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NASA NTRS1991

Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. I - The dynamics of time discretization and its implications for algorithm development in computational fluid dynamics

Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.

Yee, H. C.↗

NASA NTRS1990

An investigation of chaotic Kolmogorov flows

A two dimensional flow governed by the incompressible Navier-Stokes equations with a steady spatially periodic forcing (known as the Kolmogorov flow) is numerically simulated. The behavior of the flow and its transition states as the Reynolds number (Re) varies is investigated in detail, as well as a number of the flow features. A sequence of bifurcations is shown to take place in the flow as Re varied. Two main regimes of the flow were observed: small and large scale structure regimes corresponding to different ranges of Re. Each of the regimes includes a number of quasiperiodic, chaotic, and relaminarization windows. In addition, each range contains a chaotic window with non-ergodic chaotic attractors. Spatially disordered, but temporally steady states were discovered in large scale structure regime. Features of the diverse cases are displayed in terms of the temporal power spectrum, Poincare sections and, where possible, Lyapunov exponents and Kaplan-Yorke dimension.

Platt, N.↗

NASA NTRS1991

An investigation of chaotic Kolmogorov flows

Platt, N.↗

NASA NTRS1981

Chaotic behavior and fluid dynamics

It is shown that while fluids are very complicated systems having many degrees of freedom, the basic mechanism underlying the observed chaotic behavior of fluid turbulence may not require the consideration of many degrees of freedom. Simple dynamical systems display erratic and chaotic behavior reminiscent of turbulence, the key to which is the 'sensitivity to initial conditions' introduced by Ruelle (1978). Simple models which are sensitive to initial data and have permitted workers to study chaotic behavior are described, with attention to the Lorenz equations, Landau's idea of a continuous transition to turbulence via an infinite cascade of bifurcations, and one-dimensional maps.

Yorke, J. A.↗

NASA NTRS2007

Fuel-Optimal Trajectories in a Planet-Moon Environment Using Multiple Gravity Assists

For low energy spacecraft trajectories such as multi-moon orbiters for the Jupiter system, multiple gravity assists by moons could be used in conjunction with ballistic capture to drastically decrease fuel usage. In this paper, we outline a procedure to obtain a family of zero-fuel multi-moon orbiter trajectories, using a family of Keplerian maps derived by the first author previously. The maps capture well the dynamics of the full equations of motion; the phase space contains a connected chaotic zone where intersections between unstable resonant orbit manifolds provide the template for lanes of fast migration between orbits of different semimajor axes. Patched three body approach is used and the four body problem is broken down into two three-body problems, and the search space is considerably reduced by the use of properties of the Keplerian maps. We also introduce the notion of Switching Region where the perturbations due to the two perturbing moons are of comparable strength, and which separates the domains of applicability of the corresponding two Keplerian maps.

Ross, Shane D.↗

NASA NTRS1993

The chaotic obliquity of Mars

The discovery (by Laskar, 1989, 1990) that the evolution of the solar system is chaotic, made in a numerical integration of the averaged secular approximation of the equations of motions for the planets, was confirmed by Sussman and Wisdom (1992) by direct numerical integration of the whole solar system. This paper presents results of direct integrations of the rotation of Mars in the chaotically evolved planetary system, made using the same model as that used by Sussman and Wisdom. The numerical integration shows that the obliquity of Mars undergoes large chaotic variations, which occur as the system evolves in the chaotic zone associated with a secular spin-orbit resonance.

Touma, Jihad↗

NASA NTRS1993

Nonlinear vortex trail dynamics. II - Analytic solutions

Spatially periodic large amplitude solutions of the von Karman model are obtained in the neighborhood of singularities. These singularities correspond to vortex clusters in the physical plane. The quasi-periodic and unbounded solutions found analytically confirm earlier numerical work and show qualitative agreement with experimental observations of large-scale phenomena of vortex trails. Separatrices or heteroclinic orbits were explicitly found for an integrable approximate equation, which indicate that the von Karman model itself supports chaotic solutions.

Lim, Chjan C.↗

NASA NTRS1992

Shadowing and the role of small diffusivity in the chaotic advection of scalars

Using techniques from shadowing theory, the solution of the scalar advection-diffusion equation is studied. It is shown that, under certain circumstances, the effect of small scalar diffusivity is to smooth the zero-diffusivity solution by averaging local fine-scaled structure against a Gaussian. The method of study depends on shadowing and thus fails for nonuniformly stretching systems, its failure suggesting the ways in which the effects of asymptotically small molecular diffusion can become nonlocal in chaotic fluid flows.

Klapper, I.↗

NASA NTRS1983

Period doubling and chaos in partial differential equations for thermosolutal convection

Numerical experiments on two-dimensional thermosolutal convection reveal a transition from periodic oscillations to chaos through a sequence of period-doubling bifurcations. Within the chaotic region there are narrow periodic windows. This is the first example of period-doubling in solutions of partial differential equations. A truncated model indicates that this behavior is associated with heteroclinic explosions.

Moore, D. R.↗

NASA NTRS2002

Parametric Identification of Nonlinear Dynamical Systems

In this project, we looked at the application of harmonic balancing as a tool for identifying parameters (HBID) in a nonlinear dynamical systems with chaotic responses. The main idea is to balance the harmonics of periodic orbits extracted from measurements of each coordinate during a chaotic response. The periodic orbits are taken to be approximate solutions to the differential equations that model the system, the form of the differential equations being known, but with unknown parameters to be identified. Below we summarize the main points addressed in this work. The details of the work are attached as drafts of papers, and a thesis, in the appendix. Our study involved the following three parts: (1) Application of the harmonic balance to a simulation case in which the differential equation model has known form for its nonlinear terms, in contrast to a differential equation model which has either power series or interpolating functions to represent the nonlinear terms. We chose a pendulum, which has sinusoidal nonlinearities; (2) Application of the harmonic balance to an experimental system with known nonlinear forms. We chose a double pendulum, for which chaotic response were easily generated. Thus we confronted a two-degree-of-freedom system, which brought forth challenging issues; (3) A study of alternative reconstruction methods. The reconstruction of the phase space is necessary for the extraction of periodic orbits from the chaotic responses, which is needed in this work. Also, characterization of a nonlinear system is done in the reconstructed phase space. Such characterizations are needed to compare models with experiments. Finally, some nonlinear prediction methods can be applied in the reconstructed phase space. We developed two reconstruction methods that may be considered if the common method (method of delays) is not applicable.

Feeny, Brian↗

NASA NTRS1990

On spurious steady-state solutions of explicit Runge-Kutta schemes

The bifurcation diagram associated with the logistic equation v sup n+1 = av sup n (1-v sup n) is by now well known, as is its equivalence to solving the ordinary differential equation u prime = alpha u (1-u) by the explicit Euler difference scheme. It has also been noted by Iserles that other popular difference schemes may not only exhibit period doubling and chaotic phenomena but also possess spurious fixed points. Runge-Kutta schemes applied to both the equation u prime = alpha u (1-u) and the cubic equation u prime = alpha u (1-u)(b-u) were studied computationally and analytically and their behavior was contrasted with the explicit Euler scheme. Their spurious fixed points and periodic orbits were noted. In particular, it was observed that these may appear below the linearized stability limits of the scheme and, consequently, computation may lead to erroneous results.

Sweby, P. K.↗

NASA NTRS1981

Chaotic /strange/ and periodic behavior in instability saturation by the oscillating two-stream instability

The nonlinear Schroedinger equation with linear growth and damping is truncated to three waves. The resulting system of nonlinear ordinary differential equations describes the excitation of linearly damped waves by the oscillating two-stream instability driven by a linearly unstable pump wave. This system represents a simple model for the nonlinear saturation of a linearly unstable wave. The model is examined analytically and numerically as a function of the dimensionless parameters of the system. It is found that the model can exhibit a wealth of characteristic dynamical behavior including stationary equilibria, Hopf bifurcations to periodic orbits, period doubling bifurcations, chaotic solutions characteristic of a strange attractor, tangent bifurcations from chaotic to periodic solutions, transient chaos, and hysteresis. Many of these features are shown to be explainable on the basis of one-dimensional maps. In the case of chaotic solutions, evidence for the presence of a strange attractor is provided by demonstrating Cantor set-like structure (i.e., scale invariance) in the surface of section.

Russell, D. A.↗

NASA NTRS1988

Chaos in a spatially-developing plane mixing layer

A spatially-developing plane mixing layer was analyzed for chaotic behavior. A direct numerical simulation of the Navier-Stokes equations in a 2-D domain infinite in y and having inflow-outflow boundary conditions in x was used for data. Spectra, correlation dimension and the largest Lyapunov exponent were computed as functions of downstream distance x. When forced at a single (fundamental) frequency with maximum amplitude, the flow is periodic at the inflow but becomes aperiodic with increasing x. The aperiodic behavior is caused by the presence of a noisy subharmonic caused by the feedback between the necessarily nonphysical inflow and outflow boundary conditions. In order to overshadow this noise the flow was also studied with the same fundamental forcing and added random forcing of amplitude upsilon prime sub R/delta U = 0.01 at the inlet. Results were qualitatively the same in both cases: for small x, spectral peaks were sharp and dimension was nearly 1, but as x increased a narrowband spectral peak grew, spectra decayed exponentially at high frequencies and dimension increased to greater than 3. Based on these results, the flow appears to exhibit deterministic chaos. However, at no location was the largest Lyapunov exponent found to be significantly greater than zero.

Broze, J. G.↗

NASA NTRS1988

Dynamics of coorbital satellite rings

The dynamical behavior of a coorbital satellite ring is studied for N = 2-9 satellites, in terms of a simplified dynamical description, in which the motion is reduced to the separation angles between satellites. The number and stability of different kinds of stationary configurations is explored, revealing that equally spaced rings are not stable against small perturbations for N not greater than 6, while for N = 2-8 there exists another, stable compact solution. Integrations of exact equations confirm these results. Moreover, the systems are found to display chaotic characteristics for a certain range of energy. The behavior can be interpreted in terms of maximum velocity curves, defining the allowed region of the motion in the phase space.

Salo, H.↗

NASA NTRS1986

Modeling aerodynamic discontinuities and the onset of chaos in flight dynamical systems

Various representations of the aerodynamic contribution to the aircraft's equation of motion are shown to be compatible within the common assumption of their Frechet differentiability. Three forms of invalidating Frechet differentiality are identified, and the mathematical model is amended to accommodate their occurrence. Some of the ways in which chaotic behavior may emerge are discussed, first at the level of the aerodynamic contribution to the equation of motion, and then at the level of the equations of motion themselves.

Tobak, M.↗

NASA NTRS1987

Modeling aerodynamic discontinuities and onset of chaos in flight dynamical systems

Various representations of the aerodynamic contribution to the aircraft's equation of motion are shown to be compatible within the common assumption of their Frechet differentiability. Three forms of invalidating Frechet differentiability are identified, and the mathematical model is amended to accommodate their occurrence. Some of the ways in which chaotic behavior may emerge are discussed, first at the level of the aerodynamic contribution to the equations of motion, and then at the level of the equations of motion themselves.

Tobak, M.↗

NASA NTRS2004

The Role of Instability Waves in Predicting Jet Noise

There has been an ongoing debate about the role of linear instability waves in the prediction of jet noise. Parallel mean flow models, such as the one proposed by Lilley, usually neglect these waves because they cause the solution to become infinite. The resulting solution is then non-causal and can, therefore, be quite different from the true causal solution for the chaotic flows being considered here. The present paper solves the relevant acoustic equations for a non-parallel mean flow by using a vector Green s function approach and assuming the mean flow to be weakly non-parallel, i.e., assuming the spread rate to be small. It demonstrates that linear instability waves must be accounted for in order to construct a proper causal solution to the jet noise problem. . Recent experimental results (e.g., see Tam, Golebiowski, and Seiner,1996) show that the small angle spectra radiated by supersonic jets are quite different from those radiated at larger angles (say, at 90deg) and even exhibit dissimilar frequency scalings (i.e., they scale with Helmholtz number as opposed to Strouhal number). The present solution is (among other things )able to explain this rather puzzling experimental result.

Goldstein, M. E.↗

NASA NTRS2005

Stochastic Representation of Chaos using Terminal Attractors

A nonlinear version of the Liouville equation based upon terminal attractors is proposed for describing post-instability motions of dynamical systems with exponential divergence of trajectories such as those leading to chaos and turbulence. As a result, the post-instability motions are represented by expectations, variances, and higher moments of the state variables as functions of time. The proposed approach can be applied to conservative chaos, and in particular, to n-bodies problem, as well as to dissipative systems, and in particular, to chaotic attractors and turbulence.

stochastic processes↗