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A class of numerical methods for constructing bifurcation curves for systems of coupled, non-linear ordinary differential equations is presented. Foundations are discussed, and several variations are outlined along with their respective capabilities. Appropriate background material from dynamical systems theory is presented.
This paper summarizes the development of the methods and a computer program to compute the probability of instability of a dynamic system than can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the roots of the characteristics equation or Routh-Hurwitz test functions are investigated. Computational methods based on system reliability analysis methods and importance sampling concepts are proposed to perform efficient probabilistic analysis. Numerical examples are provided to demonstrate the methods.
The equations which describe the three-dimensional motion of an unbalanced rigid disk in a shaft system are nonlinear and contain dynamic-coupling terms. Traditionally, investigators have used an order analysis to justify ignoring the nonlinear terms in the equations of motion, producing a set of linear equations. This paper will show that, when gears are included in such a rotor system, the nonlinear dynamic-coupling terms are potentially as large as the linear terms. Because of this, one must attempt to solve the nonlinear rotor mechanics equations. A solution methodology is investigated to obtain approximate steady-state solutions to these equations. As an example of the use of the technique, a simpler set of equations is solved and the results compared to numerical simulations. These equations represent the forced, steady-state response of a spring-supported pendulum. These equations were chosen because they contain the type of nonlinear terms found in the dynamically-coupled nonlinear rotor equations. The numerical simulations indicate this method is reasonably accurate even when the nonlinearities are large.
One of the problems in 3-D object identification and localization is addressed. In robotic and navigation applications the vision system must be able to distinguish cylindrical or spherical objects as well as those of other geometric shapes. An algorithm was developed to identify cylindrical objects in an image when range data is used. The algorithm incorporates the Hough transform for line detection using edge points which emerge from a Sobel mask. Slices of the data are examined to locate arcs of circles using the normal equations of an over-determined linear system. Current efforts are devoted to testing the computer implementation of the algorithm. Refinements are expected to continue in order to accommodate cylinders in various positions. A technique is sought which is robust in the presence of noise and partial occlusions.
Comminution, agglutination, and replenishment processes in a lunar soil are modeled by a system of time-dependent linear differential equations. In the model, a soil is subdivided into coarse-particle, fine-particle, and agglutinate fractions. The relative mass abundance of each component in a mature soil is found to be proportional to rates for the reworking processes. Evolution of the grain-size distribution from a fresh ejecta blanket to a mature soil is described quantitatively in terms of the changing proportions of the three soil constituents. If size data are available for an immature soil and a mature soil of the same system, rates for the various processes can be calculated under certain simplifying assumptions.
By using the linear mode shapes of a thermally buckled structure, a governing system of finite element equations for large-deflection random vibrations is reduced to a system of nonlinear modal equations. This system is then solved using the method of equivalent linearization. The methodology developed in this study is applicable to the design of aerospace vehicles subjected to combined thermal/acoustic loads.
Closed-loop approximately time optimal control of linear systems based on eignevector scalar product solutions to Hamilton-Jacobi equation
Abstract Using the in-viscid two-field reduced magneto-hydrodynamic (MHD) model, a new analytical theory is developed to unify the Hahm–Kulsrud–Taylor (HKT) linear solution and the Rutherford quasi-linear regime. Adopting a quasi-linear approach, we obtain a closed system of equations for plasma response in the Taylor problem. An integral form of an analytical solution is obtained for the forced magnetic reconnection, uniformly valid throughout the entire regimes from the HKT linear solution to the Rutherford quasi-linear solution. In particular, the quasi-linear effect can be described by a single coefficient K s ∝ S 8 / 5 ψ c 2 , where S = τ R τ A and ψ c are the Lundquist number and amplitude of external magnetic perturbation, respectively. The HKT linear solution for the response can be recovered when the index K s → 0. On the other hand, the quasi-linear effect plays a key role in the island growth when K s ~ 1. Our new analytical solution has also been compared with reduced MHD simulations with agreement.
The convergence of solutions to the discrete or sampled time linear quadratic regulator problem and associated Riccati equation for infinite dimensional systems to the solutions to the corresponding continuous time problem and equation, as the length of the sampling interval (the sampling rate) tends toward zero (infinity) is established. Both the finite and infinite time horizon problems are studied. In the finite time horizon case, strong continuity of the operators which define the control system and performance index together with a stability and consistency condition on the sampling scheme are required. For the infinite time horizon problem, in addition, the sampled systems must be stabilizable and detectable, uniformly with respect to the sampling rate. Classes of systems for which this condition can be verified are discussed. Results of numerical studies involving the control of a heat/diffusion equation, a hereditary of delay system, and a flexible beam are presented and discussed.
Finding the weight distributions of block codes is a problem of theoretical and practical interest. Yet the weight distributions of most block codes are still unknown except for a few classes of block codes. Here, by using the inclusion and exclusion principle, an explicit formula is derived which enumerates the complete weight distribution of an (n,k,d) linear code using a partially known weight distribution. This expression is analogous to the Pless power-moment identities - a system of equations relating the weight distribution of a linear code to the weight distribution of its dual code. Also, an approximate formula for the weight distribution of most linear (n,k,d) codes is derived. It is shown that for a given linear (n,k,d) code over GF(q), the ratio of the number of codewords of weight u to the number of words of weight u approaches the constant Q = q(-)(n-k) as u becomes large. A relationship between the randomness of a linear block code and the minimum distance of its dual code is given, and it is shown that most linear block codes with rigid algebraic and combinatorial structure also display certain random properties which make them similar to random codes with no structure at all.
The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.
Dynamical systems which contain several identical subsystems occur in a variety of applications ranging from command and control systems and discretization of partial differential equations, to the stability augmentation of pairs of helicopters lifting a large mass. Linear models for such systems display certain obvious symmetries. In this paper, we discuss how these symmetries can be incorporated into a mathematical model that utilizes the modern theory of algebraic systems. Such systems are inherently related to the representation theory of algebras over fields. We will show that any control scheme which respects the dynamical structure either implicitly or explicitly uses the underlying algebra.
Control-theory design package, called Optimal Regulator Algorithms for Control of Linear Systems (ORACLS), aids in design of controllers and optimal filters for systems modeled by linear, time invariant differential and difference equations. ORACLS is particularly attractive rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete forms.
A method is presented which transforms certain nonlinear differential equations of dynamics into linear equations by introducing an independent variable and utilizing the integrals of motion. As examples of special interest, the linearizations of unperturbed and perturbed Keplerian motions are discussed.
A set of equations known as Chandrasekhar equations arising in the linear quadratic optimal control problem is considered. In this paper, we consider the linear time-invariant system defined in Hilbert spaces involving unbounded input and output operators. For a general class of such systems, the Chandrasekhar equations are derived and the existence, uniqueness, and regularity of the results of their solutions established.
The current state of the EUTERPE code is described with emphasis on the implemented models and their numerical implementation. The code solves the multi-species electromagnetic gyrokinetic equations in the full volume of a three-dimensional domain. Noise reduction of the particle-in-cell method is achieved by using a δf-method and Fourier filters. The field equations are discretized with B-splines and the resulting system of equations is solved iteratively. For linear simulations a phase-factor transformation is applied in order to strongly reduce the necessary grid resolution. Apart from the full gyrokinetic model, other numerically less expensive hybrid models are also implemented. They are mainly tailored for comparison with fluid theory and for studying the interaction of the bulk plasma with fast particles. The code is parallelized for CPUs by particle and domain decomposition. Good scalability up to several thousand nodes is demonstrated.
Perturbation of solutions of system of nonlinear differential equations under general linear boundary conditions
Stochastic approximation for identification of distributed parameter system solutions described by linear partial differential equations