Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

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.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Traveling wave front for the Fisher equation on an infinite band region

Instead of discussing the existence of a one-dimensional traveling wave front solution which connects two constant steady states, the present work deals with the case connecting a constant and a nonhomogeneous steady state on an infinite band region. The corresponding model is the well-known Fisher equation with variational coefficient and Dirichlet boundary condition. (c) 2006 Elsevier Ltd. All rights reserved.

Complex potentials and singular integral equation for curve crack problem in antiplane elasticity

Four types of the fundamental complex potential in antiplane elasticity are introduced: (a) a point dislocation, (b) a concentrated force, (c) a dislocation doublet and (d) a concentrated force doublet. It is proven that if the axis of the concentrated force doublet is perpendicular to the direction of the dislocation doublet, the relevant complex potentials are equivalent. Using the obtained complex potentials, a singular integral equation for the curve crack problem is introduced. Some particular features of the obtained singular integral equation are discussed, and numerical solutions and examples are given.

Direct numerical test of the B-G-K model equation by the DSMC method

In the present paper the rarefied gas how caused by the sudden change of the wall temperature and the Rayleigh problem are simulated by the DSMC method which has been validated by experiments both in global flour field and velocity distribution function level. The comparison of the simulated results with the accurate numerical solutions of the B-G-K model equation shows that near equilibrium the BG-K equation with corrected collision frequency can give accurate result but as farther away from equilibrium the B-G-K equation is not accurate. This is for the first time that the error caused by the B-G-K model equation has been revealed.

A lattice Boltzmann method for KDV equation

We prepose a 5-bit lattice Boltzmann model for KdV equation. Using Chapman-Enskog expansion and multiscale technique, we obtained high order moments of equilibrium distribution function, and the 3rd dispersion coefficient and 4th order viscosity. The parameters of this scheme can be determined by analysing the energy dissipation.

Modified Simplified Rate Equation Model of Flowing Chemical Oxygen-Iodine Laser and its Application

A modified simplified rate equation (RE) model of flowing chemical oxygen-iodine laser (COIL), which is adapted to both the condition of homogeneous broadening and inhomogeneous broadening being of importance and the condition of inhomogeneous broadening being predominant, is presented for performance analyses of a COIL. By using the Voigt profile function and the gain-equal-loss approximation, a gain expression has been deduced from the rate equations of upper and lower level laser species. This gain expression is adapted to the conditions of very low gas pressure up to quite high pressure and can deal with the condition of lasing frequency being not equal to the central one of spectral profile. The expressions of output power and extraction efficiency in a flowing COIL can be obtained by solving the coupling equations of the deduced gain expression and the energy equation which expresses the complete transformation of the energy stored in singlet delta state oxygen into laser energy. By using these expressions, the RotoCOIL experiment is simulated, and obtained results agree well with experiment data. Effects of various adjustable parameters on the performances of COIL are also presented.

A Continuation Method of Parameter Inversion for Non-Equilibrium Convection-Dispersion Equation

Based on the homotopy mapping, a globally convergent method of parameter inversion for non-equilibrium convection-dispersion equations (CDEs) is developed. Moreover, in order to further improve the computational efficiency of the algorithm, a properly smooth function, which is derived from the sigmoid function, is employed to update the homotopy parameter during iteration. Numerical results show the feature of global convergence and high performance of this method. In addition, even the measurement quantities are heavily contaminated by noises, and a good solution can be found.

A lattice Boltzmann equation for waves

We propose a lattice Boltzmann model for the wave equation. Using a lattice Boltzmann equation and the Chapman-Enskog expansion, we get 1D and 2D wave equations with truncation error of order two. The numerical tests show the method can be used to simulate the wave motions.

Variational Approach to the Lane-Emden Equation

By the semi-inverse method, a variational principle is obtained for the Lane-Emden equation, which gives much numerical convenience when applying finite element methods or Ritz method.

A Variational Approach to the Burridge-Knopoff Equation

A variational principle is obtained for the Burridge-Knopoff model for earthquake faults, and this paper considers an analytic approach that does not require linearization or perturbation.