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NASA NTRS1982

Stationarity of magnetohydrodynamic fluctuations in the solar wind

Solar wind research and studies of charged particle propagation often assume that the interplanetary magnetic field represents a stationary random process. The extent to which ensemble averages of the solar wind magnetic fields follow the asymptotic behavior predicted by the ergodic theorem was investigated. Several time periods, including a span of nearly two years, are analyzed. Data intervals which span many solar rotations satisfy the conditions of weak stationarity if the effects of solar rotation are included in the asymptotic analysis. Shorter intervals which include a small integral number of interplanetary sectors also satisfy weak stationarity. The results are illustrated using magnetometer data from the ISEE-3, Voyager and IMP spacecraft.

Matthaeus, W. H.↗

NASA NTRS1984

On the topological stability of magnetostatic equilibria

The topological stability of MHD equilibria is investigated by exploring the formal analogy, in the ideal MHD limit, between the topology of magnetic lines of force in coordinate space and the topology of integral surfaces of one- and two-dimensional Hamiltonian systems in phase space. It is demonstrated that in an astrophysical setting, symmetric magnetostatic equilibria satisfying the ideal MHD equations are exceptional. The principal result of the study is that previous infinitesimal perturbation theory calculations can be generalized to include finite-amplitude and symmetry-breaking effects. The effect of the ergodicity of perturbed symmetric equilibria on heat dispersal in magnetically dominated plasmas is discussed.

Tsinganos, K. C.↗

NASA NTRS1987

Modeling of controlled flexible structures with impulsive loads

The characteristic wave approach is developed as an alternative to modal methods which may lead to significant errors in the presence of impulsive or concentrated loads. The method is applied to periodic structures. Some special phenomena like cumulation effects and transitions to ergodicity are analyzed.

Zak, M.↗

NASA NTRS1987

Dynamical response to pulse excitations in large space structures

Finite dimensional approximations of large space structures as distributed parameter systems may lead to a loss of contribution of high frequencies to the dynamic response in case of impulsive or concentrated loads. It is shown that the unmodeled part of this response can be represented by a system of thin pulses which propagate as characteristic waves. It is demonstrated that the dynamical response to such a system of pulses can be modeled by a system of equations with delay argument. Fundamental dynamical properties of this system such as Liapunov stability, structural stability, loss of periodicity and transition to ergodicity are analyzed in this study. The results are illustrated by examples.

Zak, Michail↗

NASA NTRS1987

Effects of intensity modulations on the power spectra of random processes

Intensity-modulated random processes (IMRPs), defined as the products of (1) deterministic modulating functions or processes and (2) stationary modulated processes statistically independent of (1), are investigated analytically. Instantaneous power spectra are derived for IMRPs with different classes of (1), and a spectrum series expansion with a known locally stationary approximation as its first term is obtained. Numerical results for sample IMRPs with known (deterministic), stationary, nonstationary, ergodic, onset, and bell-shaped types of (1) are presented graphically and briefly characterized.

Mark, W. D.↗

NASA NTRS1989

A finite element formulation for the large deflection random response of thermally buckled beams

The effects of temperature and acoustic loading are included in a theoretical finite element large deflection formulation for thin, isotropic beams. Thermal loads are applied as steady-state temperature distributions, and acoustic loads are taken to be ergodic and Gaussian with zero mean and uniform magnitude and phase along the length of the beam. Material properties are considered presently to be independent of temperature. Also, inplane and rotary inertia terms are assumed to be negligible, and all inplane edge conditions are taken to be immovable. For the random response analysis, both auto- and cross-correlation terms are included. The nature of the loads leads to the solution of two separate problems. First, the problem of thermal postbuckling is solved to determine the deflections and stresses due to the thermal load only. These deflections and stresses are then used as initial deflections and stresses for the random vibration analysis. Root-mean-square (RMS) maximum deflections and strains are obtained and compared with previous classical equivalent linearization results.

Locke, James↗

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 NTRS1990

Spatial variability of rain rate and slant path attenuation distributions at 28 GHz in the mid-Atlantic coast region of the United States

Rain rate and corresponding estimated slant-path attenuation distributions derived from two years of measurements are presented for a network of nine rain-gage sites located in a region with extent 70 km N-S and 47 km E-W in the mid-Atlantic coast of the U.S. near the NASA Wallops Flight Facility, VA. The network average rain-rate distribution was compared with a previously measured 6-year average at one of the site locations. Agreement in rain rates was found to be within approximately 1 mm/h over the percentage range of 1-0.01 percent of the year, signifying the constancy of the rain-rate climatology for the region, and implying an ergodic rainfall process. Slant-path attenuation statistics were estimated at 28.56 GHz by interfacing the measured rain-rate distributions at each of nine site locations with Crane's (1980) global model.

Goldhirsh, Julius↗

NASA NTRS1991

An investigation of chaotic Kolmogorov flows

Platt, N.↗

NASA NTRS1991

Limits on the isolation of stochastic vibration for microgravity space experiments

The limitations on the isolation of stochastic vibrations for microgravity space experiments are explored. These limitations result from the restricted interior space available for vibration isolation. A one-degree-of-freedom representation of the experiment-spacecraft system is used, and an ideal vibration actuator is assumed. A kinematic representation results, and the problem becomes one of finding the minimum acceleration trajectory within a pair of stochastic walls. The wall motion is characterized by an ergodic, stationary, zero-mean, Gaussian random process with known power spectral density. The geometry of the wall trajectories is defined in terms of their significant extrema and zero crossings. This geomemtry is used in defining a composite trajectory that has a mean square acceleratiaon lower than that on the optimal path satisfying the stochastic wall inequality constraints. The optimal control problem is solved on a return path yielding the mean square acceleration in terms of the distributions of significant maxima and first-passage time of the wall process. The methodology is applied to a microgravity isolation problem to find the lower bounds on root-mean-square acceleration given the disturbance power spectral density.

Knospe, C. R.↗

NASA NTRS1991

Nonlinear dynamics and predictability in the atmospheric sciences

Systematic applications of nonlinear dynamics to studies of the atmosphere and climate are reviewed for the period 1987-1990. Problems discussed include paleoclimatic applications, low-frequency atmospheric variability, and interannual variability of the ocean-atmosphere system. Emphasis is placed on applications of the successive bifurcation approach and the ergodic theory of dynamical systems to understanding and prediction of intraseasonal, interannual, and Quaternary climate changes.

Ghil, M.↗

NASA NTRS1992

Turbulent fluid motion IV-averages, Reynolds decomposition, and the closure problem

Ensemble, time, and space averages as applied to turbulent quantities are discussed, and pertinent properties of the averages are obtained. Those properties, together with Reynolds decomposition, are used to derive the averaged equations of motion and the one- and two-point moment or correlation equations. The terms in the various equations are interpreted. The closure problem of the averaged equations is discussed, and possible closure schemes are considered. Those schemes usually require an input of supplemental information unless the averaged equations are closed by calculating their terms by a numerical solution of the original unaveraged equations. The law of the wall for velocities and temperatures, the velocity- and temperature-defect laws, and the logarithmic laws for velocities and temperatures are derived. Various notions of randomness and their relation to turbulence are considered in light of ergodic theory.

Deissler, Robert G.↗

NASA NTRS1993

The uncertainty principle and quantum chaos

The conception of quantum chaos is described in some detail. The most striking feature of this novel phenomenon is that all the properties of classical dynamical chaos persist here but, typically, on the finite and different time scales only. The ultimate origin of such a universal quantum stability is in the fundamental uncertainty principle which makes discrete the phase space and, hence, the spectrum of bounded quantum motion. Reformulation of the ergodic theory, as a part of the general theory of dynamical systems, is briefly discussed.

Chirikov, Boris V.↗

NASA NTRS1993

Broken symmetry in ideal magnetohydrodynamic turbulence

A numerical study of the long-time evolution of a number of cases of inviscid, isotropic, incompressible, three-dimensional fluid, and magneto-fluid turbulence has been completed. The results confirm that ideal magnetohydrodynamic turbulence is non-ergodic if there is no external magnetic field present. This is due essentially to a canonical symmetry being broken in an arbitrary dynamical representation. The broken symmetry manifests itself as a coherent structure, i.e., a non-zero time-averaged part of the turbulent magnetic field. The coherent structure is observed, in one case, to contain about eighteen percent of the total energy.

Shebalin, John V.↗

NASA NTRS1992

Observations on the Proper Orthogonal Decomposition

The Proper Orthogonal Decomposition (P.O.D.), also known as the Karhunen-Loeve expansion, is a procedure for decomposing a stochastic field in an L(2) optimal sense. It is used in diverse disciplines from image processing to turbulence. Recently the P.O.D. is receiving much attention as a tool for studying dynamics of systems in infinite dimensional space. This paper reviews the mathematical fundamentals of this theory. Also included are results on the span of the eigenfunction basis, a geometric corollary due to Chebyshev's inequality and a relation between the P.O.D. symmetry and ergodicity.

Berkooz, Gal↗

NASA NTRS1996

Dynamics of Granular Materials

Granular materials exhibit a rich variety of dynamical behavior, much of which is poorly understood. Fractal-like stress chains, convection, a variety of wave dynamics, including waves which resemble capillary waves, l/f noise, and fractional Brownian motion provide examples. Work beginning at Duke will focus on gravity driven convection, mixing and gravitational collapse. Although granular materials consist of collections of interacting particles, there are important differences between the dynamics of a collections of grains and the dynamics of a collections of molecules. In particular, the ergodic hypothesis is generally invalid for granular materials, so that ordinary statistical physics does not apply. In the absence of a steady energy input, granular materials undergo a rapid collapse which is strongly influenced by the presence of gravity. Fluctuations on laboratory scales in such quantities as the stress can be very large-as much as an order of magnitude greater than the mean.

Behringer, Robert P.↗

NASA NTRS1996

Dynamic Light Scattering From Colloidal Gels

We present a brief, preliminary account of the interpretation of dynamic light scattering from fractal colloidal gels. For small scattering angles, and for high initial colloid particle volume fractions, the correlation functions exhibit arrested decay, reflecting the non-ergodic nature of these systems and allowing us to directly determine the elastic modulus of the gels. For smaller initial volume fractions, the correlation functions decay completely. In all cases, the initial decay is not exponential, but is instead described by a stretched exponential. We summarize the principles of a model that accounts for these data and discuss the scaling behavior of the measured parameters.

Krall, A. H.↗

NASA NTRS1999

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗