[PDF] A Filtered High Dimensional Harmonic Balance Method For Problems In Nonlinear Dynamics eBook

Author :
Publisher :
Page : 268 pages
File Size : 42,89 MB
Release : 2005
Category :
ISBN :

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The standard ensemble filtering schemes such as Ensemble Kalman Filter (EnKF) and Sequential Monte Carlo (SMC) do not properly represent states of low priori probability when the number of samples is too small and the dynamical system is high dimensional system with highly non-Gaussian statistics. For example, when the standard ensemble methods are applied to two well-known simple, but highly nonlinear systems such as a one-dimensional stochastic diffusion process in a double-well potential and the well-known three-dimensional chaotic dynamical system of Lorenz, they produce erroneous results to track transitions of the systems from one state to the other. In this dissertation, a set of new parametric resampling methods are introduced to overcome this problem. The new filtering methods are motivated by a general H-theorem for the relative entropy of Markov stochastic processes. The entropy-based filters first approximate a prior distribution of a given system by a mixture of Gaussians and the Gaussian components represent different regions of the system. Then the parameters in each Gaussian, i.e., weight, mean and covariance are determined sequentially as new measurements are available. These alternative filters yield a natural generalization of the EnKF method to systems with highly non-Gaussian statistics when the mixture model consists of one single Gaussian and measurements are taken on full states. In addition, the new filtering methods give the quantities of the relative entropy and log-likelihood as by-products with no extra cost. We examine the potential usage and qualitative behaviors of the relative entropy and log-likelihood for the new filters. Those results of EnKF and SMC are also included. We present results of the new methods on the applications to the above two ordinary differential equations and one partial differential equation with comparisons to the standard filters, EnKF and SMC. These results show that the entropy-based filters correctly track the transitions between likely states in both highly nonlinear systems even with small sample size N=100.

Author : Junwei Lu
Publisher : John Wiley & Sons
Page : 287 pages
File Size : 12,67 MB
Release : 2016-10-03
Category : Technology & Engineering
ISBN : 1118975766

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The first book applying HBFEM to practical electronic nonlinear field and circuit problems • Examines and solves wide aspects of practical electrical and electronic nonlinear field and circuit problems presented by HBFEM • Combines the latest research work with essential background knowledge, providing an all-encompassing reference for researchers, power engineers and students of applied electromagnetics analysis • There are very few books dealing with the solution of nonlinear electric- power-related problems • The contents are based on the authors’ many years’ research and industry experience; they approach the subject in a well-designed and logical way • It is expected that HBFEM will become a more useful and practical technique over the next 5 years due to the HVDC power system, renewable energy system and Smart Grid, HF magnetic used in DC/DC converter, and Multi-pulse transformer for HVDC power supply • HBFEM can provide effective and economic solutions to R&D product development • Includes Matlab exercises

Author : David D. Nolte
Publisher : Oxford University Press
Page : 384 pages
File Size : 23,27 MB
Release : 2018-07-12
Category : Science
ISBN : 0192528505

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Galileo Unbound traces the journey that brought us from Galileo's law of free fall to today's geneticists measuring evolutionary drift, entangled quantum particles moving among many worlds, and our lives as trajectories traversing a health space with thousands of dimensions. Remarkably, common themes persist that predict the evolution of species as readily as the orbits of planets or the collapse of stars into black holes. This book tells the history of spaces of expanding dimension and increasing abstraction and how they continue today to give new insight into the physics of complex systems. Galileo published the first modern law of motion, the Law of Fall, that was ideal and simple, laying the foundation upon which Newton built the first theory of dynamics. Early in the twentieth century, geometry became the cause of motion rather than the result when Einstein envisioned the fabric of space-time warped by mass and energy, forcing light rays to bend past the Sun. Possibly more radical was Feynman's dilemma of quantum particles taking all paths at once — setting the stage for the modern fields of quantum field theory and quantum computing. Yet as concepts of motion have evolved, one thing has remained constant, the need to track ever more complex changes and to capture their essence, to find patterns in the chaos as we try to predict and control our world.

Author : Matthew R.W. Brake
Publisher : Springer Nature
Page : 257 pages
File Size : 27,65 MB
Release : 2023-11-14
Category : Technology & Engineering
ISBN : 3031369998

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Nonlinear Structures & Systems, Volume 1: Proceedings of the 41st IMAC, A Conference and Exposition on Structural Dynamics, 2023, the first volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Nonlinear Dynamics, including papers on: Experimental Nonlinear Dynamics Jointed Structures: Identification, Mechanics, Dynamics Nonlinear Damping Nonlinear Modeling and Simulation Nonlinear Reduced-Order Modeling Nonlinearity and System Identification