In many problems in dynamical systems one is interested in the identification of sets which have qualitatively different fates. The finite-time Lyapunov exponent (FTLE) method is a general and equation-free method that identifies codimension-one sets which have a locally high rate of stretching around which maximal exponential expansion of line elements occurs. These codimension-one sets thus act as transport barriers. This geometric framework of transport barriers is used to study various problems in phase space transport, specifically problems of separation in flows that can vary in scale from the micro to the geophysical. The first problem which we study is of the nontrivial motion of inertial particles in a two-dimensional fluid flow. We use the method of FTLE to identify transport barriers that produce segregation of inertial particles by size. The second problem we study is the long range advective transport of plant pathogen spores in the atmosphere. We compute the FTLE field for isobaric atmospheric flow and identify atmospheric transport barriers (ATBs). We find that rapid temporal changes in the spore concentrations at a sampling point occur due to the passage of these ATBs across the sampling point. We also investigate the theory behind the computation of the FTLE and devise a new method to compute the FTLE which does not rely on the tangent linearization. We do this using the 925 matrix of a probability density function. This method of computing the geometric quantities of stretching and FTLE also heuristically bridge the gap between the geometric and probabilistic methods of studying phase space transport. We show this with two examples. / Ph. D.

Este trabalho apresenta a modelagem de um problema representado por um pêndulo elástico com excitação paramétrica vertical do suporte e a análise de estabilidade do sistema pendular que se obtém desconsiderando a elasticidade do pêndulo. A modelagem dos pêndulos e a obtenção das equações do movimento são feitas a partir da equação de Lagrange, utilizando as leis de Newton e para a análise de estabilidade do sistema pendular são apresentados os diagramas de bifurcações, multiplicadores de Floquet, mapas e seções de Poincaré e expoentes de Lyapunov. O comportamento do sistema pendular com excitação paramétrica vertical do suporte é investigado através de simulação computacional e apresentam-se resultados para diferentes faixas de valores da amplitude de excitação externa. / This work presents the modeling of an elastic pendulum with parametric excitation of the support and the analysis of the stability of the pendulum that one obtains disregarding the elasticity of the pendulum. The modeling of the pendulum and the equation of motions are obtained from the Lagrange\'s equations, using Newton\'s law. The concepts of bifurcation, Floquet\'s multipliers, Poincaré maps and sections and Lyapunov exponent are presented for the analysis of stability. The behavior of the pendulum with parametric excitation of the suport is investigated through computational simulation and results for different intervals of values of the external excitation amplitude are presented.

A análise de sistemas dinâmicos não lineares pode ser baseada em séries obtidas de modelos matemáticos ou de experimentos. Modelos matemáticos para respostas aeroelásticas associadas ao estol dinâmico são muito difíceis de obter. Neste caso, experimentos e ensaios em vôo parecem fornecer uma base mais apropriada para a análise da dinâmica não linear. Técnicas de sistemas dinâmicos baseadas em análise de séries temporais podem ser aplicadas para a aeroelasticidade não linear. Quando tem-se disponível apenas séries experimentais, as técnicas de reconstrução do espaço de estados têm sido extensivamente utilizadas. Além disso, os expoentes de Lyapunov fornecem uma caracterização qualitativa e quantitativa do comportamento caótico de sistemas não lineares, assim, um expoente de Lyapunov positivo é um forte indicativo de caos. Medidas de entropia também fornecem informações importantes da complexidade do sistema não linear, consequentemente sua aplicação às séries temporais aeroelásticas representam uma forma apropriada para identificar movimentos caóticos. Este trabalho apresenta a aplicação de técnicas da análise de séries temporais, tais como, reconstrução do espaço de estados, expoentes de Lyapunov e medidas de entropia para respostas aeroelásticas não lineares para prever o comportamento caótico. Um modelo de asa flexível foi construído e testado em túnel de vento de circuito fechado com velocidade do escoamento variando entre 9,0 e 17,0 m/s. O modelo foi montado sobre uma plataforma giratória que produzia variações no ângulo de incidência. Deformações estruturais foram capturadas por meio de extensômetros que forneciam informações da resposta aeroelástica. O método da defasagem é utilizado para reconstruir o espaço de estados das séries temporais obtidas no experimento. Para obter a defasagem utilizada na reconstrução foi usada a análise da função de autocorrelação. Para determinar a dimensão do atrator é calculada a integral de correlação. A evolução do espectro de frequências e do espaço de estados reconstruído é analisada com as variações da velocidade do escoamento e da frequência de oscilação da plataforma. Os expoentes de Lyapunov e a entropia de Rényi foram obtidos para identificar o comportamento caótico. Os resultados foram analisados com a variação da velocidade do escoamento e da frequência de oscilação da plataforma. As técnicas utilizadas foram eficientes para observar o aparecimento de mudanças no sistema e do comportamento caótico com uma escala de interação fluido-estrutura complexa para movimentos com altos ângulos de incidência. / The analysis of non-linear dynamical systems can be based on data from either a mathematical model or an experiment. Mathematical models for aeroelastic response associated to the dynamic stall behavior are very hard to obtain. In this case, experimental or in flight data seems to provide suitable basis for non-linear dynamical analysis. Dynamic systems techniques based on time series analysis can be adequately applied to non-linear aeroelasticity. When experimental data are available, state space reconstruction methods have been widely considered. Moreover, the Lyapunov exponents provides qualitative and quantitative characterization of nonlinear systems chaotic behavior, since positive Lyapunov exponent is a strong signature of chaos. Entropy measures also provide important information on the complexity of nonlinear system, therefore its application to aeroelastic time series represent a proper way to seek for chaotic motions. This work presents the application techniques from time series analysis, such as, state space reconstruction, Lyapunov exponents and entropy measures to nonlinear aeroelastic responses, in order to predict chaotic behavior. A flexible wing model has been constructed and tested in a closed circuit wind tunnel with freestream between 9,0 and 17,0 m/s. The wing model has been mounted on a turntable that allows variations to the wing incidence angle. Structural deformation is captured by means of strain gages, thereby providing information on the aeroelastic response. The method of delays has been used to identify an embedded attractor in the state space from experimentally acquired aeroelastic response time series. To obtain the time delay value to manipulate the time series during reconstruction, the autocorrelation function analysis has been used. For the attractor embeeding dimension calculation the correlation integral approach has been considered. The evolution of frequency spectra and the reconstrueted state space is analyzed for variations of the freestream and the frequency of oscilIation of the turntable. Lyapunov exponents and Rényi entropy have been achieved in order to seek for chaotic behavior. The results were analyzed with the variation of the freestream and the frequency of oscillation of the turntable. The used techniques had been efficient to observe the occurence of changes and chaotic behavior withim a range of complex fluid-structure interaction at higher angle of incidence motions.

Made available in DSpace on 2017-07-21T19:26:03Z (GMT). No. of bitstreams: 1 Romeu Miqueias.pdf: 9797233 bytes, checksum: d4b08f71cb22063247e9bb495366dd55 (MD5) Previous issue date: 2013-01-31 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Synchronization is a dynamical behavior exhibited by a wide range of systems. Neurons, firefly and Josephson junctions are examples of these systems. It is defined as an adjustment of rhythms of oscillating objects due to weak interaction between them, and it is studied using different mathematical models including the coupled map lattices (CMLs). In CML the synchronization corresponds to process in which all state variables become identical at the same instant. Usually we study the CML synchronization by calculating the conditional Lyapunov exponents. However, if the coupling or network topology is time-varying, this exponents are not readily determined. In this work we propose new quantities to study the synchronization in these CMLs. These quantities are defined as weighted averages over all possible topologies and, if the topology is constant, they are equivalent to the usual Lyapunov exponents. We find an analytical expression for the effective quantities when the topology is invariant over translation on the network and demonstrate that an ensemble of short time observations can be used to predict the long-term behavior of the lattice. Also we point that, if network has constant and homogeneous structure, the effective quantities correspond to the projection on the eigenvectors associated with this structure. We show the availability of effective quantities using them to build a lattice with constant topology that exhibits the same synchronization critical properties of the lattice with time-varying topology. Finally, we present a cryptosystem for communication systems based on two replica synchronized networks whose elements are not synchronous. We investigate it as to operation time, robustness and security against intruders. Our results suggest that it is safe and efficient for a wide range of parameters. / A sincronização é um comportamento dinâmico exibido por uma ampla variedade de sistemas naturais tais como neurônios, vaga-lumes e junções Josephson. Ela é definida como um ajuste de ritmos de objetos oscilantes devido a uma fraca interação entre eles, e é estudada usando diferentes modelos matemáticos tais como as redes de mapas acoplados (RMAs). Em uma RMA, o processo de sincronização representa uma evolução conjunta entre todas variáveis de estados. Este processo é geralmente investigado com base nos expoentes de Lyapunov condicionais. No entanto, para redes com topologia variável tais expoentes não são facilmente determinados. Neste trabalho propomos novas quantidades para estudar a sincronização nestas redes. Estas quantidades são definidas como médias ponderadas sobre todas as topologias possíveis e, no caso em que a topologia é constante, equivalem aos expoentes de Lyapunov usuais. Encontramos uma expressão analítica para as quantidades efetivas para o caso em que a topologia é invariante sobre translação na rede e demonstramos que um conjunto de observações sobre um intervalo curto de tempo pode ser usado para predizer o comportamento da rede a longo prazo. Também verificamos que, se a rede possui uma estrutura constante e homogênea, as quantidades efetivas podem ser obtidas considerando a projeção sobre os autovetores associados a esta estrutura. Mostramos a eficácia das quantidades efetivas usando-as para construir uma rede com topologia constante que exibe as mesmas propriedades de sincronização da rede com topologia variável. Por último apresentamos um criptossistema para sistemas de comunicação que é baseado em duas réplicas de redes sincronizadas cujos elementos são não-síncronos. Investigamos este sistema quanto ao tempo de operação, a robustez e a segurança contra intrusos. Nossos resultados sugerem que ele é seguro e eficiente para uma amplo intervalo de parâmetros.

Dans ce mémoire, nous étudions l'entropie des systèmes dynamiques différentiables définis sur des variétés riemanniennes non compactes. Dans un premier temps, nous éclaircissons les liens entre différentes notions d'entropie dans ce cadre non compact. Ensuite, nous utilisons ces premiers résultats pour y étudier la validité de l'inégalité de Ruelle. Rappelons ici que cette inégalité, pour des difféomorphismes de variétés riemanniennes compactes, nous dit que l'entropie est majorée par la somme des exposants de Lyapounov positifs. Nous montrons que, lorsque nous enlevons l'hypothèse de compacité, l'inégalité de Ruelle n'est pas toujours satisfaite. Nous obtenons ce résultat en construisant une famille explicite de contre-exemples. En revanche, nous montrons, dans le cas d'un difféomorphisme de comportement asymptotique linéaire, ou du flot géodésique sur le fibré unitaire tangent d'une variété riemannienne à courbure négative, que l'inégalité de Ruelle est toujours satisfaite. Pour finir, nous nous intéressons au problème de la perte possible de masse d'une suite de mesures de probabilité d'une variété riemannienne non compacte. Dans le cas du flot géodésique, nous montrons que l'entropie permet de contrôler la masse d'une limite vague de mesures de probabilité invariantes par le flot pour une classe particulière de variétés géométriquement finies. Plus précisément, nous montrons qu'une suite de mesures d'entropie assez grande ne peut pas perdre la totalité de sa masse. De plus, le minorant optimal de l'entropie dans ce résultat est lié à la géométrie de la partie non compacte de la variété: c'est l'exposant critique maximal des sous-groupes paraboliques du groupe fondamental. / In this work, we study the entropy of smooth dynamical systems defined on non compact Riemannian manifolds. First, we clarify some relations between different notions of entropy in this setting. Second, we use these first results in order to study the validity of Ruelle's inequality. This inequality, for diffeomorphisms defined on compact Riemannian manifolds, says that the measure-theoretic entropy is bounded from above by the sum of the positive Lyapunov exponents. We show that without the compactness assumption, Ruelle's inequality is not always satisfied. We obtain this result by constructing an explicit family of counterexamples. On the other hand, we prove, in the case of diffeomorphisms with linear asymptotic behavior, or that one of the geodesic flow on the unit tangent bundle of a Riemannian manifold with negative curvature, that Ruelle's inequality is always satisfied. Finally, we are interested in the problem of the possible escape of mass of a sequence of probability measures on a non compact Riemannian manifold. In the case of the geodesic flow, we show that the entropy allows to control the mass of a weak$^\ast$-limit of a sequence of probability measures, on the unit tangent bundle of a particular class of geometrically finite manifolds, which are also invariant by the flow. More precisely, we show that a sequence of measures with large enough entropy cannot lose the whole mass. Moreover, the optimal lower bound of the entropy in this result is related to the geometry of the non compact part of the manifold: it is the maximal critical exponent of the parabolic subgroups of the fundamental group.

Um propulsor do tipo Hall é um mecanismo que utiliza predominantemente uma configuração de campos eletromagnéticos Hall, um campo elétrico perpendicular a um campo magnético, para confinar elétrons e acelerar íons. Os elétrons são confinados dentro de um canal de aceleração onde os campos eletromagnéticos estão presentes. Um gás neutro é lançado dentro desse canal de aceleração de forma que os elétrons confinados podem colidir com os átomos do gás e os ionizar. Os íons gerados dessas colisões, elétrons-gás, são fortemente repelidos para fora do canal de aceleração pelo campo elétrico. A expulsão desses íons é o fator responsável pela propulsão. Nesses propulsores é importante que os elétrons estejam confinados dentro do canal de aceleração e que sejam capazes de produzir o maior número possível de íons. Visando determinar quais são os parâmetros de controle– intensidade dos campos eletromagnéticos– que propiciam uma dinâmica eletrônica com essas características, derivamos, via formalismo Hamiltoniano, as equações de movimento de um elétron e as analisamos. Dessas equações de movimento encontramos funções analíticas que indicam os limites geométricos atingidos pelo elétron dentro do sistema propulsor para cada conjunto de parâmetros de controle. Essas funções constituem o critério de confinamento eletrônico utilizado nesse trabalho. Além disso, a partir das equações de movimento, mostramos quais as configurações de campos eletromagnéticos que teoricamente incrementam o desempenho dos propulsores Hall. Verificamos que nas configurações de maior desempenho a dinâmica eletrônica é caótica. Neste trabalho, o caos é determinado com o auxílio dos mapas de Poincaré e dos expoentes de Lyapunov. / A Hall thruster is a system that utilizes an electromagnetic fields configuration predominantly like Hall, an electric field which lies perpendicular to a magnetic field, to confine electrons and to accelerate ions. The electrons are confined within an acceleration chamber where the electromagnetic fields are present. A neutral gas is released within this acceleration chamber so that the confined electrons can collide with the gas and ionize it. The ions generated from these collisions, the electron-gas, are strongly repelled by the electric field system. The expulsion of these ions generate the propulsion. In these thrusters it is very important that the electrons are confined within the acceleration chamber and are able to produce the largest possible number of ions. In order to determine the control parameters, that is, the electromagnetic fields intensity which provides an electronic dynamic with these characteristics; we derived, via Hamiltonian formalism, the motion equations for an electron and we analyzed them. From these motion equations, we found functions that indicate the electron geometric boundaries within these thrusters, for each set of control parameters. In this work, these functions indicate the electronic confinement. Moreover, from the motion equations, we showed the electromagnetic fields settings which theoretically improve the Hall thruster’s performance. We found that, in these higher performance settings, the electron dynamics is chaotic. In this work, the chaos is determined by Poincaré maps and by Lyapunov exponents.

Die vorliegende Arbeit umfaßt drei Abhandlungen, welche allgemein mit einer stochastischen Theorie für die Lyapunov-Exponenten befaßt sind. Mit Hilfe dieser Theorie werden universelle Skalengesetze untersucht, die in gekoppelten chaotischen und ungeordneten Systemen auftreten. <br /> <br /> Zunächst werden zwei zeitkontinuierliche stochastische Modelle für schwach gekoppelte chaotische Systeme eingeführt, um die Skalierung der Lyapunov-Exponenten mit der Kopplungsstärke ('coupling sensitivity of chaos') zu untersuchen. Mit Hilfe des Fokker-Planck-Formalismus werden Skalengesetze hergeleitet, die von Ergebnissen numerischer Simulationen bestätigt werden. <br /> <br /> Anschließend wird gezeigt, daß 'coupling sensitivity' im Fall gekoppelter ungeordneter Ketten auftritt, wobei der Effekt sich durch ein singuläres Anwachsen der Lokalisierungslänge äußert. Numerische Ergebnisse für gekoppelte Anderson-Modelle werden bekräftigt durch analytische Resultate für gekoppelte raumkontinuierliche Schrödinger-Gleichungen. Das resultierende Skalengesetz für die Lokalisierungslänge ähnelt der Skalierung der Lyapunov-Exponenten gekoppelter chaotischer Systeme. <br /> <br /> Schließlich wird die Statistik der exponentiellen Wachstumsrate des linearen Oszillators mit parametrischem Rauschen studiert. Es wird gezeigt, daß die Verteilung des zeitabhängigen Lyapunov-Exponenten von der Normalverteilung abweicht. Mittels der verallgemeinerten Lyapunov-Exponenten wird der Parameterbereich bestimmt, in welchem die Abweichungen von der Normalverteilung signifikant sind und Multiskalierung wesentlich wird. / This work incorporates three treatises which are commonly concerned with a stochastic theory of the Lyapunov exponents. With the help of this theory universal scaling laws are investigated which appear in coupled chaotic and disordered systems. <br /> <br /> First, two continuous-time stochastic models for weakly coupled chaotic systems are introduced to study the scaling of the Lyapunov exponents with the coupling strength (coupling sensitivity of chaos). By means of the the Fokker-Planck formalism scaling relations are derived, which are confirmed by results of numerical simulations. <br /> <br /> Next, coupling sensitivity is shown to exist for coupled disordered chains, where it appears as a singular increase of the localization length. Numerical findings for coupled Anderson models are confirmed by analytic results for coupled continuous-space Schrödinger equations. The resulting scaling relation of the localization length resembles the scaling of the Lyapunov exponent of coupled chaotic systems. <br /> <br /> Finally, the statistics of the exponential growth rate of the linear oscillator with parametric noise are studied. It is shown that the distribution of the finite-time Lyapunov exponent deviates from a Gaussian one. By means of the generalized Lyapunov exponents the parameter range is determined where the non-Gaussian part of the distribution is significant and multiscaling becomes essential.

In this work, flow through synthetic arrangements of contacting spheres is studied as a model problem for porous media and packed bed type flows. Direct numerical simulations are performed for moderate pore Reynolds numbers in the range, 10 ≤ Re ≤ 600, where non-linear porescale flow features are known to contribute significantly to macroscale properties of engineering interest. To first choose and validate appropriate computational models for this problem, the relative performance of two numerical approaches involving body conforming and non-conforming grids for simulating porescale flows is examined. In the first approach, an unstructured solver is used with tetrahedral meshes, which conform to the boundaries of the porespace. In the second approach, a fictitious domain formulation (Apte et al., 2009. J Comput. Phys. 228 (8), 2712-2738) is used, which employs non-body conforming Cartesian grids and enforces the no-slip conditions on the pore boundaries implicitly through a rigidity constraint force. Detailed grid convergence studies of both steady and unsteady flow through prototypical arrangements of spheres indicate that for a fixed level of uncertainty, significantly lower grid densities may be used with the fictitious domain approach, which also does not require complex grid generation techniques. Next, flows through both random and structured arrangements of spheres are simulated at pore Reynolds numbers in the steady inertial ( 10 ≲ Re ≲ 200) and unsteady inertial (Re ≈ 600) regimes, and used to analyze the characteristics of porescale vortical structures. Even at similar Reynolds numbers, the vortical structures observed in structured and random packings are remarkably different. The interior of the structured packings are dominated by multi-lobed vortex rings structures that align with the principal axes of the packing, but perpendicular to the mean flow. The random packing is dominated by helical vortices, elongated parallel to the mean flow direction. The unsteady dynamics observed in random and structured arrangements are also distinct, and are linked to the behavior of the porescale vortices. Finally, to investigate the existence and behavior of transport barriers in packed beds, a numerical tool is developed to compute high resolution finite-time Lyapunov exponent (FTLE) fields on-the-fly during DNS of unsteady flows. Ridges in this field are known to correspond to Lagrangian Coherent Structures (LCS), which are invariant barriers to transport and form the skeleton of time dependent Lagrangian fluid motion. The algorithm and its implementation into a parallel DNS solver are described in detail and used to explore several flows, including unsteady inertial flow in a random sphere packing. The resulting FTLE fields unambiguously define the boundaries of dynamically distinct porescale features such as counter rotating helical vortices and jets, and capture time dependent phenomena including vortex shedding at the pore level. / Graduation date: 2013

Chaotic dynamics produced by optical delay systems have interesting applications in telecommunications. Optical chaos can be used to transmit secretly, in real-time, a message between an emitter and a receiver. The noise-like appearance of chaos is used to conceal the message, and the synchronization of the receiver with the chaotic emitter is used to decode the message. This work focuses on the study of two crucial topics in the field of chaotic optical communications. The first topic is the synchronization of chaotic external-cavity laser diodes, which are among the most promising chaotic emitters for secure communications. It is shown that, for edge-emitting lasers, two drastically different synchronization regimes are possible. The regimes differ in terms of the delay time in the synchronization and in terms of the robustness of the synchronization with respect to parameter mismatches between the emitter and the receiver. In vertical-cavity surface-emitting lasers, the two linearly-polarized components of the electric field also exhibit isochronous and anticipating synchronization when the coupling between the lasers is isotropic. When the coupling is polarized, the linearly-polarized component that is parallel to the injected polarization tends to synchronize isochronously with the injected optical field, while the other component tends to be suppressed, but it can also be antisynchronized. The second topic is the analysis of time series produced by optical chaotic emitters subjected to a delayed feedback. First, we verify with experimental data that chaos produced by optical delay systems is highly complex. This high complexity is demonstrated by estimating chaos dimension and entropy from experimental time series and from models of optical delay systems. Second, by analyzing chaotic time series, it is shown that the value of the delay of a single-delay system can always be identified, independently of the type of system used and of its complexity. Unfortunately, an eavesdropper can use this information on the delay value to break the cryptosystem. We propose a new cryptosystem with two delayed feedback loops that increases the difficulty of the delay identification problem.

In this thesis the Lyapunov exponents of random dynamical systems are presented and investigated. The main results are: 1. In the space of all unbounded linear cocycles satisfying a certain integrability condition, we construct an open set of linear cocycles have simple Lyapunov spectrum and no exponential separation. Thus, unlike the bounded case, the exponential separation property is nongeneric in the space of unbounded cocycles. 2. The multiplicative ergodic theorem is established for random difference equations as well as random differential equations with random delay. 3. We provide a computational method for computing an invariant measure for infinite iterated functions systems as well as the Lyapunov exponents of products of random matrices. / In den vorliegenden Arbeit werden Lyapunov-Exponented für zufällige dynamische Systeme untersucht. Die Hauptresultate sind: 1. Im Raum aller unbeschränkten linearen Kozyklen, die eine gewisse Integrabilitätsbedingung erfüllen, konstruieren wir eine offene Menge linearer Kyzyklen, die einfaches Lyapunov-Spektrum besitzen und nicht exponentiell separiert sind. Im Gegensatz zum beschränkten Fall ist die Eingenschaft der exponentiellen Separiertheit nicht generisch in Raum der unbeschränkten Kozyklen. 2. Sowohl für zufällige Differenzengleichungen, als auch für zufällige Differentialgleichungen, mit zufälligem Delay wird ein multiplikatives Ergodentheorem bewiesen. 3.Eine algorithmisch implementierbare Methode wird entwickelt zur Berechnung von invarianten Maßen für unendliche iterierte Funktionensysteme und zur Berechnung von Lyapunov-Exponenten für Produkte von zufälligen Matrizen.