Stability of linear time‐periodic delay‐differential equations via Chebyshev polynomials

This paper presents a new technique for studying the stability properties of dynamic systems modeled by delay‐differential equations (DDEs) with time‐periodic parameters. By employing a shifted Chebyshev polynomial approximation in each time interval with length equal to the delay and parametric excitation period, the dynamic system can be reduced to a set of linear difference equations for the Chebyshev expansion coefficients of the state vector in the previous and current intervals. This defines a linear map which is the ‘infinite‐dimensional Floquet transition matrix U’. Two different formulas for the computation of the approximate U, whose size is determined by the number of polynomials employed, are given. The first one uses the direct integral form of the original system in state space form while the second uses a convolution integral (variation of parameters) formulation. Additionally, a variation on the former method for direct application to second‐order systems is also shown. An error analysis is presented which allows the number of polynomials employed in the approximation to be selected in advance for a desired tolerance. An extension of the method to the case where the delay and parametric periods are commensurate is also shown. Stability charts are produced for several examples of time‐periodic DDEs, including the delayed Mathieu equation and a model for regenerative chatter in impedance‐modulated turning. The results indicate that this method is an effective way to study the stability of time‐periodic DDEs. Copyright © 2004 John Wiley & Sons, Ltd.     

Two results on stable rapidly oscillating periodic solutions of delay differential equations

In 1999 Ivanov and Losson [A.F. Ivanov and J. Losson, Stable rapidly oscillating solutions in delay differential equations with negative feedback, Differ. Int. Eqns 12 (1999), pp. 811–832] presented a computer assisted proof that a particular delay differential equation (with negative feedback) admits a stable rapidly oscillating periodic solution (ROPS). In this article the delay equation of Ivanov and Losson is embedded in a five-parametric class of differential equations. Conditions on the parameters are given such that the delay equation admits a stable ROPS. Moreover, it is shown that for odd n?>?1 the delay equation admits a stable ROPS with n humps per unit time if the parameters satisfy some explicitly given conditions. The delay equation of Ivanov and Losson satisfies all conditions on the five parameters. This gives an analytic proof and a considerable generalization of the result of Ivanov and Losson. The conditions on the parameters are believed to be sharp in a certain sense. The second result proves part of a conjecture in Stoffer [D. Stoffer, Delay equations with rapidly oscillating stable periodic solutions, J. Dyn. Differ. Eqns 20(1) (2008), pp. 201–238]. For a class of stiff delay differential equations with piecewise constant nonlinearity (positive or negative feedback) and for every n the following holds: if the stiffness parameter is sufficiently large then there are 2a(n) essentially different stable ROPSs with n humps per time unit. a(n) is the number of essentially different binary n-stage shift register sequences.     

Updated semi‐discretization method for periodic delay‐differential equations with discrete delay

An updated version of the semi‐discretization method is presented for periodic systems with a single discrete time delay. The delayed term is approximated as a weighted sum of two neighbouring discrete delayed state values and the transition matrix over a single period is determined. Stability charts are constructed for the damped and delayed Mathieu equation for different time‐period/time‐delay ratios. The convergence of the method is investigated by examples. Stability charts are constructed for 1 and 2 degree of freedom milling models. The codes of the algorithm are also attached in the appendix. Copyright © 2004 John Wiley & Sons, Ltd.     

Fast time‐domain simulation for large‐order linear time‐invariant state space systems

Time‐domain simulation is essential for both analysis and design of complex systems. Unfortunately, high model fidelity leads to large system size and bandwidths, often causing excessive computation and memory saturation. In response we develop an efficient scheme for large‐order linear time‐invariant systems. First, the A matrix is block diagonalized. Then, subsystems of manageable dimensions and bandwidth are formed, allowing multiple sampling rates. Each subsystem is then discretized using a O(n_s) scheme, where n_s is the number of states. Subsequently, a sparse matrix O(n_s) discrete‐time system solver is employed to compute the history of the state and output. Finally, the response of the original system is obtained by superposition. In practical engineering applications, closing feedback loops and cascading filters can hinder the efficient use of the simulation scheme. Solutions to these problems are addressed in the paper. The simulation scheme, implemented as a MATLAB function fastlsim, is benchmarked against the standard LTI system simulator lsim and is shown to be superior for medium to large systems. The algorithm scales close to O(n) for a set of benchmarked systems. Simulation of a high‐fidelity model of (n_s ≈ 2200) the Space Interferometry Mission spacecraft illustrates real world application of the method. Copyright © 2005 John Wiley & Sons, Ltd.     

时滞非线性波动方程双周期解

应用算子理论和Leary-Schauder度方法,得到一类时滞非线性波动方程双周期解的存在性定理.非零时滞改变了方程的共振与非共振的情况.     

一类非线性时滞双曲型偏微分方程的振动性

研究一类非线性时滞双曲型偏泛函微分方程解的振动性，利用微分不等式方法和广义Riccati变换，获得了该类方程在第一类边值条件下振动的新的充分条件，所得结果通过实例加以阐明．     

具连续分布滞量的非线性抛物型偏微分方程的振动准则

考虑一类具连续分布滞量的非线性抛物型偏微分方程的振动性，借助Green定理将多维振动问题转化为关于某一类具连续分布滞量的非线性微分不等式的一维问题，给出了该类方程在Robin，Dirichlet边值条件下所有解振动的若干充分判据。所得结论充分地表明，振动是由时滞量引起的。     

Nonlinear modal analysis via non‐parametric machine learning tools

Modal analysis is an important tool in the structural dynamics community; it is widely utilised to understand and investigate the dynamical characteristics of linear structures. Many methods have been proposed in recent years regarding the extension to nonlinear analysis, such as nonlinear normal modes or the method of normal forms, with the main objective being to formulate a mathematical model of a nonlinear dynamical structure based on observations of input/output data from the dynamical system. In fact, for the majority of structures where the effect of nonlinearity becomes significant, nonlinear modal analysis is a necessity. The objective of the current paper is to demonstrate a machine learning approach to output‐only nonlinear modal decomposition using kernel independent component analysis and locally linear‐embedding analysis. The key element is to demonstrate a pattern recognition approach which exploits the idea of independence of principal components from the linear theory by learning the nonlinear manifold between the variables. In this work, the importance of output‐only modal analysis via “blind source” separation tools is highlighted as the excitation input/force is not needed and the method can be implemented directly via experimental data signals without worrying about the presence or not of specific nonlinearities in the structure.     

Conservation of generalized momentum maps in mechanical optimal control problems with symmetry

In this paper, a structure‐preserving direct method for the optimal control of mechanical systems is developed. The new method accommodates a large class of one‐step integrators for the underlying state equations. The state equations under consideration govern the motion of affine Hamiltonian control systems. If the optimal control problem has symmetry, associated generalized momentum maps are conserved along an optimal path. This is in accordance with an extension of Noether's theorem to the realm of optimal control problems. In the present work, we focus on optimal control problems with rotational symmetries. The newly proposed direct approach is capable of exactly conserving generalized momentum maps associated with rotational symmetries of the optimal control problem. This is true for a variety of one‐step integrators used for the discretization of the state equations. Examples are the one‐step theta method, a partitioned variant of the theta method, and energy‐momentum (EM) consistent integrators. Numerical investigations confirm the theoretical findings. Copyright © 2016 John Wiley & Sons, Ltd.     

A FETI‐based domain decomposition technique for time‐dependent first‐order systems based on a DAE approach

We present a novel partitioned coupling algorithm to solve first‐order time‐dependent non‐linear problems (e.g. transient heat conduction). The spatial domain is partitioned into a set of totally disconnected subdomains. The continuity conditions at the interface are modeled using a dual Schur formulation where the Lagrange multipliers represent the interface fluxes (or the reaction forces) that are required to maintain the continuity conditions. The interface equations along with the subdomain equations lead to a system of differential algebraic equations (DAEs). For the resulting equations a numerical algorithm is developed, which includes choosing appropriate constraint stabilization techniques. The algorithm first solves for the interface Lagrange multipliers, which are subsequently used to advance the solution in the subdomains. The proposed coupling algorithm enables arbitrary numeric schemes to be coupled with different time steps (i.e. it allows subcycling) in each subdomain. This implies that existing software and numerical techniques can be used to solve each subdomain separately. The coupling algorithm can also be applied to multiple subdomains and is suitable for parallel computers. We present examples showing the feasibility of the proposed coupling algorithm. Copyright © 2008 John Wiley & Sons, Ltd.     

Compression of time‐generated matrices in two‐dimensional time‐domain elastodynamic BEM analysis

This paper describes a new scheme to improve the efficiency of time‐domain BEM algorithms. The discussion is focused on the two‐dimensional elastodynamic formulation, however, the ideas presented apply equally to any step‐by‐step convolution based algorithm whose kernels decay with time increase. The algorithm presented interpolates the time‐domain matrices generated along the time‐stepping process, for time‐steps sufficiently far from the current time. Two interpolation procedures are considered here (a large number of alternative approaches is possible): Chebyshev–Lagrange polynomials and linear. A criterion to indicate the discrete time at which interpolation should start is proposed. Two numerical examples and conclusions are presented at the end of the paper. Copyright © 2004 John Wiley & Sons, Ltd.     

Semi‐discretization method for delayed systems

The paper presents an efficient numerical method for the stability analysis of linear delayed systems. The method is based on a special kind of discretization technique with respect to the past effect only. The resulting approximate system is delayed and also time periodic, but still, it can be transformed analytically into a high‐dimensional linear discrete system. The method is applied to determine the stability charts of the Mathieu equation with continuous time delay. Copyright © 2002 John Wiley & Sons, Ltd.     

A time‐parallel implicit method for accelerating the solution of non‐linear structural dynamics problems

The parallel implicit time‐integration algorithm (PITA) is among a very limited number of time‐integrators that have been successfully applied to the time‐parallel solution of linear second‐order hyperbolic problems such as those encountered in structural dynamics. Time‐parallelism can be of paramount importance to fast computations, for example, when space‐parallelism is unfeasible as in problems with a relatively small number of degrees of freedom in general, and reduced‐order model applications in particular, or when reaching the fastest possible CPU time is desired and requires the exploitation of both space‐ and time‐parallelisms. This paper extends the previously developed PITA to the non‐linear case. It also demonstrates its application to the reduction of the time‐to‐solution on a Linux cluster of sample non‐linear structural dynamics problems. Copyright © 2008 John Wiley & Sons, Ltd.     

具有时滞反馈控制的非线性主动悬架系统的稳定性、分岔和混沌

研究了具有时滞反馈控制的非线性主动悬架系统模型,该模型考虑了悬架弹簧和阻尼的非线性特性.运用广义Sturm准则推导了时滞无关稳定区域的临界增益和稳定性开关的临界时滞.在不同稳定性区间内选取参数组合进行数值模拟,验证理论分析的有效性.在动力学方程的基础上,利用分岔图、庞加莱映射图和时域图,研究了在路面激励下的悬架系统的非...     

Reduced‐order modeling of parameterized PDEs using time–space‐parameter principal component analysis

This paper presents a methodology for constructing low‐order surrogate models of finite element/finite volume discrete solutions of parameterized steady‐state partial differential equations. The construction of proper orthogonal decomposition modes in both physical space and parameter space allows us to represent high‐dimensional discrete solutions using only a few coefficients. An incremental greedy approach is developed for efficiently tackling problems with high‐dimensional parameter spaces. For numerical experiments and validation, several non‐linear steady‐state convection–diffusion–reaction problems are considered: first in one spatial dimension with two parameters, and then in two spatial dimensions with two and five parameters. In the two‐dimensional spatial case with two parameters, it is shown that a 7 × 7 coefficient matrix is sufficient to accurately reproduce the expected solution, while in the five parameters problem, a 13 × 6 coefficient matrix is shown to reproduce the solution with sufficient accuracy. The proposed methodology is expected to find applications to parameter variation studies, uncertainty analysis, inverse problems and optimal design. Copyright © 2009 John Wiley & Sons, Ltd.     

Transient behavior of time‐between‐failures of complex repairable systems

It is well known for complex repairable systems (with as few as four components), regardless of the time‐to‐failure (TTF) distribution of each component, that the time‐between‐failures (TBFs) tends toward the exponential. This is a long‐term or ‘steady‐state’ property. Aware of this property, many of those modeling such systems tend to base spares provisioning, maintenance personnel availability and other decisions on an exponential TBFs distribution. Such a policy may suffer serious drawbacks. A non‐homogeneous Poisson process (NHPP) accounts for these intervals for some time prior to ‘steady‐state’. Using computer simulation, the nature of transient TBF behavior is examined. The number of system failures until the exponential TBF assumption is valid is of particular interest. We show, using a number of system configurations and failure and repair distributions, that the transient behavior quickly drives the TBF distribution to the exponential. We feel comfortable with achieving exponential results for the TBF with 30 system failures. This number may be smaller for configurations with more components. However, at this point, we recommend 30 as the systems failure threshold for using the exponential assumption. Copyright © 2002 John Wiley & Sons, Ltd.     

Topology optimization by a time‐dependent diffusion equation

Most topology optimization problems are formulated as constrained optimization problems; thus, mathematical programming has been the mainstream. On the other hand, solving topology optimization problems using time evolution equations, seen in the level set‐based and the phase field‐based methods, is yet another approach. One issue is the treatment of multiple constraints, which is difficult to incorporate within time evolution equations. Another issue is the extra re‐initialization steps that interrupt the time integration from time to time. This paper proposes a way to describe, using a Heaviside projection‐based representation, a time‐dependent diffusion equation that addresses these two issues. The constraints are treated using a modified augmented Lagrangian approach in which the Lagrange multipliers are updated by simple ordinary differential equations. The proposed method is easy to implement using a high‐level finite element code. Also, it is very practical in the sense that one can fully utilize the existing framework of the code: GUI, parallelized solvers, animations, data imports/exports, and so on. The effectiveness of the proposed method is demonstrated through numerical examples in both the planar and spatial cases. Copyright © 2012 John Wiley & Sons, Ltd.     

An adaptive multiresolution method for parabolic PDEs with time‐step control

We present an efficient adaptive numerical scheme for parabolic partial differential equations based on a finite volume (FV) discretization with explicit time discretization using embedded Runge–Kutta (RK) schemes. A multiresolution strategy allows local grid refinement while controlling the approximation error in space. The costly fluxes are evaluated on the adaptive grid only. Compact RK methods of second and third order are then used to choose automatically the new time step while controlling the approximation error in time. Non‐admissible choices of the time step are avoided by limiting its variation. The implementation of the multiresolution representation uses a dynamic tree data structure, which allows memory compression and CPU time reduction. This new numerical scheme is validated using different classical test problems in one, two and three space dimensions. The gain in memory and CPU time with respect to the FV scheme on a regular grid is reported, which demonstrates the efficiency of the new method. Copyright © 2008 John Wiley & Sons, Ltd.     

Multi‐time‐step explicit–implicit method for non‐linear structural dynamics

We present a method with domain decomposition to solve time‐dependent non‐linear problems. This method enables arbitrary numeric schemes of the Newmark family to be coupled with different time steps in each subdomain: this coupling is achieved by prescribing continuity of velocities at the interface. We are more specifically interested in the coupling of implicit/explicit numeric schemes taking into account material and geometric non‐linearities. The interfaces are modelled using a dual Schur formulation where the Lagrange multipliers represent the interfacial forces. Unlike the continuous formulation, the discretized formulation of the dynamic problem is unable to verify simultaneously the continuity of displacements, velocities and accelerations at the interfaces. We show that, within the framework of the Newmark family of numeric schemes, continuity of velocities at the interfaces enables the definition of an algorithm which is stable for all cases envisaged. To prove this stability, we use an energy method, i.e. a global method over the whole time interval, in order to verify the algorithms properties. Then, we propose to extend this to non‐linear situations in the following cases: implicit linear/explicit non‐linear, explicit non‐linear/explicit non‐linear and implicit non‐linear/explicit non‐linear. Finally, we present some examples showing the feasibility of the method. Copyright © 2001 John Wiley & Sons, Ltd.