form system of any order admits a reversible homoclinic connection to 0, which then does not survive under perturbation of higher order. It will be seen that normal form essentially decouples the hyperbolic and elliptic part of the linearization to any chosen algebraic order. However, this decoupling does not persist arbitrary reversible perturbation, which finally causes the appearance of small amplitude oscillations.     

Two-phase flow in heterogeneous porous media II: Numerical experiments for flow perpendicular to a stratified system

In this work, we make use of numerical experiments to explore our original theoretical analysis of two-phase flow in heterogeneous porous media (Quintard and Whitaker, 1988). The calculations were carried out with a two-region model of a stratified system, and the parameters were chosen be consistent with practical problems associated with groundwater flows and petroleum reservoir recovery processes. The comparison between theory (the large-scaled averaged equations) and experiment (numerical solution of the local volume averaged equations) has allowed us to identify conditions for which the quasi-static theory is acceptable and conditions for which a dynamic theory must be used. Byquasi-static we mean the following: (1) The local capillary pressure,everywhere in the averaging volume, can be set equal to the large-scale capillary pressure evaluated at the centroid of the averaging volume and (2) the large-scale capillary pressure is given by the difference between the large-scale pressures in the two immiscible phases, and is therefore independent of gravitational effects, flow effects and transient effects. Bydynamic, we simply mean a significant departure from the quasi-static condition, thus dynamic effects can be associated with gravitational effects, flow effects and transient effects. To be more precise about the quasi-static condition we need to refer to the relation between the local capillary pressure and the large-scale capillary pressure derived in Part I (Quintard and Whitaker, 1990). Herep _c ¦_y represents the local capillary pressure evaluated at a positiony relative to the centroid of the large-scale averaging volume, and {p _c }¦_x represents the large-scale capillary pressure evaluated at the centroid.In addition to{p _c } ^c being evaluated at the centroid, all averaged terms on the right-hand side of Equation (1) are evaluated at the centroid. We can now write the equations describing the quasi-static condition as , , This means that the fluids within an averaging volume are distributed according to the capillary pressure-saturation relationwith the capillary pressure held constant. It also means that the large-scale capillary pressure is devoid of any dynamic effects. Both of these conditions represent approximations (see Section 6 in Part I) and one of our main objectives in this paper is to learn something about the efficacy of these approximations. As a secondary objective we want to explore the influence of dynamic effects in terms of our original theory. In that development only the first four terms on the right hand side of Equation (1) appeared in the representation for the local capillary pressure. However, those terms will provide an indication of the influence of dynamic effects on the large-scale capillary pressure and the large-scale permeability tensor, and that information provides valuable guidance for future studies based on the theory presented in Part I.Roman Letters A scalar that maps {}*/t onto - A scalar that maps {}*/t onto - A interfacial area between the -region and the -region contained within, m² - A interfacial area between the -region and the -region contained within, m² - A interfacial area between the -region and the -region contained within, m² - a vector that maps ({}*/t) onto , m - a vector that maps ({}*/t) onto , m - b vector that maps ({p}– g) onto , m - b vector that maps ({p}– g) onto , m - B second order tensor that maps ({p}– g) onto , m² - B second order tensor that maps ({p}– g) onto , m² - c vector that maps ({}*/t) onto , m - c vector that maps ({}*/t) onto , m - C second order tensor that maps ({}*/t) onto , m² - C second order tensor that maps ({}*/t) onto . m² - D third order tensor that maps ( ) onto , m - D third order tensor that maps ( ) onto , m - D second order tensor that maps ( ) onto , m² - D second order tensor that maps ( ) onto , m² - E third order tensor that maps () onto , m - E third order tensor that maps () onto , m - E second order tensor that maps () onto - E second order tensor that maps () onto - p _c =(), capillary pressure relationship in the-region - p _c =(), capillary pressure relationship in the-region - g gravitational vector, m/s² - largest of either or - - - i unit base vector in thex-direction - I unit tensor - K local volume-averaged-phase permeability, m² - K local volume-averaged-phase permeability in the-region, m² - K local volume-averaged-phase permeability in the-region, m² - {K } large-scale intrinsic phase average permeability for the-phase, m² - K –{K }, large-scale spatial deviation for the-phase permeability, m² - K –{K }, large-scale spatial deviation for the-phase permeability in the-region, m² - K –{K }, large-scale spatial deviation for the-phase permeability in the-region, m² - K ^* large-scale permeability for the-phase, m² - L characteristic length associated with local volume-averaged quantities, m - characteristic length associated with large-scale averaged quantities, m - I _i i = 1, 2, 3, lattice vectors for a unit cell, m - l characteristic length associated with the-region, m - ; characteristic length associated with the-region, m - l _H characteristic length associated with a local heterogeneity, m - - n unit normal vector pointing from the-region toward the-region (n =–n ) - n unit normal vector pointing from the-region toward the-region (n =–n ) - p pressure in the-phase, N/m² - p local volume-averaged intrinsic phase average pressure in the-phase, N/m² - {p } large-scale intrinsic phase average pressure in the capillary region of the-phase, N/m² - p local volume-averaged intrinsic phase average pressure for the-phase in the-region, N/m² - p local volume-averaged intrinsic phase average pressure for the-phase in the-region, N/m² - p –{p }, large scale spatial deviation for the-phase pressure, N/m² - p –{p }, large scale spatial deviation for the-phase pressure in the-region, N/m² - p –{p }, large scale spatial deviation for the-phase pressure in the-region, N/m² - P _c p –{p }, capillary pressure, N/m² - {p_c}^c large-scale capillary pressure, N/m² - r ₀ radius of the local averaging volume, m - R ₀ radius of the large-scale averaging volume, m - r position vector, m - , m - S /, local volume-averaged saturation for the-phase - S ^* {}*{}*, large-scale average saturation for the-phaset time, s - t time, s - u , m - U , m² - v -phase velocity vector, m/s - v local volume-averaged phase average velocity for the-phase in the-region, m/s - v local volume-averaged phase average velocity for the-phase in the-region, m/s - {v } large-scale intrinsic phase average velocity for the-phase in the capillary region of the-phase, m/s - {v } large-scale phase average velocity for the-phase in the capillary region of the-phase, m/s - v –{v }, large-scale spatial deviation for the-phase velocity, m/s - v –{v }, large-scale spatial deviation for the-phase velocity in the-region, m/s - v –{v }, large-scale spatial deviation for the-phase velocity in the-region, m/s - V local averaging volume, m³ - V volume of the-phase in, m³ - V large-scale averaging volume, m³ - V capillary region for the-phase within, m³ - V capillary region for the-phase within, m³ - V _c intersection of m³ - V volume of the-region within, m³ - V volume of the-region within, m³ - V () capillary region for the-phase within the-region, m³ - V () capillary region for the-phase within the-region, m³ - V () , region in which the-phase is trapped at the irreducible saturation, m³ - y position vector relative to the centroid of the large-scale averaging volume, m Greek Letters local volume-averaged porosity - local volume-averaged volume fraction for the-phase - local volume-averaged volume fraction for the-phase in the-region - local volume-averaged volume fraction for the-phase in the-region - local volume-averaged volume fraction for the-phase in the-region (This is directly related to the irreducible saturation.) - {} large-scale intrinsic phase average volume fraction for the-phase - {} large-scale phase average volume fraction for the-phase - {}* large-scale spatial average volume fraction for the-phase - –{}, large-scale spatial deviation for the-phase volume fraction - –{}, large-scale spatial deviation for the-phase volume fraction in the-region - –{}, large-scale spatial deviation for the-phase volume fraction in the-region - a generic local volume-averaged quantity associated with the-phase - mass density of the-phase, kg/m³ - mass density of the-phase, kg/m³ - viscosity of the-phase, N s/m² - viscosity of the-phase, N s/m² - interfacial tension of the - phase system, N/m - , N/m - , volume fraction of the-phase capillary (active) region - , volume fraction of the-phase capillary (active) region - , volume fraction of the-region ( + =1) - , volume fraction of the-region ( + =1) - {p }– g, N/m³ - {p }– g, N/m³     

Homoclinic Saddle-Node Bifurcations in Singularly Perturbed Systems

In this paper we study the creation of homoclinic orbits by saddle-node bifurcations. Inspired on similar phenomena appearing in the analysis of so-called localized structures in modulation or amplitude equations, we consider a family of nearly integrable, singularly perturbed three dimensional vector fields with two bifurcation parameters a and b. The O() perturbation destroys a manifold consisting of a family of integrable homoclinic orbits: it breaks open into two manifolds, W ^s() and W ^u(), the stable and unstable manifolds of a slow manifold . Homoclinic orbits to correspond to intersections W ^s()W ^u(); W ^s()W ^u()= for a<a*, a pair of 1-pulse homoclinic orbits emerges as first intersection of W ^s() and W ^u() as a>a*. The bifurcation at a=a* is followed by a sequence of nearby, O( ²(log)²) close, homoclinic saddle-node bifurcations at which pairs of N-pulse homoclinic orbits are created (these orbits make N circuits through the fast field). The second parameter b distinguishes between two significantly different cases: in the cooperating (respectively counteracting) case the averaged effect of the fast field is in the same (respectively opposite) direction as the slow flow on . The structure of W ^s()W ^u() becomes highly complicated in the counteracting case: we show the existence of many new types of sometimes exponentially close homoclinic saddle-node bifurcations. The analysis in this paper is mainly of a geometrical nature.     

The Thermodynamic Significance of the Local Volume Averaged Temperature

Since the temperature is not an additive function, the traditional thermodynamic point of view suggests that the volume integral of the temperature has no precise physical meaning. This observation conflicts with the customary analysis of non-isothermal catalytic reactors, heat pipes, driers, geothermal processes, etc., in which the volume averaged temperature plays a crucial role. In this paper we identify the thermodynamic significance of the volume averaged temperature in terms of a simple two-phase heat transfer process. Given the internal energy as a function of the point temperature and the density

Testing viscometric predictions of the internal viscosity model,using dilute viscous theta solutions

A stress-symmetrized internal viscosity (I.V.) model for flexible polymer chains, proposed by Bazua and Williams, is scrutinized for its theoretical predictions of complex viscosity ^* () = – i and non-Newtonian viscosity (), where is frequency and is shear stress. Parameters varied are the number of submolecules,N (i.e., molecular weightM = NM _s ); the hydrodynamic interaction,h ^*; and/f, where andf are the I.V. and friction coefficients of the submolecule. Detailed examination is made of the eigenvalues _p (N, h ^*) and how they can be estimated by various approximations, and property predictions are made for these approximations.Comparisons are made with data from our preceding companion paper, representing intrinsic properties [], [], [] in very viscous theta solutions, so that theoretical foundations of the model are fulfilled. It is found that [ ()] data can be predicted well, but that [ ()] data cannot be matched at high. The latter deficiency is attributed in part to unrealistic predictions of coil deformation in shear.     

Knotted periodic orbits in suspensions of Smale's horseshoe: Torus knots and bifurcation sequences

We construct a suspension of Smale's horseshoe diffeomorphism of the two-dimensional disc as a flow in an orientable three manifold. Such a suspension is natural in the sense that it occurs frequently in periodically forced nonlinear oscillators such as the Duffing equation. From this suspension we construct a knot-hòlder or template—a branched two-manifold with a semiflow—in such a way that the periodic orbits are isotopic to those in the full three-dimensional flow. We discuss some of the families of knotted periodic orbits carried by this template. In particular we obtain theorems of existence, uniqueness and non-existence for families of torus knots. We relate these families to resonant Hamiltonian bifurcations which occur as horseshoes are created in a one-parameter family of area preserving maps, and we also relate them to bifurcations of families of one-dimensional quadratic like maps which can be studied by kneading theory. Thus, using knot theory, kneading theory and Hamiltonian bifurcation theory, we are able to connect a countable subsequence of one-dimensional bifurcations with a subsequence of area-preserving bifurcations in a two parameter family of suspensions in which horseshoes are created as the parameters vary. One implication is that infinitely many bifurcation sequences are reversed as one passes from the one dimensional to the area-preserving family: there are no universal routes to chaos!     

Unique Periodic Orbits for Delayed Positive Feedback and the Global Attractor

The delay differential equation, (t)=–x(t)+f(x(t–1)), with >0 and a real function f satisfying f(0)=0 and f>0 models a system governed by delayed positive feedback and instantaneous damping. Recently the geometric, topological, and dynamical properties of a three-dimensional compact invariant set were described in the phase space C=C([–1, 0], ) of initial data for solutions of the equation. In this paper, for a set of and f which include examples from neural network theory, we show that this three-dimensional set is the global attractor, i.e., the compact invariant set which attracts all bounded subsets of C. The proof involves, among others, results on uniqueness and absence of periodic orbits.     

Some aspects of dilute suspension theory

A theory proposed by the author as representative of the flow of a general suspension contains three interaction forces, f, S and N. For a quasi-concentrated suspension and for a dilute suspension, N and S, N are omitted, respectively. For the latter special case, we treat diffusion of a fluid through an elastic solid. For a quasi-concentrated suspension, we show that F and S depend on the gradient of the motion gradient. We demonstrate the existence of interesting phenomena: non-simple behavior, dissipative effects, generalized lift and drag forces.Presented at the second conference Recent Developments in Structured Continua, May 23 – 25, 1990, in Sherbrooke, Québec, Canada.     

Invariant Manifolds for Nonautonomous Systems with Application to One-Step Methods

In this paper we study the existence of invariant manifolds for a special type of nonautonomous systems which arise in the study of discretization methods. According to [10], a one-step scheme of step-size for an autonomous system can be interpreted as the -flow of a perturbed nonautonomous system. The perturbation is rapidly forced in the sense that it is periodic with respect to time with period . Assuming a saddle node for the autonomous system, we prove that these rapidly forced perturbations have center manifolds which exist in a uniform neighborhood and which converge to a center manifold of the autonomous system as tends to zero. Our results are applied to obtain a smooth continuation as well as estimates of the well known center manifolds for one-step schemes. They also form the basis for studying saddle-node homoclinic orbits under discretization.     

Mass transfer with chemical reaction in a laminar falling film

Zusammenfassung Es wird eine analytische Lösung für die Absorption in einem laminaren Rieselfilm mit homogener und heterogener chemischer Reaktion 1. Ordnung vorgestellt, wobei der Stofftransportwiderstand auf der Gasseite liegt. Die Lösung ist eine Funktion von drei dimensionslosen ParameternBi, und, welche die BiotZahl und einen homogenen bzw. heterogenen Reaktionsparameter darstellen. Es wird gezeigt, daß für feste Werte vonBi und die Absorptionsrate (bezogen auf die Breite 1 des Rieselfilms) über eine gewisse Länge (dimensionslos) des Rieselfilms unabhängig von ist, wenn, < 0,6 ist. Die laufende Länge wird von der Stelle aus gemessen, an der die Absorption beginnt. Für b 0,6 nimmt der FlußQ mit zu, erreicht aber einen Sättigungswert bei=10, wonachQ nurmehr sehr langsam anwächst. Jedoch für ein gegebenes und ohne Übergangswiderstand im Film (Bi ) nimmtQ mit für alle 0 zu.

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Mass transfer with chemical reaction in a laminar falling film

An analytical solution is presented for gas absorption in a laminar falling film with first-order homogeneous and heterogeneous chemical reaction and external gas-phase mass transfer resistance. The solution depends on three dimensionless parametersBi, and, wich represent the Biot number, homogeneous and heterogeneous reaction parameters, respectively. It is shown that for fixed values ofBi and, the rate of gas absorption (per unit breadth) over a certain length; (dimensionless) along the falling film measured from the point where surface absorption begins is independent of if < 0.6. For 0.6, this fluxQ increases with but reaches a saturation value at=10 beyond whichQ increases very slowly. But for given and zero gas film resistance (Bi ),Q increases with for all 0.

     

Bifurcation and coalescence of a plethora of homoclinic orbits for a Hamiltonian system

This is a further study of the set of homoclinic solutions (i.e., nonzero solutions asymptotic to 0 as ¦x¦) of the reversible Hamiltonian systemu ^iv +Pu +u–u ²=0. The present contribution is in three parts. First, rigorously for P –2, it is proved that there is a unique (up to translation) homoclinic solution of the above system, that solution is even, and on the zero-energy surface its orbit coincides with the transverse intersection of the global stable and unstable manifolds. WhenP=–2 the origin is a node on its local stable and unstable manifolds, and whenP(–2,2) it is a focus. Therefore we can infer, rigorously, from the discovery by Devaney of a Smale horseshoe in the dynamics on the zero energy set, there are infinitely many distinct infinite families of homoclinic solutions forP(–2, –2+) for some>0. Buffoni has shown globally that there are infinitely many homoclinic solutions for allP(–2,0], based on a different approach due to Champneys and Toland. Second, numerically, the development of the set of symmetric homoclinic solutions is monitored asP increases fromP=–2. It is observed that two branches extend fromP=–2 toP=+2 where their amplitudes are found to converge to 0 asP 2. All other symmetric solution branches are in the form of closed loops with a turning point betweenP=–2 andP=+2. Numerically it is observed that each such turning point is accompanied by, though not coincident with, the bifurcation of a branch of nonsymmetrical homoclinic orbits, which can, in turn, be followed back toP=–2. Finally, heuristic explanations of the numerically observed phenomena are offered in the language of geometric dynamical systems theory. One idea involves a natural ordering of homoclinic orbits on the stable and unstable manifolds, given by the Horseshoe dynamics, and goes some way to accounting for the observed order (in terms ofP-values) of the occurrence of turning points. The near-coincidence of turning and asymmetric bifurcation points is explained in terms of the nontransversality of the intersection of the stable and unstable manifolds in the zero energy set on the one hand, and the nontransversality of the intersection of the same manifolds with the symmetric section in ⁴ on the other. Some conjectures based on present understanding are recorded.     

LDA measurements in low Reynolds number turbulent boundary layer

LDA measurements of the mean velocity in a low Reynolds number turbulent boundary layer allow a direct estimate of the friction velocity U from the value of /y at the wall. The trend of the Reynolds number dependence of / is similar to the direct numerical simulations of Spalart (1988).     

Effect of Streamwise Streaky Structures on Turbulization of a Circular Jet

Experimental investigations of the influence of streamwise streaky structures on turbulization of a circular laminar jet are described. The qualitative characteristics of jet evolution are studied by smoke visualization of the flow pattern in the jet and by filming the transverse and longitudinal sections of the jet illuminated by the laser sheet with image stroboscopy. It is shown that the streaky structures can be generated directly at the nozzle exit, and their interaction with the Kelvin–Helmholtz ring vortices leads to emergence of azimuthal beams ( structures) by a mechanism similar to threedimensional distortion of the twodimensional Tollmien–Schlichting wave at the nonlinear stage of the classical transition in nearwall flows. The effect of the jetexhaustion velocity and acoustic action on jet turbulization is considered.     

Comparison of a new internal viscosity model with other constrained-connector theories of dilute polymer solution rheology

Complex viscosity ^* = -i predictions of the Dasbach-Manke-Williams (DMW) internal viscosity (IV) model for dilute polymer solutions, which employs a mathematically rigorous formulation of the IV forces, are examined in the limit of infinite IV over the full range of frequency number of submolecules N, and hydrodynamic interaction h ^*. Although the DMW model employs linear entropic spring forces, infinite IV makes the submolecules rigid by suppressing spring deformations, thereby emulating the dynamics of a freely jointed chain of rigid links. The DMW () and () predictions are in close agreement with results for true freely jointed chain models obtained by Hassager (1974) and Fixman and Kovac (1974 a, b) with far more complicated formalisms. The infinite-frequency dynamic viscosity predicted by the DMW infinite-IV model is also found to be in remarkable agreement with the calculations of Doi et al. (1975). In contrast to the other freely jointed chain models cited above, however, the DMW model yields a simple closed-form solution for complex viscosity expressed in terms of Rouse-Zimm relaxation times.