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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 55 records · Page 3

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.↗

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↗

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.↗

Heat conduction in an irregular magnetic field. Part 2. Heat transport as a measure of the effective non-integrable volume

Given the large anisotropy of transport processes in magnetized plasmas, the magnetic field structure can strongly impact heat diffusion: magnetic surfaces and cantori form barriers to transport while chaotic layers and island structures can degrade confinement. When a small but non-zero amount of perpendicular diffusion is included, the structure of the magnetic field becomes less important, allowing pressure gradients to be supported across chaotic regions and island chains. We introduce a metric for the effective volume over which the local parallel diffusion dominates based on the solution to the anisotropic heat diffusion equation. To validate this metric, we consider model fields with a single island chain and a strongly chaotic layer for which analytic predictions of the relative parallel and perpendicular transport can be made. We also analyse critically chaotic fields produced from different sets of perturbations, highlighting the impact of the mode number spectrum on the heat transport. Our results indicate that this metric coincides with the effective volume of non-integrability in the limit $\kappa _{\perp } \rightarrow 0$ , where $\kappa_{\perp}$ is the perpendicular diffusion coefficient. We propose that this metric be used to assess the impact of non-integrability on the heat transport in stellarator equilibria.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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.↗

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.↗

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.↗

Lindblad many-body scars

Quantum many-body scars have received much recent attention for being both intriguing nonergodic states in otherwise quantum chaotic systems and promising candidates to encode quantum information efficiently. So far, these studies have mostly been restricted to Hermitian systems. Here, we study many-body scars in many-body quantum chaotic systems coupled to a Markovian bath, which we term Lindblad many-body scars. They are defined as simultaneous eigenvectors of the Hamiltonian and dissipative parts of the vectorized Liouvillian. Importantly, because their eigenvalues are purely real, they are not related to revivals. The number and nature of the scars depend on both the symmetry of the Hamiltonian and the choice of jump operators. For a dissipative four-body Sachdev-Ye-Kitaev (SYK) model with 𝑁 fermions, either Majorana or complex, we construct analytically some of these Lindblad scars while others could only be obtained numerically. As an example of the former, we identify 𝑁/2+1 scars for complex fermions due to the 𝑈⁡(1) symmetry of the model and two scars for Majorana fermions as a consequence of the parity symmetry. Similar results are obtained for a dissipative XXZ spin chain. We also characterize the physical properties of Lindblad scars. First, the operator size is independent of the disorder realization and has a vanishing variance. By contrast, the operator size for nonscarred states, believed to be quantum chaotic, is well described by a distribution centered around a specific size and a finite variance, which could be relevant for a precise definition of the eigenstate thermalization hypothesis in dissipative quantum chaos. Moreover, the entanglement entropy of these scars has distinct features such as a strong dependence on the partition choice and, in certain cases, a large entanglement.

Eigenstate thermalization↗

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the “NIMROD benchmark” problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Newton versus the machine: solving the chaotic three-body problem using deep neural networks

ABSTRACT Since its formulation by Sir Isaac Newton, the problem of solving the equations of motion for three bodies under their own gravitational force has remained practically unsolved. Currently, the solution for a given initialization can only be found by performing laborious iterative calculations that have unpredictable and potentially infinite computational cost, due to the system’s chaotic nature. We show that an ensemble of converged solutions for the planar chaotic three-body problem obtained using an arbitrarily precise numerical integrator can be used to train a deep artificial neural network (ANN) that, over a bounded time interval, provides accurate solutions at a fixed computational cost and up to 100 million times faster than the numerical integrator. In addition, we demonstrate the importance of training an ANN using converged solutions from an arbitrary precise integrator, relative to solutions computed by a conventional fixed precision integrator, which can introduce errors in the training data, due to numerical round-off and time discretization, that are learned by the ANN. Our results provide evidence that, for computationally challenging regions of phase space, a trained ANN can replace existing numerical solvers, enabling fast and scalable simulations of many-body systems to shed light on outstanding phenomena such as the formation of black hole binary systems or the origin of the core collapse in dense star clusters.

Breen, Philip G.↗

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.↗

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.↗

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.↗

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↗

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion by group symmetries of the problem were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. It is proved that the upper boundary of particle stochastic heating is conditioned by intrinsic property of the particle chaotic motion. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Khazanov, G. V.↗

Parallel Multigrid in Time and Space for Extreme-Scale Computational Science: Chaotic and Hyperbolic Problems

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current stateof-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, we take inspiration from the Least Squares Shadowing (LSS by Wang) approach for solving chaotic problems. Here, an optimization approach is able to find “well-conditioned” shadow trajectories/solutions to the original “ill-conditioned” chaotic problem. Thus, the new multigrid methods researched here also arise in an optimization context.

97 MATHEMATICS AND COMPUTING↗

Nonlinear dynamics, chaos and complex cardiac arrhythmias

Periodic stimulation of a nonlinear cardiac oscillator in vitro gives rise to complex dynamics that is well described by one-dimensional finite difference equations. As stimulation parameters are varied, a large number of different phase-locked and chaotic rhythms is observed. Similar rhythms can be observed in the intact human heart when there is interaction between two pacemaker sites. Simplified models are analyzed, which show some correspondence to clinical observations.

Glass, L.↗

Coupling between plate vibration and acoustic radiation

A detailed numerical investigation of the coupling between the vibration of a flexible plate and the acoustic radiation is performed. The nonlinear Euler equations are used to describe the acoustic fluid while the nonlinear plate equation is used to describe the plate vibration. Linear, nonlinear, and quasi-periodic or chaotic vibrations and the resultant acoustic radiation are analyzed. We find that for the linear plate response, acoustic coupling is negligible. However, for the nonlinear and chaotic responses, acoustic coupling has a significant effect on the vibration level as the loading increases. The radiated pressure from a plate undergoing nonlinear or chaotic vibrations is found to propagate nonlinearly into the far-field. However, the nonlinearity due to wave propagation is much weaker than that due to the plate vibrations. As the acoustic wave propagates into the far-field, the relative difference in level between the fundamental and its harmonics and subharmonics decreases with distance.

Frendi, Abdelkader↗