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We develop a theory describing the transition to a spatially homogeneous regime in a mixing flow with a chaotic in time reaction. The transverse Lyapunov exponent governing the stability of the homogeneous state can be represented as a combination of Lyapunov exponents for spatial mixing and temporal chaos. This representation, being exact for time- independent flows and equal Peclet numbers of different components, is demonstrated to work accurately for time- dependent flows and different Peclet numbers
We report measurements on the synchronization properties of organ pipes. First, we investigate influence of an external acoustical signal from a loudspeaker on the sound of an organ pipe. Second, the mutual influence of two pipes with different pitch is analyzed. In analogy to the externally driven, or mutually coupled self-sustained oscillators, one observes a frequency locking, which can be explained by synchronization theory. Further, we measure the dependence of the frequency of the signals emitted by two mutually detuned pipes with varying distance between the pipes. The spectrum shows a broad '' hump '' structure, not found for coupled oscillators. This indicates a complex coupling of the two organ pipes leading to nonlinear beat phenomena.
We investigate synchronization of coupled organ pipes. Synchronization and reflection in the organ lead to undesired weakening of the sound in special cases. Recent experiments have shown that sound interaction is highly complex and nonlinear, however, we show that two delay-coupled Van-der-Pol oscillators appear to be a good model for the occurring dynamical phenomena. Here the coupling is realized as distance-dependent, or time-delayed, equivalently. Analytically, we investigate the synchronization frequency and bifurcation scenarios which occur at the boundaries of the Arnold tongues. We successfully compare our results to experimental data.
Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far-reaching applications in many domains, including engineering and medicine. In this paper, we formulate the synchronization control in dynamical systems as an optimization problem and present a multi-objective genetic programming-based approach to infer optimal control functions that drive the system from a synchronized to a non-synchronized state and vice versa. The genetic programming-based controller allows learning optimal control functions in an interpretable symbolic form. The effectiveness of the proposed approach is demonstrated in controlling synchronization in coupled oscillator systems linked in networks of increasing order complexity, ranging from a simple coupled oscillator system to a hierarchical network of coupled oscillators. The results show that the proposed method can learn highly effective and interpretable control functions for such systems.
Big data have become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt changes must be rapidly characterized based on limited, incomplete, and noisy data. Many leading automated learning techniques rely on unrealistically large data sets, and it is unclear how to leverage prior knowledge effectively to re-identify a model after an abrupt change. In this work, we propose a conceptual framework to recover parsimonious models of a system in response to abrupt changes in the low-data limit. First, the abrupt change is detected by comparing the estimated Lyapunov time of the data with the model prediction. Next, we apply the sparse identification of nonlinear dynamics (SINDy) regression to update a previously identified model with the fewest changes, either by addition, deletion, or modification of existing model terms. We demonstrate this sparse model recovery on several examples for abrupt system change detection in periodic and chaotic dynamical systems. Our examples show that sparse updates to a previously identified model perform better with less data, have lower runtime complexity, and are less sensitive to noise than identifying an entirely new model. The proposed abrupt-SINDy architecture provides a new paradigm for the rapid and efficient recovery of a system model after abrupt changes.
Ordinary differential equations (ODEs) have been studied for centuries as a means to model complex dynamical processes from the real world. Nevertheless, their application to sound synthesis has not yet been fully exploited. In this article we present a systematic approach to sound synthesis based on first-order complex and real ODEs. Using simple time-dependent and nonlinear terms, we illustrate the mapping between ODE coefficients and physically meaningful control parameters such as pitch, pitch bend, decay rate, and attack time. We reveal the connection between nonlinear coupling terms and frequency modulation, and we discuss the implications of this scheme in connection with nonlinear synthesis. The ability to excite a first-order complex ODE with an external input signal is also examined; stochastic or impulsive signals that are physically or synthetically produced can be presented as input to the system, offering additional synthesis possibilities, such as those found in excitation/filter synthesis and filter-based modal synthesis.
Wave energy harvesting could be a substantial renewable energy source without impact on the global climate and ecology, yet practical attempts have struggled with the problems of wear and catastrophic failure. An innovative technology for ocean wave energy harvesting was recently proposed, based on the use of soft capacitors. This study presents a realistic theoretical and numerical model for the quantitative characterization of this harvesting method. Parameter regions with optimal behavior are found, and novel material descriptors are determined, which dramatically simplify analysis. The characteristics of currently available materials are evaluated, and found to merit a very conservative estimate of 10 years for raw material cost recovery.
Small- and large-scale characterization and mixing properties in a thermally driven thin liquid film
(2015)
We study aqueous, freestanding, thin films stabilized by a surfactant with respect to mixing and dynamical systems properties. With this special setup, a two-dimensional fluid can be realized experimentally. The physics of the system involves a complex interplay of thermal convection and interface and gravitational forces. Methodologically, we characterize the system using two classical dynamical systems properties: Lyapunov exponents and entropies. Our experimental setup produces convection with two stable eddies by applying a temperature gradient in one spot that yields weakly turbulent mixing. From dynamical systems theory, one expects a relation of entropies, Lyapunov exponents, a prediction with little experimental support. We can confirm the corresponding statements experimentally, on different scales using different methods. On the small scale the motion and deformation of fluid filaments of equal size (color imaging velocimetry) are used to compute Lyapunov exponents. On the large scale, entropy is computed by tracking the left-right motion of the center fluid jet at the separatrix between the two convection rolls. We thus combine here dynamical systems methods with a concrete application of mixing in a nanoscale freestanding thin film.
A maximum entropy (MaxEnt) method is developed to predict flow rates or pressure gradients in hydraulic pipe networks without sufficient information to give a closed-form (deterministic) solution. This methodology substantially extends existing deterministic flow network analysis methods. It builds on the MaxEnt framework previously developed by the authors. This study uses a continuous relative entropy defined on a reduced parameter set, here based on the external flow rates. This formulation ensures consistency between different representations of the same network. The relative entropy is maximized subject to observable constraints on the mean values of a subset of flow rates or potential differences, the frictional properties of each pipe, and physical constraints arising from Kirchhoff’s first and second laws. The new method is demonstrated by application to a simple one-loop network and a 1,123-node, 1,140-pipe water distribution network in the suburb of Torrens, Australian Capital Territory, Australia.
We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or simplified models need to be found. We focus on symbolic regression methods as a part of machine learning. These algorithms are capable of learning an analytically tractable model from data, a highly valuable property. Symbolic regression methods can be considered as generalized regression methods. We investigate two particular algorithms, the so-called fast function extraction which is a generalized linear regression algorithm, and genetic programming which is a very general method. Both are able to combine functions in a certain way such that a good model for the prediction of the temporal evolution of a dynamical system can be identified. We illustrate the algorithms by finding a prediction for the evolution of a harmonic oscillator based on measurements, by detecting an arriving front in an excitable system, and as a real-world application, the prediction of solar power production based on energy production observations at a given site together with the weather forecast.
Vortex ripples in sand are studied experimentally in a one-dimensional setup with periodic boundary conditions. The nonlinear evolution, far from the onset of instability, is analyzed in the framework of a simple model developed for homogeneous patterns. The interaction function describing the mass transport between neighboring ripples is extracted from experimental runs using a recently proposed method for data analysis, and the predictions of the model are compared to the experiment. An analytic explanation of the wavelength selection mechanism in the model is provided, and the width of the stable band of ripples is measured.
We investigate localized periodic solutions (breathers) in a lattice of parametrically driven, nonlinear dissipative oscillators. These breathers are demonstrated to be exponentially localized, with two characteristic localization lengths. The crossover between the two lengths is shown to be related to the transition in the phase of the lattice oscillations.
We present a novel experimental setup to investigate two-dimensional thermal convection in a freestanding thin liquid film. Such films can be produced in a controlled way on the scale of 5-1000 nm. Our primary goal is to investigate convection patterns and the statistics of reversals in Rayleigh-Benard convection with varying aspect ratio. Additionally, questions regarding the physics of liquid films under controlled conditions can be investigated, like surface forces, or stability under varying thermodynamical parameters. The film is suspended in a frame which can be adjusted in height and width to span an aspect ratio range of Gamma = 0.16-10. The top and bottom frame elements can be set to specific temperature within T = 15 degrees C to 55 degrees C. A thickness to area ratio of approximately 108 enables only two-dimensional fluid motion in the time scales relevant for turbulent motion. The chemical composition of the film is well-defined and optimized for film stability and reproducibility and in combination with carefully controlled ambient parameters allows the comparison to existing experimental and numerical data. Published by AIP Publishing.
This article describes how to use statistical data analysis to obtain models directly from data. The focus is put on finding nonlinearities within a generalized additive model. These models are found by means of backfitting or more general algorithms, like the alternating conditional expectation value one. The method is illustrated by numerically generated data. As an application, the example of vortex ripple dynamics, a highly complex fluid-granular system, is treated
A key technology for large eddy simulation (LES) of complex flows is an appropriate wall modeling strategy. In this paper we apply for the first time a fully nonparametric procedure for the estimation of generalized additive models (GAM) by conditional statistics. As a database, we use DNS and wall-resolved LES data of plane channel flow for Reynolds numbers, Re = 2800, 4000 (DNS) and 10,935, 22,776 (LES). The statistical method applied is a quantitative tool for the identification of important model terms, allowing for an identification of some of the near-wall physics. The results are given as nonparametric functions which cannot be attained by other methods. We investigated a generalized model which includes Schumann's and Piomelli et al.'s model. A strong influence of the pressure gradient in the viscous sublayer is found; for larger wall distances the spanwise pressure gradient even dominates the tau(w,zy). component. The first a posteriori LES results are given.
We prove the existence of nonlinear localized time-periodic solutions in a chain of symplectic mappings with nearest neighbour coupling. This is a class of systems whose behaviour can be seen as representation of a lattice of pendula. The effect of discrete time changes the mathematical as well as the numerical procedures. Applying the discrete version of Floquet theory eases and clarifies the procedure of proving the existence of the localized time-periodic solutions. As an extension of the concept of rotobreathers one can produce solutions which rotate at every site of the lattice. To consider these we use a general definition of localization.
Komplexe Systeme reichen von "harten", physikalischen, wie Klimaphysik, Turbulenz in Fluiden oder Plasmen bis zu so genannten "weichen", wie man sie in der Biologie, der Physik weicher Materie, Soziologie oder Ökonomie findet. Die Ausbildung von Verständnis zu einem solchen System beinhaltet eine Beschreibung in Form von Statistiken und schlussendlich mathematischen Gleichungen. Moderne Datenanalyse stellt eine große Menge von Werkzeugen zur Analyse von Komplexität auf verschiedenen Beschreibungsebenen bereit. In diesem Kurs werden statistische Methoden mit einem Schwerpunkt auf dynamischen Systemen diskutiert und eingeübt. Auf der methodischen Seite werden lineare und nichtlineare Ansätze behandelt, inklusive der Standard-Werkzeuge der deskriptiven und schlussfolgernden Statistik, Wavelet Analyse, Nichtparametrische Regression und der Schätzung nichtlinearer Maße wie fraktaler Dimensionen, Entropien und Komplexitätsmaßen. Auf der Modellierungsseite werden deterministische und stochastische Systeme, Chaos, Skalierung und das Entstehen von Komplexität durch Wechselwirkung diskutiert - sowohl für diskrete als auch für ausgedehnte Systeme. Die beiden Ansätze werden durch Systemanalyse jeweils passender Beispiele vereint.
Komplexe Systeme reichen von "harten", physikalischen, wie Klimaphysik, Turbulenz in Fluiden oder Plasmen bis zu so genannten "weichen", wie man sie in der Biologie, der Physik weicher Materie, Soziologie oder Ökonomie findet. Die Ausbildung von Verständnis zu einem solchen System beinhaltet eine Beschreibung in Form von Statistiken und schlussendlich mathematischen Gleichungen. Moderne Datenanalyse stellt eine große Menge von Werkzeugen zur Analyse von Komplexität auf verschiedenen Beschreibungsebenen bereit. In diesem Kurs werden statistische Methoden mit einem Schwerpunkt auf dynamischen Systemen diskutiert und eingeübt. Auf der methodischen Seite werden lineare und nichtlineare Ansätze behandelt, inklusive der Standard-Werkzeuge der deskriptiven und schlussfolgernden Statistik, Wavelet Analyse, Nichtparametrische Regression und der Schätzung nichtlinearer Maße wie fraktaler Dimensionen, Entropien und Komplexitätsmaßen. Auf der Modellierungsseite werden deterministische und stochastische Systeme, Chaos, Skalierung und das Entstehen von Komplexität durch Wechselwirkung diskutiert - sowohl für diskrete als auch für ausgedehnte Systeme. Die beiden Ansätze werden durch Systemanalyse jeweils passender Beispiele vereint.
Komplexe Systeme reichen von "harten", physikalischen, wie Klimaphysik, Turbulenz in Fluiden oder Plasmen bis zu so genannten "weichen", wie man sie in der Biologie, der Physik weicher Materie, Soziologie oder Ökonomie findet. Die Ausbildung von Verständnis zu einem solchen System beinhaltet eine Beschreibung in Form von Statistiken und schlussendlich mathematischen Gleichungen. Moderne Datenanalyse stellt eine große Menge von Werkzeugen zur Analyse von Komplexität auf verschiedenen Beschreibungsebenen bereit. In diesem Kurs werden statistische Methoden mit einem Schwerpunkt auf dynamischen Systemen diskutiert und eingeübt. Auf der methodischen Seite werden lineare und nichtlineare Ansätze behandelt, inklusive der Standard-Werkzeuge der deskriptiven und schlussfolgernden Statistik, Wavelet Analyse, Nichtparametrische Regression und der Schätzung nichtlinearer Maße wie fraktaler Dimensionen, Entropien und Komplexitätsmaßen. Auf der Modellierungsseite werden deterministische und stochastische Systeme, Chaos, Skalierung und das Entstehen von Komplexität durch Wechselwirkung diskutiert - sowohl für diskrete als auch für ausgedehnte Systeme. Die beiden Ansätze werden durch Systemanalyse jeweils passender Beispiele vereint.