Thermoacoustic instability - a dynamical system and time domain analysis

This study focuses on the Rijke tube problem, which includes features relevant to the modeling of thermoacoustic coupling in reactive flows: a compact acoustic source, an empirical model for the heat source, and nonlinearities. This thermo-acoustic system features a complex dynamical behavior. In order to synthesize accurate time-series, we tackle this problem from a numerical point-of-view, and start by proposing a dedicated solver designed for dealing with the underlying stiffness, in particular, the retarded time and the discontinuity at the location of the heat source. Stability analysis is performed on the limit of low-amplitude disturbances by means of the projection method proposed by Jarlebring (2008), which alleviates the linearization with respect to the retarded time. The results are then compared to the analytical solution of the undamped system, and to Galerkin projection methods commonly used in this setting. This analysis provides insight into the consequences of the various assumptions and simplifications that justify the use of Galerkin expansions based on the eigenmodes of the unheated resonator. We illustrate that due to the presence of a discontinuity in the spatial domain, the eigenmodes in the heated case, predicted by using Galerkin expansion, show spurious oscillations resulting from the Gibbs phenomenon. By comparing the modes of the linear to that of the nonlinear regime, we are able to illustrate the mean-flow modulation and frequency switching. Finally, time-series in the fully nonlinear regime, where a limit cycle is established, are analyzed and dominant modes are extracted. The analysis of the saturated limit cycles shows the presence of higher frequency modes, which are linearly stable but become significant through nonlinear growth of the signal. This bimodal effect is not captured when the coupling between different frequencies is not accounted for.Comment: Submitted to Journal of Fluid Mechanic

Asymptotic properties of the spectrum of neutral delay differential equations

Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived exact stability boundary. The approximate and exact stability borders agree quite well for the large time delay, and the inclusion of a time-delayed velocity feedback improves this agreement for small delays. Theoretical results are complemented by a numerically computed spectrum of the corresponding characteristic equations.Comment: 14 pages, 6 figure

A delay differential model of ENSO variability: Parametric instability and the distribution of extremes

We consider a delay differential equation (DDE) model for El-Nino Southern Oscillation (ENSO) variability. The model combines two key mechanisms that participate in ENSO dynamics: delayed negative feedback and seasonal forcing. We perform stability analyses of the model in the three-dimensional space of its physically relevant parameters. Our results illustrate the role of these three parameters: strength of seasonal forcing $b$, atmosphere-ocean coupling $\kappa$, and propagation period $\tau$ of oceanic waves across the Tropical Pacific. Two regimes of variability, stable and unstable, are separated by a sharp neutral curve in the $(b,\tau)$ plane at constant $\kappa$. The detailed structure of the neutral curve becomes very irregular and possibly fractal, while individual trajectories within the unstable region become highly complex and possibly chaotic, as the atmosphere-ocean coupling $\kappa$ increases. In the unstable regime, spontaneous transitions occur in the mean ``temperature'' ({\it i.e.}, thermocline depth), period, and extreme annual values, for purely periodic, seasonal forcing. The model reproduces the Devil's bleachers characterizing other ENSO models, such as nonlinear, coupled systems of partial differential equations; some of the features of this behavior have been documented in general circulation models, as well as in observations. We expect, therefore, similar behavior in much more detailed and realistic models, where it is harder to describe its causes as completely.Comment: 22 pages, 9 figure

Positive trigonometric polynomials for strong stability of difference equations

We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial, assessing strong stability amounts to deciding positive definiteness of a multivariate trigonometric polynomial matrix. This latter problem is addressed with a converging hierarchy of linear matrix inequalities (LMIs). Numerical experiments indicate that certificates of strong stability can be obtained at a reasonable computational cost for state dimension and number of delays not exceeding 4 or 5

On Lyapunov-Krasovskii Functionals for Switched Nonlinear Systems with Delay

We present a set of results concerning the existence of Lyapunov-Krasovskii functionals for classes of nonlinear switched systems with time-delay. In particular, we first present a result for positive systems that relaxes conditions recently described in \cite{SunWang} for the existence of L-K functionals. We also provide related conditions for positive coupled differential-difference positive systems and for systems of neutral type that are not necessarily positive. Finally, corresponding results for discrete-time systems are described.Comment: 19 Page

Stability analysis and observer design for neutral delay systems

Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper deals with the observer design problem for a class of linear delay systems of the neutral-type. The problem addressed is that of designing a full-order observer that guarantees the exponential stability of the error dynamic system. An effective algebraic matrix equation approach is developed to solve this problem. In particular, both the observer analysis and design problems are investigated. By using the singular value decomposition technique and the generalized inverse theory, sufficient conditions for a neutral-type delay system to be exponentially stable are first established. Then, an explicit expression of the desired observers is derived in terms of some free parameters. Furthermore, an illustrative example is used to demonstrate the validity of the proposed design procedur