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At least 595 records · Page 33

The pEst version 2.1 user's manual

This report is a user's manual for version 2.1 of pEst, a FORTRAN 77 computer program for interactive parameter estimation in nonlinear dynamic systems. The pEst program allows the user complete generality in definig the nonlinear equations of motion used in the analysis. The equations of motion are specified by a set of FORTRAN subroutines; a set of routines for a general aircraft model is supplied with the program and is described in the report. The report also briefly discusses the scope of the parameter estimation problem the program addresses. The report gives detailed explanations of the purpose and usage of all available program commands and a description of the computational algorithms used in the program.

Murray, James E.↗

Connecting coherent structures and strange attractors

A concept of turbulence derived from nonlinear dynamical systems theory suggests that turbulent solutions to the Navier-Stokes equations are restricted to strange attractors, and, by implication, that turbulent phenomenology must find some expression or source in the structure of these mathematical objects. Examples and discussions are presented to link coherent structures to some of the commonly known characteristics of strange attractors. Basic to this link is a geometric interpretation of conditional sampling techniques employed to educe coherent structures that offers an explanation for their appearance in measurements as well as their size.

Keefe, Laurence R.↗

The sensitivity of a non-isothermal liquid bridge to residual acceleration

An examination is conducted of the steady and unsteady behavior of isothermal and nonisothermal liquid bridge systems under both normal and low-gravity conditions, recasting the full nonlinear equations in terms of a stream-function vorticity formulation in conjunction a nonorthogonal coordinate transformation. For the cases examined, the shape of the bridge is more sensitive to typical spacecraft accelerations than the buoyancy-driven flow. The effect of thermocapillary flow on the surface shape is found to be small, for the range of capillary and Reynolds numbers considered.

Alexander, J. I. D.↗

Similar solutions for the compressible laminar boundary layer with heat transfer and pressure gradient

Stewartson's transformation is applied to the laminar compressible boundary-layer equations and the requirement of similarity is introduced, resulting in a set of ordinary nonlinear differential equations previously quoted by Stewartson, but unsolved. The requirements of the system are Prandtl number of 1.0, linear viscosity-temperature relation across the boundary layer, an isothermal surface, and the particular distributions of free-stream velocity consistent with similar solutions. This system admits axial pressure gradients of arbitrary magnitude, heat flux normal to the surface, and arbitrary Mach numbers. The system of differential equations is transformed to integral system, with the velocity ratio as the independent variable. For this system, solutions are found by digital computation for pressure gradients varying from that causing separation to the infinitely favorable gradient and for wall temperatures from absolute zero to twice the free-stream stagnation temperature. Some solutions for separated flows are also presented.

Cohen, Clarence B↗

Energetic Consistency and Coupling of the Mean and Covariance Dynamics

The dynamical state of the ocean and atmosphere is taken to be a large dimensional random vector in a range of large-scale computational applications, including data assimilation, ensemble prediction, sensitivity analysis, and predictability studies. In each of these applications, numerical evolution of the covariance matrix of the random state plays a central role, because this matrix is used to quantify uncertainty in the state of the dynamical system. Since atmospheric and ocean dynamics are nonlinear, there is no closed evolution equation for the covariance matrix, nor for the mean state. Therefore approximate evolution equations must be used. This article studies theoretical properties of the evolution equations for the mean state and covariance matrix that arise in the second-moment closure approximation (third- and higher-order moment discard). This approximation was introduced by EPSTEIN [1969] in an early effort to introduce a stochastic element into deterministic weather forecasting, and was studied further by FLEMING [1971a,b], EPSTEIN and PITCHER [1972], and PITCHER [1977], also in the context of atmospheric predictability. It has since fallen into disuse, with a simpler one being used in current large-scale applications. The theoretical results of this article make a case that this approximation should be reconsidered for use in large-scale applications, however, because the second moment closure equations possess a property of energetic consistency that the approximate equations now in common use do not possess. A number of properties of solutions of the second-moment closure equations that result from this energetic consistency will be established.

Cohn, Stephen E.↗

Linear dynamic coupling in geared rotor systems

The effects of high frequency oscillations caused by the gear mesh, on components of a geared system that can be modeled as rigid discs are analyzed using linear dynamic coupling terms. The coupled, nonlinear equations of motion for a disc attached to a rotating shaft are presented. The results of a trial problem analysis show that the inclusion of the linear dynamic coupling terms can produce significant changes in the predicted response of geared rotor systems, and that the produced sideband responses are greater than the unbalanced response. The method is useful in designing gear drives for heavy-lift helicopters, industrial speed reducers, naval propulsion systems, and heavy off-road equipment.

David, J. W.↗

A robust direct-integration method for rotorcraft maneuver and periodic response

The Newmark-Beta method and the Newton-Raphson iteration scheme are combined to develop a direct-integration method for evaluating the maneuver and periodic-response expressions for rotorcraft. The method requires the generation of Jacobians and includes higher derivatives in the formulation of the geometric stiffness matrix to enhance the convergence of the system. The method leads to effective convergence with nonlinear structural dynamics and aerodynamic terms. Singularities in the matrices can be addressed with the method as they arise from a Lagrange multiplier approach for coupling equations with nonlinear constraints. The method is also shown to be general enough to handle singularities from quasisteady control-system models. The method is shown to be more general and robust than the similar 2GCHAS method for analyzing rotorcraft dynamics.

Panda, Brahmananda↗

Chaos in driven Alfven systems

The chaos in a one-dimensional system, which would be nonlinear stationary Alfven waves in the absence of an external driver, is characterized. The evolution equations are numerically integrated for the transverse wave magnetic field amplitude and phase using the derivative nonlinear Schroedinger equation (DNLS), including resistive wave damping and a long-wavelength monochromatic, circularly polarized driver. A Poincare map analysis shows that, for the nondissipative (Hamiltonian) case, the solutions near the phase space (soliton) separatrices of this system become chaotic as the driver amplitude increases, and 'strong' chaos appears when the driver amplitude is large. The dissipative system exhibits a wealth of dynamical behavior, including quasiperiodic orbits, period-doubling bifurcations leading to chaos, sudden transitions to chaos, and several types of strange attractors.

Hada, T.↗

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗

Direct Nonlinear Approximation for Security Region Boundary of Integrated Energy Systems: A Polynomial Chaos Expansion Solution

The strong interdependence of electricity, gas, and heating systems can facilitate fault propagation within integrated energy systems (IESs), posing significant challenges to secure operation. This paper proposes a polynomial chaos expansion (PCE)-based approximation method to accurately characterize the IES security region boundary (IES–SRB). By integrating the Karush-Kuhn-Tucker conditions with PCE theory, the IES-SRB approximation problem is reformulated as a set of nonlinear equations concerning the approximation coefficients. Using the Galerkin projection method, these equations are further transformed into a system of projection equations that govern the polynomial approximation coefficients in the IES-SRB approximation. To reduce computational complexity while maintaining high approximation accuracy, a piecewise polynomial approximation method is proposed. Numerical studies on the E39-G20-H6 and E118-G96-H52 IES test systems demonstrate that the proposed method can accurately and effectively construct IES security regions.

Wu, Chenghao [Northeast Electric Power University]↗

Learning nonlinear operators in latent spaces for real-time predictions of complex dynamics in physical systems

Abstract Predicting complex dynamics in physical applications governed by partial differential equations in real-time is nearly impossible with traditional numerical simulations due to high computational cost. Neural operators offer a solution by approximating mappings between infinite-dimensional Banach spaces, yet their performance degrades with system size and complexity. We propose an approach for learning neural operators in latent spaces, facilitating real-time predictions for highly nonlinear and multiscale systems on high-dimensional domains. Our method utilizes the deep operator network architecture on a low-dimensional latent space to efficiently approximate underlying operators. Demonstrations on material fracture, fluid flow prediction, and climate modeling highlight superior prediction accuracy and computational efficiency compared to existing methods. Notably, our approach enables approximating large-scale atmospheric flows with millions of degrees, enhancing weather and climate forecasts. Here we show that the proposed approach enables real-time predictions that can facilitate decision-making for a wide range of applications in science and engineering.

97 MATHEMATICS AND COMPUTING↗

Structural inference of networked dynamical systems with universal differential equations

Networked dynamical systems are common throughout science in engineering; e.g., biological networks, reaction networks, power systems, and the like. For many such systems, nonlinearity drives populations of identical (or near-identical) units to exhibit a wide range of nontrivial behaviors, such as the emergence of coherent structures (e.g., waves and patterns) or otherwise notable dynamics (e.g., synchrony and chaos). Here, we seek to infer (i) the intrinsic physics of a base unit of a population, (ii) the underlying graphical structure shared between units, and (iii) the coupling physics of a given networked dynamical system given observations of nodal states. These tasks are formulated around the notion of the Universal Differential Equation, whereby unknown dynamical systems can be approximated with neural networks, mathematical terms known a priori (albeit with unknown parameterizations), or combinations of the two. We demonstrate the value of these inference tasks by investigating not only future state predictions but also the inference of system behavior on varied network topologies. The effectiveness and utility of these methods are shown with their application to canonical networked nonlinear coupled oscillators.

97 MATHEMATICS AND COMPUTING↗

Direct Optimal Control of Duffing Dynamics

The "direct control method" is a novel concept that is an attractive alternative and competitor to the differential-equation-based methods. The direct method is equally well applicable to nonlinear, linear, time-varying, and time-invariant systems. For all such systems, the method yields explicit closed-form control laws based on minimization of a quadratic control performance measure. We present an application of the direct method to the dynamics and optimal control of the Duffing system where the control performance measure is not restricted to a quadratic form and hence may include a quartic energy term. The results we present in this report also constitute further generalizations of our earlier work in "direct optimal control methodology." The approach is demonstrated for the optimal control of the Duffing equation with a softening nonlinear stiffness.

Oz, Hayrani↗

Attitude control/momentum management and payload pointing in advanced space vehicles

The design and evaluation of an attitude control/momentum management system for highly asymmetric spacecraft configurations are presented. The preliminary development and application of a nonlinear control system design methodology for tracking control of uncertain systems, such as spacecraft payload pointing systems are also presented. Control issues relevant to both linear and nonlinear rigid-body spacecraft dynamics are addressed, whereas any structural flexibilities are not taken into consideration. Results from the first task indicate that certain commonly used simplifications in the equations of motions result in unstable attitude control systems, when used for highly asymmetric spacecraft configurations. An approach is suggested circumventing this problem. Additionally, even though preliminary results from the second task are encouraging, the proposed nonlinear control system design method requires further investigation prior to its application and use as an effective payload pointing system design technique.

Parlos, Alexander G.↗

State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation

This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.

Bar-Itzhack, Itzhack Y.↗

Self-Supervised Dynamical Systems

Some progress has been made in a continuing effort to develop mathematical models of the behaviors of multi-agent systems known in biology, economics, and sociology (e.g., systems ranging from single or a few biomolecules to many interacting higher organisms). Living systems can be characterized by nonlinear evolution of probability distributions over different possible choices of the next steps in their motions. One of the main challenges in mathematical modeling of living systems is to distinguish between random walks of purely physical origin (for instance, Brownian motions) and those of biological origin. Following a line of reasoning from prior research, it has been assumed, in the present development, that a biological random walk can be represented by a nonlinear mathematical model that represents coupled mental and motor dynamics incorporating the psychological concept of reflection or self-image. The nonlinear dynamics impart the lifelike ability to behave in ways and to exhibit patterns that depart from thermodynamic equilibrium. Reflection or self-image has traditionally been recognized as a basic element of intelligence. The nonlinear mathematical models of the present development are denoted self-supervised dynamical systems. They include (1) equations of classical dynamics, including random components caused by uncertainties in initial conditions and by Langevin forces, coupled with (2) the corresponding Liouville or Fokker-Planck equations that describe the evolutions of probability densities that represent the uncertainties. The coupling is effected by fictitious information-based forces, denoted supervising forces, composed of probability densities and functionals thereof. The equations of classical mechanics represent motor dynamics that is, dynamics in the traditional sense, signifying Newton s equations of motion. The evolution of the probability densities represents mental dynamics or self-image. Then the interaction between the physical and metal aspects of a monad is implemented by feedback from mental to motor dynamics, as represented by the aforementioned fictitious forces. This feedback is what makes the evolution of probability densities nonlinear. The deviation from linear evolution can be characterized, in a sense, as an expression of free will. It has been demonstrated that probability densities can approach prescribed attractors while exhibiting such patterns as shock waves, solitons, and chaos in probability space. The concept of self-supervised dynamical systems has been considered for application to diverse phenomena, including information-based neural networks, cooperation, competition, deception, games, and control of chaos. In addition, a formal similarity between the mathematical structures of self-supervised dynamical systems and of quantum-mechanical systems has been investigated.

Zak, Michail↗

Data-driven learning of Mori–Zwanzig operators for isotropic turbulence

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori–Zwanzig (MZ) formalism provides a mathematically exact procedure for constructing reduced-order representations of high-dimensional dynamical systems, where the effects due to the unresolved dynamics are captured in the memory kernel and orthogonal dynamics. Turbulence models based on MZ formalism have been scarce due to the limited knowledge of the MZ operators, which originates from the difficulty in deriving MZ kernels for complex nonlinear dynamical systems. In this work, we apply a recently developed data-driven learning algorithm, which is based on Koopman's description of dynamical systems and Mori's linear projection operator, on a set of fully resolved isotropic turbulence datasets to extract the Mori–Zwanzig operators. With data augmentation using known turbulence symmetries, the extracted Markov term, memory kernel, and orthogonal dynamics are statistically converged and the generalized fluctuation–dissipation relation can be verified. The properties of the memory kernel and orthogonal dynamics, and their dependence on the choices of observables are investigated to address the modeling assumptions that are commonly used in MZ-based models. A series of numerical experiments are then constructed using the extracted kernels to evaluate the memory effects on prediction. The results show that the prediction errors are strongly affected by the choice of observables and can be further reduced by including the past history of the observables in the memory kernel.

97 MATHEMATICS AND COMPUTING↗

Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics

Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .

97 MATHEMATICS AND COMPUTING↗