219 resultados para ordinary differential equations


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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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In this article, we study the exact controllability of an abstract model described by the controlled generalized Hammerstein type integral equation $$ x(t) = int_0^t h(t,s)u(s)ds+ int_0^t k(t,s,x)f(s,x(s))ds, quad 0 leq t leq T less than infty, $$ where, the state $x(t)$ lies in a Hilbert space $H$ and control $u(t)$ lies another Hilbert space $V$ for each time $t in I=[0,T]$, $T$ greater than 0. We establish the controllability result under suitable assumptions on $h, k$ and $f$ using the monotone operator theory.

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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.

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Breakout noise from HVAC ducts is important at low frequencies, and the coupling between the acoustic waves and the structural waves plays a critical role in the prediction of the transverse transmission loss. This paper describes the analytical calculation of breakout noise by incorporating three-dimensional effects along with the acoustical and structural wave coupling phenomena. The first step in the breakout noise prediction is to calculate the inside duct pressure field and the normal duct wall vibration by using the solution of the governing differential equations in terms of Green's function. The resultant equations are rearranged in terms of impedance and mobility, which results in a compact matrix formulation. The Green's function selected for the current problem is the cavity Green's function with modification of wave number in the longitudinal direction in order to incorporate the terminal impedance. The second step is to calculate the radiated sound power from the compliant duct walls by means of an ``equivalent unfolded plate'' model. The transverse transmission loss from the duct walls is calculated using the ratio of the incident power due to surface source inside the duct to the acoustic power radiated from the compliant duct walls. Analytical results are validated with the FE-BE numerical models.

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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.

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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.

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This paper studies the effect of longitudinal magnetic field on ultrasonic vibration in single walled carbon nanotubes (CNTs) based on nonlocal continuum medium theory. Governing partial differential equations of CNTs are derived by considering the Lorentz magnetic forces applied on CNTs induced by a longitudinal magnetic field through Maxwell equations. The vibration characteristics of CNTs under a longitudinal magnetic field are obtained by solving the governing equations via wave propagation approach. The effects of longitudinal magnetic field on vibration of CNTs are discussed through numerical experiments. The present analysis show that vibration frequencies of CNTs drops dramatically in the presence of the magnetic field for various circumferential wavenumbers. Such effect is also observed for various boundary conditions of the CNT. New features for the effect of longitudinal magnetic field on ultrasonic vibration of CNTs, presented in this paper are useful in the design of nano-drive device, nano-oscillator and actuators and nano-electron technology, where carbon nanotubes act as basic elements.