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At least 199 records · Page 11

Multifractal characterizations of nonstationarity and intermittency in geophysical fields: Observed, retrieved, or simulated

Geophysical data rarely show any smoothness at any scale, and this often makes comparison with theoretical model output difficult. However, highly fluctuating signals and fractal structures are typical of open dissipative systems with nonlinear dynamics, the focus of most geophysical research. High levels of variability are excited over a large range of scales by the combined actions of external forcing and internal instability. At very small scales we expect geophysical fields to be smooth, but these are rarely resolved with available instrumentation or simulation tools; nondifferentiable and even discontinuous models are therefore in order. We need methods of statistically analyzing geophysical data, whether measured in situ, remotely sensed or even generated by a computer model, that are adapted to these characteristics. An important preliminary task is to define statistically stationary features in generally nonstationary signals. We first discuss a simple criterion for stationarity in finite data streams that exhibit power law energy spectra and then, guided by developments in turbulence studies, we advocate the use of two ways of analyzing the scale dependence of statistical information: singular measures and qth order structure functions. In nonstationary situations, the approach based on singular measures seeks power law behavior in integrals over all possible scales of a nonnegative stationary field derived from the data, leading to a characterization of the intermittency in this (gradient-related) field. In contrast, the approach based on structure functions uses the signal itself, seeking power laws for the statistical moments of absolute increments over arbitrarily large scales, leading to a characterization of the prevailing nonstationarity in both quantitative and qualitative terms. We explain graphically, step by step, both multifractal statistics which are largely complementary to each other. The geometrical manifestations of nonstationarity and intermittency, 'roughness' and 'sparseness', respectively, are illustrated and the associated analytical (differentiability and continuity) properties are discussed. As an example, the two techniques are applied to a series of recent measurements of liquid water distributions inside marine stratocumulus decks; these are found to be multifractal over scales ranging from approximately 60 m to approximately 60 km. Finally, we define the 'mean multifractal plane' and show it to be a simple yet comprehensive tool with many applications including data intercomparison, (dynamical or stochastic) model and retrieval validations.

Davis, Anthony↗

Nonlinear Dynamic Models in Advanced Life Support

To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.

Jones, Harry↗

Nonlinear Dynamic Modeling and Controls Development for Supersonic Propulsion System Research

This paper covers the propulsion system component modeling and controls development of an integrated nonlinear dynamic simulation for an inlet and engine that can be used for an overall vehicle (APSE) model. The focus here is on developing a methodology for the propulsion model integration, which allows for controls design that prevents inlet instabilities and minimizes the thrust oscillation experienced by the vehicle. Limiting thrust oscillations will be critical to avoid exciting vehicle aeroelastic modes. Model development includes both inlet normal shock position control and engine rotor speed control for a potential supersonic commercial transport. A loop shaping control design process is used that has previously been developed for the engine and verified on linear models, while a simpler approach is used for the inlet control design. Verification of the modeling approach is conducted by simulating a two-dimensional bifurcated inlet and a representative J-85 jet engine previously used in a NASA supersonics project. Preliminary results are presented for the current supersonics project concept variable cycle turbofan engine design.

Connolly, Joseph W.↗

Thermospheric dynamics - A system theory approach

A system theory approach to thermospheric modeling is developed, based upon a linearization method which is capable of preserving nonlinear features of a dynamical system. The method is tested using a large, nonlinear, time-varying system, namely the thermospheric general circulation model (TGCM) of the National Center for Atmospheric Research. In the linearized version an equivalent system, defined for one of the desired TGCM output variables, is characterized by a set of response functions that is constructed from corresponding quasi-steady state and unit sample response functions. The linearized version of the system runs on a personal computer and produces an approximation of the desired TGCM output field height profile at a given geographic location.

Codrescu, M.↗

Nonlinear dynamics of global atmospheric and earth system processes

During the grant period, the authors continued ongoing studies aimed at enhancing their understanding of the operation of the atmosphere as a complex nonlinear system interacting with the hydrosphere, biosphere, and cryosphere in response to external radiative forcing. Five papers were completed with support from the grant, representing contributions in three main areas of study: (1) theoretical studies of the interactive atmospheric response to changed biospheric boundary conditions measurable from satellites; (2) statistical-observational studies of global-scale temperature variability on interannual to century time scales; and (3) dynamics of long-term earth system changes associated with ice sheet surges.

Zhang, Taiping↗

Extension of Liouville Formalism to Postinstability Dynamics

A mathematical formalism has been developed for predicting the postinstability motions of a dynamic system governed by a system of nonlinear equations and subject to initial conditions. Previously, there was no general method for prediction and mathematical modeling of postinstability behaviors (e.g., chaos and turbulence) in such a system. The formalism of nonlinear dynamics does not afford means to discriminate between stable and unstable motions: an additional stability analysis is necessary for such discrimination. However, an additional stability analysis does not suggest any modifications of a mathematical model that would enable the model to describe postinstability motions efficiently. The most important type of instability that necessitates a postinstability description is associated with positive Lyapunov exponents. Such an instability leads to exponential growth of small errors in initial conditions or, equivalently, exponential divergence of neighboring trajectories. The development of the present formalism was undertaken in an effort to remove positive Lyapunov exponents. The means chosen to accomplish this is coupling of the governing dynamical equations with the corresponding Liouville equation that describes the evolution of the flow of error probability. The underlying idea is to suppress the divergences of different trajectories that correspond to different initial conditions, without affecting a target trajectory, which is one that starts with prescribed initial conditions.

Zak, Michail↗

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗

Gain optimization with nonlinear controls

An algorithm has been developed for the analysis and design of controls for nonlinear systems. The technical approach is to use statistical linearization to model the nonlinear dynamics of a system. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this report is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general however and numerical computation requires only that the specific nonlinearity be considered in the analysis.

Slater, G. L.↗

Nonlinear Dynamic Inversion Baseline Control Law: Flight-Test Results for the Full-scale Advanced Systems Testbed F/A-18 Airplane

A model reference nonlinear dynamic inversion control law has been developed to provide a baseline controller for research into simple adaptive elements for advanced flight control laws. This controller has been implemented and tested in a hardware-in-the-loop simulation and in flight. The flight results agree well with the simulation predictions and show good handling qualities throughout the tested flight envelope with some noteworthy deficiencies highlighted both by handling qualities metrics and pilot comments. Many design choices and implementation details reflect the requirements placed on the system by the nonlinear flight environment and the desire to keep the system as simple as possible to easily allow the addition of the adaptive elements. The flight-test results and how they compare to the simulation predictions are discussed, along with a discussion about how each element affected pilot opinions. Additionally, aspects of the design that performed better than expected are presented, as well as some simple improvements that will be suggested for follow-on work.

Miller, Christopher J.↗

Linear and nonlinear dynamic analysis of redundant load path bearingless rotor systems

The goal of this research is to develop the transfer matrix method to treat nonlinear autonomous boundary value problems with multiple branches. The application is the complete nonlinear aeroelastic analysis of multiple-branched rotor blades. Once the development is complete, it can be incorporated into the existing transfer matrix analyses. There are several difficulties to be overcome in reaching this objective. The conventional transfer matrix method is limited in that it is applicable only to linear branch chain-like structures, but consideration of multiple branch modeling is important for bearingless rotors. Also, hingeless and bearingless rotor blade dynamic characteristics (particularly their aeroelasticity problems) are inherently nonlinear. The nonlinear equations of motion and the multiple-branched boundary value problem are treated together using a direct transfer matrix method. First, the formulation is applied to a nonlinear single-branch blade to validate the nonlinear portion of the formulation. The nonlinear system of equations is iteratively solved using a form of Newton-Raphson iteration scheme developed for differential equations of continuous systems. The formulation is then applied to determine the nonlinear steady state trim and aeroelastic stability of a rotor blade in hover with two branches at the root. A comprehensive computer program is developed and is used to obtain numerical results for the (1) free vibration, (2) nonlinearly deformed steady state, (3) free vibration about the nonlinearly deformed steady state, and (4) aeroelastic stability tasks. The numerical results obtained by the present method agree with results from other methods.

Murthy, V. R.↗

A simple propulsion system model for the simulation of nonlinear dynamic thrust response

A simple mathematical jet engine description is presented where the measured transition functions of the engine thrust can be simulated in a quasi-stationary operation as well as in acceleration or deceleration schedules. Because of its simplicity and high fidelity, it is especially suited for representing jet engines in digital simulation programs.

Schaenzer, G.↗

Bilinear modeling and state estimation of slew-induced deformations of a flexible multibody system

A model of the nonlinear dynamics of a deformable maneuvering multibody system is described, whereby elastic deformations are modeled by restoring forces and dissipative forces at point mass appendages. This model is brought into bilinear form. Estimation of deformations occasioned by rapid slewing maneuvers is carried out by a filter based on a globally equivalent linear model of the bilinear dynamics, and is shown to be an improvement over the extended Kalman filter. To further alleviate the computational burden, the estimated deformation state is propagated between observations by a low dimensional operator spline interpolator of bilinear system Volterra series, which is easily implemented.

Dwyer, Thomas A. W., III↗

Nonlinear Dynamics of a Foil Bearing Supported Rotor System: Simulation and Analysis

Foil bearings provide noncontacting rotor support through a number of thin metal strips attached around the circumference of a stator and separated from the rotor by a fluid film. The resulting support stiffness is dominated by the characteristics of the foils and is a nonlinear function of the rotor deflection. The present study is concerned with characterizing this nonlinear effect and investigating its influence on rotordynamical behavior. A finite element model is developed for an existing bearing, the force versus deflection relation characterized, and the dynamics of a sample rotor system are studied. Some conclusions are discussed with regard to appropriate ranges of operation for such a system.

Li, Feng↗

Fuzzy self-learning control for magnetic servo system

It is known that an effective control system is the key condition for successful implementation of high-performance magnetic servo systems. Major issues to design such control systems are nonlinearity; unmodeled dynamics, such as secondary effects for copper resistance, stray fields, and saturation; and that disturbance rejection for the load effect reacts directly on the servo system without transmission elements. One typical approach to design control systems under these conditions is a special type of nonlinear feedback called gain scheduling. It accommodates linear regulators whose parameters are changed as a function of operating conditions in a preprogrammed way. In this paper, an on-line learning fuzzy control strategy is proposed. To inherit the wealth of linear control design, the relations between linear feedback and fuzzy logic controllers have been established. The exercise of engineering axioms of linear control design is thus transformed into tuning of appropriate fuzzy parameters. Furthermore, fuzzy logic control brings the domain of candidate control laws from linear into nonlinear, and brings new prospects into design of the local controllers. On the other hand, a self-learning scheme is utilized to automatically tune the fuzzy rule base. It is based on network learning infrastructure; statistical approximation to assign credit; animal learning method to update the reinforcement map with a fast learning rate; and temporal difference predictive scheme to optimize the control laws. Different from supervised and statistical unsupervised learning schemes, the proposed method learns on-line from past experience and information from the process and forms a rule base of an FLC system from randomly assigned initial control rules.

Tarn, J. H.↗