223 resultados para Generalized ordinary differential equations


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The non-similar boundary layer flow of a viscous incompressible electrically conducting fluid over a moving surface in a rotating fluid, in the presence of a magnetic field, Hall currents and the free stream velocity has been studied. The parabolic partial differential equations governing the flow are solved numerically using an implicit finite-difference scheme. The Coriolis force induces overshoot in the velocity profile of the primary flow and the magnetic field reduces/removes the velocity overshoot. The local skin friction coefficient for the primary flow increases with the magnetic field, but the skin friction coefficient for the secondary flow reduces it. Also the local skin friction coefficients for the primary and secondary flows are reduced due to the Hall currents. The effects of the magnetic field, Hall currents and the wall velocity, on the skin friction coefficients for the primary and secondary flows increase with the Coriolis force. The wall velocity strongly affects the flow field. When the wall velocity is equal to the free stream velocity, the skin friction coefficients for the primary and secondary flows vanish, but this does not imply separation. (C) 2002 Published by Elsevier Science Ltd.

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In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

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A new beam element is developed to study the thermoelastic behavior of functionally graded beam structures. The element is based on the first-order shear deformation theory and it accounts for varying elastic and thermal properties along its thickness. The exact solution of static part of the governing differential equations is used to construct interpolating polynomials for the element formulation. Consequently, the stiffness matrix has super-convergent property and the element is free of shear locking. Both exponential and power-law variations of material property distribution are used to examine different stress variations. Static, free vibration and wave propagation problems are considered to highlight the behavioral difference of functionally graded material beam with pure metal or pure ceramic beams. (C) 2003 Elsevier Science Ltd. All rights reserved.

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We consider here the higher order effect of moderate longitudinal surface curvature on steady, two-dimensional, incompressible laminar boundary layers. The basic partial differential equations for the problem, derived by the method of matched asymptotic expansions, are found to possess similarity solutions for a family of surface curvatures and pressure gradients. The similarity equations obtained by this anaylsis have been solved numerically on a computer, and show a definite decrease in skin friction when the surface has convex curvature in all cases including zero pressure gradient. Typical velocity profiles and some relevant boundary-layer characteristics are tabulated, and a critical comparison with previous work is given.

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The unsteady free convection flow over an infinite vertical porous plate, which moves with time-dependent velocity in an ambient fluid, has been studied. The effects of the magnetic field and Hall current are included in the analysis. The buoyancy forces arise due to both the thermal and mass diffusion. The partial differential equations governing the flow have been solved numerically using both the implicit finite difference scheme and the difference-differential method. For the steady case, analytical solutions have also been obtained. The effect of time variation on the skin friction, heat transfer and mass transfer is very significant. Suction increases the skin friction coefficient in the primary flow, and also the Nusselt and Sherwood numbers, but the skin friction coefficient in the secondary flow is reduced. The effect of injection is opposite to that of suction. The buoyancy force, injection and the Hall parameter induce an overshoot in the velocity profiles in the primary flow which changes the velocity gradient from a negative to a positive value, but the magnetic field and suction reduce this velocity overshoot.

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An analysis is developed to study the unsteady mixed convection flow over a vertical cone rotating in an ambient fluid with a time-dependent angular velocity in the presence of a magnetic field. The coupled nonlinear partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The local skin friction coefficients in the tangential and azimuthal directions and the local Nusselt number increase with the time when the angular velocity of the-cone increases, but the reverse trend is observed for decreasing angular velocity. However, these are not mirror reflection of each other. The magnetic field reduces the skin friction coefficient in the tangential direction and also the Nusselt number, but it increases the skin friction coefficient in the azimuthal direction. The skin friction coefficients and the Nusselt number increase with the buoyancy force.

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The unsteady rotating flow of a laminar incompressible viscous electrically conducting fluid over a rotating sphere in the vicinity of the equator has been studied. The fluid and the body rotate either in the same direction or in opposite directions. The effects of surface suction and magnetic field have been included in the analysis. There is an initial steady state that is perturbed by a sudden change in the rotational velocity of the sphere, and this causes unsteadiness in the flow field. The nonlinear coupled parabolic partial differential equations governing the boundary-layer flow have been solved numerically by using an implicit finite-difference scheme. For large suction or magnetic field, analytical solutions have also been obtained. The magnitude of the radial, meridional and rotational velocity components is found to be higher when the fluid and the body rotate in opposite directions than when they rotate in the same direction. The surface shear stresses in the meridional and rotational directions change sign when the ratio of the angular velocities of the sphere and the fluid lambda greater than or equal to lambda(0). The final (new) steady state is reached rather quickly which implies that the spin-up time is small. The magnetic field and surface suction reduce the meridional shear stress, but increase the surface shear stress in the rotational direction.

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This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

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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.

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We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

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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.

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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.

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Analysis of certain second-order nonlinear systems, not easily amenable to the phase-plane methods, and described by either of the following differential equations xÿn-2ÿ+ f(x)xÿ2n+g(x)xÿn+h(x)=0 ÿ+f(x)xÿn+h(x)=0 n≫0 can be effected easily by drawing the entire portrait of trajectories on a new plane; that is, on one of the xÿnÿx planes. Simple equations are given to evaluate time from a trajectory on any of these n planes. Poincaré's fundamental phase plane xÿÿx is conceived of as the simplest case of the general xÿnÿx plane.

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This paper suggests the use of simple transformations like ÿ=kx, kx2 for second-order nonlinear differential equations to effect rapid plotting of the phase-plane trajectories. The method is particularly helpful in determining quickly the trajectory slopes along simple curves in any desired region of the phase plane. New planes such as the tÿ-x, tÿ2-x are considered for the study of some groups of nonlinear time-varying systems. Suggestions for solving certain higher-order nonlinear systems are also made.

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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.