Resonant non-linear normal modes. Part II: activation/orthogonality conditions for shallow structural systems

The general conditions, obtained in Lacarbonara and Rega (Int. J. Non-linear Mech. (2002)), for orthogonality of the non-linear normal modes in the cases of two-to-one, three-to-one, and one-to-one internal resonances in undamped unforced one-dimensional systems with arbitrary linear, quadratic and cubic non-linearities are here investigated for a class of shallow symmetric structural systems. Non-linear orthogonality of the modes and activation of the associated interactions are clearly dual problems. It is known that an appropriate integer ratio between the frequencies of the modes of a spatially continuous system is a necessary but not sufficient condition for these modes to be non-linearly coupled. Actual activation/orthogonality of the modes requires the additional condition that the governing effective non-linear interaction coefficients in the normal forms be different/equal to zero. Herein, a detailed picture of activation/orthogonality of bimodal interactions in buckled beams, shallow arches, and suspended cables is presented.     

Second-order hydroelastic analysis of a floating plate in multidirectional irregular waves

Based on an analysis of second-order hydrodynamic forces induced by coupling of first-order wave potentials, second-order hydroelastic equations are established and solved in the frequency domain. The responses of a very large floating structure in multidirectional irregular waves are studied. The characteristics of the difference and sum frequency coordinates are discussed in detail; peaks can be found at the difference and sum frequencies close to the wet resonant frequencies of each mode. We present and analyze the maximum vertical displacement of different points as well as the time history of the vertical displacements of selected points. The differences of the combined (the summation of the linear and non-linear responses) and linear displacements of the selected points are calculated. Our results demonstrate that non-linear fluid forces influence the total responses of the referenced floating structure.     

Non-linear stochastic response of a shallow cable

The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two-degrees-of-freedom system with one modal coordinate for the in-plane displacement and one for the out-of-plane displacement. At first harmonic varying chord elongation at excitation frequencies close to the corresponding eigenfrequencies of the cable is considered in order to identify stable modes of vibration. Depending on the initial conditions the system may enter one of two states of vibration in the static equilibrium plane with the out-of-plane displacement equal to zero, or a whirling state with the out-of-plane displacement different from zero. Possible solutions are found both analytically and numerically. Next, the chord elongation is modelled as a narrow-banded Gaussian stochastic process, and it is shown that all the indicated harmonic solutions now become instable with probability one. Instead, the cable jumps randomly back and forth between the two in-plane and the whirling mode of vibration. A theory for determining the probability of occupying either of these modes at a certain time is derived based on a homogeneous, continuous time three states Markov chain model. It is shown that the transitional probability rates can be determined by first-passage crossing rates of the envelope process of the chord wise component of the support point motion relative to a safe domain determined from the harmonic analysis of the problem.     

Direct numerical simulations of two-layer viscosity-stratified flow

Two-dimensional simulations of flow instability at the interface of a two-layer, density-matched, viscosity-stratified Poiseuille flow are performed using a front-tracking/finite difference method. We present results for the small-amplitude (linear) growth rate of the instability at small to medium Reynolds number for varying thickness ratio n, viscosity ratio m, and wavenumber. We also present results for large-amplitude non-linear evolution of the interface for varying viscosity ratio and interfacial tension. For the linear case, the interfacial mode is neutrally stable for as predicted by analysis. The growth rate is proportional to Reynolds number for small Re, and increases with viscosity ratio. The growth rate also increases when the thickness of the more viscous layer is reduced. Strong non-linear behavior is observed for relatively large initial perturbation amplitude. The higher viscosity fluid is drawn out as a finger that penetrates into the lower viscosity layer. The simulated interface shape compares well with previously reported experiments. Increasing interfacial tension retards the growth rate of the interface as expected, whereas increasing the viscosity ratio enhances it. Drop formation at the small Reynolds number considered in this study is precluded by the two-dimensional nature of the calculations.     

Non-linear viscoelastodynamic equations of three-dimensional rotating structures in finite displacement and finite element discretization

This paper deals with the non-linear viscoelastodynamics of three-dimensional rotating structure undergoing finite displacement. In addition, the non-linear dynamics is studied with respect to geometrical and mechanical perturbations. On part of the boundary of the structure, a rigid body displacement field is applied which moves the structure in a rotation motion. A time-dependent Dirichlet condition is applied to another part of the boundary. For instance, this corresponds to the cycle step of a helicopter rotor blade. A surface force field is applied to the third part of the boundary and depends on the time history of the structural displacement field. For example, this might corresponds to general unsteady aerodynamics forces applied to the structure. The objective of this paper is to model the non-linear dynamic behavior of such a rotating viscoelastic structure undergoing finite displacements, and to allow small geometrical and mechanical (mass, constitutive equations) perturbations analysis to be performed. The model is constructed by the introduction of a reference configuration which is deduced from the non-linear steady boundary value problem. A constitutive equation deduced from the Coleman and Noll theory concerning the viscoelasticity in finite displacement is used. Thereafter, the weak formulation of the boundary value problem is constructed and discretized using the finite element method. In order to simplify the mathematical study of the equations, multilinear forms are introduced in the algebraic calculation and their mathematical properties are presented.     

Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Itô equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example.     

Analytical approximation to large-amplitude oscillation of a non-linear conservative system

This paper deals with non-linear oscillation of a conservative system having inertia and static non-linearities. By combining the linearization of the governing equation with the method of harmonic balance, we establish analytical approximate solutions for the non-linear oscillations of the system. Unlike the classical harmonic balance method, linearization is performed prior to proceeding with harmonic balancing, thus resulting in a set of linear algebraic equations instead of one of non-linear algebraic equations. Hence, we are able to establish analytical approximate formulas for the exact frequency and periodic solution. These analytical approximate formulas show excellent agreement with the exact solutions, and are valid for small as well as large amplitudes of oscillation.     

Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems

The non-linear stochastic optimal control of quasi non-integrable Hamiltonian systems for minimizing their first-passage failure is investigated. A controlled quasi non-integrable Hamiltonian system is reduced to an one-dimensional controlled diffusion process of averaged Hamiltonian by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. The dynamical programming equations and their associated boundary and final time conditions for the problems of maximization of reliability and of maximization of mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The dynamical programming equations for maximum reliability problem and for maximum mean first-passage time problem are finalized and their relationships to the backward Kolmogorov equation for the reliability function and the Pontryagin equation for mean first-passage time, respectively, are pointed out. The boundary condition at zero Hamiltonian is discussed. Two examples are worked out to illustrate the application and effectiveness of the proposed procedure.     

Non-linear determinacy of minimum wave speed for a Lotka-Volterra competition model

For a reaction-diffusion system that serves as a 2-species Lotka-Volterra diffusive competition model, suppose that the corresponding reaction system has one stable boundary equilibrium and one unstable boundary equilibrium. Then it is well known that there exists a positive number c^?, called the minimum wave speed, such that, for each c larger than or equal to c^?, the reaction-diffusion system has a positive traveling wave solution of wave speed c connecting these two equilibria if and only if c?c^?. It has been shown that the minimum wave speed for this system is identical to another important quantity - the asymptotical speed of population spread towards the stable equilibrium. Hence to find the minimum wave speed c^? not only is of the interest in mathematics but is of the importance in application. It has been conjectured that the minimum wave speed can be determined by studying the eigenvalues of the unstable equilibrium, called the linear determinacy. In this paper we will show that the conjecture on the linear determinacy is not true in general.     

Using radial basis functions to construct local volatility surfaces

This article presents a new method for constructing a volatility surface for use in local volatility option pricing models. It builds on previous work focussing on non-parametric regression approaches using a set of radial basis functions, specifically thin plate splines. Optimal parameters are found using a trust region optimisation approach. While there is still much work to be done, the results are encouraging and show that the method is relatively tractable, stable and accurate.