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Icicles are a ubiquitous and picturesque feature of cold winter weather. Their familiar form emerges from a subtle interplay between the solidification dynamics of ice and the gravity-driven flow of the thin water film flowing over their evolving surface. The latent heat released by freezing is advected by the water film and ultimately carried away by the surrounding sub-zero air, which is also flowing. Like many processes far from equilibrium, icicle growth can exhibit nonlinear pattern formation. While scaling theory predicts that icicles converge to `platonic', self-similar shapes, natural icicles often exhibit regular ripple patterns about their circumference, which are due to a morphological instability. This thesis presents a comprehensive experimental study of icicles that sheds new light on the dynamics of their growth and the origin of their form. A table-top apparatus was designed and built for the controlled growth of icicles, under different conditions of temperature, water supply rate, ambient air motion, and water purity. Image analysis and Fourier methods were used to examine their morphology. Contrary to theoretical expectations, ripples do not appear on icicles made from pure water. Instead, ripples grow and travel on icicles made from salt solutions, even at very low concentrations. The addition of non-ionic surfactant or dissolved gases does not produce ripples, unless ionic impurities are also present. The ripple wavelength is independent of time and growth conditions. The ripple amplification rate and traveling velocity vary weakly with the ionic concentration, as do the tip and radial growth speeds of the icicle. While the tip and radial growth also depend on the ambient temperature and input mass flux, the ripple dynamics is not correlated with extrinsic conditions. If the ambient temperature or input mass flux is sufficiently low, the tip growth only advances for a short period of time before it ceases. After cessation, the shape of the icicle deviates increasingly from self-similarity. The most self-similar icicles are made from pure water with the surrounding air gently stirred, whereas icicles made from impure water in still air tend to grow multiple tips.

In large and complex systems, failures can have dramatic consequences, such as black-outs, pandemics or the loss of entire classes of an ecosystem. Nevertheless, it is a centuries-old intuition that by using networks to capture the core of the complexity of such systems, one might understand in which part of a system a phenomenon originates. I investigate this intuition using spectral methods to decouple the dynamics of complex systems near stationary states into independent dynamical modes. In this description, phenomena are tied to a specific part of a system through localized eigenvectors which have large amplitudes only on a few nodes of the system's network. Studying the occurrence of localized eigenvectors, I find that such localization occurs exactly for a few small network structures, and approximately for the dynamical modes associated with the most prominent failures in complex systems. My findings confirm that understanding the functioning of complex systems generally requires to treat them as complex entities, rather than collections of interwoven small parts. Exceptions to this are only few structures carrying exact localization, whose functioning is tied to the meso-scale, between the size of individual elements and the size of the global network. However, while understanding the functioning of a complex system is hampered by the necessary global analysis, the prominent failures, due to their localization, allow an understanding on a manageable local scale. Intriguingly, food webs might exploit this localization of failures to stabilize by causing the break-off of small problematic parts, whereas typical attempts to optimize technological systems for stability lead to delocalization and large-scale failures. Thus, this thesis provides insights into the interplay of complexity and localization, which is paramount to ascertain the functioning of the ever-growing networks on which we humans depend.

Icicles are a ubiquitous and picturesque feature of cold winter weather. Their familiar form emerges from a subtle interplay between the solidification dynamics of ice and the gravity-driven flow of the thin water film flowing over their evolving surface. The latent heat released by freezing is advected by the water film and ultimately carried away by the surrounding sub-zero air, which is also flowing. Like many processes far from equilibrium, icicle growth can exhibit nonlinear pattern formation. While scaling theory predicts that icicles converge to `platonic', self-similar shapes, natural icicles often exhibit regular ripple patterns about their circumference, which are due to a morphological instability. This thesis presents a comprehensive experimental study of icicles that sheds new light on the dynamics of their growth and the origin of their form. A table-top apparatus was designed and built for the controlled growth of icicles, under different conditions of temperature, water supply rate, ambient air motion, and water purity. Image analysis and Fourier methods were used to examine their morphology. Contrary to theoretical expectations, ripples do not appear on icicles made from pure water. Instead, ripples grow and travel on icicles made from salt solutions, even at very low concentrations. The addition of non-ionic surfactant or dissolved gases does not produce ripples, unless ionic impurities are also present. The ripple wavelength is independent of time and growth conditions. The ripple amplification rate and traveling velocity vary weakly with the ionic concentration, as do the tip and radial growth speeds of the icicle. While the tip and radial growth also depend on the ambient temperature and input mass flux, the ripple dynamics is not correlated with extrinsic conditions. If the ambient temperature or input mass flux is sufficiently low, the tip growth only advances for a short period of time before it ceases. After cessation, the shape of the icicle deviates increasingly from self-similarity. The most self-similar icicles are made from pure water with the surrounding air gently stirred, whereas icicles made from impure water in still air tend to grow multiple tips.

This project attempts to quantify the integrity of the fixation of total hip arthro- T plasties (THAs) by observing vibration signal features. The aim of this thesis is, therefore, to find the signal differences between firm and loose prosthesis. These difference will be expressed in different transformed domains with the expectation that a certain domain will provide superior results. Once the signal differences have been determined they will be examined for their ability to quantify the looseness. Initially, a new definition of progressive, femoral component loosening was created, based on the application of mechanical fit, involving four general conditions. In order of increasing looseness the conditions (with their equivalent engineering associations) are listed as, firm (adherence), firm (interference), micro-loose (transition) and macro-loose (clearance). These conditions were then used to aid in the development and evaluation of a simple mathematical model based on an ordinary differential equation. Several possible parameters well suited to quantification such as gap displacement, cement/interface stiffness and apparent mass were the identified from the model. In addition, the development of this model provided a solution to the problem of unifying early and late loosening mentioned in the literature by Li et al. in 1995 and 1996. This unification permitted early (micro loose) and late (macro loose) loosening to be quantified, if necessary, with the same parameter. The quantification problem was posed as a detection problem by utilising a varying amplitude input. A set of detection techniques were developed to detect the quantity of a critical value, in this case a force. The detection techniques include deviation measures of the instantaneous frequency of the impulse response of the system (accuracy of 100%), linearity of the systems response to Gaussian input (total accuracy of 97.9% over all realisations) and observed resonant frequency linearity with respect to displacement magnitude (accuracy of 100%). Note, that as these techniques were developed with the model in mind their simulated performance was, therefore, considerably high. This critical value found by the detector was then fed into the model and a quantified output was calculated. The quantification techniques using the critical value approach include, ramped amplitude input resonant analysis (experimental accuracy of 94%) and ramped amplitude input stochastic analysis (experimental accuracy of 90%). These techniques were based on analysing the response of the system in the time-frequency domain and with respect to its short-time statistical moments to a ramping amplitude input force, respectively. In addition, other mechanically sound forms of analysis, were then applied to the output of the nonlinear model with the aim of quantifying the looseness or the integrity of fixation of the THA. The cement/interface stiffness and apparent mass techniques, inspired by the work of Chung et.al. in 1979, attempt to assess the integrity of fixation of the THA by tracking the mechanical behaviour of the components of the THA, using the frequency and magnitude of the raw transducer data. This technique has been developed fron the theory of Chung etal but with a differing perspective and provides accuracies of 82% in experimentation and 71% in simulation for the apparent mass and interface stiffness techniques, respectively. Theses techniques do not quantify all forms of clinical loosening, as clinical loosening can exist in many different forms, but they do quantify mechanical loosening or the mechanical functionality of the femoral component through related parameters that observe reduction in mechanical mass, stiffness and the amount of rattle generated by a select ghap betweent he bone/cement or prosthesis/cement interface. This form of mechanical loosening in currently extremely difficult to detect using radiographs. It is envisaged that a vibration test be used in conjunction with radiographs to provide a more complete picture of the integrity of fixation of the THA.

Diss. (sammanfattning) Umeå : Umeå universitet, 2010.

The topology of interactions in network dynamical systems fundamentally underlies their function. Accelerating technological progress creates massively available data about collective nonlinear dynamics in physical, biological, and technological systems. Detecting direct interaction patterns from those dynamics still constitutes a major open problem. In particular, current nonlinear dynamics approaches mostly require to know a priori a model of the (often high dimensional) system dynamics. Here we develop a model-independent framework for inferring direct interactions solely from recording the nonlinear collective dynamics generated. Introducing an explicit dependency matrix in combination with a block-orthogonal regression algorithm, the approach works reliably across many dynamical regimes, including transient dynamics toward steady states, periodic and non-periodic dynamics, and chaos. Together with its capabilities to reveal network (two point) as well as hypernetwork (e.g., three point) interactions, this framework may thus open up nonlinear dynamics options of inferring direct interaction patterns across systems where no model is known.

Recently, a new kind of turbulence has been discovered in the flow of concentrated polymer melts and solutions. These flows, known as purely elastic flows, become unstable when the elastic forces are stronger than the viscous forces. This contrasts with Newtonian turbulence, a more familiar regime where the fluid inertia dominates. While there is little understanding of purely elastic turbulence, there is a well-established dynamical systems approach to the transition from laminar flow to Newtonian turbulence. In this project, I apply this approach to purely elastic flows. Laminar flows are characterised by ordered, locally-parallel streamlines of fluid, with only diffusive mixing perpendicular to the flow direction. In contrast, turbulent flows are in a state of continuous instability: tiny differences in the location of fluid elements upstream make a large difference to their later locations downstream. The emerging understanding of the transition from a laminar to turbulent flow is in terms of exact coherent structures (ECS) — patterns of the flow that occur near to the transition to turbulence. The problem I address in this thesis is how to predict when a purely elastic flow will become unstable and when it will transition to turbulence. I consider a variety of flows and examine the purely elastic instabilities that arise. This prepares the ground for the identification of a three-dimensional steady state solution to the equations, corresponding to an exact coherent structure. I have organised my research primarily around obtaining a purely elastic exact coherent structure, however, solving this problem requires a very accurate prediction of the exact solution to the equations of motion. In Chapter 2 I start from a Newtonian ECS (travelling wave solutions in two-dimensional flow) and attempt to connect it to the purely elastic regime. Although I found no such connection, the results corroborate other evidence on the effect of elasticity on travelling waves in Poiseuille flow. The Newtonian plane Couette ECS is sustained by the Kelvin-Helmholtz instability. I discover a purely elastic counterpart of this mechanism in Chapter 3, and explore the non-linear evolution of this instability in Chapter 4. In Chapter 5 I turn to a slightly different problem, a (previously unexplained) instability in a purely elastic oscillatory shear flow. My numerical analysis supports the experimental evidence for instability of this flow, and relates it to the instability described in Chapter 3. In Chapter 6 I discover a self-sustaining flow, and discuss how it may lead to a purely elastic 3D exact coherent structure.

[pt] Nesta Tese, o design robusto, com um modelo incerto de um sistema de vibro-impacto eletromecânico é feito. O sistema é composto de um carrinho, cujo movimento é aciondo por um motor de corrente contínua e um martelo embarcado neste carrinho. O martelo é ligado ao carrinho por um mola não linear e por um amortecedor linear, de modo que existe um movimento relativo entre eles. Uma barreira linear flexível, colocada fora do carrinho, restringe aos movimentos do martelo. Devido ao movimento relativo entre o martelo e a barreira, impactos podem ocorrer entre estes dois elementos. O modelo metemático desenvolvido para sistema leva em conta a influência do motor no comportamento dinâmico do sistema. Alguns parâmetros do sistema são incertos, tais como a rigidez e os coeficientes de amortecimento da barreira flexível. O objetivo da Tese é realizar uma otimização deste sistema eletromecânico com respeito a parâmetros de projeto, a fim de maximizar a potência de impacto sob a restrição de que a potência elétrica consumida pelo motor seja menor do que um valor máximo. Para escolher os parâmetros de projeto no problema de otimização, uma análise de sensibilidade foi realizada a fim de definir os parâmetros mais sensíveis do sistema. O problema de otimização é formulado no âmbito de otimização robusta, devido à presença de incertezas no modelo. As distribuições de probabilidades das variáveis aleatórias são construídas através do Princípio da Máxima Entropia e estatísticas da resposta estocástica do sistema são calculadas pelo método de Monte Carlo. O conjunto de equações não-lineares é apresentado, e um integrador temporal adaptado é desenvolvido. O problema de otimização não-linear estocástico com restrição é resolvido para diferentes níveis de incertezas e também para o caso determinístico. Os resultados são diferentes e isto mostra a importância da modelagem estocástica. / [en] In this Thesis, the robust design with a uncertain model of a vibro-impact eletromechanical system is done. The electromechanical system is composed of a cart, whose motion is excited by a DC motor (motor with continuous current), and an embarked hammer into this cart. The hammer is connected to the cart by a nonlinear spring component and by a linear damper, so that a relative motion exists between them. A linear flexible barrier, placed outside of the cart, constrains the hammer movements. Due to the relative movement between the hammer and the barrier, impacts can occur between these two elements. The developed model of the system takes into account the influence of the DC motor in the dynamic behavior of the system. Some system parameters are uncertain, such as the stiffness and the damping coefficients of the flexible barrier. The objective of the Thesis is to perform an optimization of this electromechanical system with respect to design parameters in order to maximize the impact power under the constraint that the electric power consumed by the DC motor is lower than a maximum value. To chose the design parameters in the optimization problem, a sensitivity analysis was performed in order to define the most sensitive system parameters. The optimization is formulated in the framework of robust design due to the presence of uncertainties in the model. The probability distributions of random variables are constructed using the Maximum Entropy Principle and statistics of the stochastic response of the system are computed using the Monte Carlo method. The set of nonlinear equations are presented, and an adapted time domain solver is developed. The stochastic nonlinear constrained design optimization problem is solved for different levels of uncertainties, and also for the deterministic case. The results are different and this show the importance of the stochastic modeling. / [fr] Dans cette Thèse, nous étudions l optimization robuste avec un modèle incertain d un système étrectromécanique avec vibro-impact. Le système életromécanique est contitué d un chariot dont le mouvement est généré par un moteur à courant continu, et d un mateau embarqué dans ce chariot. Le Marteau est relié au chariot par un resort non linéaire et par un amortisseur linéaire, de façon qu un mouvement relative existe entre eux. Une barrière flexible linéaire, placée à l extérieur du chariot limite les mouvements du Marteau. En raison du mouvement relative entre le Marteau et la barrière, des impacts peuvent se produire entre ces deux éléments. Le modèle du système dèveloppé prend en compte l influence du moteur à courant continu dans la comportement dynamique du système. Certains paramètres du système sont incertains, tells que les coefficients de rigidité et d amortissement de la barreire flexible. L objectif de la Thèse est de réaliser une optimization de ce système életromécanique en jouant sur les paramètres de conception. Le but est de maximizer la puissance d impact sous la contrainte que la puissance électrique consommée par le moteur à courant continu soit inférieure à une valeur maximale. Pour choisir les paramétres de conception dans le probléme d optimisation, une analyse de sensibilité a été réalisée afin de definir les paramètres du système les plus sensibles. L optimisation est formulée dans le cadre de la conception robuste em raison de la présence d incertitudes dans le modele. Les lois de probabilités des variables aléatoires du problème sont construites em utilisant le Principle du Maximum d Entropie. Les statistiques de la réponse stochastique du système sont caçculées em utilisant la méthode de Monte Carlo. L emsemble de équations non linéaires est presente, et um solveur temporel adapte est développé. Le probléme d optimisation non linéaire stochastique est résolu pour différents niveaux d incertitudes, ainsi que pour le cas déterministe. Les résultats sont différents, ce qui montre l importance de la modélisation stochastique.