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Discussion of certain problems in system theory which have been or might be solved using some basic concepts from differential geometry. The problems considered involve differential equations, controllability, optimal control, qualitative behavior, stochastic processes, and bilinear systems. The main goal is to extend the essentials of linear theory to some nonlinear classes of problems.
The observation of nonlinear systems from incomplete information is discussed in terms of the equations for expressing the known dynamic properties. The observation operations synthesized are the integral, differential, and combined.
A user's manual for a one dimensional thermal model to predict the temperature profiles of a deep body of water for any number of annual cycles is presented. The model is essentially a set of partial differential equations which are solved by finite difference methods using a high speed digital computer. The model features the effects of area change with depth, nonlinear interaction of wind generated turbulence and buoyancy, adsorption of radiative heat flux below the surface, thermal discharges, and the effects of vertical convection caused by discharge. The main assumption in the formulation is horizontal homogeneity. The environmental impact of thermal discharges from power plants is emphasized. Although the model is applicable to most lakes, a specific site (Lake Keowee, S.C.) application is described in detail. The programs are written in FORTRAN 5.
Two approaches for studying the pursuit-evasion problem between rotorcraft executing nap-of-the-earth flight are presented. The first of these employs a constant speed kinematic helicopter model, while the second approach uses a three degree of freedom point-mass model. The candidate solutions to the first differential game are generated by integrating the state-costate equations backward in time. The second problem employs feedback linearization to obtain guidance laws in nonlinear feedback form. Both approaches explicitly use the terrain profile data. Sample extremals are presented.
Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.
The interaction of stationary streaks undergoing nonmodal growth with modally unstable instability waves in a hypersonic boundary-layer flow is studied using numerical computations. The geometry and flow conditions are selected to match a relevant trajectory location from the ascent phase of the HIFiRE-1 flight experiment; namely, a 7 degree half-angle, circular cone with 2.5 mm nose radius, freestream Mach number equal to 5.30, unit Reynolds number equal to 13.42 m -1 , and wall-to-adiabatic temperature ratio of approximately 0.35 over most of the vehicle. This paper investigates the nonlinear evolution of initially linear optimal disturbances that evolve into finite-amplitude streaks, followed by an analysis of the modal instability characteristics of the perturbed, streaky boundary-layer flow. The investigation is performed with stationary direct numerical simulations (DNS) and plane-marching parabolized stability equations (PSE), in conjunction with partial-differential-equation-based planar eigenvalue analysis. The overall effect of streaks is to reduce the peak amplification factors of instability waves, indicating a possible downstream shift in the onset of laminar-turbulent transition. The present study confirms previous findings that the mean flow distortion of the nonlinear streak perturbation reduces the amplification rates of the Mack-mode instability. More importantly, however, the present results demonstrate that the spanwise varying component of the streak can produce a larger effect on the Mack-mode amplification. The study with selected azimuthal wavenumbers for the stationary streaks reveals that a wavenumber of approximately 1.4 times larger than the optimal wavenumber is more effective in stabilizing the planar Mack-mode instabilities. In the absence of unstable first-mode waves for the present cold-wall condition, transition onset is expected to be delayed until the peak streak amplitude increases to nearly 35 percent of the freestream velocity, when intrinsic instabilities of the boundary-layer streaks begin to dominate the transition process. For streak amplitudes below that limit a significant net stabilization is achieved, yielding a potential transition delay that can exceed 100 percent of the length of the laminar region in the uncontrolled case.
NASA's Goddard Space Flight Center is planning a series of missions in the vicinity of the Sun-Earth L2 libration point. Some of these projects will involve a distributed space system of telescope spacecraft acting together as a single telescope for high-resolution. The individual telescopes will be configured in a plane, surrounding a hub, where the telescope plane can be aimed toward various astronomical targets of interest. In preparation for these missions, it is necessary to develop an improved understanding of the dynamical behavior of objects in a planar configuration near L2. The classical circular restricted three body problem is taken as the basis for the analysis. At first order, the motion of such a telescope relative to the hub is described by a system of linear second order differential equations. These equations are identical to the circular restricted problem's linear equations describing the hub motion about L2. Therefore, the fundamental frequencies, both parallel to and normal to the ecliptic plane, are the same for the relative telescope motion as for the hub motion. To maintain the telescope plane for the duration necessary for the planned observations, a halo-type orbit of the telescopes about the hub is investigated. By using a halo orbit, the individual telescopes remain in approximately the same plane over the observation duration. For such an orbit, the fundamental periods parallel to and normal to the ecliptic plane are forced to be the same by careful selection of the initial conditions in order to adjust the higher order forces. The relative amplitudes of the resulting oscillations are associated with the orientation of the telescope plane relative to the ecliptic. As in the circular restricted problem, initial conditions for the linearized equations must be selected so as not to excite the convergent or divergent linear modes. In a higher order analysis, the telescope relative motion equations include the effects of the position of the hub relative to L2. In this paper, the differential equations are developed through second order in the distance of the hub from the libration point. A modified Lindstedt-Poincad perturbation method is employed to construct the solution of these differential equations through that same order of magnitude. In the course of the solution process, relationships are determined between the initial conditions of the telescopes, selected in order to avoid resonance excitation. As the differential equations include the hub position, it is necessary to simultaneously develop the solution for the hub. As has been done in past analyses of the circular restricted problem, the hub position is written in a power series formulation in terms of its distance from L2. Then, in order to be included in the telescope equations, the hub solution is cast in terms of the nonlinear frequency of the relative telescope motion. In the course of the analysis, it is determined that the hub should also maintain a halo orbit - about L2. Additionally, relationships are formed between the initial conditions of the telescopes and the hub. These relationships may be used to associate sets of initial conditions with particular orientations of the telescope plane. The accuracy of the analytical solution is verified through various simulations and comparison to numerical integration of the differential equations. The results of the simulations are presented, along with a graphical representation of the relationships between the initial conditions of the telescopes and hub.
Study explores analytical consequences of nonlinear Jeffcott equations of rotor dynamics. Section 1: Summary of previous studies. Section 2: Jeffcott Equations. Section 3: Proves two theorems that provide inequalities on coefficients of differential equations and magnitude of forcing function in absence of side force. Section 4: Numerical investigation of multiple-forcing-function problem by introducing both side force and mass imbalance. Section 5: Examples of numberical solutions of complex generalized Jeffcott equation with two forcing functions of different frequencies f1 and f2. Section 6: Boundedness and stability of solutions.Section 7: Concludes report reviewing analytical results and significance.
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
Recently Hall and Seddougui (1989) considered the secondary instability of large-amplitude Goertler vortices in a growing boundary layer into a three-dimensional flow with wavy vortex boundaries. A pair of coupled, linear ordinary differential equations was obtained for this instability which constituted an eigenproblem for the wavelength and frequency of this wavy mode. In the course of investigating the nonlinear version of this problem (Seddougui and Bassom 1990), it has been found that the numerical work of Hall and Seddougui (1989) is incomplete; this deficiency is rectified here. In particular, it is found that many neutrally stable modes are possible; the properties of such modes are derived in a high-wavenumber limit, and it is shown that the combination of the results of Hall and Seddougui and the present modifications lead to conclusions which are consistent with the available experimental observations.
The seismic analysis of the FFTF-PIOTA (Fast Flux Test Facility-Postirradiation Open Test Assembly), subjected to a horizontal DBE (Design Base Earthquake) is presented. The PIOTA is the first in a set of open test assemblies to be designed for the FFTF. Employing the direct method of transient analysis, the governing differential equations describing the motion of the system are set up directly and are implicitly integrated numerically in time. A simple lumped-nass beam model of the FFTF which includes small clearances between core components is used as a "driver" for a fine mesh model of the PIOTA. The nonlinear forces due to the impact of the core components and their effect on the PIOTA are computed.
The numerical scheme for the computation of a shock discontinuity developed by MacCormack has been extended to solve a number of differential equations, including cases explicitly containing higher-order derivatives: (1) Korteweg-de Vries equation with a term of third-order derivative, (2) a system of nonlinear equations governing nonsteady one-dimensional plasma flow in cylindrical coordinate, (3) equations of solar wind. Comparisons with previous results are made, if available, to illustrate the advantages of the present method. The question of convergence of the numerical calculation is discussed.
A procedure is provided for generalizing the method of harmonic balance to obtain higher-order approximations to the periodic solutions of differential equations for two systems, one a conservative system and the other nonconservative. The procedure is currently being applied to investigate the possible solution behaviors of singular, nonlinear oscillators, where the usual perturbation methods do not work.
A class of exact steady and unsteady solutions of the Navier Stokes equations in cylindrical polar coordinates is given. The flows correspond to the motion induced by an infinite disc rotating with constant angular velocity about the z-axis in a fluid occupying a semi-infinite region which, at large distances from the disc, has velocity field proportional to (x,-y,O) with respect to a Cartesian coordinate system. It is shown that when the rate of rotation is large, Karman's exact solution for a disc rotating in an otherwise motionless fluid is recovered. In the limit of zero rotation rate a particular form of Howarth's exact solution for three-dimensional stagnation point flow is obtained. The unsteady form of the partial differential system describing this class of flow may be generalized to time-periodic equilibrium flows. In addition the unsteady equations are shown to describe a strongly nonlinear instability of Karman's rotating disc flow. It is shown that sufficiently large perturbations lead to a finite time breakdown of that flow whilst smaller disturbances decay to zero. If the stagnation point flow at infinity is sufficiently strong, the steady basic states become linearly unstable. In fact there is then a continuous spectrum of unstable eigenvalues of the stability equations but, if the initial value problem is considered, it is found that, at large values of time, the continuous spectrum leads to a velocity field growing exponentially in time with an amplitude decaying algebraically in time.
In this paper the control of the Lorenz system for both stabilization and tracking problems is studied via feedback linearization and differential flatness. By using the Rayleigh number as the control, only variable physically tunable, a barrier in the controllability of the system is incidentally imposed. This is reflected in the appearance of a singularity in the state transformation. Composite controllers that overcome this difficulty are designed and evaluated. The transition through the manifold defined by such a singularity is achieved by inducing a chaotic response within a boundary layer that contains it. Outside this region, a conventional feedback nonlinear control is applied. In this fashion, the authority of the control is enlarged to the whole. state space and the need for high control efforts is mitigated. In addition, the differential parametrization of the problem is used to track nonlinear functions of one state variable (single tracking) as well as several state variables (cooperative tracking). Control tasks that lead to integrable and non-integrable differential equations for the nominal flat output in steady-state are considered. In particular, a novel numerical strategy to deal with the non-integrable case is proposed. Numerical results validate very well the control design.
Various practical aspects of the equation-error approach to aircraft parameter estimation were examined. The analysis was based on simulated flight data from an F-16 nonlinear simulation, with realistic noise sequences added to the computed aircraft responses. This approach exposes issues related to the parameter estimation techniques and results, because the true parameter values are known for simulation data. The issues studied include differentiating noisy time series, maximum likelihood parameter estimation, biases in equation-error parameter estimates, accurate computation of estimated parameter error bounds, comparisons of equation-error parameter estimates with output-error parameter estimates, analyzing data from multiple maneuvers, data collinearity, and frequency-domain methods.
We consider a viscous incompressible fluid flow driven between two parallel plates by a constant pressure gradient. The flow is at a finite Reynolds number, with an 0(l) disturbance in the form of a traveling wave. A phase equation approach is used to discuss the evolution of slowly varying fully nonlinear two dimensional wavetrains. We consider uniform wavetrains in detail, showing that the development of a wavenumber perturbation is governed by Burgers equation in most cases. The wavenumber perturbation theory, constructed using the phase equation approach for a uniform wavetrain, is shown to be distinct from an amplitude perturbation expansion about the periodic flow. In fact we show that the amplitude equation contains only linear terms and is simply the heat equation. We review, briefly, the well known dynamics of Burgers equation, which imply that both shock structures and finite time singularities of the wavenumber perturbation can occur with respect to the slow scales. Numerical computations have been performed to identify areas of the (wavenumber, Reynolds number, energy) neutral surface for which each of these possibilities can occur. We note that the evolution equations will breakdown under certain circumstances, in particular for a weakly nonlinear secondary flow. Finally we extend the theory to three dimensions and discuss the limit of a weak spanwise dependence for uniform wavetrains, showing that two functions are required to describe the evolution. These unknowns are a phase and a pressure function which satisfy a pair of linearly coupled partial differential equations. The results obtained from applying the same analysis to the fully three dimensional problem are included as an appendix.
Key advances in the development of numerical methods for non-reacting compressible flows have been enabled by translating physical requirements into concrete numerical guidelines, such as the satisfaction of entropy inequalities for shock-capturing techniques [Lax, Contributions to Nonlinear Functional Analysis (1971) 603-634]. In the present work, we present nonlinear numerical analysis tools that draw from Chemical Thermodynamics , the branch of Nonequilibrium Thermodynamics that deals with chemical reactions. Through Gibbs formalism, chemical thermodynamics provides a well-known theoretical expression for the chemical equilibrium constant of a reaction in terms of reduced chemical potentials. A less-known, yet extremely valuable result, due to [Krambeck, Arch. Ration. Mech. Anal. , 38 (1970) 317], states that when this expression is implemented, mass-action kinetic models are consistent with the dynamical prescriptions of the 2nd law of thermodynamics. For fixed-temperature ordinary differential equations modeling constant-volume reacting gas mixtures, this leads to a decreasing Helmholtz free energy. If the temperature is allowed to vary in accordance with conservation of energy (1st law), this leads to the statement of increasing entropy. These nonlinear prescriptions can, and should be, used to further develop temporal integration techniques for reaction kinetics. We demonstrate that Krambeck's result holds even when the equilibrium constants are approximated from data. We prove this result by constructing the implicit free energy and the implicit entropy inherent to a given approximation. This is first done for a 5-species, 17-reaction model problem for air. With this structure established, elements of discrete entropy-stability theory [Tadmor, Acta Numer. , 12 (2003) 451] are leveraged to examine the consistency of time-integration schemes with these prescriptions. Using chemical potentials, one can compute the respective contributions of the kinetics model and of the temporal scheme to free energy/entropy variations. We introduce a nonlinear-stable version of the Discontinuous-Galerkin (DG) scheme in time which shows robustness improvements over the standard linearly-stable version. Most notably, the maximum timestep that can be resolved with the nonlinearly-stable variant tends to grow with polynomial order, in contrast to the linearly-stable variant. We generalize our constructions to arbitrary systems of reversible chemical reactions, ultimately showing that the compressible reacting Euler system admits the opposite of the implicitly constructed thermodynamic entropy as a mathematical entropy . This lays important theoretical foundations towards robust scheme development [Harten, J. Comput. Phys. 49 (1983) 151-164].