First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r (1¡r¡n) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.

Investigation on Nonequlibrium Radiation and Relaxation Phenomena in Shock Tubes

The experimental results for the excited time of the nonequlibrium radiation and the ionization behind strong shock waves are presented. Using an optical multichannel analyzer, InSb infrared detectors and near-free-molecular Langmuir probes, the infrared radiation, the electron density of air and the nonequilibrium radiation spectra at different moments of the relaxation process in nitrogen test gas behind normal shock waves were obtained, respectively, in hydrogen oxygen combustion driven shock tubes.

A Multimoment Finite-Volume Shallow-Water Model On The Yin-Yang Overset Spherical Grid

A numerical model for shallow-water equations has been built and tested on the Yin-Yang overset spherical grid. A high-order multimoment finite-volume method is used for the spatial discretization in which two kinds of so-called moments of the physical field [i.e., the volume integrated average ( VIA) and the point value (PV)] are treated as the model variables and updated separately in time. In the present model, the PV is computed by the semi-implicit semi-Lagrangian formulation, whereas the VIA is predicted in time via a flux-based finite-volume method and is numerically conserved on each component grid. The concept of including an extra moment (i.e., the volume-integrated value) to enforce the numerical conservativeness provides a general methodology and applies to the existing semi-implicit semi-Lagrangian formulations. Based on both VIA and PV, the high-order interpolation reconstruction can only be done over a single grid cell, which then minimizes the overlapping zone between the Yin and Yang components and effectively reduces the numerical errors introduced in the interpolation required to communicate the data between the two components. The present model completely gets around the singularity and grid convergence in the polar regions of the conventional longitude-latitude grid. Being an issue demanding further investigation, the high-order interpolation across the overlapping region of the Yin-Yang grid in the current model does not rigorously guarantee the numerical conservativeness. Nevertheless, these numerical tests show that the global conservation error in the present model is negligibly small. The model has competitive accuracy and efficiency.

Shallow Water Model On Cubed-Sphere By Multi-Moment Finite Volume Method

A global numerical model for shallow water flows on the cubed-sphere grid is proposed in this paper. The model is constructed by using the constrained interpolation profile/multi-moment finite volume method (CIP/MM FVM). Two kinds of moments, i.e. the point value (PV) and the volume-integrated average (VIA) are defined and independently updated in the present model by different numerical formulations. The Lax-Friedrichs upwind splitting is used to update the PV moment in terms of a derivative Riemann problem, and a finite volume formulation derived by integrating the governing equations over each mesh element is used to predict the VIA moment. The cubed-sphere grid is applied to get around the polar singularity and to obtain uniform grid spacing for a spherical geometry. Highly localized reconstruction in CIP/MM FVM is well suited for the cubed-sphere grid, especially in dealing with the discontinuity in the coordinates between different patches. The mass conservation is completely achieved over the whole globe. The numerical model has been verified by Williamson's standard test set for shallow water equation model on sphere. The results reveal that the present model is competitive to most existing ones. (C) 2008 Elsevier Inc. All rights reserved.

A Cip/Multi-Moment Finite Volume Method For Shallow Water Equations With Source Terms

A novel finite volume method has been presented to solve the shallow water equations. In addition to the volume-integrated average (VIA) for each mesh cell, the surface-integrated average (SIA) is also treated as the model variable and is independently predicted. The numerical reconstruction is conducted based on both the VIA and the SIA. Different approaches are used to update VIA and SIA separately. The SIA is updated by a semi-Lagrangian scheme in terms of the Riemann invariants of the shallow water equations, while the VIA is computed by a flux-based finite volume formulation and is thus exactly conserved. Numerical oscillation can be effectively avoided through the use of a non-oscillatory interpolation function. The numerical formulations for both SIA and VIA moments maintain exactly the balance between the fluxes and the source terms. 1D and 2D numerical formulations are validated with numerical experiments. Copyright (c) 2007 John Wiley & Sons, Ltd.

Hydrodynamic interaction between two vertical cylinders in water waves

The hydrodynamic interaction between two vertical cylinders in water waves is investigated based on the linearized potential flow theory. One of the two cylinders is fixed at the bottom while the other is articulated at the bottom and oscillates with small amplitudes in the direction of the incident wave. Both the diffracted wave and the radiation wave are studied in the present paper. A simple analytical expression for the velocity potential on the surface of each cylinder is obtained by means of Graf's addition theorem. The wave-excited forces and moments on the cylinders, the added masses and the radiation damping coefficients of the oscillating cylinder are all expressed explicitly in series form. The coefficients of the series are determined by solving algebraic equations. Several numerical examples are given to illustrate the effects of various parameters, such as the separation distance, the relative size of the cylinders, and the incident angle, on the first-order and steady second-order forces, the added masses and radiation-damping coefficients as well as the response of the oscillating cylinder.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

About generalized scaling for passive scalars in fully developed turbulence

In this paper we use a simple normal form approach of scale invariant fields to investigate scaling laws of passive scalars in turbulence. The coupling equations for velocity and passive scalar moments are scale covariant. Their solution shows that passive scalars in turbulence do not generically follow a general scaling observed for velocity field because of coupling effects.

DNS and LES of turbulent channel flow with hydrophobic surface

Hydrophobic surface benefits for drag reduction. Min and Kim[1] do the first Direct Numerical Simulation on drag reduction in turbulent channel flow. And Fukagata and Kasagi[2] make some theoretical analysis based on Dean[3]'s formula and some observations in the DNS results. Using their theory, they conclude that drag reduction is possible in large Reynolds number. Both Direct Numerical Simulation (DNS) and Large Eddy Simulation (LES) are performed in our research. How the LES behaving in the turbulent channel flow with hydrophobic surface is examined. Original Smagorinsky model and its Dynamical model are used in LES. The slip velocities predicted by LES using Dynamical model are in good agreement with DNS as shown in the Figure. Although the percentage of drag reduction predicted by LES shows some discrepancies, it is in the error limit for industrial flow. First order and second order moments of LES are also examined and compared with DNS's results. The first-order moments is calculated well by LES. But there are some discrepancies of second-order moments between LES and DNS. [GRAPHICS]

High Order Multi-Moment Constrained Finite Volume Method. Part I: Basic Formulation

A new high-order finite volume method based on local reconstruction is presented in this paper. The method, so-called the multi-moment constrained finite volume (MCV) method, uses the point values defined within single cell at equally spaced points as the model variables (or unknowns). The time evolution equations used to update the unknowns are derived from a set of constraint conditions imposed on multi kinds of moments, i.e. the cell-averaged value and the point-wise value of the state variable and its derivatives. The finite volume constraint on the cell-average guarantees the numerical conservativeness of the method. Most constraint conditions are imposed on the cell boundaries, where the numerical flux and its derivatives are solved as general Riemann problems. A multi-moment constrained Lagrange interpolation reconstruction for the demanded order of accuracy is constructed over single cell and converts the evolution equations of the moments to those of the unknowns. The presented method provides a general framework to construct efficient schemes of high orders. The basic formulations for hyperbolic conservation laws in 1- and 2D structured grids are detailed with the numerical results of widely used benchmark tests. (C) 2009 Elsevier Inc. All rights reserved.

Enhancement of ultrafast four-wave mixing in a polar molecule medium

We investigate the ultrafast four-wave mixing (FWM) with two-color few-cycle ultrashort pulses propagating in a two-level polar molecule medium. It is found that the enhancement of FWM can be achieved even for low intensity pulses due to the effects of permanent dipole moments (PDM) in polar molecules. Moreover, the conversion efficiency of FWM can be controlled by the carrier-envelope phases (CEP) of two ultrashort pulses. (c) 2006 Optical Society of America

Coherent population accumulations of multiphoton transitions induced by an ultrashort pulse train in polar molecules

Coherent population accumulations of multiphoton transitions induced by an ultrashort pulse train in a two-level polar molecule are investigated theoretically by solving the density-matrix equations without invoking any of the standard approximations. It is shown due to the effects of permanent dipole moments, that the population accumulation of multiphoton transitions can be obtained in the polar molecule. Moreover, the population accumulations depend crucially on the relative phase between two sequential pulses, and the period in which the maximum population accumulation occurs is 2 pi/N in N-photon transitions.

Generation of attosecond pulses in a system with permanent dipole moment

The generation of attosecond pulses in a two-level system with permanent dipole moment is investigated. It is shown due to the presence of permanent dipole moments, that the plateau of the high-order harmonic generation spectrum can be extended to X-ray range. Moreover, attosecond pulses with higher intensity can be synthesized by using both even and odd harmonics because of their quantum interference. (c) 2006 Elsevier B.V. All rights reserved.

The dispersive properties of an excited-doublet four-level atomic system

We have investigated the dispersive properties of excited-doublet four-level atoms interacting with a weak probe field and an intense coupling laser field. We have derived an analytical expression of the dispersion relation for a general excited-doublet four-level atomic system subject to a one-photon detuning. The numerical results demonstrate that for a typical rubidium D1 line configuration, due to the unequal dipole moments for the transitions of each ground state to double excited states, generally there exists no exact dark state in the system. Close to the two-photon resonance, the probe light can be absorbed orgained and propagate in the so-called superluminal form. This system may be used as an optical switch.