49 resultados para Stochastic differential equation with hysteresis

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.

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The constitutive relations and kinematic assumptions on the composite beam with shape memory alloy (SMA) arbitrarily embedded are discussed and the results related to the different kinematic assumptions are compared. As the approach of mechanics of materials is to study the composite beam with the SMA layer embedded, the kinematic assumption is vital. In this paper, we systematically study the kinematic assumptions influence on the composite beam deflection and vibration characteristics. Based on the different kinematic assumptions, the equations of equilibrium/motion are different. Here three widely used kinematic assumptions are presented and the equations of equilibrium/motion are derived accordingly. As the three kinematic assumptions change from the simple to the complex one, the governing equations evolve from the linear to the nonlinear ones. For the nonlinear equations of equilibrium, the numerical solution is obtained by using Galerkin discretization method and Newton-Rhapson iteration method. The analysis on the numerical difficulty of using Galerkin method on the post-buckling analysis is presented. For the post-buckling analysis, finite element method is applied to avoid the difficulty due to the singularity occurred in Galerkin method. The natural frequencies of the composite beam with the nonlinear governing equation, which are obtained by directly linearizing the equations and locally linearizing the equations around each equilibrium, are compared. The influences of the SMA layer thickness and the shift from neutral axis on the deflection, buckling and post-buckling are also investigated. This paper presents a very general way to treat thermo-mechanical properties of the composite beam with SMA arbitrarily embedded. The governing equations for each kinematic assumption consist of a third order and a fourth order differential equation with a total of seven boundary conditions. Some previous studies on the SMA layer either ignore the thermal constraint effect or implicitly assume that the SMA is symmetrically embedded. The composite beam with the SMA layer asymmetrically embedded is studied here, in which symmetric embedding is a special case. Based on the different kinematic assumptions, the results are different depending on the deflection magnitude because of the nonlinear hardening effect due to the (large) deflection. And this difference is systematically compared for both the deflection and the natural frequencies. For simple kinematic assumption, the governing equations are linear and analytical solution is available. But as the deflection increases to the large magnitude, the simple kinematic assumption does not really reflect the structural deflection and the complex one must be used. During the systematic comparison of computational results due to the different kinematic assumptions, the application range of the simple kinematic assumption is also evaluated. Besides the equilibrium study of the composite laminate with SMA embedded, the buckling, post-buckling, free and forced vibrations of the composite beam with the different configurations are also studied and compared.

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In this paper, the closed form of solution to the stochastic differential equation for a fatigue crack evolution system is derived. and the relationship between metal fatigue damage and crack stochastic behaviour is investigated. It is found that the damage extent of metals is independent of crack stochastic behaviour ii the stochastic deviation of the crack growth rate is directly proportional to its mean value. The evolution of stochastic deviation of metal fatigue damage in the stage close to the transition point between short and long crack regimes is also discussed.

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Large-eddy simulation (LES) has emerged as a promising tool for simulating turbulent flows in general and, in recent years,has also been applied to the particle-laden turbulence with some success (Kassinos et al., 2007). The motion of inertial particles is much more complicated than fluid elements, and therefore, LES of turbulent flow laden with inertial particles encounters new challenges. In the conventional LES, only large-scale eddies are explicitly resolved and the effects of unresolved, small or subgrid scale (SGS) eddies on the large-scale eddies are modeled. The SGS turbulent flow field is not available. The effects of SGS turbulent velocity field on particle motion have been studied by Wang and Squires (1996), Armenio et al. (1999), Yamamoto et al. (2001), Shotorban and Mashayek (2006a,b), Fede and Simonin (2006), Berrouk et al. (2007), Bini and Jones (2008), and Pozorski and Apte (2009), amongst others. One contemporary method to include the effects of SGS eddies on inertial particle motions is to introduce a stochastic differential equation (SDE), that is, a Langevin stochastic equation to model the SGS fluid velocity seen by inertial particles (Fede et al., 2006; Shotorban and Mashayek, 2006a; Shotorban and Mashayek, 2006b; Berrouk et al., 2007; Bini and Jones, 2008; Pozorski and Apte, 2009).However, the accuracy of such a Langevin equation model depends primarily on the prescription of the SGS fluid velocity autocorrelation time seen by an inertial particle or the inertial particle–SGS eddy interaction timescale (denoted by $\delt T_{Lp}$ and a second model constant in the diffusion term which controls the intensity of the random force received by an inertial particle (denoted by C_0, see Eq. (7)). From the theoretical point of view, dTLp differs significantly from the Lagrangian fluid velocity correlation time (Reeks, 1977; Wang and Stock, 1993), and this carries the essential nonlinearity in the statistical modeling of particle motion. dTLp and C0 may depend on the filter width and particle Stokes number even for a given turbulent flow. In previous studies, dTLp is modeled either by the fluid SGS Lagrangian timescale (Fede et al., 2006; Shotorban and Mashayek, 2006b; Pozorski and Apte, 2009; Bini and Jones, 2008) or by a simple extension of the timescale obtained from the full flow field (Berrouk et al., 2007). In this work, we shall study the subtle and on-monotonic dependence of $\delt T_{Lp}$ on the filter width and particle Stokes number using a flow field obtained from Direct Numerical Simulation (DNS). We then propose an empirical closure model for $\delta T_{Lp}$. Finally, the model is validated against LES of particle-laden turbulence in predicting single-particle statistics such as particle kinetic energy. As a first step, we consider the particle motion under the one-way coupling assumption in isotropic turbulent flow and neglect the gravitational settling effect. The one-way coupling assumption is only valid for low particle mass loading.

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For some species, hereditary factors have great effects on their population evolution, which can be described by the well-known Volterra model. A model developed is investigated in this article, considering the seasonal variation of the environment, where the diffusive effect of the population is also considered. The main approaches employed here are the upper-lower solution method and the monotone iteration technique. The results show that whether the species dies out or not depends on the relations among the birth rate, the death rate, the competition rate, the diffusivity and the hereditary effects. The evolution of the population may show asymptotic periodicity, provided a certain condition is satisfied for the above factors. (c) 2006 Elsevier Ltd. All rights reserved.

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The main aim of this paper is to investigate the effects of the impulse and time delay on a type of parabolic equations. In view of the characteristics of the equation, a particular iteration scheme is adopted. The results show that Under certain conditions on the coefficients of the equation and the impulse, the solution oscillates in a particular manner-called "asymptotic weighted-periodicity".

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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.

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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.

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The possibility of lifetime measurement in a flowing medium with phase fluorometry is investigated theoretically. A 3-D time dependent partial differential equation of the number density of atoms (or molecules) in the upper level of the fluorescence transition is solved analytically, taking flow, diffusion, optical excitation, decay, Doppler shift, and thickness of the excitation light sheet into account. An analytical expression of the intensity of the fluorescence signal in the flowing medium is deduced. Conditions are given, in which the principle of lifetime measurement with phase fluorometry in the static sample cell can be used in a flowing medium.

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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.

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It is obvious that the pressure gradient alone, the axial direction in a pipe flow keeps constant according to the Haoen-Poiseuille equation. However, recent experiments indicated that the distribution of the pressure seemed no longer linear for liquid flows in microtubes driven by high pressure (1-30MPa). Based on H-P equation with slip boundary condition and Bridgman's relation of viscosity vs. static pressure, the nonlinear distribution of pressure along the axial direction is analyzed in this paper. The revised standard Poiseuille number with the effect of pressure-dependent viscosity taken into account agrees well with the experimental results. Therefore, the dependence of the viscosity on the pressure is one of the dominating, factors under high driven pressure, and is represented by an important property coefficient et of the liquid.

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The diffusive wave equation with inhomogeneous terms representing hydraulics with uniform or concentrated lateral inflow intoa river is theoretically investigated in the current paper. All the solutions have been systematically expressed in a unified form interms of response function or so called K-function. The integration of K-function obtained by using Laplace transform becomesS-function, which is examined in detail to improve the understanding of flood routing characters. The backwater effects usuallyresulting in the discharge reductions and water surface elevations upstream due to both the downstream boundary and lateral infloware analyzed. With a pulse discharge in upstream boundary inflow, downstream boundary outflow and lateral inflow respectively,hydrographs of a channel are routed by using the S-functions. Moreover, the comparisons of hydrographs in infinite, semi-infiniteand finite channels are pursued to exhibit the different backwater effects due to a concentrated lateral inflow for various channeltypes.

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In this paper, we study some degenerate parabolic equation with Cauchy-Dirichlet boundary conditions. This problem is considered in little Holder spaces. The optimal regularity of the solution v is obtained and is specified in terms of those of the second member when some conditions upon the Holder exponent with respect to the degeneracy are satisfied. The proofs mainly use the sum theory of linear operators with or without density of domains and the results of smoothness obtained in the study of some abstract linear differential equations of elliptic type.

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A more generalized model of a beam resting on a tensionless Reissner foundation is presented. Compared with the Winkler foundation model, the Reissner foundation model is a much improved one. In the Winkler foundation model, there is no shear stress inside the foundation layer and the foundation is assumed to consist of closely spaced, independent springs. The presence of shear stress inside Reissner foundation makes the springs no longer independent and the foundation to deform as a whole. Mathematically, the governing equation of a beam on Reissner foundation is sixth order differential equation compared with fourth order of Winkler one. Because of this order change of the governing equation, new boundary conditions are needed and related discussion is presented. The presence of the shear stress inside the tensionless Reissner foundation together with the unknown feature of contact area/length makes the problem much more difficult than that of Winkler foundation. In the model presented here, the effects of beam dimension, gap distance, loading asymmetry and foundation shear stress on the contact length are all incorporated and studied. As the beam length increases, the results of a finite beam with zero gap distance converge asymptotically to those obtained by the previous model for an infinitely long beam. (C) 2008 Elsevier Ltd. All rights reserved.