Probabilistic description of extreme events in intermittently unstable systems excited by correlated stochastic processes

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and give rise to heavy-tailed probability distributions. By making appropriate assumptions on the form of these instabilities, which are valid for a broad range of systems, we formulate a method for the analytical approximation of the probability distribution function (pdf) of the system response (both the main probability mass and the heavy-tail structure). In particular, this method relies on conditioning the probability density of the response on the occurrence of an instability and the separate analysis of the two states of the system, the unstable and stable state. In the stable regime we employ steady state assumptions, which lead to the derivation of the conditional response pdf using standard methods for random dynamical systems. The unstable regime is inherently transient and in order to analyze this regime we characterize the statistics under the assumption of an exponential growth phase and a subsequent decay phase until the system is brought back to the stable attractor. The method we present allows us to capture the statistics associated with the dynamics that give rise to heavy-tails in the system response and the analytical approximations compare favorably with direct Monte Carlo simulations, which we illustrate for two prototype intermittent systems: an intermittently unstable mechanical oscillator excited by correlated multiplicative noise and a complex mode in a turbulent signal with fixed frequency, where multiplicative stochastic damping and additive noise model interactions between various modes.Comment: 29 pages, 15 figure

Probabilistic response and rare events in Mathieu׳s equation under correlated parametric excitation

We derive an analytical approximation to the probability distribution function (pdf) for the response of Mathieu׳s equation under parametric excitation by a random process with a spectrum peaked at the main resonant frequency, motivated by the problem of large amplitude ship roll resonance in random seas. The inclusion of random stochastic excitation renders the otherwise straightforward response to a system undergoing intermittent resonances: randomly occurring large amplitude bursts. Intermittent resonance occurs precisely when the random parametric excitation pushes the system into the instability region, causing an extreme magnitude response. As a result, the statistics are characterized by heavy-tails. We apply a recently developed mathematical technique, the probabilistic decomposition-synthesis method, to derive an analytical approximation to the non-Gaussian pdf of the response. We illustrate the validity of this analytical approximation through comparisons with Monte-Carlo simulations that demonstrate our result accurately captures the strong non-Gaussianinty of the response. Keywords: Mathieu׳s equationColored stochastic excitationHeavy-tailsIntermittent instabilitiesRare eventsStochastic roll resonanceUnited States. Office of Naval Research (Grant ONR N00014- 14-1-0520)Massachusetts Institute of Technology. Naval Engineering Education Center (Grant 3002883706

A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities

We consider the problem of the probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities. Systems with these properties can be found in a variety of areas including mechanics, fluids, and waves. Here we develop a computational method, a probabilistic decomposition-synthesis technique, that takes into account the nature of internal instabilities to inexpensively determine the non-Gaussian probability density function for any arbitrary quantity of interest. Our approach relies on the decomposition of the statistics into a 'non-extreme core', typically Gaussian, and a heavy-tailed component. This decomposition is in full correspondence with a partition of the phase space into a 'stable' region where we have no internal instabilities, and a region where non-linear instabilities lead to rare transitions with high probability. We quantify the statistics in the stable region using a Gaussian approximation approach, while the non-Gaussian distribution associated with the intermittently unstable regions of phase space is inexpensively computed through order-reduction methods that take into account the strongly nonlinear character of the dynamics. The probabilistic information in the two domains is analytically synthesized through a total probability argument. The proposed approach allows for the accurate quantification of non-Gaussian tails at more than 10 standard deviations, at a fraction of the cost associated with the direct Monte-Carlo simulations. We demonstrate the probabilistic decomposition-synthesis method for rare events for two dynamical systems exhibiting extreme events: a twodegree-of-freedom system of nonlinearly coupled oscillators, and in a nonlinear envelope equation characterizing the propagation of unidirectional water waves

Additive noise effects in active nonlinear spatially extended systems

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first focus on a regime close to the instability onset (primary bifurcation), where the system can be described by a single dominant mode. We show analytically that the resulting noise in the equation describing the amplitude of the dominant mode largely depends on the nature of the stochastic forcing. For a highly degenerate noise, in the sense that it is acting on the first stable mode only, the amplitude equation is dominated by a pure multiplicative noise, which in turn induces the dominant mode to undergo several critical state transitions and complex phenomena, including intermittency and stabilisation, as the noise strength is increased. The intermittent behaviour is characterised by a power-law probability density and the corresponding critical exponent is calculated rigorously by making use of the first-passage properties of the amplitude equation. On the other hand, when the noise is acting on the whole subspace of stable modes, the multiplicative noise is corrected by an additive-like term, with the eventual loss of any stabilised state. We also show that the stochastic forcing has no effect on the dominant mode dynamics when it is acting on the second stable mode. Finally, in a regime which is relatively far from the instability onset, so that there are two unstable modes, we observe numerically that when the noise is acting on the first stable mode, both dominant modes show noise-induced complex phenomena similar to the single-mode case

Formation and Evolution of Coherent Structures in 3D Strongly Turbulent Magnetized Plasmas

We review the current literature on the formation of Coherent Structures (CoSs) in strongly turbulent 3D magnetized plasmas. CoSs (Current Sheets (CS), magnetic filaments, large amplitude magnetic disturbances, vortices, and shocklets) appear intermittently inside a turbulent plasma and are collectively the locus of magnetic energy transfer (dissipation) into particle kinetic energy, leading to heating and/or acceleration of the latter. CoSs and especially CSs are also evolving and fragmenting, becoming locally the source of new clusters of CoSs. Strong turbulence can be generated by the nonlinear coupling of large amplitude unstable plasma modes, by the explosive reorganization of large scale magnetic fields, or by the fragmentation of CoSs. A small fraction of CSs inside a strongly turbulent plasma will end up reconnecting. Magnetic Reconnection (MR) is one of the potential forms of energy dissipation of a turbulent plasma. Analysing the evolution of CSs and MR in isolation from the surrounding CoSs and plasma flows may be convenient for 2D numerical studies, but it is far from a realistic modeling of 3D astrophysical, space and laboratory environments, where strong turbulence can be exited, as e.g. in the solar wind, the solar atmosphere, solar flares and Coronal Mass Ejections (CMEs), large scale space and astrophysical shocks, the magnetosheath, the magnetotail, astrophysical jets, Edge Localized Modes (ELMs) in confined laboratory plasmas (TOKAMAKS), etc.Comment: 27 pages, 31 figures; review; accepted for publication in Physics of Plasmas 202

Ongoing Fixed Wing Research within the NASA Langley Aeroelasticity Branch

The NASA Langley Aeroelasticity Branch is involved in a number of research programs related to fixed wing aeroelasticity and aeroservoelasticity. These ongoing efforts are summarized here, and include aeroelastic tailoring of subsonic transport wing structures, experimental and numerical assessment of truss-braced wing flutter and limit cycle oscillations, and numerical modeling of high speed civil transport configurations. Efforts devoted to verification, validation, and uncertainty quantification of aeroelastic physics in a workshop setting are also discussed. The feasibility of certain future civil transport configurations will depend on the ability to understand and control complex aeroelastic phenomena, a goal that the Aeroelasticity Branch is well-positioned to contribute through these programs