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THE FRACTAL DIMENSION FROM THE EXPERIMENTAL PIPE-VIBRATION  5 19

                                                        1 .0

               -   0                                    0.5
               g  -20                                 -
               E                                      2 0.0
               g  40
               -
               e
                                                       -0.5
               %  -60
               v)
                  -80                                  -1.0
                    0    5    10   15   20    25          0     1    2     3     4     5
                             Frequency (Hz)                              J
                (a)                                  (b)

                                              0
                                         -
                                         E:
                                          +
                                         -              -6
                                          E
                                                        -8
                                           400         -10
                                              400   600   -7   -6   -5   4   -3   -2   -1   0



               Figure 1.1  (a) Power  spectrum; (b) normalized  autocorrelation; (c) delay  reconstruction  of  the
               orbit  and  corresponding PoincarC  section;  (d) correlation  integral  C(r) versus  length  scale  r  for
               embedding dimensions rn = 1 - 10; for pipe #9 (Table 5.3) and water flow with  U = 6.77 ds. The
               vertical  line cutting  the orbit in  (c), marks  (x(n) = O;x(n + 5) > 0}, used  for the construction of
                             the PoincarC section. In (d), d = 5, Nsubs = 300, N,,  = 50.


               the  application  of  the  Karhunen-Lo&ve (KL) decomposition  to  the  delay-reconstructed
               vectors,  fixes both  de and  t by  finding the maximum number  of  singular values  above
               the noise floor in the covariance matrix of  the delay vectors (Broomhead & King  1986;
               Cusumano & Sharkady  1995).
                 Another  approach centres around a combination of  the mutual information (MI) algo-
               rithm  and  the  method  of  ‘false  nearest  neighbours’  (FNN)  (Fraser  & Swinney  1986;
               Kennel  et al.  1992). MI  is  used  to  select  a  t large enough  to  make  the  delay  coordi-
               nates  independent  (in  an  information  theoretical  sense),  but  not  so large  that  sensitive
               dependence  on  initial conditions  (positive Lyapunov exponents)  hides  the  deterministic
               relationship between  successive coordinates. FNN finds the minimum global embedding
               dimension  by  checking  to  make  sure  that  parts  of  the  attractor  are not  folded  over  on
               themselves:  when  the  embedding  dimension  is  sufficiently large,  the  delay  reconstruc-
               tions will generically not  do this; thus, the method will not create  ‘false neighbours’  in
               the delay-reconstructed  space.
                 Since  one  is  primarily  concerned  with  using  dimensionality  for  the  purpose  of
               constructing  low-dimensional  models  of  continua,  the  fractal  dimension  estimates  are
               not  as important  as the  embedding  dimension  estimate.  Thus,  reliable  techniques,  such
               as  singular  systems  analysis  or  FNN  are  of  more  than  theoretical  interest,  since  they
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