118 resultados para Stochastic equation,


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There has been much progress in recent years in the analysis of complex random vibro-acoustic systems, and general analysis methods have been developed which are based on the properties of diffuse wave fields. It is shown in the present paper that such methods can also be applied to high frequency EMC problems, avoiding the need for costly full wave solutions to Maxwell's equations in complex cavities. The theory behind the approach is outlined and then applied to the relatively simple case of a wiring system which is subject to reverberant electromagnetic wave excitation. © 2011 IEEE.

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in this paper we investigate the moment asymptotic stability for the nonlinear stochastic hybrid delay systems. Sufficient criteria on the stabilization and robust stability are also established for linear stochastic hybrid delay systems. Copyright © 2005 IFAC.

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A computational impact analysis methodology has been developed, based on modal analysis and a local contact force-deflection model. The contact law is based on Hertz contact theory while contact stresses are elastic, defines a modified contact theory to take account of local permanent indentation, and considers elastic recovery during unloading. The model was validated experimentally through impact testing of glass-carbon hybrid braided composite panels. Specimens were mounted in a support frame and the contact force was inferred from the deceleration of the impactor, measured by high-speed photography. A Finite Element analysis of the panel and support frame assembly was performed to compute the modal responses. The new contact model performed well in predicting the peak forces and impact durations for moderate energy impacts (15 J), where contact stresses locally exceed the linear elastic limit and damage may be deemed to have occurred. C-scan measurements revealed substantial damage for impact energies in the range of 30-50 J. For this regime the new model predictions might be improved by characterisation of the contact law hysteresis during the unloading phase, and a modification of the elastic vibration response in line with damage levels acquired during the impact. © 2011 Elsevier Ltd. All rights reserved.

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The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element method to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby forgoing the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented. © 2011 Elsevier B.V.

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The uncertainty associated with a rainfall-runoff and non-point source loading (NPS) model can be attributed to both the parameterization and model structure. An interesting implication of the areal nature of NPS models is the direct relationship between model structure (i.e. sub-watershed size) and sample size for the parameterization of spatial data. The approach of this research is to find structural limitations in scale for the use of the conceptual NPS model, then examine the scales at which suitable stochastic depictions of key parameter sets can be generated. The overlapping regions are optimal (and possibly the only suitable regions) for conducting meaningful stochastic analysis with a given NPS model. Previous work has sought to find optimal scales for deterministic analysis (where, in fact, calibration can be adjusted to compensate for sub-optimal scale selection); however, analysis of stochastic suitability and uncertainty associated with both the conceptual model and the parameter set, as presented here, is novel; as is the strategy of delineating a watershed based on the uncertainty distribution. The results of this paper demonstrate a narrow range of acceptable model structure for stochastic analysis in the chosen NPS model. In the case examined, the uncertainties associated with parameterization and parameter sensitivity are shown to be outweighed in significance by those resulting from structural and conceptual decisions. © 2011 Copyright IAHS Press.

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This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.