Analytical solution for general nonlinear continuous systems in a complex form

In this paper, the method of multiple scales is used to study free vibrations and primary resonances of geometrically nonlinear spatial continuous systems with general quadratic and cubic nonlinear operators in a complex form. It is found that in the free vibrations of general continuous systems in a complex form, both forward and backward modes are excited. This situation is in contrast to the primary resonances in which only forward modes are excited. Consequently, one may determine the form of solution before applying the multiple scales method to the equation. This analysis is applicable to general continuous systems with gyroscopic and Coriolis effects and includes many nonlinear problems as a special case. As an example of application of this general solution, free vibrations and primary resonances of a simply supported rotating shaft with stretching nonlinearity are considered.     

A spectral theory for linear differential systems

This paper is concerned with continuous and discrete linear skew-product dynamical systems including those generated by linear time-varying ordinary differential equations. The concept of spectrum is introduced for a linear skew-product dynamical system. In the case of a system of ordinary differential equations with constant coefficients the spectrum reduces to the real parts of the eigenvalues. In the general case continuous spectrum can occur and under certain conditions it consists of finitely many compact intervals of the real line, their number not exceeding the dimension of the system. A spectral decomposition theorem is proved which says that a certain naturally defined vector bundle is the sum of invariant subbundles, each one associated with a spectral subinterval. This partially generalizes the Jordan decomposition in the case of constant coefficients. A perturbation theorem is proved which says that nearby systems have spectra which are close. Almost periodic systems are given special attention.     

Analytical approximation of weakly nonlinear continuous systems using renormalization group method

A direct method based on renormalization group method (RGM) is proposed for determining the analytical approximation of weakly nonlinear continuous systems. To demonstrate the application of the method, we use it to analyze some examples. First, we analyze the vibration of a beam resting on a nonlinear elastic foundation with distributed quadratic and cubic nonlinearities in the cases of primary and subharmonic resonances of the nth mode. We apply the RGM to the discretized governing equation and also directly to the governing partial differential equations (PDE). The results are in full agreement with those previously obtained with multiple scales method. Second, we obtain higher order approximation for free vibrations of a beam resting on a nonlinear elastic foundation with distributed cubic nonlinearities. The method is applied to the discretized governing equation as well as directly to the governing PDE. The proposed method is capable of producing directly higher order approximation of weakly nonlinear continuous systems. It is shown that the higher order approximation of discretization and direct methods are not in general equal. Finally, we analyze the previous problem in the case that the governing differential equation expressed in complex-variable form. The results of second order form and complex-variable form are not in agreement. We observe that in use of RGM in higher order approximation of continuous systems, the equations must not be treated in second order form.     

Numerical methods for fourth order nonlinear degenerate diffusion problems

Numerical schemes are presented for a class of fourth order diffusion problems. These problems arise in lubrication theory for thin films of viscous fluids on surfaces. The equations being in general fourth order degenerate parabolic, additional singular terms of second order may occur to model effects of gravity, molecular interactions or thermocapillarity. Furthermore, we incorporate nonlinear surface tension terms. Finally, in the case of a thin film flow driven by a surface active agent (surfactant), the coupling of the thin film equation with an evolution equation for the surfactant density has to be considered. Discretizing the arising nonlinearities in a subtle way enables us to establish discrete counterparts of the essential integral estimates found in the continuous setting. As a consequence, the resulting algorithms are efficient, and results on convergence and nonnegativity or even strict positivity of discrete solutions follow in a natural way. The paper presents a finite element and a finite volume scheme and compares both approaches. Furthermore, an overview over qualitative properties of solutions is given, and various applications show the potential of the proposed approach.     

General linear problem of the isomonodromic deformation of Fuchsian systems

In contrast to nonresonance systems whose continuous deformations are always Schlesinger deformations, systems with resonances provide great possibilities for deformations. In this case, the number of continuous parameters of deformation, in addition to the location of the poles of the system, includes the data describing the Levelt structure of the system, or, in other words, the distribution of resonance directions in the space of solutions. The question of classifying the form and structure of deformations according to these parameters arises. In the present paper, we consider continuous isomonodromic deformations of Fuchsian systems, including those with respect to additional parameters, describe the corresponding linear problem, and present the Pfaff form of the linear problem of general continuous isomonodromic deformation of Fuchsian systems.     

Discrete levels in the continuum and tunneling

We investigate electron localization and tunneling in a quasi-one-dimensional nanochannel with two attracting impurities. We solve the one-electron problem for a short-range interaction with the impurity and obtain expressions for the scattering amplitude, the wave function, and the electron spectrum. We show that coherent interaction of the Fano resonances leads to a new phase-coherent effect, the collapse of the resonance-antiresonance pairs and the disappearance of resonances. Consequently, the system acquires discrete levels in the continuum for certain critical parameters. We analyze electron tunneling through the discrete levels in detail and show that a certain type of degeneration, with one of the states belonging to the discrete spectrum and the other propagating, can occur in this case. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 120, No. 1, pp. 116–129, July, 1999.     

Regions of existence of discrete spectral modes in a Blasius boundary layer

The discrete spectrum of two-dimensional perturbations of the flow in a Blasius boundary layer is investigated. It is shown that, on the front section of the surface in the flow, there are flow regions where there are no modes of the discrete spectrum. On travelling downstream a Tollmin–Schlichting mode initially arises and then, successively, other modes that emerge from under the cut of the complex plane corresponding to a continuous spectrum of vortex waves. The regions of existence of modes in the plane of the parameters of the problem are determined.     

Direction-Reversing Traveling Waves in the Even Fermi-Pasta-Ulam Lattice

Summary. This paper considers the famous Fermi-Pasta-Ulam (FPU) lattice with periodic boundary conditions and quartic nonlinearities. Due to special resonances and discrete symmetries, the Birkhoff normal form of this Hamiltonian system is Liouville integrable. The normal form equations can easily be solved if the number of particles in the lattice is odd, but if the number of particles is even, several nontrivial phenomena occur. In the latter case we observe that the phase space of the normal form is decomposed in invariant subspaces that describe the interaction between the Fourier modes with wave number j and the Fourier modes with wave number n / 2-j . We study how the level sets of the integrals of the normal form foliate these invariant subspaces. The integrable foliations turn out to be singular and the method of singular reduction shows that the normal form has invariant pinched tori and monodromy. Monodromy is an obstruction to the existence of global action-angle variables. The pinched tori are interpreted as homoclinic and heteroclinic connections between traveling waves. Thus we discover a class of solutions of the normal form which can be described as direction-reversing traveling waves. The relation between the FPU lattice and its Birkhoff normal form can be understood from KAM theory and approximation theory. This explains why we observe the impact of the direction-reversing traveling waves numerically as a relaxation oscillation in the original FPU system.     

Oscillation theorems and Rayleigh principle for linear Hamiltonian and symplectic systems with general boundary conditions

The aim of this paper is to establish the oscillation theorems, Rayleigh principle, and coercivity results for linear Hamiltonian and symplectic systems with general boundary conditions, i.e., for the case of separated and jointly varying endpoints, and with no controllability (normality) and strong observability assumptions. Our method is to consider the time interval as a time scale and apply suitable time scales techniques to reduce the problem with separated endpoints into a problem with Dirichlet boundary conditions, and the problem with jointly varying endpoints into a problem with separated endpoints. These more general results on time scales then provide new results for the continuous time linear Hamiltonian systems as well as for the discrete symplectic systems. This paper also solves an open problem of deriving the oscillation theorem for problems with periodic boundary conditions. Furthermore, the present work demonstrates the utility and power of the analysis on time scales in obtaining new results especially in the classical continuous and discrete time theories.     

Generalized polynomial programming: Its approach to the solution of some management science problems

Generalized Polynomial Programming is used to obtain a numerical solution to some general problems in management science, modeled by discrete nonlinear systems with nonlinear performance indices, when the nonlinearities are modeled as generalized polynomials. Two general applications to the structural control in a graded manpower system and to advertising scheduling are considered. Numerical results are discussed.     

具有对称循环结构线性大系统的分散镇定特征

研究一类具有对称循环结构的连续和离散线性大系统的分散镇定特征,充分利用对称循环的特点,建立了判断这类系统可分散镇定的充分条件．在连续情形下,通过引进耦合结构模这一概念,揭示了这类系统分散镇定的重要特征,这就是当整个系统的耦合结构模给定之后,系统的分散镇定特性可以完全由各孤立子系统的结构所决定．这表明在这类系统的实际设计中,不管系统内中各子系统之间的耦合结构多么复杂,只要按一定的条件适当设计或修正各孤立子系统的结构参数,就能使所设计的大系统具有分散镇定特征,并提供了相应的分散镇定算法．对离散情形也进行了讨论,结果表明,连续系统与离散系统的分散镇定特征有着很大的差异．     

Bounded probability properties of Kolmogorov-Smirnov and similar statistics for discrete data

Summary A somewhat general class of situations, that include Kolmogorov-Smirnov type results as special cases, is considered. These situations, which are described in the following sections, are required to have uniquely determined probability properties when the sample values used are from continuous populations of any nature. If the populations sampled are discrete, however, these probability values are not uniquely determined. This paper shows that the values for the continuous case represent bounds for the values that occur in any discrete case. The method used to show that these bound relations hold consists in noting that any discrete data situation can be interpreted as a situation involving the grouping of continuous data. Then bound relationships are established between the values of probabilities for the grouped data situations and the corresponding ungrouped data situations, which are the situations considered for the case of the continuous data. These bounds on probabilities for discrete data cases should be useful for practical applications. In practice, all data are discrete (due to limitations in measurement accuracy).     

Dirichlet-Neumann conditions and the orthogonality of three-dimensional guided waves in layered solids

Orthogonality relations for homogeneous waves in layered plates are obtained, and they are generalized to the case of a contact with fluid layers. For layers of infinite thickness, it is shown that the homogeneous waves of the discrete spectrum are orthogonal to each other and to the waves of the continuous spectrum. For finite-size sources, exact formulas are derived for the coefficients multiplying the modes. Based on the orthogonality relations, a nonlocal radiation principle is proposed such that the infinite domain in the numerical solution of diffraction problems for layered plates can be replaced by a virtual cylinder.     

On The Parametric Model of Western Boundary Outflow

A simple model equation for western boundary outflow in the Stommel model of the large scale ocean circulation is obtained by evaluating the potential vorticity equation at the western boundary. A series solution to this model equation demonstrates similar behavior to the boundary layer solution of the potential vorticity equation, in particular that “resonances” are present at a discrete series of parameter values which necessitate the addition of logarithms to the series; these resonances occur because the model equation has a logarithmic branch point at these values.     

Non–limit-circle and limit-point criteria for symplectic and linear Hamiltonian systems

Several necessary and/or sufficient conditions for the existence of a non–square-integrable solution of symplectic dynamic systems with general linear dependence on the spectral parameter on time scales are established and a sufficient condition for the limit-point case is derived. Almost all presented results are new even in the continuous and discrete cases, that is, for the linear Hamiltonian differential systems and for the discrete symplectic systems, respectively.     

Switching systems with dwell time: Computing the maximal Lyapunov exponent

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete–continuous) linear switching systems on graphs, in which some modes correspond to discrete actions and some others correspond to continuous-time evolutions. Each discrete action has its own positive weight which accounts for its time-duration. We develop a theory of stability for the mixed systems; in particular, we prove the existence of an invariant Lyapunov norm for mixed systems on graphs and study its structure in various cases, including discrete-time systems for which discrete actions have inhomogeneous time durations. This allows us to adapt recent methods for the joint spectral radius computation (Gripenberg’s algorithm and the Invariant Polytope Algorithm) to compute the Lyapunov exponent of mixed systems on graphs.     

Stabilization by Slow Diffusion in a Real Ginzburg-Landau System

The Ginzburg-Landau equation is essential for understanding the dynamics of patterns in a wide variety of physical contexts. It governs the evolution of small amplitude instabilities near criticality. It is well known that the (cubic) Ginzburg-Landau equation has various unstable solitary pulse solutions. However, such localized patterns have been observed in systems in which there are two competing instability mechanisms. In such systems, the evolution of instabilities is described by a Ginzburg-Landau equation coupled to a diffusion equation. In this article we study the influence of this additional diffusion equation on the pulse solutions of the Ginzburg-Landau equation in light of recently developed insights into the effects of slow diffusion on the stability of pulses. Therefore, we consider the limit case of slow diffusion, i.e., the situation in which the additional diffusion equation acts on a long spatial scale. We show that the solitary pulse solution of the Ginzburg-Landau equation persists under this coupling. We use the Evans function method to analyze the effect of the slow diffusion and to show that it acts as a control mechanism that influences the (in)stability of the pulse. We establish that this control mechanism can indeed stabilize a pulse when higher order nonlinearities are taken into account.     

Unified Orbital Description of the Envelope Dynamics in Two‐Dimensional Simple Periodic Lattices

The propagation of wave envelopes in two‐dimensional (2‐D) simple periodic lattices is studied. A discrete approximation, known as the tight‐binding (TB) approximation, is employed to find the equations governing a class of nonlinear discrete envelopes in simple 2‐D periodic lattices. Instead of using Wannier function analysis, the orbital approximation of Bloch modes that has been widely used in the physical literature, is employed. With this approximation the Bloch envelope dynamics associated with both simple and degenerate bands are readily studied. The governing equations are found to be discrete nonlinear Schrödinger (NLS)‐type equations or coupled NLS‐type systems. The coefficients of the linear part of the equations are related to the linear dispersion relation. When the envelopes vary slowly, the continuous limit of the general discrete NLS equations are effective NLS equations in moving frames. These continuous NLS equations (from discrete to continuous) also agree with those derived via a direct multiscale expansion. Rectangular and triangular lattices are examples.     

Study on frequency response and bifurcation analyses under primary resonance conditions of micro-milling operations

Avoidance of resonance in fluctuation of milling tool is vital for reaching excellence quality and performance of the cutting operation. The cutting tool in resonance condition vibrates with considerable magnitude that causes to increase milling tool wear and manufacturing prices. Analytical study of primary resonances and bifurcation behavior of a micro-milling process, including structural nonlinearities, gyroscopic moment, rotary inertia, velocity-dependent process damping, static and dynamic chip thickness, is chief aim of this article. The milling tool is modeled as a 3-D spinning cantilever beam that is motivated by cutting forces. To get the analytical solution for frequency response function and bifurcation behavior of the system under primary resonances, the method of multiple scales is operated on converted ordinary differential equations that are obtained by applying assumed modes method on nonlinear partial differential equations of tool vibration. The effects of different process parameters and nonlinear terms on the frequency response of the tool tip oscillations are examined. In addition, the effects of detuning parameter and damping ratio on the bifurcation and behavior of the limit cycle under primary resonances are examined. The results shows that these parameters are the bifurcation parameters and Neimark, symmetry breaking, flip, and period-3 bifurcations occur when the detuning parameter is varied.     

Limit circle invariance for two differential systems on time scales

In this paper we consider two linear differential systems on a time scale. Both systems depend linearly on a complex spectral parameter λ. We prove that if all solutions of these two systems are square integrable with respect to a given weight matrix for one value λ₀, then this property is preserved for all complex values λ. This result extends and improves the corresponding continuous time statement, which was derived by Walker (1975) for two non‐hermitian linear Hamiltonian systems, to appropriate differential systems on arbitrary time scales. The result is new even in the purely discrete case, or in the scalar time scale case, as well as when both time scale systems coincide. The latter case also generalizes a limit circle invariance criterion for symplectic systems on time scales, which was recently derived by the authors.