Escape from potential wells in multi-dimensional systems...
Transcript of Escape from potential wells in multi-dimensional systems...
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Escape from potential wells in multi-dimensionalsystems: experiments and partial control
Shane Ross
Engineering Mechanics Program, Virginia Tech
Dept. of Biomedical Engineering and Mechanics
shaneross.com
Amir BozorgMagham (Maryland), Lawrie Virgin (Duke), Shibabrat Naik (Virginia Tech)
2016 Dynamics Days (Durham, January 8, 2016)
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Intermittency and chaotic transitions
e.g., transitioning across “bottlenecks” in phase space; ‘metastability’
Marchal [1990]
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Multi-well multi-degree of freedom systems
• Examples: chemistry, vehicle dynamics, structural mechanics
X (mode 1)
Y (mode 2)
−0.03 −0.02 −0.01 0 0.01 0.02 0.03
−0.01
0
0.01
snap-through
load
x
Y
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Transitions through bottlenecks via tubes
Topper [1997]
•Wells connected by phase space transition tubes ' S1×R for 2 DOF— Conley, McGehee, 1960s— Llibre, Mart́ınez, Simó, Pollack, Child, 1980s— De Leon, Mehta, Topper, Jaffé, Farrelly, Uzer, MacKay, 1990s— Gómez, Koon, Lo, Marsden, Masdemont, Ross, Yanao, 2000s
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Motion near saddles
� Near rank 1 saddles in N DOF, linearized vector fieldeigenvalues are
±λ and ±iωj, j = 2, . . . , N
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Motion near saddles
� Near rank 1 saddles in N DOF, linearized vector fieldeigenvalues are
±λ and ±iωj, j = 2, . . . , N� Equilibrium point is of type
saddle× center× · · · × center (N − 1 centers).
2q
2p N
p
qN
x xx
1p
q1
the saddle-space projection and N − 1 center projections — the N canonical planes
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Motion near saddles
� For excess energy ∆E > 0 above the saddle, there’s anormally hyperbolic invariant manifold (NHIM) of boundorbits
M∆E =
N∑i=2
ωi2
(p2i + q
2i
)= ∆E
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Motion near saddles
� For excess energy ∆E > 0 above the saddle, there’s anormally hyperbolic invariant manifold (NHIM) of boundorbits
M∆E =
N∑i=2
ωi2
(p2i + q
2i
)= ∆E
� So, M∆E ' S2N−3, topologically, a (2N − 3)-sphere
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Motion near saddles
� For excess energy ∆E > 0 above the saddle, there’s anormally hyperbolic invariant manifold (NHIM) of boundorbits
M∆E =
N∑i=2
ωi2
(p2i + q
2i
)= ∆E
� So, M∆E ' S2N−3, topologically, a (2N − 3)-sphere�N = 2, ω = ω2,
M∆E ={ω2
(p22 + q
22
)= ∆E
}M∆E ' S1, a periodic orbit of period Tpo = 2π/ω
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Motion near saddles: 2 DOF
� Cylindrical tubes of orbits asymptotic to M∆E: stable andunstable invariant manifolds, W s±(M∆E),W u±(M∆E),' S1×R
� Enclose transitioning trajectories
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Motion near saddles: 2 DOF
•B : bounded orbits (periodic): S1•A : asymptotic orbits to 1-sphere: S1 × R (tubes)•T : transitioning and NT : non-transitioning orbits.
p1
q1
NTNT
T
T
A
A
A
A
B
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Tube dynamics — global picture
Poincare Section Ui
De Leon [1992]
�Tube dynamics: All transitioning motion between wellsconnected by bottlenecks must occur through tube• Imminent transition regions, transitioning fractions• Consider k Poincaré sections Ui, various excess energies ∆E
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Is this geometric theory correct?
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Is this geometric theory correct?• Good agreement with direct numerical simulation
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Is this geometric theory correct?• Good agreement with direct numerical simulation
— molecular reactions, ‘reaction island theory’ e.g., De Leon [1992]
Dow
nloaded 16 Sep 2003 to 131.215.42.220. Redistribution subject to A
IP license or copyright, see http://ojps.aip.org/jcpo/jcpcr.jsp
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Is this geometric theory correct?• Good agreement with direct numerical simulation
— molecular reactions, ‘reaction island theory’ e.g., De Leon [1992]
Dow
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IP license or copyright, see http://ojps.aip.org/jcpo/jcpcr.jsp
— celestial mechanics, asteroid escape rates e.g., Jaffé, Ross, Lo, Marsden, Farrelly, Uzer [2002]
0 10 20 30 40
Number of Periods
1
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Su
rvival
Pro
ba
bility
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Is this geometric theory correct?
Spacecraft trajectories have been designed and flown
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Is this geometric theory correct?
Spacecraft trajectories have been designed and flown
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Is this geometric theory correct?
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Is this geometric theory correct?
• Experimental verification is needed, to enable applications
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Is this geometric theory correct?
• Experimental verification is needed, to enable applications
•Our goal: We seek to perform experimental verification using a tabletop experiment with 2 degrees of freedom (DOF)
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Is this geometric theory correct?
• Experimental verification is needed, to enable applications
•Our goal: We seek to perform experimental verification using a tabletop experiment with 2 degrees of freedom (DOF)
• If successful, apply theory to ≥2 DOF systems, combine with control:
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Is this geometric theory correct?
• Experimental verification is needed, to enable applications
•Our goal: We seek to perform experimental verification using a tabletop experiment with 2 degrees of freedom (DOF)
• If successful, apply theory to ≥2 DOF systems, combine with control:• Preferentially triggering or avoiding transitions
— ship stability / capsize, etc.
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Is this geometric theory correct?
• Experimental verification is needed, to enable applications
•Our goal: We seek to perform experimental verification using a tabletop experiment with 2 degrees of freedom (DOF)
• If successful, apply theory to ≥2 DOF systems, combine with control:• Preferentially triggering or avoiding transitions
— ship stability / capsize, etc.
• Structural mechanics— re-configurable deformation of flexible objects
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Verification by experiment
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Verification by experiment• Simple table top experiments; e.g., ball rolling on a 3D-printed surface• motion of ball recorded with digital camera
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Verification by experiment• Simple table top experiments; e.g., ball rolling on a 3D-printed surface• motion of ball recorded with digital camera
Virgin, Lyman, Davis [2010] Am. J. Phys.xiii
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Ball rolling on a surface — 2 DOF
• The potential energy is V (x, y) = gH(x, y),where the surface is arbitrary, e.g., we chose
H(x, y) = α(x2 + y2)− β(√x2 + γ +
√y2 + γ)− ξxy + H0.
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−10
−5
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3 4 5 6 7 8 9 10 11 12
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Ball rolling on a surface — 2 DOF
• The potential energy is V (x, y) = gH(x, y),where the surface is arbitrary, e.g., we chose
H(x, y) = α(x2 + y2)− β(√x2 + γ +
√y2 + γ)− ξxy + H0.
typical experimental trialxv
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Transition tubes in the rolling ball system
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Transition tubes in the rolling ball system
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Transition tubes in the rolling ball system
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Transition tubes in the rolling ball system
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Transition tubes in the rolling ball system
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Transition tubes in the rolling ball system
−10 −5 0 5 10
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transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
−10 −5 0 5 10
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transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
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(cm)
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/s)
transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
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transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
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(cm)
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transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
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5 10−50
−40
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−20
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10
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40
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(cm)
(cm
/s)
transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
−10 −5 0 5 10
−10
−5
0
5
10
5 10−50
−40
−30
−20
−10
0
10
20
30
40
50
(cm)
(cm
/s)
transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
−10 −5 0 5 10
−10
−5
0
5
10
5 10−50
−40
−30
−20
−10
0
10
20
30
40
50
(cm)
(cm
/s)
transion tube from quadrant 1 to 2
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Transition tubes in the rolling ball system
−10 −5 0 5 10
−10
−5
0
5
10
5 10−50
−40
−30
−20
−10
0
10
20
30
40
50
(cm)
(cm
/s)
transion tube from quadrant 1 to 2
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Analysis of experimental data
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1400
108640 2
time
• 120 experimental trials of about 10 seconds each, recorded at 50 Hz
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Analysis of experimental data
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-200
0
200
400
600
800
1000
1200
1400
108640 2
time
• 120 experimental trials of about 10 seconds each, recorded at 50 Hz• 3500 intersections of Poincaré sections, sorted by energy
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Analysis of experimental data
12-600
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-200
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800
1000
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1400
108640 2
time
• 120 experimental trials of about 10 seconds each, recorded at 50 Hz• 3500 intersections of Poincaré sections, sorted by energy• 400 transitions detected
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Analysis of experimental data
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800
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1400
108640 2
time
• 120 experimental trials of about 10 seconds each, recorded at 50 Hz• 3500 intersections of Poincaré sections, sorted by energy• 400 transitions detected
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
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-60
-40
-20
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20
40
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80
∆E=[-500,-400]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
60
80
∆E=[-400,-300]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
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80
∆E=[-300,-200]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
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-40
-20
0
20
40
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80
∆E=[-200,-100]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
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-60
-40
-20
0
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∆E=[-100,0]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
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80
∆E=[0,100]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
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∆E=[100,200]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
60
80
∆E=[200,300]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
60
80
∆E=[300,400]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
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60
80
∆E=[400,500]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
60
80
∆E=[500,600]
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Poincaré sections at various energy ranges
r (cm)0 5 10 15
pr(cm/s)
-80
-60
-40
-20
0
20
40
60
80
∆E=[600,700]
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Experimental confirmation of transition tubes
• Theory predicts all transitions (p value of correlation < 0.0001)
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Experimental confirmation of transition tubes
• Theory predicts all transitions (p value of correlation < 0.0001)• Consider overall trend in transition fraction as excess energy grows
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Experimental confirmation of transition tubes
• Theory predicts all transitions (p value of correlation < 0.0001)• Consider overall trend in transition fraction as excess energy grows
-300 -200 -100 0 100 200 300 400 500
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Experiment
Tra
ns
itio
n f
rac
tio
n
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Theory for small excess energy, ∆E
• Area of the transitioning region, the tube cross-section (MacKay [1990])Atrans = Tpo∆E
where Tpo = 2π/ω period of unstable periodic orbit in bottleneck
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Theory for small excess energy, ∆E
• Area of the transitioning region, the tube cross-section (MacKay [1990])Atrans = Tpo∆E
where Tpo = 2π/ω period of unstable periodic orbit in bottleneck
• Area of energy surfaceA∆E = A0 + τ∆E
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Theory for small excess energy, ∆E
• Area of the transitioning region, the tube cross-section (MacKay [1990])Atrans = Tpo∆E
where Tpo = 2π/ω period of unstable periodic orbit in bottleneck
• Area of energy surfaceA∆E = A0 + τ∆E
where
A0 = 2
∫ rmaxrmin
√−145 gH(r)(1 + ∂H∂r
2(r))dr
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Theory for small excess energy, ∆E
• Area of the transitioning region, the tube cross-section (MacKay [1990])Atrans = Tpo∆E
where Tpo = 2π/ω period of unstable periodic orbit in bottleneck
• Area of energy surfaceA∆E = A0 + τ∆E
where
A0 = 2
∫ rmaxrmin
√−145 gH(r)(1 + ∂H∂r
2(r))dr
and
τ =
∫ rmaxrmin
√√√√145 (1 + ∂H∂r 2(r))−gH(r) dr
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Theory for small excess energy, ∆E
• The transitioning fraction, under well-mixed assumption,
ptrans =AtransA∆E
=TpoA0
∆E(
1− τA0∆E +O(∆E2))
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Theory for small excess energy, ∆E
• The transitioning fraction, under well-mixed assumption,
ptrans =AtransA∆E
=TpoA0
∆E(
1− τA0∆E +O(∆E2))
• For small ∆E, growth in ptrans with ∆E is linear, with slope∂ptrans∂∆E
=TpoA0
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Theory for small excess energy, ∆E
• The transitioning fraction, under well-mixed assumption,
ptrans =AtransA∆E
=TpoA0
∆E(
1− τA0∆E +O(∆E2))
• For small ∆E, growth in ptrans with ∆E is linear, with slope∂ptrans∂∆E
=TpoA0
• For slightly larger values of ∆E, there will be a correction term leadingto a decreasing slope,
∂ptrans∂∆E
=TpoA0
(1− 2 τA0∆E
)
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Theory for small excess energy, ∆E
-300 -200 -100 0 100 200 300 400 500
0
0.1
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Experiment
Tra
ns
itio
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Theory for small excess energy, ∆E
-300 -200 -100 0 100 200 300 400 500
0
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Experiment
Tra
ns
itio
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Theoretical
slope
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Theory for small excess energy, ∆E
-300 -200 -100 0 100 200 300 400 500
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Experiment
Tra
ns
itio
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Theoretical
slope
Slopes agree
within 5%
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Combine with control
• Since geometric theory provides the routes of transition / escape, cancombine with control to trigger or avoid transitions
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Combine with control
• Since geometric theory provides the routes of transition / escape, cancombine with control to trigger or avoid transitions
•We’ll consider partial controlSabuco, Sanjuán, Yorke [2012]; Coccolo, Seoane, Zambrano, Sanjuán [2013]
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Combine with control
• Since geometric theory provides the routes of transition / escape, cancombine with control to trigger or avoid transitions
•We’ll consider partial controlSabuco, Sanjuán, Yorke [2012]; Coccolo, Seoane, Zambrano, Sanjuán [2013]
— avoid a transition in the presence of a disturbance which is largerthan the control
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Partial control - safe set S
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Partial control - safe set S
Region to be avoided in white
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Partial control - safe set S
Region to be avoided in white - could include holes
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
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Partial control - safe set S
Control smaller than disturbance
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Ship motion and capsize
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Ship motion and capsize
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Ship motion and capsize
•Model built around Hamiltonian,H = p2x/2 + R
2p2y/4 + V (x, y),
where x = roll and y = pitch arecoupled
V (x, y)
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Ship motion and capsize
•Model built around Hamiltonian,H = p2x/2 + R
2p2y/4 + V (x, y),
where x = roll and y = pitch arecoupled
V (x, y)
−1.5 −1 −0.5 0 0.5 1 1.5−1
−0.8
−0.6
−0.4
−0.2
0
0.2
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1
-1.5 -1 -0.5 0 0.5 1 1.5-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
E < Ec E > Eclxvi
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Tubes leading to capsize(a) (b) (c)
Poincare S-O-S, U1transition tube
periodic orbit
(d)
Figure 10: E↵ective potential energy V (x, y) in configuration space and the tubes leading to es-cape.Fig. 10(b) and Fig. 10(c) show the Hill’s region and energetically forbidden realm (EFR) fore > ecritical and e < ecritical where ecritical denotes the critical energy. The white regions are ener-getically accessible and bounded by the zero velocity curve (the boundary of M(e)). Beyond thezero velocity curve, the shaded region, lies the energetically forbidden region where kinetic energyis negative and motion is impossible.
(Eqn. (11)) and apply tube dynamics (for application in celestial mechanics see Ross [2004], Koonet al. [2000]) to organize trajectories exhibiting bounded and unbounded motion. A related tech-
10
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Partial control to avoid capsize
(a) (b)
Figure 16: Initial set and its image that defines the set on the Poincaré Surface-Of-Section we wantthe dynamics to stay.
(a) Iteration # 1 (b) Iteration # 2 (c) Iteration # 3
(d) Iteration # 4 (e) Iteration # 5 (f) Iteration # 6
Figure 17: Safe set computed for a significant wave height, Hs = 0.1 m and return time to thePoincaré Surface-Of-Section as the feedback partial control time which gives a discrete disturbance,⇠0 = 0.277915. This system is seemingly hard to partially control as even for a small wave height,there are no safe sets below a safe ratio ⇢0 = 0.825.
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y-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8
v y
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
initial set Q safe set S
• Safe set shown when disturbance (red) is random ocean waves andsmaller control (green) is via steering or control moment gyroscope
• Could inform control schemes to avoid capsize in rough seas
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Partial control to avoid capsize
(a) (b)
Figure 16: Initial set and its image that defines the set on the Poincaré Surface-Of-Section we wantthe dynamics to stay.
(a) Iteration # 1 (b) Iteration # 2 (c) Iteration # 3
(d) Iteration # 4 (e) Iteration # 5 (f) Iteration # 6
Figure 17: Safe set computed for a significant wave height, Hs = 0.1 m and return time to thePoincaré Surface-Of-Section as the feedback partial control time which gives a discrete disturbance,⇠0 = 0.277915. This system is seemingly hard to partially control as even for a small wave height,there are no safe sets below a safe ratio ⇢0 = 0.825.
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(a) (b)
Figure 16: Initial set and its image that defines the set on the Poincaré Surface-Of-Section we wantthe dynamics to stay.
(a) Iteration # 1 (b) Iteration # 2 (c) Iteration # 3
(d) Iteration # 4 (e) Iteration # 5 (f) Iteration # 6
Figure 17: Safe set computed for a significant wave height, Hs = 0.1 m and return time to thePoincaré Surface-Of-Section as the feedback partial control time which gives a discrete disturbance,⇠0 = 0.277915. This system is seemingly hard to partially control as even for a small wave height,there are no safe sets below a safe ratio ⇢0 = 0.825.
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initial set Q safe set S
• Safe set shown when disturbance (red) is random ocean waves andsmaller control (green) is via steering or control moment gyroscope
• Could inform control schemes to avoid capsize in rough seas
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Next steps — structural mechanics
Buckling, bending, twisting, and crumpling of flexible bodies
• adaptive structures that can bend, fold, and twist to provide advancedengineering opportunities for deployable structures, mechanical sensors
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Next steps — structural mechanics
X (mode 1)
Y (mode 2)
−0.03 −0.02 −0.01 0 0.01 0.02 0.03
−0.01
0
0.01
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−0.02
−0.01
0
0.01
0.02
0.03
X
X
Y
Y.
snap-through
load
x
Y
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Next steps — structural mechanics
X (mode 1)
Y (mode 2)
−0.03 −0.02 −0.01 0 0.01 0.02 0.03
−0.01
0
0.01
−0.03
−0.02
−0.01
0
0.01
0.02
0.03
X
X
Y
Y.
snap-through
load
x
Ynon-snap-through
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Next steps — structural mechanics
X (mode 1)
Y (mode 2)
−0.03 −0.02 −0.01 0 0.01 0.02 0.03
−0.01
0
0.01
−0.03
−0.02
−0.01
0
0.01
0.02
0.03
X
snap-through
X
Y
Y.
snap-through
load
x
Ynon-snap-through
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Next steps — structural mechanics
X (mode 1)
Y (mode 2)
−0.03 −0.02 −0.01 0 0.01 0.02 0.03
−0.01
0
0.01
−0.03
−0.02
−0.01
0
0.01
0.02
0.03
X
snap-through
X
Y
Y.
snap-through
load
x
Y
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Final words
• 2 DOF experiment for understanding geometry of transitions
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Final words
• 2 DOF experiment for understanding geometry of transitions— verified geometric theory of tube dynamics
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Final words
• 2 DOF experiment for understanding geometry of transitions— verified geometric theory of tube dynamics
• Unobserved unstable periodic orbits have observable consequences
lxxv
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Final words
• 2 DOF experiment for understanding geometry of transitions— verified geometric theory of tube dynamics
• Unobserved unstable periodic orbits have observable consequences• Future work:
– analysis and control of transitions in other multi-DOF systemse.g., triggering and avoidance of buckling in flexible structures, capsizeavoidance for ships in rough seas and floating structures
lxxv
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Final words
• 2 DOF experiment for understanding geometry of transitions— verified geometric theory of tube dynamics
• Unobserved unstable periodic orbits have observable consequences• Future work:
– analysis and control of transitions in other multi-DOF systemse.g., triggering and avoidance of buckling in flexible structures, capsizeavoidance for ships in rough seas and floating structures
Thanks to: Lawrie Virgin, Amir BozorgMagham, Shibabrat Naik
lxxv
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Final words
• 2 DOF experiment for understanding geometry of transitions— verified geometric theory of tube dynamics
• Unobserved unstable periodic orbits have observable consequences• Future work:
– analysis and control of transitions in other multi-DOF systemse.g., triggering and avoidance of buckling in flexible structures, capsizeavoidance for ships in rough seas and floating structures
Thanks to: Lawrie Virgin, Amir BozorgMagham, Shibabrat Naik
Papers in preparation; check status at:shaneross.com
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Intermittency and chaotic transitionsMulti-well multi-degree of freedom systemsTransitions through bottlenecks via tubesMotion near saddlesMotion near saddlesMotion near saddles: 2 DOFMotion near saddles: 2 DOFTube dynamics — global pictureIs this geometric theory correct?Is this geometric theory correct?Is this geometric theory correct?Verification by experimentBall rolling on a surface — 2 DOFBall rolling on a surface — 2 DOFTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemTransition tubes in the rolling ball systemAnalysis of experimental dataAnalysis of experimental dataAnalysis of experimental dataAnalysis of experimental dataPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesPoincaré sections at various energy rangesExperimental confirmation of transition tubesTheory for small excess energy, ETheory for small excess energy, ETheory for small excess energy, ETheory for small excess energy, ETheory for small excess energy, ECombine with controlPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SPartial control - safe set SShip motion and capsizeShip motion and capsizeShip motion and capsizeTubes leading to capsizePartial control to avoid capsizePartial control to avoid capsizeNext steps — structural mechanicsNext steps — structural mechanicsNext steps — structural mechanicsNext steps — structural mechanicsNext steps — structural mechanicsFinal words