Surface-waves, stability, and scattering for a lined duct with flow

We consider a straight cylindrical duct with a steady subsonic axial flow and a reacting boundary (e.g. an acoustic lining). The wave modes are separated into ordinary acoustic duct modes, and surface modes confined to a small neighbourhood of the boundary. Many researchers have used a mass-spring-damper boundary model, for which one surface mode has previously been identified as a convective instability; however, we show the stability analysis used in such cases to be questionable. We investigate instead the stability of the surface modes using the Briggs-Bers criterion for a Flügge thin-shell boundary model. For modest frequencies and wavenumbers the thin-shell has an impedance which is effectively that of a mass-spring-damper, although for the large wavenumbers needed for the stability analysis the thin-shell and mass-spring-damper impedances diverge, owing to the thin shell's bending stiffness. The thin shell model may therefore be viewed as a regularization of the mass-spring-damper model which accounts for nonlocally-reacting effects. We find all modes to be stable for realistic thin-shell parameters, while absolute instabilities are demonstrated for extremely thin boundary thicknesses. The limit of vanishing bending stiffness is found to be a singular limit, yielding absolute instabilities of arbitrarily large temporal growth rate. We propose that the problems with previous stability analyses are due to the neglect of something akin to bending stiffness in the boundary model. Our conclusion is that the surface mode previously identified as a convective instability may well be stable in reality. Finally, inspired by Rienstra's recent analysis, we investigate the scattering of an acoustic mode as it encounters a sudden change from a hard-wall to a thin-shell boundary, using a Wiener-Hopf technique. The thin-shell is considered to be clamped to the hard-wall. The acoustic mode is found to scatter into transmitted and reflected acoustic modes, and surface modes strongly linked to the solid waves in the boundary, although no longitudinal or transverse waves within the boundary are excited. Examples are provided that demonstrate total transmission, total reflection, and a combination of the two. This thin-shell scattering problem is preferable to the mass-spring-damper scattering problem presented by Rienstra, since the thin-shell problem is fully determined and does not need to appeal to a Kutta-like condition or the inclusion of an instability in order to avoid a surface-streamline cusp at the boundary change.

A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

The influence of repeated loading, residual stresses and shakedown on the behaviour of tribological contacts

Most tribological pairs carry their service load not just once but for a very large number of repeated cycles. During the early stages of this life, protective residual stresses may be developed in the near surface layers which enable loads which are of sufficient magnitude to cause initial plastic deformation to be accommodated purely elastically in the longer term. This is an example of the phenomenon of 'shakedown' and when its effects are incorporated into the design and operation schedule of machine components this process can lead to significant increases in specific loading duties or improvements in material utilization. Although the underlying principles can be demonstrated by reference to relatively simple stress systems, when a moving Hertzian pressure distribution in considered, which is the form of loading applicable to many contact problems, the situation is more complex. In the absence of exact solutions, bounding theorems, adopted from the theory of plasticity, can be used to generate appropriate load or shakedown limits so that shakedown maps can be drawn which delineate the boundaries between potentially safe and unsafe operating conditions. When the operating point of the contact lies outside the shakedown limit there will be an increment of plastic strain with each application of the load - these can accumulate leading eventually to either component failure or the loss of material by wear. © 2005 Elsevier Ltd. All rights reserved.

Lyapunov's stability and operational margin of grid-connected photovoltaic modules

Analyses of photovoltaic power generation based on Lyapunov's theorems are presented. The characteristics of the photovoltaic module and the power conditioning unit are analyzed in order to establish energy functions that assess the stability of solutions and define safe regions of operation. Furthermore, it is shown that grid-connected photovoltaic modules driven at maximum power may become unstable under normal grid transients. In such cases, stability can be maintained by allowing an operational margin defined as the energy difference between the stable and the unstable solutions of the system. Simulations show that modules cope well with grid transients when a sufficiently large margin is used.

The non-local nature of structure functions

Kolmogorov's two-thirds, ((Δv) 2) ∼ e 2/ 3r 2/ 3, and five-thirds, E ∼ e 2/ 3k -5/ 3, laws are formally equivalent in the limit of vanishing viscosity, v → 0. However, for most Reynolds numbers encountered in laboratory scale experiments, or numerical simulations, it is invariably easier to observe the five-thirds law. By creating artificial fields of isotropic turbulence composed of a random sea of Gaussian eddies whose size and energy distribution can be controlled, we show why this is the case. The energy of eddies of scale, s, is shown to vary as s 2/ 3, in accordance with Kolmogorov's 1941 law, and we vary the range of scales, γ = s max/s min, in any one realisation from γ = 25 to γ = 800. This is equivalent to varying the Reynolds number in an experiment from R λ = 60 to R λ = 600. While there is some evidence of a five-thirds law for g > 50 (R λ > 100), the two-thirds law only starts to become apparent when g approaches 200 (R λ ∼ 240). The reason for this discrepancy is that the second-order structure function is a poor filter, mixing information about energy and enstrophy, and from scales larger and smaller than r. In particular, in the inertial range, ((Δv) 2) takes the form of a mixed power-law, a 1+a 2r 2+a 3r 2/ 3, where a 2r 2 tracks the variation in enstrophy and a 3r 2/ 3 the variation in energy. These findings are shown to be consistent with experimental data where the polution of the r 2/ 3 law by the enstrophy contribution, a 2r 2, is clearly evident. We show that higherorder structure functions (of even order) suffer from a similar deficiency.

Shear-flexible subdivision shells

We present a new shell model and an accompanying discretisation scheme that is suitable for thin and thick shells. The deformed configuration of the shell is parameterised using the mid-surface position vector and an additional shear vector for describing the out-of-plane shear deformations. In the limit of vanishing thickness, the shear vector is identically zero and the Kirchhoff-Love model is recovered. Importantly, there are no compatibility constraints to be satisfied by the shape functions used for discretising the mid-surface and the shear vector. The mid-surface has to be interpolated with smooth C 1-continuous shape functions, whereas the shear vector can be interpolated with C 0-continuous shape functions. In the present paper, the mid-surface as well as the shear vector are interpolated with smooth subdivision shape functions. The resulting finite elements are suitable for thin and thick shells and do not exhibit shear locking. The good performance of the proposed formulation is demonstrated with a number of linear and geometrically non-linear plate and shell examples. © 2012 John Wiley & Sons, Ltd.

Fluid-structure interaction of three-dimensional magnetic artificial cilia

A numerical model is developed to analyse the interaction of artificial cilia with the surrounding fluid in a three-dimensional setting in the limit of vanishing fluid inertia forces. The cilia are modelled using finite shell elements and the fluid is modelled using a boundary element approach. The coupling between both models is performed by imposing no-slip boundary conditions on the surface of the cilia. The performance of the model is verified using various reference problems available in the literature. The model is used to simulate the fluid flow due to magnetically actuated artificial cilia. The results show that narrow and closely spaced cilia create the largest flow, that metachronal waves along the width of the cilia create a significant flow in the direction of the cilia width and that the recovery stroke in the case of the out-of-plane actuation of the cilia strongly depends on the cilia width. © 2012 Cambridge University Press.

Nonequilibrium dynamics of photoexcited electrons in graphene: Collinear scattering, Auger processes, and the impact of screening

We present a combined analytical and numerical study of the early stages (sub-100-fs) of the nonequilibrium dynamics of photoexcited electrons in graphene. We employ the semiclassical Boltzmann equation with a collision integral that includes contributions from electron-electron (e-e) and electron-optical phonon interactions. Taking advantage of circular symmetry and employing the massless Dirac fermion (MDF) Hamiltonian, we are able to perform an essentially analytical study of the e-e contribution to the collision integral. This allows us to take particular care of subtle collinear scattering processes - processes in which incoming and outgoing momenta of the scattering particles lie on the same line - including carrier multiplication (CM) and Auger recombination (AR). These processes have a vanishing phase space for two-dimensional MDF bare bands. However, we argue that electron-lifetime effects, seen in experiments based on angle-resolved photoemission spectroscopy, provide a natural pathway to regularize this pathology, yielding a finite contribution due to CM and AR to the Coulomb collision integral. Finally, we discuss in detail the role of physics beyond the Fermi golden rule by including screening in the matrix element of the Coulomb interaction at the level of the random phase approximation (RPA), focusing in particular on the consequences of various approximations including static RPA screening, which maximizes the impact of CM and AR processes, and dynamical RPA screening, which completely suppresses them. © 2013 American Physical Society.