28 resultados para stochastic Hamiltonian problems

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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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.

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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.

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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 boundary knot method (BKM) of very recent origin is an inherently meshless, integration-free, boundary-type, radial basis function collocation technique for the numerical discretization of general partial differential equation systems. Unlike the method of fundamental solutions, the use of non-singular general solution in the BKM avoids the unnecessary requirement of constructing a controversial artificial boundary outside the physical domain. The purpose of this paper is to extend the BKM to solve 2D Helmholtz and convection-diffusion problems under rather complicated irregular geometry. The method is also first applied to 3D problems. Numerical experiments validate that the BKM can produce highly accurate solutions using a relatively small number of knots. For inhomogeneous cases, some inner knots are found necessary to guarantee accuracy and stability. The stability and convergence of the BKM are numerically illustrated and the completeness issue is also discussed.

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Stochastic characteristics prevail in the process of short fatigue crack progression. This paper presents a method taking into account the balance of crack number density to describe the stochastic behaviour of short crack collective evolution. The results from the simulation illustrate the stochastic development of short cracks. The experiments on two types of steels show the random distribution for collective short cracks with the number of cracks and the maximum crack length as a function of different locations on specimen surface. The experiments also give the variation of total number of short cracks with fatigue cycles. The test results are consistent with numerical simulations.

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In the present paper, it is shown that the zero series eigenfunctions of Reissner plate cracks/notches fracture problems are analogous to the eigenfunctions of anti-plane and in-plane. The singularity in the double series expression of plate problems only arises in zero series parts. In view of the relationship with eigen-values of anti-plane and in-plane problem, the solution of eigen-values for Reissner plates consists of two parts: anti-plane problem and in-plane problem. As a result the corresponding eigen-values or the corresponding eigen-value solving programs with respect to the anti-plane and in-plane problems can be employed and many aggressive SIF computed methods of plane problems can be employed in the plate. Based on those, the approximate relationship of SIFs between the plate and the plane fracture problems is figured out, and the effect relationship of the plate thickness on SIF is given.

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In this paper the finite element method was used to simulate micro-scale indentation process. The several standard indenters were simulated with 3D finite element model. The emphasis of this paper was the differences between 2D axisymmetric cone model and

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This paper first presents a stochastic structural model to describe the random geometrical features of rock and soil aggregates. The stochastic structural model uses mixture ratio, rock size and rock shape to construct the microstructures of aggregates,and introduces two types of structural elements (block element and jointed element) and three types of material elements (rock element, soil element, and weaker jointed element)for this microstructure. Then, continuum-based discrete element method is used to study the deformation and failure mechanism of rock and soil aggregate through a series of loading tests. It is found that the stress-strain curve of rock and soil aggregates is nonlinear, and the failure is usually initialized from weaker jointed elements. Finally, some factors such as mixture ratio, rock size and rock shape are studied in detail. The numerical results are in good agreement with in situ test. Therefore, current model is effective for simulating the mechanical behaviors of rock and soil aggregates.

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In this paper, the strain gradient theory proposed by Chen and Wang (2001 a, 2002b) is used to analyze an interface crack tip field at micron scales. Numerical results show that at a distance much larger than the dislocation spacing the classical continuum plasticity is applicable; but the stress level with the strain gradient effect is significantly higher than that in classical plasticity immediately ahead of the crack tip. The singularity of stresses in the strain gradient theory is higher than that in HRR field and it slightly exceeds or equals to the square root singularity and has no relation with the material hardening exponents. Several kinds of interface crack fields are calculated and compared. The interface crack tip field between an elastic-plastic material and a rigid substrate is different from that between two elastic-plastic solids. This study provides explanations for the crack growth in materials by decohesion at the atomic scale.

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This paper presents an analysis of crack problems in homogeneous piezoelectrics or on the interfaces between two dissimilar piezoelectric materials based on the continuity of normal electric displacement and electric potential across the crack faces. The explicit analytic solutions are obtained for a single crack in piezoelectrics or on the interfaces of piezoelectric bimaterials. A class of boundary problems involving many cracks is also solved. For homogeneous materials it is found that the normal electric displacement D-2 induced by the crack is constant along the crack faces which depends only on the applied remote stress field. Within the crack slit, the electric fields induced by the crack are also constant and not affected by the applied electric field. For the bimaterials with real H, the normal electric displacement D-2 is constant along the crack faces and electric field E-2 has the singularity ahead of the crack tip and a jump across the interface.

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The T-stress is considered as an important parameter in linear elastic fracture mechanics. In this paper, several closed form solutions of T-stress in plane elasticity crack problems in an infinite plate are investigated using the complex potential theory. In the line crack case, if the applied loading is the remote stress or the concentrated forces, the T-stress can be derived from the basic field. Here, the basic field is defined as the field caused by the applied loading in the infinite plate without the crack. For the circular are crack, the T-stress can be abstracted from a known solution. For the cusp crack problems, the T-stress can be separated from the obtained stress solution for which the conformal mapping technique is used.

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In the present paper, the crack identification problems are investigated. This kind of problems belong to the scope of inverse problems and are usually ill-posed on their solutions. The paper includes two parts: (1) Based on the dynamic BIEM and the optimization method and using the measured dynamic information on outer boundary, the identification of crack in a finite domain is investigated and a method for choosing the high sensitive frequency region is proposed successfully to improve the precision. (2) Based on 3-D static BIEM and hypersingular integral equation theory, the penny crack identification in a finite body is reduced to an optimization problem. The investigation gives us some initial understanding on the 3-D inverse problems.

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A newly developed numerical code, MFPA(2D) (Material Failure Process Analysis), is applied to study the influence of stochastic mesoscopic structure on macroscopic mechanical behavior of rock-like materials. A set of uniaxial compression tests has been numerically studied with numerical specimens containing pre-existing crack-like flaw. The numerical results reveal the influence of random mesoscopic structure on failure process of brittle material, which indicates that the variation of failure mode is strongly sensitive to the local disorder feature of the specimen. And the patterns of the crack evolution in the specimens are very different from each other due to the random mesoscopic structure in material. The results give a good explanation for various kinds of fracture modes and peak strength variation observed in laboratory studies with specimens made from the same rock block being statistically homogenous in macro scale. In addition, the evolution of crack is more complicated in heterogeneous cases than in homogeneous cases.

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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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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.