216 resultados para Ito stochastic differential equations


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Based on an ultrasound-modulated optical tomography experiment, a direct, quantitative recovery of Young's modulus (E) is achieved from the modulation depth (M) in the intensity autocorrelation. The number of detector locations is limited to two in orthogonal directions, reducing the complexity of the data gathering step whilst ensuring against an impoverishment of the measurement, by employing ultrasound frequency as a parameter to vary during data collection. The M and E are related via two partial differential equations. The first one connects M to the amplitude of vibration of the scattering centers in the focal volume and the other, this amplitude to E. A (composite) sensitivity matrix is arrived at mapping the variation of M with that of E and used in a (barely regularized) Gauss-Newton algorithm to iteratively recover E. The reconstruction results showing the variation of E are presented. (C) 2015 Optical Society of America

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The quantum statistical mechanical propagator for a harmonic oscillator with a time-dependent force constant, m omega(2)(t), has been investigated in the past and was found to have only a formal solution in terms of the solutions of certain ordinary differential equations. Such path integrals are frequently encountered in semiclassical path integral evaluations and having exact analytical expressions for such path integrals is of great interest. In a previous work, we had obtained the exact propagator for motion in an arbitrary time-dependent harmonic potential in the overdamped limit of friction using phase space path integrals in the context of Levy flights - a result that can be easily extended to Brownian motion. In this paper, we make a connection between the overdamped Brownian motion and the imaginary time propagator of quantum mechanics and thereby get yet another way to evaluate the latter exactly. We find that explicit analytic solution for the quantum statistical mechanical propagator can be written when the time-dependent force constant has the form omega(2)(t) = lambda(2)(t) - d lambda(t)/dt where lambda(t) is any arbitrary function of t and use it to evaluate path integrals which have not been evaluated previously. We also employ this method to arrive at a formal solution of the propagator for both Levy flights and Brownian subjected to a time-dependent harmonic potential in the underdamped limit of friction. (C) 2015 Elsevier B.V. All rights reserved.

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For obtaining dynamic response of structure to high frequency shock excitation spectral elements have several advantages over conventional methods. At higher frequencies transverse shear and rotary inertia have a predominant role. These are represented by the First order Shear Deformation Theory (FSDT). But not much work is reported on spectral elements with FSDT. This work presents a new spectral element based on the FSDT/Mindlin Plate Theory which is essential for wave propagation analysis of sandwich plates. Multi-transformation method is used to solve the coupled partial differential equations, i.e., Laplace transforms for temporal approximation and wavelet transforms for spatial approximation. The formulation takes into account the axial-flexure and shear coupling. The ability of the element to represent different modes of wave motion is demonstrated. Impact on the derived wave motion characteristics in the absence of the developed spectral element is discussed. The transient response using the formulated element is validated by the results obtained using Finite Element Method (FEM) which needs significant computational effort. Experimental results are provided which confirms the need to having the developed spectral element for the high frequency response of structures. (C) 2015 Elsevier Ltd. All rights reserved.

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This paper deals with the study of the nonlinear dynamics of a rotating flexible link modeled as a one dimensional beam, undergoing large deformation and with geometric nonlinearities. The partial differential equation of motion is discretized using a finite element approach to yield four nonlinear, nonautonomous and coupled ordinary differential equations (ODEs). The equations are nondimensionalized using two characteristic velocities-the speed of sound in the material and a velocity associated with the transverse bending vibration of the beam. The method of multiple scales is used to perform a detailed study of the system. A set of four autonomous equations of the first-order are derived considering primary resonances of the external excitation and one-to-one internal resonances between the natural frequencies of the equations. Numerical simulations show that for certain ranges of values of these characteristic velocities, the slow flow equations can exhibit chaotic motions. The numerical simulations and the results are related to a rotating wind turbine blade and the approach can be used for the study of the nonlinear dynamics of a single link flexible manipulator.

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In this article, we propose a C-0 interior penalty ((CIP)-I-0) method for the frictional plate contact problem and derive both a priori and a posteriori error estimates. We derive an abstract error estimate in the energy norm without additional regularity assumption on the exact solution. The a priori error estimate is of optimal order whenever the solution is regular. Further, we derive a reliable and efficient a posteriori error estimator. Numerical experiments are presented to illustrate the theoretical results. (c) 2015Wiley Periodicals, Inc.

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In this paper, we seek to find nonrotating beams that are isospectral to a given tapered rotating beam. Isospectral structures have identical natural frequencies. We assume the mass and stiffness distributions of the tapered rotating beam to be polynomial functions of span. Such polynomial variations of mass and stiffness are typical of helicopter and wind turbine blades. We use the Barcilon-Gottlieb transformation to convert the fourth-order governing equations of the rotating and the nonrotating beams, from the (x, Y) frame of reference to a hypothetical (z, U) frame of reference. If the coefficients of both the equations in the (z, U) frame match with each other, then the nonrotating beam is isospectral to the given rotating beam. The conditions on matching the coefficients lead to a pair of coupled differential equations. Wesolve these coupled differential equations numerically using the fourth-order Runge-Kutta scheme. We also verify that the frequencies (given in the literature) of standard tapered rotating beams are the frequencies (obtained using the finite-element analysis) of the isospectral nonrotating beams. Finally, we present an example of beams having a rectangular cross-section 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 isospectral nonrotating beams to calculate the frequencies of the rotating beam.