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At least 91 records · Page 5

Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems

The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called enriched stochastic flow maps as a means to construct an evolving finite-dimensional random function space that is both accurate and computationally efficient in time. In this paper, we present a multi-element version of the FSC method (the ME-FSC method for short) to tackle (mainly) those dynamical systems that are inherently discontinuous over the probability space. In ME-FSC, the random domain is partitioned into several elements, and then the problem is solved separately on each random element using the FSC method. Subsequently, results are aggregated to compute the probability moments of interest using the law of total probability. To demonstrate the effectiveness of the ME-FSC method in dealing with discontinuities and long-time integration of stochastic dynamical systems, four representative numerical examples are presented in this paper, including the Van-der-Pol oscillator problem and the Kraichnan-Orszag three-mode problem. Results show that the ME-FSC method is capable of solving problems that have strong nonlinear dependencies over the probability space, both reliably and at low computational cost.

97 MATHEMATICS AND COMPUTING↗

Fractal mechanisms in the electrophysiology of the heart

The mathematical concept of fractals provides insights into complex anatomic branching structures that lack a characteristic (single) length scale, and certain complex physiologic processes, such as heart rate regulation, that lack a single time scale. Heart rate control is perturbed by alterations in neuro-autonomic function in a number of important clinical syndromes, including sudden cardiac death, congestive failure, cocaine intoxication, fetal distress, space sickness and physiologic aging. These conditions are associated with a loss of the normal fractal complexity of interbeat interval dynamics. Such changes, which may not be detectable using conventional statistics, can be quantified using new methods derived from "chaos theory.".

NASA Discipline Cardiopulmonary↗

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Shear Deformable Shell Element for Laminated Composites

A three-dimensional element based on the total Lagrangian description of the motion of a layered anisotropic composite medium is developed, validated, and used to analyze layered composite shells. The element contains the following features: geometric nonlinearity, dynamic (transient) behavior, and arbitrary lamination scheme and lamina properties. Numerical results of nonlinear bending, natural vibration, and transient response are presented to illustrate the capabilities of the element.

Chao, W. C.↗

Large deformation analysis of layered composite shells

A three-dimensional element based on the total Lagrangian description of large deformations of a layered anisotropic composite medium is developed, validated, and used to analyze layered composite shells. The element contains the following features: geometric nonlinearity, dynamic (transient) behavior, and arbitrary lamination scheme and lamina properties. Numerical results of nonlinear bending, natural vibration, and transient response are presented to illustrate the capabilities of the element.

Chao, W. C.↗

Analysis of laminated composite shells using a degenerated 3-D element

A special three-dimensional element based on the total Lagrangian description of the motion of a layered anisotropic composite medium is developed, validated and employed to analyze laminated anisotropic composite shells. The element contains the following features: geometric nonlinearity, dynamic (transient) behavior and arbitrary lamination scheme and lamina properties. Numerical results of nonlinear bending, natural vibration, and transient response are presented to illustrate the capabilities of the element.

Chao, W. C.↗

Desktop chaotic systems: Intuition and visualization

This paper presents a dynamic study of the Wildwood Pendulum, a commercially available desktop system which exhibits a strange attractor. The purpose of studying this chaotic pendulum is twofold: to gain insight in the paradigmatic approach of modeling, simulating, and determining chaos in nonlinear systems; and to provide a desktop model of chaos as a visual tool. For this study, the nonlinear behavior of this chaotic pendulum is modeled, a computer simulation is performed, and an experimental performance is measured. An assessment of the pendulum in the phase plane shows the strange attractor. Through the use of a box-assisted correlation dimension methodology, the attractor dimension is determined for both the model and the experimental pendulum systems. Correlation dimension results indicate that the pendulum and the model are chaotic and their fractal dimensions are similar.

Bright, Michelle M.↗

Chaos in a Fractional Order Chua System

This report studies the effects of fractional dynamics in chaotic systems. In particular, Chua's system is modified to include fractional order elements. Varying the total system order incrementally from 2.6 to 3.7 demonstrates that systems of 'order' less than three can exhibit chaos as well as other nonlinear behavior. This effectively forces a clarification of the definition of order which can no longer be considered only by the total number of differentiations or by the highest power of the Laplace variable.

Lorenzo, Carl F.↗

Flow field topology of transient mixing driven by buoyancy

Transient mixing driven by buoyancy occurs through the birth of a symmetric Rayleigh-Taylor morphology (RTM) structure for large length scales. Beyond its critical bifurcation the RTM structure exhibits self-similarity and occurs on smaller and smaller length scales. The dynamics of the RTM structure, its nonlinear growth and internal collision, show that its genesis occurs from an explosive bifurcation which leads to the overlap of resonance regions in phase space. This event shows the coexistence of regular and chaotic regions in phase space which is corroborated with the existence of horseshoe maps. A measure of local chaos given by the topological entropy indicates that as the system evolves there is growth of uncertainty. Breakdown of the dissipative RTM structure occurs during the transition from explosive to catastrophic bifurcation; this event gives rise to annihilation of the separatrices which drives overlap of resonance regions. The global bifurcation of explosive and catastrophic events in phase space for the large length scale of the RTM structure serves as a template for which mixing occurs on smaller and smaller length scales. Copyright 2004 American Institute of Physics.

Nonlinear Dynamics↗

Detecting and disentangling nonlinear structure from solar flux time series

Interest in solar activity has grown in the past two decades for many reasons. Most importantly for flight dynamics, solar activity changes the atmospheric density, which has important implications for spacecraft trajectory and lifetime prediction. Building upon the previously developed Rayleigh-Benard nonlinear dynamic solar model, which exhibits many dynamic behaviors observed in the Sun, this work introduces new chaotic solar forecasting techniques. Our attempt to use recently developed nonlinear chaotic techniques to model and forecast solar activity has uncovered highly entangled dynamics. Numerical techniques for decoupling additive and multiplicative white noise from deterministic dynamics and examines falloff of the power spectra at high frequencies as a possible means of distinguishing deterministic chaos from noise than spectrally white or colored are presented. The power spectral techniques presented are less cumbersome than current methods for identifying deterministic chaos, which require more computationally intensive calculations, such as those involving Lyapunov exponents and attractor dimension.

Ashrafi, S.↗

Insights into ENSO Diversity from an Intermediate Coupled Model. Part II: Role of Nonlinear Dynamics and Stochastic Forcing

Abstract In this study, we investigate how a single leading linear El Niño–Southern Oscillation (ENSO) mode, as studied in Part I, leads to the irregular coexistence of central Pacific (CP) and eastern Pacific (EP) ENSO, a phenomenon known as ENSO spatiotemporal diversity. This diversity is fundamentally generated by deterministic nonlinear pathways to chaos via the period-doubling route and, more prevailingly, the subharmonic resonance route with the presence of a seasonally varying basic state. When residing in the weakly nonlinear regime, the coupled system sustains a weak periodic oscillation with a mixed CP/EP pattern as captured by the linear ENSO mode. With a stronger nonlinearity effect, the ENSO behavior experiences a period-doubling bifurcation. The single ENSO orbit splits into coexisting CP-like and EP-like ENSO orbits. A sequence of period-doubling bifurcation results in an aperiodic oscillation featuring irregular CP and EP ENSO occurrences. The overlapping of subharmonic resonances between ENSO and the seasonal cycle allows this ENSO irregularity and diversity to be more readily excited. In the strongly nonlinear regime, the coupled system is dominated by regular EP ENSO. The deterministic ENSO spatiotemporal diversity is thus confined to a relatively narrow range corresponding to a moderately unstable ENSO mode. Stochastic forcing broadens this range and allows ENSO diversity to occur when the ENSO mode is weakly subcritical. A close relationship among a weakened mean zonal temperature gradient, stronger ENSO activity, and more (fewer) occurrences of EP (CP) ENSO is noted, indicating that ENSO–mean state interaction may yield ENSO regime modulations on the multidecadal time scale.

Geng, Licheng↗

Insights on the continuous representations of piecewise-smooth nonlinear systems: limits of applicability and effectiveness

Dynamical systems subject to intermittent contact are often modeled with piecewise-smooth contact forces. However, the discontinuous nature of the contact can cause inaccuracies in numerical results or failure in numerical solvers. Representing the piecewise contact force with a continuous and smooth function can mitigate these problems, but not all continuous representations may be appropriate for this use. Here, five representations used by previous researchers (polynomial, rational polynomial, hyperbolic tangent, arctangent, and logarithm-arctangent functions) are studied to determine which ones most accurately capture nonlinear behaviors including super- and subharmonic resonances, multiple solutions, and chaos. The test case is a single-DOF forced Duffing oscillator with freeplay nonlinearity, solved using direct time integration. This work intends to expand on past studies by determining the limits of applicability for each representation and what numerical problems may occur.

42 ENGINEERING↗

Future missions studies: Combining Schatten's solar activity prediction model with a chaotic prediction model

K. Schatten (1991) recently developed a method for combining his prediction model with our chaotic model. The philosophy behind this combined model and his method of combination is explained. Because the Schatten solar prediction model (KS) uses a dynamo to mimic solar dynamics, accurate prediction is limited to long-term solar behavior (10 to 20 years). The Chaotic prediction model (SA) uses the recently developed techniques of nonlinear dynamics to predict solar activity. It can be used to predict activity only up to the horizon. In theory, the chaotic prediction should be several orders of magnitude better than statistical predictions up to that horizon; beyond the horizon, chaotic predictions would theoretically be just as good as statistical predictions. Therefore, chaos theory puts a fundamental limit on predictability.

Ashrafi, S.↗

Accelerating uncertainty quantification in incremental dynamic analysis using dimension reduction-based surrogate modeling

We propose a surrogate modeling framework based on dimension reduction to facilitate the quantification of seismic risk of structural systems in performance-based earthquake engineering. The framework adopts incremental dynamic analysis (IDA) for addressing hazard variability, and promotes significant computational efficiency improvement for propagating epistemic uncertainties associated with the structural models. It utilizes both linear and nonlinear dimension reduction approaches, equipped with inverse mappings, to learn a functional between the input parameter space (e.g., the epistemic uncertainties of the structure) to the high-dimensional output space created through the IDA implementation across different ground motions and seismic intensity levels. Polynomial chaos expansion is adopted as the surrogate model to learn this functional in the reduced space. A nine-story steel moment-resisting frame with uncertain structural properties is used as a testbed. Furthermore, we select the seismic fragility curves as a measure of the structure’s seismic performance, since it provides an estimate of the probability of entering specified damage states for given levels of ground shaking.

42 ENGINEERING↗

Evanescent radiation, quantum mechanics and the Casimir effect

An attempt to bridge the gap between classical and quantum mechanics and to explain the Casimir effect is presented. The general nature of chaotic motion is discussed from two points of view: the first uses catastrophe theory and strange attractors to describe the deterministic view of this motion; the underlying framework for chaos in these classical dynamic systems is their extreme sensitivity to initial conditions. The second interpretation refers to randomness associated with probabilistic dynamics, as for Brownian motion. The present approach to understanding evanescent radiation and its relation to the Casimir effect corresponds to the first interpretation, whereas stochastic electrodynamics corresponds to the second viewpoint. The nonlinear behavior of the electromagnetic field is also studied. This well-understood behavior is utilized to examine the motions of two orbiting charges and shows a closeness between the classical behavior and the quantum uncertainty principle. The evanescent radiation is used to help explain the Casimir effect.

Schatten, Kenneth H.↗

On the influence of over-parameterization in manifold based surrogates and deep neural operators

Constructing accurate and generalizable approximators (surrogate models) for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. The main question is what type of surrogate models we should construct and should these models be under-parameterized or over-parameterized. In this work, we propose new developments and perform comparisons for two promising approaches: manifold-based polynomial chaos expansion (m-PCE) and the deep neural operator (DeepONet), and we examine the effect of over-parameterization on generalization. While m-PCE enables the construction of a mapping by first identifying low-dimensional embeddings of the input functions, parameters, and quantities of interest (QoIs), a neural operator learns the nonlinear mapping via the use of deep neural networks. Here, we demonstrate the performance of these methods in terms of generalization accuracy by solving the 2D time-dependent Brusselator reaction-diffusion system with uncertainty sources, modeling an autocatalytic chemical reaction between two species. We first propose an extension of the m-PCE by constructing a mapping between latent spaces formed by two separate embeddings of the input functions and the output QoIs. To further enhance the accuracy of the DeepONet, we introduce weight self-adaptivity in the loss function. We demonstrate that the performance of m-PCE and DeepONet is comparable for cases of relatively smooth input-output mappings. However, when highly non-smooth dynamics is considered, DeepONet shows higher approximation accuracy. We also find that for m-PCE, modest over-parameterization leads to better generalization, both within and outside of distribution, whereas aggressive over-parameterization leads to over-fitting. In contrast, an even highly over-parameterized DeepONet leads to better generalization for both smooth and non-smooth dynamics. Furthermore, we compare the performance of the above models with another recently proposed operator learning model, the Fourier Neural Operator, and show that its over-parameterization also leads to better generalization. Taken together, our studies show that m-PCE can provide very good accuracy at very low training cost, whereas a highly over-parameterized DeepONet can provide better accuracy and robustness to noise but at higher training cost. In both methods, the inference cost is negligible.

97 MATHEMATICS AND COMPUTING↗

Predicting nonequilibrium Green’s function dynamics and photoemission spectra via nonlinear integral operator learning

Understanding the dynamics of nonequilibrium quantum many-body systems is an important research topic in a wide range of fields across condensed matter physics, quantum optics, and high-energy physics. However, numerical studies of large-scale nonequilibrium phenomena in realistic materials face serious challenges due to intrinsic high-dimensionality of quantum many-body problems and the absence of time-invariance. The nonequilibrium properties of many-body systems can be described by the dynamics of the correlator, or the Green's function of the system, whose time evolution is given by a high-dimensional system of integro-differential equations, known as the Kadanoff–Baym equations (KBEs). The time-convolution term in KBEs, which needs to be recalculated at each time step, makes it difficult to perform long-time numerical simulation. In this paper, we develop an operator-learning framework based on recurrent neural networks (RNNs) to address this challenge. We utilize RNNs to learn the nonlinear mapping between Green's functions and convolution integrals in KBEs. By using the learned operators as a surrogate model in the KBE solver, we obtain a general machine-learning scheme for predicting the dynamics of nonequilibrium Green's functions. Besides significant savings per each time step, the new methodology reduces the temporal computational complexity from $O(N_t^3)$ to $O(N_t)$ where N t is the number of steps taken in a simulation, thereby making it possible to study large many-body problems which are currently infeasible with conventional KBE solvers. Through various numerical examples, we demonstrate the effectiveness of the operator-learning based approach in providing accurate predictions of physical observables such as the reduced density matrix and time-resolved photoemission spectra. Moreover, our framework exhibits clear numerical convergence and can be easily parallelized, thereby facilitating many possible further developments and applications.

97 MATHEMATICS AND COMPUTING↗

Modeling and Detection of Future Cyber-Enabled DSM Data Attacks

Demand-Side Management (DSM) is an essential tool to ensure power system reliability and stability. In future smart grids, certain portions of a customer’s load usage could be under the automatic control of a cyber-enabled DSM program, which selectively schedules loads as a function of electricity prices to improve power balance and grid stability. In this scenario, the security of DSM cyberinfrastructure will be critical as advanced metering infrastructure and communication systems are susceptible to cyber-attacks. Such attacks, in the form of false data injections, can manipulate customer load profiles and cause metering chaos and energy losses in the grid. The feedback mechanism between load management on the consumer side and dynamic price schemes employed by independent system operators can further exacerbate attacks. To study how this feedback mechanism may worsen attacks in future cyber-enabled DSM programs, we propose a novel mathematical framework for (i) modeling the nonlinear relationship between load management and real-time pricing, (ii) simulating residential load data and prices, (iii) creating cyber-attacks, and (iv) detecting said attacks. In this framework, we first develop time-series forecasts to model load demand and use them as inputs to an elasticity model for the price-demand relationship in the DSM loop. This work then investigates the behavior of such a feedback loop under intentional cyber-attacks. We simulate and examine load-price data under different DSM-participation levels with three types of random additive attacks: ramp, sudden, and point attacks. We conduct two investigations for the detection of DSM attacks. The first studies a supervised learning approach, with various classification models, and the second studies the performance of parametric and nonparametric change point detectors. Results conclude that higher amounts of DSM participation can exacerbate ramp and sudden attacks leading to better detection of such attacks, especially with supervised learning classifiers. We also find that nonparametric detection outperforms parametric for smaller user pools, and random point attacks are the hardest to detect with any method.

97 MATHEMATICS AND COMPUTING↗