The Wiggins-Holmes extension of the generalized Melnikov method (GMM) is applied to weakly damped parametrically excited cross waves with surface tension in a long rectangular wave channel in order to determine if these cross waves are chaotic. The Lagrangian density function for surface waves with surface tension is simplified by transforming the volume integrals to surface integrals and by subtracting the zero variation integrals. The Lagrangian is written in terms of the three generalized coordinates (or, equivalently the three degrees of freedom) that are the time-dependent components of the velocity potential. A generalized dissipation function is assumed to be proportional to the Stokes material derivative of the free surface. The generalized momenta are calculated from the Lagrangian and the Hamiltonian is determined from a Legendre transformation of the Lagrangian. The first order ordinary differential equations derived from the Hamiltonian are usually suitable for the application of the GMM. However, the cross wave equations of motion must be transformed in order to obtain a suspended system for the application of the GMM. Only three canonical transformations that preserve the dynamics of the cross wave equations of motion are made because of an extension of the Herglotz algorithm to nonautonomous systems. This extension includes two distinct types of the generalized Herglotz algorithm (GHA). The system of nonlinear nonautonomous evolution equations determined from Hamilton's equations of motion of the second kind are averaged in order to obtain an autonomous system. The unperturbed system is analyzed to determine hyperbolic saddle points that are connected by heteroclinic orbits The perturbed Hamiltonian system that includes surface tension satisfies the KAM nondegeneracy requirements; and the Melnikov integral is calculated to demonstrate that the motion is chaotic. For the perturbed dissipative system with surface tension, the Melnikov integral is identically zero implying that a higher dimensional GMM is necessary in order to demonstrate by the GMM that the motion is chaotic. However, numerical calculations of the largest Liapunov characteristic exponent demonstrate that the perturbed dissipative system with surface tension is also chaotic. A chaos diagram is computed in order to search for possible regions of the damping parameter and the Floquet parametric forcing parameter where chaotic motions may exist. / Graduation date: 1999

In order to understand water quality in the coastal ocean and its effects on human health, the necessity arises to locate the sources of contaminants and track their transport throughout the ocean. Dynamical systems methods are applied to the study of transport of enterococci as an indicator of microbial concentration in the vicinity of Hobie Beach, an urban, subtropical beach in Miami, FL that is used for recreation and bathing on a daily basis. Previous studies on water quality have shown that Hobie Beach has high microbial levels despite having no known point source. To investigate the cause of these high microbial levels, a combination of measured surface drifter trajectories and numerically simulated flows in the vicinity of Hobie Beach is used. The numerically simulated flows are used to identify Lagrangian Coherent Structures (LCSs), which provide a template for transport in the study area. Surface drifter trajectories are shown to be consistent with the simulated flows and the LCS structure. LCSs are then used to explain the persistent water contamination and unusually high concentrations of microbes in the water off of this beach as compared with its neighboring beaches. From the drifter simulations, as well as field experiments, one can see that passive tracers are trapped in the area along the coastline by LCS. The Lagrangian circulation of Hobie Beach, influenced primarily by tide and land geometry causes a high retention rate of water near the shore, and can be used to explain the elevated levels of enterococci in the water.

The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. However, clear evidence of chaotic structures is usually prevented by large random components in the time series. In the first part of this paper we show that even if a sophisticated algorithm estimating and testing the positivity of the largest Lyapunov exponent is applied to time series generated by a stochastic dynamical system or a return series of a stock index, the results are difficult to interpret. We conclude that the notion of sensitive dependence on initial conditions as it has been developed for deterministic dynamics, can hardly be transfered into a stochastic context. Therefore, in the second part of the paper our starting point for measuring dependencies for stochastic dynamics is a distributional characterization of the dynamics, e.g. by heteroskedastic models for economic and financial time series. We adopt a sensitivity measure proposed in the literature which is an information-theoretic measure of the distance between probability density functions. This sensitivity measure is well defined for stochastic dynamics, and it can be calculated analytically for the classes of stochastic dynamics with conditional normal distributions of constant and state-dependent variance. In particular, heteroskedastic return series models such as ARCH and GARCH models are investigated. (author's abstract) / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

The theoretical basis for the Lyapunov exponents of continuous- and discrete-time dynamical systems is developed, with the inclusion of the statement and proof of the Multiplicative Ergodic Theorem of Oseledec. The numerical challenges and algorithms to approximate Lyapunov exponents and vectors are described, with multiple illustrative examples. A novel generalized impulsive collision rule is derived for particle systems interacting pairwise. This collision rule is constructed to address the question of whether or not the quantitative measures of chaos (e.g. Lyapunov exponents and Kolmogorov-Sinai entropy) can be reduced in these systems. Major results from previous studies of hard-disk systems, which interact via elastic collisions, are summarized and used as a framework for the study of the generalized collision rule. Numerical comparisons between the elastic and new generalized rules reveal many qualitatively different features between the two rules. Chaos reduction in the new rule through appropriate parameter choice is demonstrated, but not without affecting the structural properties of the Lyapunov spectra (e.g. symmetry and conjugate-pairing) and of the tangent space decomposition (e.g. hyperbolicity and domination of the Oseledec splitting). A novel measure of the degree of domination of the Oseledec splitting is developed for assessing the impact of fluctuations in the local Lyapunov exponents on the observation of coherent structures in perturbation vectors corresponding to slowly growing (or contracting) modes. The qualitatively different features observed between the dynamics of generalized and elastic collisions are discussed in the context of numerical simulations. Source code and complete descriptions for the simulation models used are provided.

The objective of this work was threefold: 1) to assess how local dynamic spinal stability is affected by various factors including: the personal lift-assist device (PLAD), different loads when lifting, and prolonged repetitive work; 2) to establish the between-day reproducibility of local dynamic stability and kinematic variability measures; and 3) to directly compare local dynamic spinal stability to quasi-static mechanical spinal stability. The first study was an investigation into the effects of the PLAD on local dynamic spinal stability during repetitive lifting. Short- (λmax-s) and long-term (λmax-l) maximum finite-time Lyapunov exponents were calculated from measured trunk kinematics to assess stability. PLAD use did not change λmax-s, but significantly reduced λmax-l; indicating increased local dynamic spinal stability when lifting with the device. The second study was a report on the effects of lifting two different loads (0% and 10% maximum back strength) on local dynamic spinal stability and kinematic variability, expressed as the mean standard deviation (MeanSD) across cycles. It was determined that increasing the load that was lifted significantly reduced λmax-s, but not λmax-l or MeanSD. Thus, as muscular and moment demands increased with load so did subjects’ spinal stability. The third study was designed to look at changes in local dynamic spinal stability and kinematic variability resulting from 1.5 hours of repetitive automotive manufacturing work, as well as the between-day reproducibility of the measures. Operators performed a repetitive dynamic trunk flexion task immediately pre- and post-shift, as well as at the same pre-shift time on the following day. Despite significant increases in back pain scores, operators were able to maintain their stability and variability post-shift. Moreover, λmax-s was the most reproducible measure. The final study was structured to directly compare lumbar spine rotational stiffness (quasi-static mechanical spinal stability), calculated with an EMG-driven biomechanical model, to local dynamic spine stability, during a series of dynamic lifting challenges. Results suggest that spine rotational stiffness and local dynamic stability are positively associated, as they provided similar information when lifting rate was controlled. However, both models provide unique information and future research is required to fully understand their relationship. In general, the results of these studies illustrate the potential for Lyapunov analyses of kinematic data to be used to assess local dynamic spinal stability in a variety of situations. / Thesis (Ph.D, Kinesiology & Health Studies) -- Queen's University, 2012-07-31 15:34:01.804

Balance control is important for biped standing. Due to the time-varying control bounds induced by the foot constraints, and the lack of tools for analyzing stability of highly nonlinear systems, it is extremely difficult to design balance control strategies for a standing biped with a rigorous stability analysis in spite of large efforts. In this thesis, three important issues are fully considered for a standing biped: maintaining the postural stability, minimizing the energy consumption and satisfying the constraints between the biped feet and the ground. Both the theoretical and the experimental studies on the constrained and energy-efficient control are carried out systematically using the genetic algorithm (GA). The stability for the proposed balancing system is thoroughly investigated using the concept of Lyapunov exponents. On the other hand, the controlled standing biped is characterized by high nonlinearity and great complexity. For systems with such features, in general the Lyapunov exponents are hard to be estimated using the model-based method. Meanwhile the biped is supposed to be stabilized at the upright posture, indicating that the system should possess negative Lyapunov exponents only. However the accuracy of negative exponents is usually poor if following the traditional time-series-based methods. As it is nontrivial to examine the system stability for bipedal robots, the numerical accuracy of the estimated Lyapunov exponents is extremely demanding. In this research, two novel approaches are proposed based upon system approximation using different types of Radial-Basis-Function (RBF) networks. Both the proposed methods can estimate the exponents reliably with straightforward algorithms, yet no mathematical model is required in any newly developed method. The efficacies of both methods are demonstrated through a linear quadratic regulator (LQR) balancing system for a standing biped, as well as several other dynamical systems. The thesis as a whole, has set up a framework for developing more sophisticated controllers in more complex movement for robot models with less conservative assumptions. The systematic stability analysis shown in this thesis has a great potential for many other engineering systems.

Thesis (PhD) - Swinburne University of Technology, Centre for Molecular Simulation - 2007. / Dissertation submitted in fulfilment of requirements for the degree Doctor of Philosophy, Centre for Molecular Simulation, Faculty of Information and Communication Technologies, Swinburne University of Technology, 2007. Typescript. Includes bibliographical references (p. 151-161).

Thesis (Ph. D.)--University of Alabama at Birmingham, 2007. / Description based on contents viewed Feb. 12, 2009; title from PDF t.p. Includes bibliographical references (p. 75-77).

Thesis (M.S.)--Rochester Institute of Technology, 2005. / Typescript. Includes bibliographical references (leaves 144-146).

Vehicle yaw stabilization and rollover prevention are two key factors in safety of vehicles. Designing a controller that can address both of the above safety concerns is of interest. In addition, it is essential that the performance of such a controller is evaluated properly. This can be done using a proper stability analysis. The above research problem is challenging for two reasons. First, maintaining both of the objectives, yaw stabilization and rollover mitigation, is contradictory at some instances, specifically when the vehicle is close to the verge of wheel lift-off. Second, the complexity of the dynamics of vehicle systems, which mostly arises from tire dynamics, makes the problems of controller design and stability analysis more challenging. In this Ph.D. thesis, a novel method for stability analysis of dynamical systems using the concept of Lyapunov exponents is proposed. The proposed method for stability analysis does not have the limitations of the current methods, and more specifically, can identify boundaries of the whole stability regions of attractors in a dynamical system. Furthermore, this method is computationally efficient and can be applied to general forms of nonlinear systems. The proposed stability analysis scheme is applied to the closed loop systems of ground vehicles with T-S fuzzy controllers for the purpose of evaluating and comparing the performance of the systems. The T-S fuzzy controllers integrate yaw stabilization and rollover avoidance. The ground vehicles that are studied in this research consist of torsionally flexible and torsionally rigid vehicles, which have differences in their dynamics because of the torsional compliance in their frames. The torsional compliance plays an important role in the dynamics, specifically for long vehicles, leading to different rollover indexes in the front and rear axles of the vehicles. The T-S fuzzy controllers are capable of prioritizing the contradictory objectives, and capturing all the essential complexities of dynamics of the systems. / February 2016