Allan D.

Pierce

Proceedings of Meetings on Acoustics

Volume 5, 2008 http://asa.aip.org

156th Meeting Acoustical Society of America

Miami, Florida 10 - 14 November 2008

Session 4aSA: Structural Acoustics and Vibration

4aSA1. Causality and mathematical models in vibration and acoustics, a realistic perspective
Allan D. Pierce* *Corresponding authors address: Mechanical Engineering, Boston University, Boston, MA 02215, adp@bu.edu Causality principles are defined in the context of linear systems with time-independent properties. The primary concepts are those of a reponse function and of a transfer function. The existence of the latter strictly requires that the system be stable, and a causal response function can exist without the system being stable. The definition of the transfer function can be extended to the negative real axis and subsequently to the upper half plane for specific mathematical models of vibrating systems. Stability and consequently the use of causality considerations requires that there be no poles in the upper half plane. Examples are given for a one-degree-of-freedom vibrating system with various types of damping terms. Negative damping allows the existence of a causal response function but leads to an instable sytem. Fractional derivative damping is all right if the fractional power is less than 2. Consideration of arbitrary multi-degree-of-freedom systems shows that the usual causality considerations apply if the mass, damping, and stiffness matrices are all positive-definite. An extended class of Kramers-Kronig relations esists, and the general relations in this class are derived which relate the real and imaginary parts of the transfer function. Published by the Acoustical Society of America through the American Institute of Physics

2008 Acoustical Society of America [DOI: 10.1121/1.3073668] Received 25 Nov 2008; published 31 Dec 2008 Proceedings of Meetings on Acoustics, Vol. 5, 065001 (2008)

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Allan D. Pierce

These are the slides that were shown in the talk given in Miami on November 13. It was the rst in a session of invited talks, and the scope was largely an introduction to the principal concepts.

The scope is limited to passive linear systems, where all the properties are independent of time. For any such system, one would expect there to be a response function that connects any given (sole) cause to any given eect.

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The second fundamental premise presumes that the system is such that the response to a sinusoidally oscillating cause will eventually result in a response that is oscillating with the same frequency. This is not necessarily so.

In this simple example where there is a dashpot with negative damping, any transient excitation will always result in a term, perhaps initially very small, but which grows exponentially without bound and which overwhelms any constant frequency steady-state response.

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Here are a list of mathematical observations that one can make about the example in terms of what might ordinarily expect from uncritical causality considerations.

The next portion of the paper examines the consequences of the fundamental principals, given that they hold for a given system. What follows below includes a reminder of what is stated in a previous slide.

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One important consequence is that the frequency dependent transfer function can be equated to a one-sided Fourier transform of the response function. The sign of the exponent in the eit factor is a matter of choice. The choice here is that customarily used in acoustics, but the opposite of what is customarily used in vibrations and circuit theory.

The most important consequence is that the inverse Fourier transform of the transfer function must vanish when the time t is negative. The present author vaguely remembers having been told, at one time or another many year ago that, for the oscillation of bubbles, it was sometimes considered appropriate to take the damping term in the harmonic oscillator as being proportional to the third derivative with respect to time. The author remembered that without much critical thinking and proceeded to use such as a pedagogical example in a course he regularly taught on vibrations, sometimes as a homework problem, and other times as a quiz problem. In retrospect, the example has intrinsic problems in regard to causality. The author discussed this topic with Phillip Marston, who kindly supplied what appears to be the original reference for this type of damping. The reference is: A. Prosperetti, The equation of bubble dynamics in a compressible uid, Phys. Fluids 30, 3626-3628 (1987). Subsequent literature has improved on Prosperettis model and the causality paradox is no longer present. However, the original model presents a good example of how a well-intentioned and apparently rigorously correct derivation can lead to a model that violates causality.

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What appears below is the nonlinear ordinary dierential equation originally derived by Prosperetti, followed by a linearized version.

The linearized equation has the mechanical analog of a spring-mass-dashpot system only with a dashpot term with a third derivative with respect to time.

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What follows is a simple naive analysis of the bubble with damping example.

The transfer function that results is the reciprocal of a third order polynomial. For the model to be consistent with causality considerations, there must be no poles in the upper half plane. A pole in the upper half plane would imply that the transient response would grow exponentially in time.

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When all the singularities of the transfer function are simple poles, it is all right if some poles lie in the lower half plane. In the present example, there are always two good poles, and always one bad pole.

At this point, it is appropriate to address the common terminology that mathematical modes are causal. Such terminology is not always appropriate. A causal response function may exist, but the onset of a sinusoidal excitation may lead to a unstable solution. Perhaps, it is more appropriate to say that the model is instable.

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In surveying the applicable acoustics literature related to causality, the author came across the following abstract of a talk which Murray Strasberg presented in May 2001 at an ASA meeting in Chicago. The present author does not remember whether he heard the talk, and does not attempt here to explain the theoretical device alluded to in the second part of the abstract. It is shown here primarily to emphasize that the case of hysteretic damping is long-recognized as presenting causality problems.

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Perhaps, as an alternate to hysteric damping, one might want to model vibrating systems where the damping is accounted for by a fractional derivative term, so that (d/dt)a (i)a .

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A brief analysis shows that any fractional exponent greater than 0 but less than 2 is all right. If a > 2, the system is instable.

In generalized linear vibration analysis, one often tacitly assumes that system has a large number of degrees of freedom, with the overall system described by a set of simultaneous ordinary dierential equations, which can be written in matrix form.

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Given such a general model, the question naturally arises as to what specic constraints must it conform to, in order that causality considerations can be applied in the analysis of data taken with respect to such a model.

In the analysis for this general question, the author has found the book by Peter Lancaster, Lambda Matrices and Vibrating Systems, to more or less give a comprehensive answer.

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Thus, sucient conditions for the usual causality considerations to hold are that the three matrices each be positive denite. A related problem and one suggested for future discussion is that when the damping in the system is all or partly caused by relaxation processes.

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Frequently in the literature, especially in regard to the interrelations between phase velocity dispersion and attenuation, one nds mention of Kramers-Kronig relations. What is not widely known is that there is actually an extensive family of relations that might warrant such a designation. An outline is given here of how they might be derived. One starts with a hypothesized transfer function H() which is analytic in the upper half of the complex- plane and which therefore has no poles in the upper half plane. One seeks relations between the real and imaginary parts of this function along the positive real axis. The beginning of the derivation is to form one of either two integrals of a generic form where the denominator has an even number of symmetrically placed poles slightly above the real axis, with the integration contour passing above all such poles.

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The contour is extended to include the upper half of the complex plane and the overall integral is consequently zero. Then the portion of the contour originally just above the real axis is deformed so that it consists of (i) a sequence of segments along the real axis, each seqment stopping just short of a pole, and (ii) a sequence of semicircular arcs which go above each of the poles. The development below shows how the integration contribution from the segments along the real axis leads to the principal value of an integral along the positive real axis. For the type I integral, the integrand involves only the real part of the transfer function. For the type II integral, it involves only the imaginary part.

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Here is a formal expression for any Kramers-Kronig relation of the rst type. The right side, arising from contribution from the semi-circular arcs around the poles, involves the imaginary part of the transfer function at a limited number of points on the real axis. The left side involves the principal value of an integral whose integrand involves only the real part. For the second type of Kramers-Kronig relation, the converse is the case.

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