Doubly spectral stochastic finite element method (DSSFEM) for random field problems

Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

Tracking analysis of an LMS decision feedback equalizer for a wireless channel

We consider a time varying wireless fading channel, equalized by an LMS Decision Feedback equalizer (DFE). We study how well this equalizer tracks the optimal MMSEDFE (Wiener) equalizer. We model the channel by an Autoregressive (AR) process. Then the LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs (ordinary differential equations). Using these ODEs, we show via some examples that the LMS equalizer moves close to the instantaneous Wiener filter after initial transience. We also compare the LMS equalizer with the instantaneous optimal DFE (the commonly used Wiener filter) designed assuming perfect previous decisions and computed using perfect channel estimate (we will call it as IDFE). We show that the LMS equalizer outperforms the IDFE almost all the time after initial transience.

Filtered density function for large eddy simulation of turbulent reacting flows

A methodology termed the “filtered density function” (FDF) is developed and implemented for large eddy simulation (LES) of chemically reacting turbulent flows. In this methodology, the effects of the unresolved scalar fluctuations are taken into account by considering the probability density function (PDF) of subgrid scale (SGS) scalar quantities. A transport equation is derived for the FDF in which the effect of chemical reactions appears in a closed form. The influences of scalar mixing and convection within the subgrid are modeled. The FDF transport equation is solved numerically via a Lagrangian Monte Carlo scheme in which the solutions of the equivalent stochastic differential equations (SDEs) are obtained. These solutions preserve the Itô-Gikhman nature of the SDEs. The consistency of the FDF approach, the convergence of its Monte Carlo solution and the performance of the closures employed in the FDF transport equation are assessed by comparisons with results obtained by direct numerical simulation (DNS) and by conventional LES procedures in which the first two SGS scalar moments are obtained by a finite difference method (LES-FD). These comparative assessments are conducted by implementations of all three schemes (FDF, DNS and LES-FD) in a temporally developing mixing layer and a spatially developing planar jet under both non-reacting and reacting conditions. In non-reacting flows, the Monte Carlo solution of the FDF yields results similar to those via LES-FD. The advantage of the FDF is demonstrated by its use in reacting flows. In the absence of a closure for the SGS scalar fluctuations, the LES-FD results are significantly different from those based on DNS. The FDF results show a much closer agreement with filtered DNS results. © 1998 American Institute of Physics.

Simulation of RNA silencing pathway for time-dependent transgene transcription rate

The synthesis of dsRNA is analyzed using a pathway model with amplifications caused by the aberrant RNAs. The transgene influx rate is assumed time-decaying considering the fact that the number of transgenes can not be infinite. The dynamics of the transgene induced RNA silencing is investigated using a system of coupled nonautonomous ordinary nonlinear differential equations which describe the model phenomenologically. The silencing phenomena are detected after a period of transcription. Important contributions of certain parameters are discussed with several numerical examples.

Tracking performance of an LMS-Linear Equalizer for fading channels

We consider a time varying wireless fading channel, equalized by an LMS linear equalizer. We study how well this equalizer tracks the optimal Wiener equalizer. We model the channel by an Auto-regressive (AR) process. Then the LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs (ordinary differential equations). Using these ODEs, the error between the LMS equalizer and the instantaneous Wiener filter is shown to decay exponentially/polynomially to zero unless the channel is marginally stable in which case the convergence may not hold.Using the same ODEs, we also show that the corresponding Mean Square Error (MSE) converges towards minimum MSE(MMSE) at the same rate for a stable channel. We further show that the difference between the MSE and the MMSE does not explode with time even when the channel is unstable. Finally we obtain an optimum step size for the linear equalizer in terms of the AR parameters, whenever the error decay is exponential.

Switching Transients in Single-Phase Induction Motors

The subject of transients in polyphase induction motors and synchronous machines has been studied in very great detail by several investigators, but no published literature exists dealing exclusively with the analysis of the problem of transients in single-phase induction motors. This particular problem has been studied in this paper by applying the Laplace transform. The results of actual computation of the currents and developed electrical torque are compared with the data obtained by setting up the integro-differential equations of the machine on an electronic differential analyzer. It is shown that if the motor is switched on to the supply when the potential passes through its zero value, there is a pulsating fundamental frequency torque superimposed on the average steady-state unidirectional torque. If, on the other hand, the switch is closed when the applied potential passes through its maximum value, the developed electrical torque settles down to its final steady-state value during the first cycle of the supply voltage.

Variation of the gas and radiation content in the sub-Keplerian accretion disk around black holes and its impact to the solutions

We investigate the variation of the gas and the radiation pressure in accretion disks during the infall of matter to the black hole and its effect to the flow. While the flow far away from the black hole might be non-relativistic, in the vicinity of the black hole it is expected to be relativistic behaving more like radiation. Therefore, the ratio of gas pressure to total pressure (beta) and the underlying polytropic index (gamma) should not be constant throughout the flow. We obtain that accretion flows exhibit significant variation of beta and then gamma, which affects solutions described in the standard literature based on constant beta. Certain solutions for a particular set of initial parameters with a constant beta do not exist when the variation of beta is incorporated appropriately. We model the viscous sub-Keplerian accretion disk with a nonzero component of advection and pressure gradient around black holes by preserving the conservations of mass, momentum, energy, supplemented by the evolution of beta. By solving the set of five coupled differential equations, we obtain the thermo-hydrodynamical properties of the flow. We show that during infall, beta of the flow could vary up to similar to 300%, while gamma up to similar to 20%. This might have a significant impact to the disk solutions in explaining observed data, e.g. super-luminal jets from disks, luminosity, and then extracting fundamental properties from them. Hence any conclusion based on constant gamma and beta should be taken with caution and corrected. (C) 2011 Elsevier B.V. All rights reserved.

An Overview of Homogenization

Homogenization of partial differential equations is relatively a new area and has tremendous applications in various branches of engineering sciences like: material science,porous media, study of vibrations of thin structures, composite materials to name a few. Though the material scientists and others had reasonable idea about the homogenization process, it was lacking a good mathematical theory till early seventies. The first proper mathematical procedure was developed in the seventies and later in the last 30 years or so it has flourished in various ways both application wise and mathematically. This is not a full survey article and on the other hand we will not be concentrating on a specialized problem. Indeed, we do indicate certain specialized problems of our interest without much details and that is not the main theme of the article. I plan to give an introductory presentation with the aim of catering to a wider audience. We go through few examples to understand homogenization procedure in a general perspective together with applications. We also present various mathematical techniques available and if possible some details about some of the techniques. A possible definition of homogenization would be that it is a process of understanding a heterogeneous (in-homogeneous) media, where the heterogeneties are at the microscopic level, like in composite materials, by a homogeneous media. In other words, one would like to obtain a homogeneous description of a highly oscillating in-homogeneous media. We also present other generalizations to non linear problems, porous media and so on. Finally, we will like to see a closely related issue of optimal bounds which itself is an independent area of research.

Effect of natural convection on oscillating flow in a pipe with cryogenic temperature difference across the ends

The effect of natural convection on the oscillatory flow in an open-ended pipe driven by a timewise sinusoidally varying pressure at one end and subjected to an ambient-to-cryogenic temperature difference across the ends, is numerically studied. Conjugate effects arising out of the interaction of oscillatory flow with heat conduction in the pipe wall are taken into account by considering a finite thickness wall with an insulated exterior surface. Two cases, namely, one with natural convection acting downwards and the other, with natural convection acting upwards, are considered. The full set of compressible flow equations with axissymmetry are solved using a pressure correction algorithm. Parametric studies are conducted with frequencies in the range 5-15 Hz for an end-to-end temperature difference of 200 and 50 K. Results are obtained for the variation of velocity, temperature. Nusselt number and the phase relationship between mass flow rate and temperature. It is found that the Rayleigh number has a minimal effect on the time averaged Nusselt number and phase angle. However, it does influence the local variation of velocity and Nusselt number over one cycle. The natural convection and pressure amplitude have influence on the energy flow through the gas and solid. (C) 2011 Elsevier Ltd. All rights reserved.

Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.

Determination of alpha(s)(M-tau(2)) from improved fixed order perturbation theory

We revisit the extraction of alpha(s)(M-tau(2)) from the QCD perturbative corrections to the hadronic tau branching ratio, using an improved fixed-order perturbation theory based on the explicit summation of all renormalization-group accessible logarithms, proposed some time ago in the literature. In this approach, the powers of the coupling in the expansion of the QCD Adler function are multiplied by a set of functions D-n, which depend themselves on the coupling and can be written in a closed form by iteratively solving a sequence of differential equations. We find that the new expansion has an improved behavior in the complex energy plane compared to that of the standard fixed-order perturbation theory (FOPT), and is similar but not identical to the contour-improved perturbation theory (CIPT). With five terms in the perturbative expansion we obtain in the (MS) over bar scheme alpha(s)(M-tau(2)) = 0.338 +/- 0.010, using as input a precise value for the perturbative contribution to the hadronic width of the tau lepton reported recently in the literature.

Nonlocal continuum mechanics based ultrasonic flexural wave dispersion characteristics of a monolayer graphene embedded in polymer matrix

Wave propagation in graphene sheet embedded in elastic medium (polymer matrix) has been a topic of great interest in nanomechanics of graphene sheets, where the equivalent continuum models are widely used. In this manuscript, we examined this issue by incorporating the nonlocal theory into the classical plate model. The influence of the nonlocal scale effects has been investigated in detail. The results are qualitatively different from those obtained based on the local/classical plate theory and thus, are important for the development of monolayer graphene-based nanodevices. In the present work, the graphene sheet is modeled as an isotropic plate of one-atom thick. The chemical bonds are assumed to be formed between the graphene sheet and the elastic medium. The polymer matrix is described by a Pasternak foundation model, which accounts for both normal pressure and the transverse shear deformation of the surrounding elastic medium. When the shear effects are neglected, the model reduces to Winkler foundation model. The normal pressure or Winkler elastic foundation parameter is approximated as a series of closely spaced, mutually independent, vertical linear elastic springs where the foundation modulus is assumed equivalent to stiffness of the springs. For this model, the nonlocal governing differential equations of motion are derived from the minimization of the total potential energy of the entire system. An ultrasonic type of flexural wave propagation model is also derived and the results of the wave dispersion analysis are shown for both local and nonlocal elasticity calculations. From this analysis we show that the elastic matrix highly affects the flexural wave mode and it rapidly increases the frequency band gap of flexural mode. The flexural wavenumbers obtained from nonlocal elasticity calculations are higher than the local elasticity calculations. The corresponding wave group speeds are smaller in nonlocal calculation as compared to local elasticity calculation. The effect of y-directional wavenumber (eta(q)) on the spectrum and dispersion relations of the graphene embedded in polymer matrix is also observed. We also show that the cut-off frequencies of flexural wave mode depends not only on the y-direction wavenumber but also on nonlocal scaling parameter (e(0)a). The effect of eta(q) and e(0)a on the cut-off frequency variation is also captured for the cases of with and without elastic matrix effect. For a given nanostructure, nonlocal small scale coefficient can be obtained by matching the results from molecular dynamics (MD) simulations and the nonlocal elasticity calculations. At that value of the nonlocal scale coefficient, the waves will propagate in the nanostructure at that cut-off frequency. In the present paper, different values of e(0)a are used. One can get the exact e(0)a for a given graphene sheet by matching the MD simulation results of graphene with the results presented in this article. (c) 2012 Elsevier Ltd. All rights reserved.

SCALE EFFECTS ON ULTRASONIC WAVE DISPERSION CHARACTERISTICS OF MONOLAYER GRAPHENE EMBEDDED IN AN ELASTIC MEDIUM

Ultrasonic wave propagation in a graphene sheet, which is embedded in an elastic medium, is studied using nonlocal elasticity theory incorporating small-scale effects. The graphene sheet is modeled as an one-atom thick isotropic plate and the elastic medium/substrate is modeled as distributed springs. For this model, the nonlocal governing differential equations of motion are derived from the minimization of the total potential energy of the entire system. After that, an ultrasonic type of wave propagation model is also derived. The explicit expressions for the cut-off frequencies are also obtained as functions of the nonlocal scaling parameter and the y-directional wavenumber. Local elasticity shows that the wave will propagate even at higher frequencies. But nonlocal elasticity predicts that the waves can propagate only up to certain frequencies (called escape frequencies), after which the wave velocity becomes zero. The results also show that the escape frequencies are purely a function of the nonlocal scaling parameter. The effect of the elastic medium is captured in the wave dispersion analysis and this analysis is explained with respect to both local and nonlocal elasticity. The simulations show that the elastic medium affects only the flexural wave mode in the graphene sheet. The presence of the elastic matrix increases the band gap of the flexural mode. The present results can provide useful guidance for the design of next-generation nanodevices in which graphene-based composites act as a major element.

Analytical solutions for diffuse fluorescence spectroscopy/imaging in biological tissues. Part I: zero and extrapolated boundary conditions

The mathematical model for diffuse fluorescence spectroscopy/imaging is represented by coupled partial differential equations (PDEs), which describe the excitation and emission light propagation in soft biological tissues. The generic closed-form solutions for these coupled PDEs are derived in this work for the case of regular geometries using the Green's function approach using both zero and extrapolated boundary conditions. The specific solutions along with the typical data types, such as integrated intensity and the mean time of flight, for various regular geometries were also derived for both time-and frequency-domain cases. (C) 2013 Optical Society of America

Non-rotating beams isospectral to a given rotating uniform beam

In this paper, we seek to find non-rotating beams with continuous mass and flexural stiffness distributions, that are isospectral to a given uniform rotating beam. The Barcilon-Gottlieb transformation is used to convert the fourth order governing equation of a non-rotating beam, to a canonical fourth order eigenvalue problem. If the coefficients in this canonical equation match with the coefficients of the uniform rotating beam equation, then the non-rotating beam is isospectral to the given rotating beam. The conditions on matching the coefficients leads to a pair of coupled differential equations. We solve these coupled differential equations for a particular case, and thereby obtain a class of non-rotating beams that are isospectral to a uniform rotating beam. However, to obtain isospectral beams, the transformation must leave the boundary conditions invariant. We show that the clamped end boundary condition is always invariant, and for the free end boundary condition to be invariant, we impose certain conditions on the beam characteristics. We also verify numerically that the frequencies of the non-rotating beam obtained using the finite element method (FEM) are the exact frequencies of the uniform rotating beam. Finally, the example of beams having a rectangular cross-section is presented to show the application of our analysis. Since experimental determination of rotating beam frequencies is a difficult task, experiments can be easily conducted on these rectangular non-rotating beams, to calculate the frequencies of the rotating beam. (c) 2012 Elsevier Ltd. All rights reserved.