A survey of methods for generating Liapunov functions
Methods of generating Liapunov method for application to practical nonlinear dynamical systems
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Methods of generating Liapunov method for application to practical nonlinear dynamical systems
The calculation and implementation of the neighboring optimal feedback control law for multiinput, nonlinear dynamical systems, using discontinuous control, is discussed. An initialization procedure is described which removes the requirement that the neighboring initial state be in the neighborhood of the nominal initial state. This procedure is a bootstrap technique for determining the most appropriate control-law gain for the neighboring initial state. The mechanization of the neighboring control law described is closed loop in that the concept of time-to-go is utilized in the determination of the control-law gains appropriate for each neighboring state. The gains are chosen such that the time-to-go until the next predicted switch time or predicted final time is the same for both the neighboring and nominal trajectories. The procedure described is utilized to solve the minimum-time satellite attitude-acquisition problem.
The last two decades have been an era when computation is ahead of analysis and when very large scale practical computations are increasingly used in poorly understood multiscale complex nonlinear physical problems and non-traditional fields. Ensuring a higher level of confidence in the predictability and reliability (PAR) of these numerical simulations could play a major role in furthering the design, understanding, affordability and safety of our next generation air and space transportation systems, and systems for planetary and atmospheric sciences, and in understanding the evolution and origin of life. The need to guarantee PAR becomes acute when computations offer the ONLY way of solving these types of data limited problems. Employing theory from nonlinear dynamical systems, some building blocks to ensure a higher level of confidence in PAR of numerical simulations have been revealed by the author and world expert collaborators in relevant fields. Five building blocks with supporting numerical examples were discussed. The next step is to utilize knowledge gained by including nonlinear dynamics, bifurcation and chaos theories as an integral part of the numerical process. The third step is to design integrated criteria for reliable and accurate algorithms that cater to the different multiscale nonlinear physics. This includes but is not limited to the construction of appropriate adaptive spatial and temporal discretizations that are suitable for the underlying governing equations. In addition, a multiresolution wavelets approach for adaptive numerical dissipation/filter controls for high speed turbulence, acoustics and combustion simulations will be sought. These steps are corner stones for guarding against spurious numerical solutions that are solutions of the discretized counterparts but are not solutions of the underlying governing equations.
A nonlinear wave, in general, is equivalent to a nonlinear dynamical system, which exhibits the phenomena of chaos.
Seven studies have been conducted on research in the existence and nature of solutions of the restricted problems of three and four bodies. The details and results of five of these research investigations have already been published, and the latest two studies will be published shortly. A complete bibliography of publications is included in this report. This research has been primarily qualitative and has yielded new information on the behavior of trajectories near the libration points in the Earth-Moon-Sun and Sun-Jupiter-Saturn systems, and on the existence of periodic trajectories about the libration points of the circular and elliptical restricted four-body models. We have also implemented Birkhoff's normalization process for conservative and nonconservative Hamiltonian systems with equilibrium points. This makes available a technique for analyzing stability properties of certain nonlinear dynamical systems, and we have applied this technique to the circular and elliptical restricted three-body models. A related study was also conducted to determine the feasibility of using cislunar periodic trajectories for various space missions. Preliminary results suggest that this concept is attractive for space flight safety operations in cislunar space. Results of this research will be of interest to mathematicians, particularly those working in ordinary differential equations, dynamical systems and celestial mechanics; to astronomers; and to space guidance and mission analysts.
This lecture attempts to illustrate the basic ideas of how the recent advances in nonlinear dynamical systems theory (dynamics) can provide new insights into the understanding of numerical algorithms used in solving nonlinear differential equations (DEs). Examples will be given of the use of dynamics to explain unusual phenomena that occur in numerics. The inadequacy of the use of linearized analysis for the understanding of long time behavior of nonlinear problems will be illustrated, and the role of dynamics in studying the nonlinear stability, accuracy, convergence property and efficiency of using time- dependent approaches to obtaining steady-state numerical solutions in computational fluid dynamics (CFD) will briefly be explained.
A control algorithm that can locally stabilize a specific class of multi-input multi-output nonautonomous nonlinear dynamical systems while satisfying individual input constraints is developed. The proposed Lyapunov-based state-feedback control law inherently accounts for the actuator amplitude saturation limits without the need for computationally expensive real-time optimization techniques. In addition to the control law, a formal definition for the local “controllable region” within which the controller can asymptotically drive the system states to the origin and satisfy the input saturation limits is also presented. The nonautonomous nature of the system dynamics implies that the “controllable region” continuously evolves with time. Therefore, a sufficient condition to maintain the system states within the “controllable region” is proposed in this work to make practical implementation feasible. The effectiveness of the controller is tested for a specific control problem arising in tokamaks, which are toroidal devices that use strong magnetic fields to confine a plasma (hot ionized gas). Here, the primary emphasis of tokamak research is to regulate the plasma properties around predetermined values to achieve stable plasma confinement. Nonlinear simulations show that the proposed controller can achieve the desired plasma control objectives in a DIII-D tokamak scenario.
This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.
A variety of techniques are available for estimating the states of nonlinear dynamic systems from noisy data. These procedures are generally equivalent when applied to linear systems. This paper investigates the difference between several of these procedures in the presence of small dynamic and observational nonlinearities. In particular, it examines one least square batch processing algorithm, and three recursive algorithms similar to the Kalman filter. To first order, all the estimators have the same covariance. Expressions for the means, however, show that each estimator has a different bias. The examples presented show that the biases can be a strong function of such parameters as initial covariances and number of data points being considered.
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.
The class of nonlinear dynamic systems, which is described by the integral Hammerstein operator is discussed. The input and output signals of the system, the nonlinear amplification coefficient, and weighting function are broken down by linear-independent functions in Hermite and Laguerre polynomials. The algorithm for calculating parameter estimates, and the reduction of the estimates are discussed along with generalization in the case of a multidimensional system, and the physical interpretation of the examined class of systems.
The TSIM software is described. This is a package which uses an interactive FORTRAN-like simulation language for the simulation on nonlinear dynamic systems and offers facilities which include: mixed continuous and discrete time systems, time response calculations, numerical optimization, automatic trimming of nonlinear aircraft systems, and linearization of nonlinear equations for eigenvalues, frequency responses and power spectral response evaluation. Details are given of the application of TSIM to the analysis of aeroelastic systems under the RAE Farborough extension FLEX-SIM. The aerodynamic and structural data for the equations of motion of a flexible aircraft are prepared by a preprocessor program for incorporation in TSIM simulations. Within the simulation, the flexible aircraft model may then be selected interactively for different flight conditions and modal reduction techniques applied. The use of FLEX-SIM is demonstrated by an example of the flutter prediction for a simple aeroelastic model. By utilizing the numerical optimization facility of TSIM, it is possible to undertake identification of required parameters in the TSIM model within the simulation.
A recurrent multilayer perceptron network topology is used in the identification of nonlinear dynamic systems from only the input/output measurements. The identification is performed in the discrete time domain, with the learning algorithm being a modified form of the back propagation (BP) rule. The recurrent dynamic network (RDN) developed is applied for the total core reactivity prediction of a spacecraft reactor from only neutronic power level measurements. Results indicate that the RDN can reproduce the nonlinear response of the reactor while keeping the number of nodes roughly equal to the relative order of the system. As accuracy requirements are increased, the number of required nodes also increases, however, the order of the RDN necessary to obtain such results is still in the same order of magnitude as the order of the mathematical model of the system. It is believed that use of the recurrent MLP structure with a variety of different learning algorithms may prove useful in utilizing artificial neural networks for recognition, classification, and prediction of dynamic systems.
The F-18 HARV is a modified F-18 Aircraft which is capable of flying in the post-stall regime in order to achieve superagility. The onset of aerodynamic stall, and continued into the post-stall region, is characterized by nonlinearities in the aerodynamic coefficients. These aerodynamic coefficients are not expressed as analytic functions, but rather in the form of tabular data. The nonlinearities in the aerodynamic coefficients yield a nonlinear model of the aircraft's dynamics. Nonlinear system theory has made many advances, but this area is not sufficiently developed to allow its application to this problem, since many of the theorems are existance theorems and that the systems are composed of analytic functions. Thus, the feedback matrices and the state estimators are obtained from linear system theory techniques. It is important, in order to obtain the correct feedback matrices and state estimators, that the linear description of the nonlinear flight dynamics be as accurate as possible. A nonlinear simulation is run under the Advanced Continuous Simulation Language (ACSL). The ACSL simulation uses FORTRAN subroutines to interface to the look-up tables for the aerodynamic data. ACSL has commands to form the linear representation for the system. Other aspects of this investigation are discussed.
The indirect synthesis method is developed and shown to be capable of leading a near-optimal design of multidegree-of-freedom and multidesign-element transient nonlinear dynamical systems. The basis of the approach is to select the open design parameters such that the response of the portion of the system being designed approximates the limiting performances solution. The limiting performance problem can be formulated as one of linear programming by replacing all portions of the system subject to transient disturbances by control forces and supposing that the remaining portions are linear as are the overall kinematic constraints. One then selects the design parameters that respond most closely to the limiting performance solution, which can be achieved by unconstrained curve-fitting techniques.
The theoretical basis for a dynamic neural network architecture that takes advantage of the notion of terminal chaos to process information in a way that is phenomenologically similar to brain activity is presented. The architecture exploits the phenomenology of nonlinear dynamic systems as an alternative to the traditional paradigm of finite-state machines. It is based on some effects of non-Lipschitzian dynamics. The nonlinear phenomenon of terminal chaos and its relevance to brain activity are examined.
In the past few years, significant interest has developed in using artificial neural networks to model and control nonlinear dynamical systems. While there exists many proposed schemes for accomplishing this and a wealth of supporting empirical results, most approaches to date tend to be ad hoc in nature and rely mainly on heuristic justifications. The purpose of this project was to further develop some analytical tools for representing nonlinear discrete-time input-output systems, which when applied to neural networks would give insight on architecture selection, pruning strategies, and learning algorithms. A long term goal is to determine in what sense, if any, a neural network can be used as a universal approximator for nonliner input-output maps with memory (i.e., realized by a dynamical system). This property is well known for the case of static or memoryless input-output maps. The general architecture under consideration in this project was a single-input, single-output recurrent feedforward network.
Hamilton's principle is used to derive the dynamic model for a large class of flexible robot arms. The resultant dynamic model consists of a system of partial differential-integral equations and the dynamic boundary conditions associated with it. Some properties of the model are observed, and its application to control is discussed. This model represents an infinite-dimensional nonlinear dynamic system and yet can be turned into a finite-dimensional system that could be obtained by modal expansion, if it is desired. This provides more flexibility for control purposes as well as for the analysis of the system.