melnikov method for discontinuous planar systems abstract this paper treats the occurrence of homoclinic solutions in planar systems with discontinuous right hand side more precisely we deal with a t periodic perturbed system such that the unperturbed system is an autonomous possessing homoclinic orbit by means of the so called non smooth melnikov function there is shown the existence of a homoclinic solution for a perturbed system the non smooth melnikov function is derived and the method of how to find it in concrete problems is also introduced

a mass redistributed finite element method mr fem for acoustic problems using triangular mesh the accuracy of numerical results using standard finite element method fem in acoustic problems will deteriorate with increasing frequency due to the dispersion error such dispersion error depends on the balance between the stiffness and mass of discretization equation systems this paper reports an improved finite element method fem for solving acoustic problems by re distributing the mass in the mass matrix to tune the balance aiming to minimize the dispersion errors this is done by shifting the integration point locations when computing the entries of the mass matrix while ensuring the mass conservation the new method is verified through the detailed numerical error analysis and a strategy is also proposed for the best mass redistribution in terms of minimizing dispersion error the relative dispersion error of present mass redistributed finite element method mr fem is found to be much smaller than the fem solution in both theoretical prediction and numerical examination the present mr fem works well by using the linear triangular elements that can be generated automatically which enables automation in computation and saving computational cost in mesh generation numerical examples demonstrate the advantages of mr fem in comparison with the standard fem using the same triangular meshes and quadrilateral meshes

analysis of grazing bifurcations of quasiperiodic system attractors this paper presents the first application of the discontinuity mapping approach to the study of near grazing bifurcations of originally quasiperiodic co dimension two system attractors the paper establishes an exact formulation for the discontinuity mapping methodology under the assumption that a poincare section can be found that is everywhere transversal to the grazing attractor in particular it is shown that while a reduced formulation may be employed successfully in the case of co dimension one attractors it fails to capture dynamics in directions transversal to the original quasiperiodic attractor this shortcoming necessitates the full machinery presented here the generality of the proposed approach is illustrated through numerical analysis of two nonlinear dynamical systems of dimension three and four

bifurcation analysis on a class of z2 equivariant cubic switching systems showing eighteen limit cycles abstract in this paper the method developed for computing the lyapunov constants of planar switching systems associated with an elementary singular point is applied to study bifurcation of limit cycles in a cubic switching system a complete classification on the center conditions and 16 limit cycles of this system are obtained around the two foci 1 0 and 1 0 further with the method an example of cubic switching systems is constructed to show the existence of 18 small amplitude limit cycles bifurcating from centers this is a new lower bound on the maximal number of small amplitude limit cycles obtained in such cubic switching systems finally a method is present to show the realization of the 18 limit cycles

a strategy for improved computational efficiency of the method of anchored distributions 1 this paper proposes a strategy for improving the computational efficiency of model inversion using the method of anchored distributions mad by bundling similar model parametrizations in the likelihood function inferring the likelihood function typically requires a large number of forward model fm simulations for each possible model parametrization as a result the process is quite expensive to ease this prohibitive cost we present an approximation for the likelihood function called bundling that relaxes the requirement for high quantities of fm simulations this approximation redefines the conditional statement of the likelihood function as the probability of a set of similar model parametrizations bundle replicating field measurements which we show is neither a model reduction nor a sampling approach to improving the computational efficiency of model inversion to evaluate the effectiveness of these modifications we compare the quality of predictions and computational cost of bundling relative to a baseline mad inversion of 3 d flow and transport model parameters additionally to aid understanding of the implementation we provide a tutorial for bundling in the form of a sample data set and script for the r statistical computing language for our synthetic experiment bundling achieved a 35 reduction in overall computational cost and had a limited negative impact on predicted probability distributions of the model parameters strategies for minimizing error in the bundling approximation for enforcing similarity among the sets of model parametrizations and for identifying convergence of the likelihood function are also presented

periodic occurrence of chaotic behavior of homoclinic tangles abstract in this article we illustrate through numerical simulations some important aspects of the dynamics of the periodically perturbed homoclinic solutions for a dissipative saddle more explicitly we demonstrate that when homoclinic tangles are created three different dynamical phenomena namely horseshoes periodic sinks and attractors with sinai ruelle bowen measures manifest themselves periodically with respect to the magnitude of the forcing function in addition when the stable and the unstable manifolds are pulled apart so as not to intersect first rank 1 attractors then quasi periodic attractors are added to the dynamical scene

particle tracking and the diffusion reaction equation 1 particle tracking algorithms are very useful methods to model conservative transport in surface and subsurface hydrological systems recently a novel ad hoc particle based method was proposed to account for multicomponent reactive transport by benson and meerschaert 2008 this one dimensional particle method has been shown to match theoretical predictions but to date there has been no rigorous demonstration that the particle method actually matches the governing equations for chemical transport we generalize this particle method to two dimensional and three dimensional systems and rigorously demonstrate that this particle method converges to the diffusion reaction equation at the limit of infinitely small time step we also investigate the numerical error associated with the method

minimum relative entropy forward probabilistic modeling the pioneering work of jaynes in bayesian maximum entropy methods has been successfully explored in many disciplines the principle of maximum entropy pme is a powerful and versatile tool of inferring a probability distribution from constraints that do not completely characterize that distribution minimum relative entropy mre is a method which has all the important attributes of the maximum entropy approach with the advantage that prior information may be easily included in this paper we use mre to determine the prior probability density function pdf of a set of model parameters based on limited information the resulting pdf is used in monte carlo simulations to provide expected values in field variables such as concentration and confidence limits we compare the probabilistic results from a traditional advection dispersion ade model based on volumetric averaging concepts with that of a model based on the assumption that the hydraulic conductivity is a stationary stochastic process the results suggest that although naff s 1990 model satisfies the observed data to a better degree than ade model the upper and lower confidence bands about the mean value are larger than the ade results this result we attribute to the fact that naff s 1990 model simply contains more parameters each of which is unknown and has to be estimated there is no statistical difference between the expected values of second spatial moments for the two models the examples presented in this paper illustrate problems associated with assigning gaussian pdfs as priors in a probabilistic model first such an assumption for the input parameters actually injects more information into the problem than may actually exist whether consciously or unconsciously this fact is borne out by comparison with minimum relative entropy theory second the output parameters as suggested from the monte carlo analysis cannot be assumed to be gaussian distributed even when the prior pdf is gaussian in form in a practical setting the significance of this result and the approximation of gaussian form would depend on the toxicity and environmental standards that apply to the problem

dynamics and bifurcations of nonsmooth systems a survey abstract in this survey we discuss current directions of research in the dynamics of nonsmooth systems with emphasis on bifurcation theory an introduction to the state of the art also for non specialists is complemented by a presentation of the main open problems we illustrate the theory by means of elementary examples the main focus is on piecewise smooth systems which have recently attracted a lot of attention but we also briefly discuss other important classes of nonsmooth systems such as nowhere differentiable ones and differential variational inequalities this extended framework allows us to put the diverse range of papers and surveys in this special issue in a common context a dedicated section is devoted to concrete applications that stimulate the development of the field this survey is concluded by an extensive bibliography

jumps of the fundamental solution matrix in discontinuous systems and applications abstract this paper deals with differential equations with discontinuous right hand side the concept of a solution for a discontinuous system is defined on the basis of differential inclusions using filippov s method we study in particular the behaviour of solutions crossing a discontinuity surface transversally a formula characterizing jumps of the fundamental solution matrix is derived as an application of it the concept of poincare mapping is defined for such systems

probabilistic inference of multi gaussian fields from indirect hydrological data using circulant embedding and dimensionality reduction 2015 american geophysical union all rights reserved we present a bayesian inversion method for the joint inference of high dimensional multi gaussian hydraulic conductivity fields and associated geostatistical parameters from indirect hydrological data we combine gaussian process generation via circulant embedding to decouple the variogram from grid cell specific values with dimensionality reduction by interpolation to enable markov chain monte carlo mcmc simulation using the matern variogram model this formulation allows inferring the conductivity values simultaneously with the field smoothness also called matern shape parameter and other geostatistical parameters such as the mean sill integral scales and anisotropy direction s and ratio s the proposed dimensionality reduction method systematically honors the underlying variogram and is demonstrated to achieve better performance than the karhunen loeve expansion we illustrate our inversion approach using synthetic error corrupted data from a tracer experiment in a fairly heterogeneous 10 000 dimensional 2 d conductivity field a 40 times reduction of the size of the parameter space did not prevent the posterior simulations to appropriately fit the measurement data and the posterior parameter distributions to include the true geostatistical parameter values overall the posterior field realizations covered a wide range of geostatistical models questioning the common practice of assuming a fixed variogram prior to inference of the hydraulic conductivity values our method is shown to be more efficient than sequential gibbs sampling sgs for the considered case study particularly when implemented on a distributed computing cluster it is also found to outperform the method of anchored distributions mad for the same computational budget key points joint bayesian inference of gaussian conductivity fields and their variograms a dimensionality reduction that systematically honors the underlying variogram distributed multiprocessor implementation is straightforward

effective and efficient global optimization for conceptual rainfall runoff models the successful application of a conceptual rainfall runoff crr model depends on how well it is calibrated despite the popularity of crr models reports in the literature indicate that it is typically difficult if not impossible to obtain unique optimal values for their parameters using automatic calibration methods unless the best set of parameters associated with a given calibration data set can be found it is difficult to determine how sensitive the parameter estimates and hence the model forecasts are to factors such as input and output data error model error quantity and quality of data objective function used and so on results are presented that establish clearly the nature of the multiple optima problem for the research crr model sixpar these results suggest that the crr model optimization problem is more difficult than had been previously thought and that currently used local search procedures have a very low probability of successfully finding the optimal parameter sets next the performance of three existing global search procedures are evaluated on the model sixpar finally a powerful new global optimization procedure is presented entitled the shuffled complex evolution sce ua method which was able to consistently locate the global optimum of the sixpar model and appears to be capable of efficiently and effectively solving the crr model optimization problem

bifurcations of subharmonics abstract we consider a piecewise linear second order ordinary differential equation which is topologically equivalent to the sine gordon equation the system is subjected to a time harmonic disturbance and the behavior of the periodic solutions is examined it is shown that subharmonic motions with period n times that of the disturbance appear via saddle node bifurcations for all n 1 2 3 these motions then undergo period doubling or pitchfork bifurcations as parameters are varied beyond the saddle node bifurcation values the limit n is considered and is compared with a melnikov calculation for the system due to the piecewise linear nature of the system no approximations are necessary and thus the results are valid for nonsmall parameter values furthermore this provides an answer to the uniformity question in the study of stability of subharmonics

local analysis of co dimension one and co dimension two grazing bifurcations in impact microactuators impact microactuators rely on repeated collisions to generate gross displacements of a microelectromechanical machine element without the need for large applied forces their design and control rely on an understanding of the critical transition between non impacting and impacting long term system dynamics and the associated changes in system behavior in this paper we present three co dimension one characteristically distinct transition scenarios associated with grazing conditions for a periodic response of an impact microactuator a discontinuous jump to an impacting periodic response associated with parameter hysteresis a continuous transition to an impacting chaotic attractor and a discontinuous jump to an impacting chaotic attractor using the concept of discontinuity mappings a theoretical analysis is presented that predicts the character of each transition from a set of quantities that are computable in terms of system properties at grazing specifically we show how this analysis can be applied to predict the bifurcation behavior on neighborhoods of two co dimension two bifurcation points that separate the co dimension one bifurcation scenarios the predictions are validated against results from numerical simulations of a model impact microactuator

a straightforward structure to construct shape functions for variable p order meshes this paper describes a method for specifying variable p order meshes based on the topological hierarchy of mesh entities defining the finite elements a decomposition of p version mesh entity shape functions into a product of a function defined over the mesh entity and a blending function defined over the elements that the mesh entity bounds is presented the decomposed shape functions allow the effective construction of the shape functions and derivatives needed to construct element matrices for variable p enrichment

stochastic analysis of boundaries effects on head spatial variability in heterogeneous aquifers 2 impervious boundary the spatial variability of the head h in a two dimensional flow in the vicinity of an impervious boundary is investigated this study is a continuation of a previous one rubin and dagan 1988 which dealt with the influence of a given head boundary by representing h and the log transmissivity y as space random function and by solving the flow equation first order closed form analytical expressions for the head variogram and the head log transmissivity y covariance are developed these expressions offer the means to evaluate the influence of the boundary on the joint y h random field the assumption of unbounded domain is examined and it is found to be a good approximation at distances larger than three log transmissivity integral scales from the boundary by using conditional probabilities a simple method to estimate the statistical moments close to the boundary is presented it requires the knowledge of the moments of y and h in the unbounded domain only the method is compared with the exact analytical solution showing favorable results

a stable node based smoothed finite element method for acoustic problems abstract it is well known that the classical overly soft node based smoothed finite element method ns fem fails to provide reliable results to the helmholtz equation due to the temporal instability to cure the fatal drawback of ns fem and reduce the dispersion error in computational acoustics this paper proposed a stable node based smoothed finite element method sns fem for analyzing acoustic problems using linear triangular for 2d space and tetrahedral for 3d space elements that can be generated automatically for any complicated configurations in the present formulation the system stiffness matrix is computed using the smoothed acoustic pressure gradients together with the gradient variance items over the smoothing domains associated with nodes of element mesh it turns out the addition of stabilization term makes the sns fem possess an ideal stiffness thus successfully cures the temporal instability and significantly reduces the dispersion error in acoustic problems numerical examples including both benchmark cases and practical engineering problems demonstrate that the sns fem possesses the following important properties 1 temporal stability 2 super accuracy and super convergence 3 higher computational efficiency 4 insensitive to mesh distortion

evaluation of maximum likelihood parameter estimation techniques for conceptual rainfall runoff models influence of calibration data variability and length on model credibility the success of an automatic calibration procedure is highly dependent on the choice of the objective function and the nature quantity and quality of the data used the objective function should be selected on the basis of the stochastic properties of the errors present in the data and in the model also the data should be chosen so as to contain as much valuable information about the process as possible in this paper we compare the performance of two maximum likelihood estimators the amle which assumes the presence of first lag autocorrelated homogeneous variance errors and the hmle which assumes the presence of uncorrelated inhomogeneous variance errors to the commonly used simple least squares criterion sls the model calibrated was the soil moisture accounting model of the u s national weather service s river forecast system sma nwsrfs the results indicate that a properly chosen objective function can enhance the possibility of obtaining unique and conceptually realistic parameter estimates furthermore the sensitivity of the estimation results to various characteristics of the calibration data such as hydrologic variability and length are substantially reduced

dynamics of homoclinic tangles in periodically perturbed second order equations we obtain a comprehensive description on the overall geometrical and dynamical structures of homoclinic tangles in periodically perturbed second order ordinary differential equations with dissipation let be the size of perturbation and be the entire homoclinic tangle we prove in particular that i for infinitely many disjoint open sets of contains nothing else but a horseshoe of infinitely many branches ii for infinitely many disjoint open sets of contains nothing else but one sink and one horseshoe of infinitely many branches and iii there are positive measure sets of so that admits strange attractors with sinai ruelle bowen measure we also use the equation d2qdt2 q2 dqdt q q2 q2sin t to illustrate how to apply our theory to the analysis and to the numerical simulations of a given equation

stochastic analysis of boundaries effects on head spatial variability in heterogeneous aquifers 1 constant head boundary the spatial variability of log transmissivity y and head h in aquifers assumes a major role in determining the solutions of the direct flow problem as well as of the inverse problem investigation of the joint y h variability has been cast in the past in numerical and analytic frames analytic solutions for the y h statistical moments in two dimensions assumed the flow to occur in an unbounded domain in this study exact analytical expressions for the y h moments are derived which account for the presence of a given head boundary in a half plane this result is achieved by a first order approximation and for an exponential y covariance the result offers the opportunity to examine the effects of boundaries on the semivariogram of h and on the y h cross covariance the assumption of unbounded domain is examined and shown to be accurate at distances larger than two y integral scales from the boundary by using conditional probabilities a general and simple method to estimate the moments close to the boundary is presented it requires the knowledge of the moments of y and h in the unbounded domain only the method is compared with the exact analytic solution showing excellent results

melnikov method for homoclinic bifurcation in nonlinear impact oscillators based on an inverted pendulum impacting on rigid walls under external periodic excitation a class of nonlinear impact oscillators is discussed for its homoclinic bifurcation the melnikov method established for smooth dynamical systems is extended to be applicable to the nonsmooth one for nonlinear impact systems closed form solutions between impacts are generally unavailable the absence of closed form solutions makes difficulties in estimation of the gap between the stable manifold and unstable manifold in this paper we give a method to compute the melnikov functions up to the n t h order so as to obtain conditions of parameters for the persistence of homoclinic cycles which are formed via the identification given by the impact rule

normal form maps for grazing bifurcations in n dimensional piecewise smooth dynamical systems abstract this paper presents a unified framework for performing local analysis of grazing bifurcations in n dimensional piecewise smooth systems of odes these occur when a periodic orbit has a point of tangency with a smooth n 1 dimensional boundary dividing distinct regions in phase space where the vector field is smooth it is shown under quite general circumstances that this leads to a normal form map that contains to lowest order either a square root or a 3 2 type singularity according to whether the vector field is discontinuous or not at the grazing point in particular contrary to what has been reported in the literature piecewise linear local maps do not occur generically first the concept of a grazing bifurcation is carefully defined using appropriate non degeneracy conditions next complete expressions are derived for calculating the leading order term in the normal form poincare map at a grazing bifurcation point in arbitrary systems using the concept of a discontinuity mapping finally the theory is compared with numerical examples including bilinear oscillators a relay feedback controller and general third order systems

stochastic analysis of unsaturated flow in heterogeneous soils 1 statistically isotropic media steady unsaturated flow with vertical mean infiltration through unbounded heterogeneous porous media is analyzed using a perturbation approximation of the stochastic flow equation which is solved by spectral representation techniques the hydraulic conductivity k is related to the capillary pressure head by k ks exp where ks is the saturated conductivity and is a soil parameter a general formulation is presented for the case with ks and represented as statistically homogeneous spatial random fields in part 1 solutions are developed assuming is constant and representing ks variability by one dimensional and three dimensional isotropic random fields results are obtained for head variances and covariance functions effective hydraulic conductivities variances of the unsaturated hydraulic conductivity flux variances and variance of pressure gradient when the parameter is relatively large corresponding to coarse textured soils the head variance decreases and all of the results demonstrate a trend toward gravitationally dominated one dimensional vertical flow the effective conductivity is dependent on the correlation scale of ln ks and the mean hydraulic gradient

melnikov s method for a general nonlinear vibro impact oscillator abstract melnikov s method is presented for a general nonlinear vibro impact oscillator and melnikov function for homoclinic orbits is obtained analytically a duffing vibro impact oscillator is given to illustrate the application of the procedures the obtained results are verified by the phase portrait poincare surface of section and bifurcation diagrams

a comparison of three methods for selecting values of input variables in the analysis of output from a computer code two types of sampling plans are examined as alternatives to simple random sampling in monte carlo studies these plans are shown to be improvements over simple random sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function

a shuffled complex evolution metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters author s vrugt ja gupta hv bouten w sorooshian s abstract markov chain monte carlo mcmc methods have become increasingly popular for estimating the posterior probability distribution of parameters in hydrologic models however mcmc methods require the a priori definition of a proposal or sampling distribution which determines the explorative capabilities and efficiency of the sampler and therefore the statistical properties of the markov chain and its rate of convergence in this paper we present an mcmc sampler entitled the shuffled complex evolution metropolis algorithm scem ua which is well suited to infer the posterior distribution of hydrologic model parameters the scem ua algorithm is a modified version of the original sce ua global optimization algorithm developed by duan et al 1992 the scem ua algorithm operates by merging the strengths of the metropolis algorithm controlled random search competitive evolution and complex shuffling in order to continuously update the proposal distribution and evolve the sampler to the posterior target distribution three case studies demonstrate that the adaptive capability of the scem ua algorithm significantly reduces the number of model simulations needed to infer the posterior distribution of the parameters when compared with the traditional metropolis hastings samplers

dispersion analysis and error estimation of galerkin finite element methods for the helmholtz equation when applying numerical methods for the computation of stationary waves from the helmholtz equation one obtains numerical waves that are dispersive also in non dispersive media the numerical wave displays a phase velocity that depends on the parameter k of the helmholtz equation in dispersion analysis the phase difference between the exact and the numerical solutions is investigated in this paper the authors recent result on the phase difference for one dimensional problems is numerically evaluated and discussed in the context of other work directed to this topic it is then shown that previous error estimates in h1 norm are of nondispersive character but hold for medium or high wavenumber on extremely refined mesh only on the other hand recently proven error estimates for constant resolution contain a pollution term with certain assumptions on the exact solution this term is of the order of the phase difference thus a link is established between the results of dispersion analysis and the results of numerical analysis throughout the paper the presentation and discussion of theoretical results is accompanied by numerical evaluation of several model problems special attention is given to the performance of the galerkin method with a higher order of polynomial approximation p h p version

a geostatistical approach to the inverse problem in groundwater modeling steady state and one dimensional simulations the problem of estimating hydrogeologic parameters in particular permeability from input output measurements is reexamined in a geostatistical framework the field of the unknown parameters is represented as a random field and the estimation procedure consists of two main steps first the structure of the parameter field is identified i e mathematical representations of the variogram and the trend are selected and their parameters are established by using all available information including measurements of hydraulic head and permeability second linear estimation theory is applied to provide minimum variance and unbiased point estimates of hydrogeologic parameters kriging structure identification is achieved iteratively in three substeps structure selection maximum likelihood estimation and model validation and diagnostic checking the methodology was extensively tested through simulations on a simple one dimensional case the results are remarkably stable and well behaved the estimated field is smooth while small scale variability is statistically described as the quality of measurements improves the procedure reproduces more features of the original field the results are also shown to be rather insensitive to deviations from assumptions about the geostatistical structure of the field

border collision bifurcations including period two to period three for piecewise smooth systems abstract we examine bifurcation phenomena for maps that are piecewise smooth and depend continuously on a parameter in the simplest case there is a surface in phase space along which the map has no derivative or has two one sided derivatives is the border of two regions in which the map is smooth as the parameter is varied a fixed point e may collide with the border and we may assume that this collision occurs at 0 a variety of bifurcations occur frequently in such situations but never or almost never occur in smooth systems in particular e may cross the border and so will exist for 0 but it may be a saddle in one case say 0 for 0 there may be a stable period 3 orbit which similarly shrinks to e0 as 0 hence one observes the following stable periodic orbits a stable period 2 orbit collapses to a point and is reborn as a stable period 3 orbit we also see analogously stable period 2 to stable period p orbit bifurcations with p 5 11 52 or period 2 to quasi periodic or even to a chaotic attractor we believe this phenomenon will be seen in many applications

dynamics of a two degree of freedom periodically forced system with a rigid stop diversity and evolution of periodic impact motions abstract a two degree of freedom periodically forced system with a clearance is considered the correlation between dynamic performance and system parameters is studied to find their feasible matching law the fundamental group of impact motions is defined which have the excitation period and differ by the number p of impacts the generation mechanism of complete and incomplete chattering impact vibration of the system is studied a series of singular points between any two adjacent fundamental impact motions are found at which real grazing and bare grazing bifurcation boundaries of one of them saddle node and period doubling bifurcation boundaries of the other alternately intersect and create two types of transition regions hysteresis and tongue shaped regions subharmonic impact motions are found to regularly appear in the tongue shaped regions based on the sampling ranges of parameters dynamics of the system is studied with emphasis on the influence of system parameters on impact velocities existence regions and correlative distribution of single impact periodic motions by multi parameter and multi performance co simulation analysis

a bayesian approach for inverse modeling data assimilation and conditional simulation of spatial random fields 1 this paper addresses the inverse problem in spatially variable fields such as hydraulic conductivity in groundwater aquifers or rainfall intensity in hydrology common to all these problems is the existence of a complex pattern of spatial variability of the target variables and observations the multiple sources of data available for characterizing the fields the complex relations between the observed and target variables and the multiple scales and frequencies of the observations the method of anchored distributions mad that we propose here is a general bayesian method of inverse modeling of spatial random fields that addresses this complexity the central elements of mad are a modular classification of all relevant data and a new concept called anchors data types are classified by the way they relate to the target variable as either local or nonlocal and as either direct or indirect anchors are devices for localization of data they are used to convert nonlocal indirect data into local distributions of the target variables the target of the inversion is the derivation of the joint distribution of the anchors and structural parameters conditional to all measurements regardless of scale or frequency of measurement the structural parameters describe large scale trends of the target variable fields whereas the anchors capture local inhomogeneities following inversion the joint distribution of anchors and structural parameters is used for generating random fields of the target variable s that are conditioned on the nonlocal indirect data through their anchor representation we demonstrate mad through a detailed case study that assimilates point measurements of the conductivity with head measurements from natural gradient flow the resulting statistical distributions of the parameters are non gaussian similarly the moments of the estimates of the hydraulic head are non gaussian we provide an extended discussion of mad vis a vis other inversion methods including maximum likelihood and maximum a posteriori with an emphasis on the differences between mad and the pilot points method

concurrent homoclinic bifurcation and hopf bifurcation for a class of planar filippov systems abstract this paper investigates both homoclinic bifurcation and hopf bifurcation which occur concurrently in a class of planar perturbed discontinuous systems of filippov type firstly based on a geometrical interpretation and a new analysis of the so called successive function sufficient conditions are proposed for the existence and stability of homoclinic orbit of unperturbed systems then with the discussion about poincare map bifurcation analyses of homoclinic orbit and parabolic parabolic pp type pseudo focus are presented it is shown that two limit cycles can appear from the two different kinds of bifurcation in planar filippov systems

bifurcation and chaos near sliding homoclinics we study the chaotic behaviour of a time dependent perturbation of a discontinuous differential equation whose unperturbed part has a sliding homoclinic orbit that is a solution homoclinic to a hyperbolic fixed point with a part belonging to a discontinuity surface we assume the time dependent perturbation satisfies a kind of recurrence condition which is satisfied by almost periodic perturbations following a functional analytic approach we construct a melnikov like function m in such a way that if m has a simple zero at some point then the system has solutions that behave chaotically applications of this result to quasi periodic systems are also given

impact oscillators with homoclinic orbit tangent to the wall abstract homoclinic bifurcation for a nonlinear inverted pendulum impacting between two rigid walls under external periodic excitation is analyzed under the hypothesis that the unperturbed system has a homoclinc orbit tangent to the wall consequently the impact surface cannot be chosen as the poincare section to measure the distance between the perturbed stable and unstable manifolds furthermore compared to the case that the unperturbed homoclinic orbit intersects the wall transversally more cases are involved as the parameters vary thus the analysis of the homoclinic orbit tangent to the wall is much more difficult in this paper by using a method of melnikov type we derive sufficient conditions under which the perturbed stable and unstable manifolds intersect transversally as an application an impact oscillator of duffing type is studied in detail

bayesian inversion of mualem van genuchten parameters in a multilayer soil profile a data driven assumption free likelihood function this paper introduces a hierarchical simulation and modeling framework that allows for inference and validation of the likelihood function in bayesian inversion of vadose zone hydraulic properties the likelihood function or its analogs objective functions and likelihood measures are commonly assumed to be multivariate gaussian in form however this assumption is not possible to verify without a hierarchical simulation and modeling framework in this paper we present the necessary statistical mechanisms for utilizing the hierarchical framework we apply the hierarchical framework to the inversion of the vadose zone hydraulic properties within a multilayer soil profile conditioned on moisture content observations collected in the uppermost four layers the key result of our work is that the goodness of fit validated likelihood function form provides empirical justification for the assumption of multivariate gaussian likelihood functions in past and future inversions at similar sites as an alternative the likelihood function need not be assumed to follow a parametric statistical distribution and can be computed directly using nonparametric methods the nonparametric methods are considerably more computationally demanding and to demonstrate this approach we present a smaller dimension synthetic case study of evaporation from a soil column the main drawback of our work is the increased computational expense of the inversion

bifurcations in piecewise smooth feedback systems this paper is concerned with the analysis and classification of non standard bifurcations in piecewise smooth feedback systems bifurcations involving fixed points in maps equilibria and limit cycles in flows are considered with particular attention to border collisions of fixed points in maps non smooth bifurcations of equilibria grazing bifurcations and sliding bifurcations of limit cycles in flows the aim is to describe existing and novel results to form the basis of a consistent theory of bifurcations in such systems in so doing a novel approach to classify non smooth bifurcations of equilibria in flows is presented experimental results on pulse width modulated voltage mode controlled dc dc power converters motivates the relevance to applications of the analysis proposed

on the origin and bifurcations of stick slip oscillations a recently proposed model of macroscopic friction is investigated using methods of dynamical systems analysis particular emphasis is put on the bifurcations associated with the appearance of stick

homoclinic solutions for autonomous ordinary differential equations with nonautonomous perturbations nonautomonous ordinary differential equations depending on two parameters 1 and 2 are considered in rn it is assumed that when both parameters are zero the differential equation is autonomous with a hyperbolic equilibrium and a homoclinic solution no restriction is placed on the dimension of the phase space rn or on the dimension of intersection of the stable and unstable manifolds by means of the method of lyapunov schmidt a bifurcation function h is constructed between two finite dimensional spaces where the zeros of h correspond to homoclinic solutions at nonzero parameter values the independent variables of h consist of scalars 1 2 and a vector where is a phase angle and corresponds to directions other than along the original homoclinic solution tangent to both the stable and unstable manifolds when is fixed the equation h 0 yields in general several bifurcation curves through the origin in the 1 2 plane along which there exists a homoclinic solution when is varied these become a number of wedge shaped regions the theory is applied to two examples one in r6 where the invariant manifolds meet in dimension three and a second in r4 where these manifolds agree

a parallel hp fem infrastructure for three dimensional structural acoustics this paper describes a parallel three dimensional numerical infrastructure for the solution of a wide range of time harmonic problems in structural acoustics and vibration high accuracy and rate of error convergence in the mid frequency regime is achieved by the use of hp finite and infinite element approximations the infrastructure supports parallel computation in both single and multi frequency settings multi frequency solves utilize concurrent factoring of the frequency dependent linear algebraic systems and are naturally scalable scalability of large scale single frequency problems is realized by using feti dp an iterative domain decomposition scheme numerical examples are presented to cover applications in vibratory response of fluid filled elastic structures as well as radiation and scattering from elastic structures submerged in an infinite acoustic medium we demonstrate both the numerical accuracy as well as parallel scalability of the infrastructure in terms of problem parameters that include wavenumber and number of frequencies polynomial degree of finite infinite element approximations as well as the number of processors scalability and accuracy is evaluated for both single and multiple frequency sweeps on four high performance parallel computing platforms sgi altix sgi origin ibm p690 sp and linux cluster results show good performance on shared as well as distributed memory architecture copyright 2006 john wiley sons ltd

nonsmooth homoclinic orbits melnikov functions and chaos in discontinuous systems abstract we first study the problem of chaotic behaviour in time perturbed discontinuous systems whose unperturbed part has a piecewise c 1 homoclinic solution transversally crossing the discontinuity manifolds we show that if a certain melnikov function has a simple zero at some point then the system has solutions that behave chaotically the melnikov function is explicitly constructed for two dimensional systems and extends the usual melnikov function for the smooth case in the second part we extend these results to sliding homoclinic bifurcations we also mention some possibilities for further research

on hopf bifurcation in non smooth planar systems abstract as we know for non smooth planar systems there are foci of three different types called focus focus ff focus parabolic fp and parabolic parabolic pp type respectively the poincare map with its analytical property and the problem of hopf bifurcation have been studied in coll et al 2001 3 and filippov 1988 6 for general systems and in zou et al 2006 13 for piecewise linear systems in this paper we also study the problem of hopf bifurcation for non smooth planar systems obtaining new results more precisely we prove that one or two limit cycles can be produced from an elementary focus of the least order order 1 for foci of ff or fp type and order 2 for foci of pp type theorem 2 3 different from the case of smooth systems for piecewise linear systems we prove that 2 limit cycles can appear near a focus of either ff fp or pp type theorem 3 3

local problems on stars a posteriori error estimators convergence and performance a new computable a posteriori error estimator is introduced which relies on the solution of small discrete problems on stars it exhibits built in flux equilibration and is equivalent to the energy error up to data oscillation without any saturation assumption a simple adaptive strategy is designed which simultaneously reduces error and data oscillation and is shown to converge without mesh pre adaptation nor explicit knowledge of constants numerical experiments reveal a competitive performance show extremely good effectivity indices and yield quasi optimal meshes

p version fem for structural acoustics with a posteriori error estimation we demonstrate the advantages of using p version finite element approximations for structural acoustics problems in the mid to high frequency regime we then present a sub domain based a posteriori error estimation procedure to quantify the errors in the setting of a 3d interior acoustics problem with resonances and give numerical results effectivity indices show robust behavior of the error estimator away from the resonant frequencies

bifurcation of periodic orbits in a class of planar filippov systems abstract in this paper we discuss the perturbations of a general planar filippov system with exactly one switching line when the system has a limit cycle we give a condition for its persistence when the system has an annulus of periodic orbits we give a condition under which limit cycles are bifurcated from the annulus we also further discuss the stability and bifurcations of a nonhyperbolic limit cycle when the system has an annulus of periodic orbits we show via an example how the number of limit cycles bifurcated from the annulus is affected by the switching

a formal likelihood function for parameter and predictive inference of hydrologic models with correlated heteroscedastic and non gaussian errors estimation of parameter and predictive uncertainty of hydrologic models has traditionally relied on several simplifying assumptions residual errors are often assumed to be independent and to be adequately described by a gaussian probability distribution with a mean of zero and a constant variance here we investigate to what extent estimates of parameter and predictive uncertainty are affected when these assumptions are relaxed a formal generalized likelihood function is presented which extends the applicability of previously used likelihood functions to situations where residual errors are correlated heteroscedastic and non gaussian with varying degrees of kurtosis and skewness the approach focuses on a correct statistical description of the data and the total model residuals without separating out various error sources application to bayesian uncertainty analysis of a conceptual rainfall runoff model simultaneously identifies the hydrologic model parameters and the appropriate statistical distribution of the residual errors when applied to daily rainfall runoff data from a humid basin we find that 1 residual errors are much better described by a heteroscedastic first order auto correlated error model with a laplacian distribution function characterized by heavier tails than a gaussian distribution and 2 compared to a standard least squares approach proper representation of the statistical distribution of residual errors yields tighter predictive uncertainty bands and different parameter uncertainty estimates that are less sensitive to the particular time period used for inference application to daily rainfall runoff data from a semiarid basin with more significant residual errors and systematic underprediction of peak flows shows that 1 multiplicative bias factors can be used to compensate for some of the largest errors and 2 a skewed error distribution yields improved estimates of predictive uncertainty in this semiarid basin with near zero flows we conclude that the presented methodology provides improved estimates of parameter and total prediction uncertainty and should be useful for handling complex residual errors in other hydrologic regression models as well

continuous and discontinuous grazing bifurcations in impacting oscillators this paper seeks to formulate conditions for the persistence of a local attractor in the immediate vicinity of periodic and quasiperiodic grazing trajectories in an impacting mechanical system a local analysis based on the discontinuity mapping approach is employed to derive a normal form description of the dynamics near the grazing trajectory in agreement with previous studies of grazing periodic trajectories it is found that the catastrophic loss of a local attractor and strong instability characteristic of grazing bifurcations is directly associated with the repeated application of a square root term that appears to lowest order in the normal form expansion specifically it is found that the square root term is absent in the description of the dynamics normal to a quasiperiodic trajectory covering a co dimension one invariant torus resulting in a piecewise linear description of the normal dynamics and at most a weak instability in contrast for co dimension two or higher the square root term is generically present in the normal dynamics here however the quasiperiodicity of the grazing motion implies that there is no upper limit to the time between impacts on nearby trajectories suggesting the persistence of a local attractor for some interval about the parameter value corresponding to grazing the results of the analysis are illustrated through a series of model examples

exponential dichotomies heteroclinic orbits and melnikov functions the interest in the behaviour of the solutions to perturbed autonomous systems with bounded perturbative term like

control of near grazing dynamics in impact oscillators a method is presented for controlling the persistence of a local attractor near a grazing periodic trajectory in a piecewise smooth dynamical system in the presence of discontinuous jumps in the state associated with intersections with system discontinuities in particular it is shown that a discrete linear feedback strategy may be employed to retain the existence of an attractor near the grazing trajectory such that the deviation of the attractor from the grazing trajectory goes to zero as the system parameters approach those corresponding to grazing contact the implementation relies on a local analysis of the near grazing dynamics using the concept of discontinuity mappings numerical results are presented for a linear and a nonlinear oscillator

multiresponse multilayer vadose zone model calibration using markov chain monte carlo simulation and field water retention data 1 in the past two decades significant progress has been made toward the application of inverse modeling to estimate the water retention and hydraulic conductivity functions of the vadose zone at different spatial scales many of these contributions have focused on estimating only a few soil hydraulic parameters without recourse to appropriately capturing and addressing spatial variability the assumption of a homogeneous medium significantly simplifies the complexity of the resulting inverse problem allowing the use of classical parameter estimation algorithms here we present an inverse modeling study with a high degree of vertical complexity that involves calibration of a 25 parameter richards based hydrus 1d model using in situ measurements of volumetric water content and pressure head from multiple depths in a heterogeneous vadose zone in new zealand we first determine the trade off in the fitting of both data types using the amalgam multiple objective evolutionary search algorithm then we adopt a bayesian framework and derive posterior probability density functions of parameter and model predictive uncertainty using the recently developed differential evolution adaptive metropolis dreamzs adaptive markov chain monte carlo scheme we use four different formulations of the likelihood function each differing in their underlying assumption about the statistical properties of the error residual and data used for calibration we show that amalgam and dreamzs can solve for the 25 hydraulic parameters describing the water retention and hydraulic conductivity functions of the multilayer heterogeneous vadose zone our study clearly highlights that multiple data types are simultaneously required in the likelihood function to result in an accurate soil hydraulic characterization of the vadose zone of interest remaining error residuals are most likely caused by model deficiencies that are not encapsulated by the multilayer model and can not be accessed by the statistics and likelihood function used the utilization of an explicit autoregressive error model of the remaining error residuals does not work well for the water content data with hydrus 1d prediction uncertainty bounds that become unrealistically large