Stochastic bifurcations in a prototypical thermoacoustic system

Fokker-Planck modeling of the stochastic dynamics of a Rijke tube

We derive and numerically validate a low-order oscillator model to capture the stochastic dynamics of a prototypical thermoacoustic system (a Rijke tube) undergoing a subcritical Hopf bifurcation in the presence of additive noise. We find that on the fixed-point branch before the bifurcation, the system is dominated by the first duct mode, and the Fokker-Planck solution for the first Galerkin mode can adequately predict the stochastic dynamics of the overall system. We also find that this analytical framework predicts well the dominant mode on the limit-cycle branch, but underperforms in the hysteretic bistable zone where the role of nonlinearities is more pronounced. Besides offering new insights into stochastic thermoacoustic behavior, this study shows that an analytical framework based on the Fokker-Planck equation can facilitate the early detection of thermoacoustic instabilities in a Rijke-tube model subjected to noise.

Rijke tube: A nonlinear oscillator

Dynamical systems theory has emerged as an interdisciplinary area of research to characterize the complex dynamical transitions in real-world systems. Various nonlinear dynamical phenomena and bifurcations have been discovered over the decades using different reduced-order models of oscillators. Different measures and methodologies have been developed theoretically to detect, control, or suppress the nonlinear oscillations. However, obtaining such phenomena experimentally is often challenging, time-consuming, and risky mainly due to the limited control of certain parameters during experiments. With this review, we aim to introduce a paradigmatic and easily configurable Rijke tube oscillator to the dynamical systems community. The Rijke tube is commonly used by the combustion community as a prototype to investigate the detrimental phenomena of thermoacoustic instability. Recent investigations in such Rijke tubes have utilized various methodologies from dynamical systems theory to better understand the occurrence of thermoacoustic oscillations and their prediction and mitigation, both experimentally and theoretically. The existence of various dynamical behaviors has been reported in single and coupled Rijke tube oscillators. These behaviors include bifurcations, routes to chaos, noise-induced transitions, synchronization, and suppression of oscillations. Various early warning measures have been established to predict thermoacoustic instabilities. Therefore, this review article consolidates the usefulness of a Rijke tube oscillator in terms of experimentally discovering and modeling different nonlinear phenomena observed in physics, thus transcending the boundaries between the physics and the engineering communities.

Bursting during intermittency route to thermoacoustic instability: Effects of slow-fast dynamics

Intermittency observed prior to thermoacoustic instability is characterized by the occurrence of bursts of high-amplitude periodic oscillations (active state) amidst epochs of low-amplitude aperiodic fluctuations (rest state). Several model-based studies conjectured that bursting arises due to the underlying turbulence in the system. However, such intermittent bursts occur even in laminar and low-turbulence combustors, which cannot be explained by models based on turbulence. We assert that bursting in such combustors may arise due to the existence of subsystems with varying timescales of oscillations, thus forming slow-fast systems. Experiments were performed on a horizontal Rijke tube and the effect of slow-fast oscillations was studied by externally introducing low-frequency sinusoidal modulations in the control parameter. The induced bursts display an abrupt transition between the rest and the active states. The growth and decay patterns of such bursts show asymmetry due to delayed bifurcation caused by slow oscillations of the control parameter about the Hopf bifurcation point. Further, we develop a phenomenological model for the interaction between different subsystems of a thermoacoustic system by either coupling the slow and fast subsystems or by introducing noise in the absence of slow oscillations of the control parameter. We show that interaction between subsystems with different timescales leads to regular amplitude modulated bursting, while the presence of noise induces irregular amplitude modulations in the bursts. Thus, we speculate that bursting in laminar and low-turbulence systems occurs predominantly due to the interdependence between slow and fast oscillations, while bursting in high-turbulence systems is predominantly influenced by the underlying turbulence.

Coherence resonance and stochastic bifurcation behaviors of simplified standing-wave thermoacoustic systems

In this work, noise-induced motions (i.e., external fluctuations) in two modelled standing-wave thermoacoustic systems are studied when these systems are close to the deterministic stability boundary. These systems include (1) open-open (i.e., Rijke-type) and (2) closed-open boundary conditions. It is found from the smooth transitions of the stationary probability density function that the thermoacoustic system is destabilized via stochastic P bifurcation, as the external noise intensity is continuously increased. In addition, the increased noise intensity can shift the hysteresis region, which makes the system more prone to quasi-periodic oscillations, but also reduces the hysteresis area. The noise-induced coherence motions are observed numerically in the open-open system, which is denoted by the occurrence of a bell-shaped signal to noise ratio (SNR). The SNR is shown to be applicable as a precursor. It becomes larger and the optimal noise intensity is decreased as the modelled thermoacoustic system approaches the critical bifurcation point. In addition, coherence resonance is observed in the closed-open system. To validate the findings, experimental studies are conducted on an open-open Rijke tube. Good qualitative agreements are obtained. The present study shed lights on the stochastic and coherence behaviors of the standing-wave thermoacoustic systems with different boundary conditions.

Effect of noise amplification during the transition to amplitude death in coupled thermoacoustic oscillators

We present a systematic investigation of the effect of external noise on the dynamics of a system of two coupled prototypical thermoacoustic oscillators, horizontal Rijke tubes, using a mathematical model. We focus on the possibility of amplitude death (AD), which is observed in the deterministic model of coupled thermoacoustic oscillators as studied by Thomas et al. [Chaos 28, 033119 (2018)], in the presence of noise. Although a complete cessation of oscillations or AD is not possible in the stochastic case, we observe a significant reduction in the amplitude of coupled limit cycle oscillations (LCOs) with the application of strong coupling. Furthermore, as we increase the noise intensity, a sudden drop in the amplitude of pressure oscillations at the transition from LCO to AD, observed in the noise free case, is no longer discernible because of the amplification of noise in AD state. During this transition from LCO to AD, we notice a qualitative change in the distribution of the pressure amplitude from bimodal to unimodal. Furthermore, in order to demarcate the boundary of the transition from LCO and AD in the noisy case, we use 80 % suppression in the amplitude of LCO, which generally occurs in the parameter range over which this qualitative change in the pressure distribution happens, as a threshold. With the help of bifurcation diagrams, we show a qualitative change as well as a reduction in the size of amplitude suppression zones that happen due to the increase in noise intensity. We also observe the relative ease of suppressing the amplitude of LCO with time-delay coupling when detuning and dissipative couplings are introduced between the two thermoacoustic oscillators in the presence of noise.

Effects of background noises on nonlinear dynamics of a modelled thermoacoustic combustor

In this work, the effects of background noises on nonlinear dynamics of a modelled standing-wave thermoacoustic system with subcritical Hopf bifurcation behaviors are studied. These noises include (1) pressure-coupled (acoustic), (2) velocity-coupled (flow), and (3) external combustion noise. It is found that these three types of background noises play important, but different roles in changing the hysteresis width and stability boundary. In addition, the stochastic transition from stability to instability is investigated, as the noise intensity is varied. Two different stochastic P-bifurcations are identified. One is related to a craterlike probability density distribution. The other is associated with a probability density distribution characterized with two peaks and one trough. With each type of noise affecting the system's stochastic behaviors being evaluated, the effect of two different types of noises is then studied. It is shown that the combined noises (types 1 and 2) cannot only destabilize global stable thermoacoustic system, but also stabilize linearly unstable system. This depends strongly on the superimposition form of the two types of noises. In addition, when the thermoacoustic system is disturbed by the combined noise (types 3 and 1 or types 3 and 2), the transition process is dominated by the combustion noise.

Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation

We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties are postulated, guided by physical understanding of the oscillatory phenomena. The temporal dynamics and the probability density function of the oscillation amplitude are described by a Langevin equation and its associated Fokker-Planck equation, respectively. One method consists in fitting the postulated analytical drift and diffusion coefficients with their estimated values, obtained from data processing by taking the short-time limit of the first two transition moments. However, this limit estimation loses robustness in some situations-for instance when the data are band-pass filtered to isolate the spectral contents of the oscillatory phenomena of interest. In this paper, we use a robust alternative where the adjoint Fokker-Planck equation is solved to compute Kramers-Moyal coefficients exactly, and an iterative optimization yields the parameters that best fit the observed statistics simultaneously in a wide range of amplitudes and time scales. The method is illustrated with a stochastic Van der Pol oscillator serving as a prototypical model of thermoacoustic instabilities in practical combustors, where system identification is highly relevant to control.