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Equation governing the probability density evolution of multi-dimensional linear fractional differential systems subject to Gaussian white noise 高斯白噪声下多维线性分式微分系统概率密度演化的控制方程
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-05-01 DOI: 10.1016/j.taml.2023.100436
Yi Luo , Meng-Ze Lyu , Jian-Bing Chen , Pol D. Spanos

Stochastic fractional differential systems are important and useful in the mathematics, physics, and engineering fields. However, the determination of their probabilistic responses is difficult due to their non-Markovian property. The recently developed globally-evolving-based generalized density evolution equation (GE-GDEE), which is a unified partial differential equation (PDE) governing the transient probability density function (PDF) of a generic path-continuous process, including non-Markovian ones, provides a feasible tool to solve this problem. In the paper, the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established. In particular, it is proved that in the GE-GDEE corresponding to the state-quantities of interest, the intrinsic drift coefficient is a time-varying linear function, and can be analytically determined. In this sense, an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original high-dimensional linear fractional differential system can be constructed such that their transient PDFs are identical. Specifically, for a multi-dimensional linear fractional differential system, if only one or two quantities are of interest, GE-GDEE is only in one or two dimensions, and the surrogate system would be a one- or two-dimensional linear integer-order system. Several examples are studied to assess the merit of the proposed method. Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems, the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian, and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.

随机分数阶微分系统在数学、物理和工程领域都非常重要和有用。然而,由于它们的非马尔可夫性质,确定它们的概率响应是困难的。基于全局演化的广义密度演化方程(GE-GDEE)是一种统一的偏微分方程(PDE),它控制非马尔可夫过程的瞬态概率密度函数,为解决这一问题提供了可行的工具。本文建立了具有高斯白噪声的多维线性分数阶微分系统的GE-GDEE。特别地,证明了在感兴趣的状态量对应的GE-GDEE中,内禀漂移系数是一个时变的线性函数,并且可以解析确定。在这个意义上,可以构造一个具有精确闭型系数的替代的低维等效线性整阶微分系统,使它们的瞬态pdf相同。具体来说,对于多维线性分数阶微分系统,如果只关心一个或两个量,则GE-GDEE仅在一维或二维中,而替代系统将是一维或二维线性整阶系统。研究了几个实例来评估所提出方法的优点。虽然目前封闭形式的内禀漂移系数仅适用于线性随机分数阶微分系统,但本文的研究结果显著地证明了在原始高维系统本身非马尔可夫的情况下,GE-GDEE的存在性和适用性,并为更一般的复杂非线性系统的GE-GDEE的内禀漂移系数和扩散系数的物理机制确定提供了见解。
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引用次数: 3
An operator methodology for the global dynamic analysis of stochastic nonlinear systems 随机非线性系统全局动态分析的算子方法学
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-05-01 DOI: 10.1016/j.taml.2022.100419
Kaio C. B. Benedetti , Paulo B. Gonçalves , Stefano Lenci , Giuseppe Rega

In a global dynamic analysis, the coexisting attractors and their basins are the main tools to understand the system behavior and safety. However, both basins and attractors can be drastically influenced by uncertainties. The aim of this work is to illustrate a methodology for the global dynamic analysis of nondeterministic dynamical systems with competing attractors. Accordingly, analytical and numerical tools for calculation of nondeterministic global structures, namely attractors and basins, are proposed. First, based on the definition of the Perron-Frobenius, Koopman and Foias linear operators, a global dynamic description through phase-space operators is presented for both deterministic and nondeterministic cases. In this context, the stochastic basins of attraction and attractors’ distributions replace the usual basin and attractor concepts. Then, numerical implementation of these concepts is accomplished via an adaptative phase-space discretization strategy based on the classical Ulam method. Sample results of the methodology are presented for a canonical dynamical system.

在全局动力学分析中,共存吸引子及其盆地是了解系统行为和安全性的主要工具。然而,盆地和吸引子都可能受到不确定性的极大影响。这项工作的目的是说明具有竞争吸引子的不确定性动力系统的全局动态分析的方法。在此基础上,提出了不确定性全局结构(吸引子和盆地)的解析和数值计算工具。首先,基于Perron-Frobenius、Koopman和Foias线性算子的定义,给出了确定性和非确定性情况下的相空间算子全局动态描述。在这种情况下,吸引子和吸引子分布的随机盆地取代了通常的盆地和吸引子概念。然后,通过基于经典Ulam方法的自适应相空间离散策略实现了这些概念的数值实现。给出了典型动力系统的实例结果。
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引用次数: 5
Corrigendum to “Noise colour influence on escape times in nonlinear oscillators - experimental and numerical results” [Theor. App. Mech. Lett. 13 (2023) 100420] “噪声颜色对非线性振荡器逃逸时间的影响。实验和数值结果”[理论]的勘误。应用。机械。Lett. 13 (2023) 100420]
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-05-01 DOI: 10.1016/j.taml.2023.100455
Thomas Breunung, Balakumar Balachandran
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引用次数: 0
Hopf bifurcation of nonlinear system with multisource stochastic factors 具有多源随机因子的非线性系统的Hopf分岔
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2022.100417
Xinyu Bai, Shaojuan Ma, Qianling Zhang, Qiyi Liu

The article mainly explores the Hopf bifurcation of a kind of nonlinear system with Gaussian white noise excitation and bounded random parameter. Firstly, the nonlinear system with multisource stochastic factors is reduced to an equivalent deterministic nonlinear system by the sequential orthogonal decomposition method and the Karhunen–Loeve (K-L) decomposition theory. Secondly, the critical conditions about the Hopf bifurcation of the equivalent deterministic system are obtained. At the same time the influence of multisource stochastic factors on the Hopf bifurcation for the proposed system is explored. Finally, the theorical results are verified by the numerical simulations.

本文主要研究一类具有高斯白噪声激励和有界随机参数的非线性系统的Hopf分岔问题。首先,利用顺序正交分解方法和Karhunen-Loeve (K-L)分解理论,将多源随机因子非线性系统分解为等效的确定性非线性系统;其次,给出了等效确定性系统Hopf分岔的临界条件。同时探讨了多源随机因素对系统Hopf分岔的影响。最后,通过数值模拟验证了理论结果。
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引用次数: 0
Slip boundary effect on the critical Reynolds number of subcritical transition in channel flow 滑移边界对通道流亚临界过渡临界雷诺数的影响
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2023.100431
Yue Xiao, Linsen Zhang, Jianjun Tao

In this letter, the effect of slip boundary on the origin of subcritical transition in two-dimensional channel flows is studied numerically and theoretically. It is shown that both the positive and the negative slip lengths will increase the critical Reynolds number of localized wave packet and hence postpone the transition. By applying a variable transformation and expanding the variables about a small slip length, it is illustrated that the slip boundary effect only exists in the second and higher order modulations of the no-slip solution, and hence explains the power law found in simulations, i.e. the relative increment of the critical Reynolds number due to the slip boundary is proportional to the square of the slip length.

本文从数值和理论上研究了二维通道流动中滑移边界对亚临界转捩起源的影响。结果表明,正滑移长度和负滑移长度都会增加局域波包的临界雷诺数,从而推迟跃迁。通过变量变换并展开小滑移长度的变量,说明了滑移边界效应只存在于无滑移解的二阶和高阶调制中,从而解释了模拟中发现的幂律,即由于滑移边界引起的临界雷诺数的相对增量与滑移长度的平方成正比。
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引用次数: 0
Characterization methods for additive manufacturing 增材制造的表征方法
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2022.100415
Zhanwei Liu , Zhongwei Li , Huimin Xie
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引用次数: 0
On the structure of the turbulent/non-turbulent interface in a fully developed spatially evolving axisymmetric wake 关于完全发展的空间演化轴对称尾流中湍流/非湍流界面的结构
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2022.100404
Weijun Yin , YuanLiang Xie , Xinxian Zhang , Yi Zhou

In this work, we numerically study the structure of the turbulent/nonturbulent (T/NT) interface in a fully developed spatially evolving axisymmetric wake by means of direct numerical simulations. There is a continuous and contorted pure shear layer (PSL) adjacent to the outer edge of the T/NT interface. The local thickness of the PSL δPSL exhibits a wide range of scales (from the Kolmogorov scale to the Taylor microscale) and the conditional mean thickness δPSLI/ηc6 with ηc being the centerline Kolmogorov scale is the same as the viscous superlayer. In the viscous superlayer, the pure shear motions without rotation are overwhelmingly dominant. It is also demonstrated that the physics of the turbulent sublayer is closely related to the PSL with a large thickness. Another significant finding is that the time averaged area of the rotational region AR, and the pure shear region AS at different streamwise locations scale with the square of the wake-width bU2. This study opens an avenue for a better understanding of the structures of the T/NT interface.

在这项工作中,我们通过直接数值模拟的方法对完全发展的空间演化轴对称尾迹中湍流/非湍流(T/NT)界面的结构进行了数值研究。在T/NT界面外缘附近存在连续变形的纯剪切层(PSL)。PSL的局部厚度δPSL具有广泛的尺度(从Kolmogorov尺度到Taylor微尺度),以ηc为中心线的条件平均厚度< δPSL > I/ηc≈6与黏性超层相同。在粘性超层中,无旋转的纯剪切运动占绝对优势。湍流亚层的物理性质与大厚度的PSL密切相关。另一个重要的发现是,在不同的流向位置,旋转区域< AR >和纯剪切区域< AS >的时间平均面积与尾迹宽度bU2的平方成正比。这项研究为更好地理解T/NT界面结构开辟了一条途径。
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引用次数: 1
In-situ 3D contour measurement for laser powder bed fusion based on phase guidance 基于相位导引的激光粉末床融合三维轮廓原位测量
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2022.100405
Yuze Zhang , Pan Zhang , Xin Jiang , Siyuan Zhang , Kai Zhong , Zhongwei Li

In-situ layerwise imaging measurement of laser powder bed fusion (LPBF) provides a wealth of forming and defect data which enables monitoring of components quality and powder bed homogeneity. Using high-resolution camera layerwise imaging and image processing algorithms to monitor fusion area and powder bed geometric defects has been studied by many researchers, which successfully monitored the contours of components and evaluated their accuracy. However, research for the methods of in-situ 3D contour measurement or component edge warping identification is rare. In this study, a 3D contour measurement method combining gray intensity and phase difference is proposed, and its accuracy is verified by designed experiments. The results show that the high-precision of the 3D contours can be achieved by the constructed energy minimization function. This method can detect the deviations of common geometric features as well as warpage at LPBF component edges, and provides fundamental data for in-situ quality monitoring tools.

激光粉末床熔融(LPBF)的原位分层成像测量提供了丰富的成形和缺陷数据,可以监测部件质量和粉末床均匀性。利用高分辨率相机分层成像和图像处理算法监测融合区域和粉末床的几何缺陷已被许多研究人员研究,并成功地监测了部件的轮廓并评估了其精度。然而,对于三维轮廓的原位测量或构件边缘翘曲识别方法的研究却很少。本文提出了一种结合灰度强度和相位差的三维轮廓测量方法,并通过设计实验验证了该方法的准确性。结果表明,所构造的能量最小化函数可以实现高精度的三维轮廓。该方法可以检测到常见几何特征的偏差以及LPBF构件边缘的翘曲,为现场质量监测工具提供基础数据。
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引用次数: 1
Path integral solutions for n-dimensional stochastic differential equations under α-stable Lévy excitation α-稳定l<s:1>激励下n维随机微分方程的路径积分解
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2023.100430
Wanrong Zan , Yong Xu , Jürgen Kurths

In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified. Firstly, the governing equations for the solutions of n-dimensional SDEs under the excitation of α-stable Lévy noise are obtained through the characteristic function of stochastic processes. Then, the short-time transition probability density function of the path integral solution is derived based on the Chapman-Kolmogorov-Smoluchowski (CKS) equation and the characteristic function, and its correctness is demonstrated by proving that it satisfies the governing equation of the solution of the SDE, which is also called the Fokker-Planck-Kolmogorov equation. Besides, illustrative examples are numerically considered for highlighting the feasibility of the proposed path integral method, and the pertinent Monte Carlo solution is also calculated to show its correctness and effectiveness.

本文推导并验证了具有α-稳定Lévy噪声的一般n维随机微分方程的路径积分解。首先,通过随机过程的特征函数,得到了在α-稳定Lévy噪声激励下n维SDE解的控制方程。然后,基于Chapman-Kolmogorov-Smoluchowski(CKS)方程和特征函数,导出了路径积分解的短时转移概率密度函数,并通过证明它满足SDE解的控制方程,即Fokker-Planck-Kolmokorov方程,证明了它的正确性。此外,为了突出所提出的路径积分方法的可行性,还对相应的蒙特卡罗解进行了数值计算,以表明其正确性和有效性。
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引用次数: 2
Linear logistic regression with weight thresholding for flow regime classification of a stratified wake 分层尾流流型分类的加权阈值线性逻辑回归
IF 3.4 3区 工程技术 Q2 MECHANICS Pub Date : 2023-03-01 DOI: 10.1016/j.taml.2022.100414
Xinyi L.D. Huang, Robert F. Kunz, Xiang I.A. Yang

A stratified wake has multiple flow regimes, and exhibits different behaviors in these regimes due to the competing physical effects of momentum and buoyancy. This work aims at automated classification of the weakly and the strongly stratified turbulence regimes based on information available in a full Reynolds stress model. First, we generate a direct numerical simulation database with Reynolds numbers from 10,000 to 50,000 and Froude numbers from 2 to 50. Order (100) independent realizations of temporally evolving wakes are computed to get converged statistics. Second, we train a linear logistic regression classifier with weight thresholding for automated flow regime classification. The classifier is designed to identify the physics critical to classification. Trained against data at one flow condition, the classifier is found to generalize well to other Reynolds and Froude numbers. The results show that the physics governing wake evolution is universal, and that the classifier captures that physics.

分层尾流具有多种流态,并且由于动量和浮力的相互竞争的物理效应,在这些流态中表现出不同的行为。这项工作的目的是基于在一个完整的雷诺应力模型中可用的信息,对弱和强分层湍流状态进行自动分类。首先,我们生成一个直接的数值模拟数据库,其中雷诺数从1万到5万,弗劳德数从2到50。计算了时变尾迹的100阶独立实现以得到收敛统计。其次,我们训练了一个具有权值阈值的线性逻辑回归分类器,用于自动流态分类。分类器设计用于识别对分类至关重要的物理。根据一种流动条件下的数据进行训练,发现分类器可以很好地推广到其他雷诺兹和弗劳德数。结果表明,控制尾流演化的物理是普遍的,分类器捕获了这种物理。
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引用次数: 1
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Theoretical and Applied Mechanics Letters
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