125 resultados para Fractional Brownian motion


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Peristaltic motion of a micropolar fluid is studied for small amplitudes of peristalic waves under low Reynolds number analysis. The effect of pressure gradient on the secondary motion reveals many interesting and useful results. The critical value of the pressure gradient ensuing the reversal effect in both velocity field and microrotation is evaluated and discussed.

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The motion of a bore over a sloping beach, earlier considered numerically by Keller, Levine & Whitham (1960), is studied by an approximate analytic technique. This technique is an extension of Whitham's (1958) approach for the propagation of shocks into a non-uniform medium. It gives the entire flow behind the bore and is shown to be equivalent to the theory of modulated simple waves of Varley, Ventakaraman & Cumberbatch (1971).

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Abstract is not available.

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Dynamic systems involving convolution integrals with decaying kernels, of which fractionally damped systems form a special case, are non-local in time and hence infinite dimensional. Straightforward numerical solution of such systems up to time t needs O(t(2)) computations owing to the repeated evaluation of integrals over intervals that grow like t. Finite-dimensional and local approximations are thus desirable. We present here an approximation method which first rewrites the evolution equation as a coupled in finite-dimensional system with no convolution, and then uses Galerkin approximation with finite elements to obtain linear, finite-dimensional, constant coefficient approximations for the convolution. This paper is a broad generalization, based on a new insight, of our prior work with fractional order derivatives (Singh & Chatterjee 2006 Nonlinear Dyn. 45, 183-206). In particular, the decaying kernels we can address are now generalized to the Laplace transforms of known functions; of these, the power law kernel of fractional order differentiation is a special case. The approximation can be refined easily. The local nature of the approximation allows numerical solution up to time t with O(t) computations. Examples with several different kernels show excellent performance. A key feature of our approach is that the dynamic system in which the convolution integral appears is itself approximated using another system, as distinct from numerically approximating just the solution for the given initial values; this allows non-standard uses of the approximation, e. g. in stability analyses.

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Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

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The rheological properties of polymer melts and other complex macromolecular fluids are often successfully modeled by phenomenological constitutive equations containing fractional differential operators. We suggest a molecular basis for such fractional equations in terms of the generalized Langevin equation (GLE) that underlies the renormalized Rouse model developed by Schweizer [J. Chem. Phys. 91, 5802 (1989)]. The GLE describes the dynamics of the segments of a tagged chain under the action of random forces originating in the fast fluctuations of the surrounding polymer matrix. By representing these random forces as fractional Gaussian noise, and transforming the GLE into an equivalent diffusion equation for the density of the tagged chain segments, we obtain an analytical expression for the dynamic shear relaxation modulus G(t), which we then show decays as a power law in time. This power-law relaxation is the root of fractional viscoelastic behavior.

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Strong motion array records are analyzed in this paper to identify and map the source zone of four past earthquakes. The source is represented as a sequence of double couples evolving as ramp functions, triggering at different instants, distributed in a region yet to be mapped. The known surface level ground motion time histories are treated as responses to the unknown double couples on the fault surface. The location, orientation, magnitude, and risetime of the double couples are found by minimizing the mean square error between analytical solution and instrumental data. Numerical results are presented for Chi-Chi, Imperial Valley, San Fernando, and Uttarakashi earthquakes. Results obtained are in good agreement with field investigations and those obtained from conventional finite fault source inversions.

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As a liquid is progressively supercooled toward its glass transition temperature, an intriguing weakening of the wavenumber (q) dependence of the structural relaxation time tau(q) in the intermediate-to-large q limit is observed both in experiments and simulation studies. Neither continuous Brownian diffusive dynamics nor discontinuous activated events can alone explain the anomalous wavenumber dependence. Here we use our recently developed theory that unifies the mode coupling theory for continuous dynamics, with the random first order transition theory treatment of activated discontinuous motion as a nucleationlike instanton process to understand the wavenumber dependence of density relaxation. The predicted smooth change in mechanism of relaxation from diffusive to activated, in the crossover regime, is wavevector dependent and appears to be responsible for the observed subquadratic,nalmost linear, q dependence of the relaxation time.

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The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

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We show that a model of target location involving n noninteracting particles moving subdiffusively along a line segment (a generalization of a model introduced by Sokolov et al. [Biophys. J. 2005, 89, 895.]) provides a basis for understanding recent experiments by Pelta et al. [Phys. Rev. Lett. 2007, 98, 228302.] on the kinetics of diffusion-limited gel degradation. These experiments find that the time t(c) taken by the enzyme thermolysin to completely hydrolyze a gel varies inversely as roughly the 3/2 power of the initial enzyme concentration [E]. In general, however, this time would be expected to vary either as [E](-1) or as [E](-2), depending on whether the Brownian diffusion of the enzyme to the site of cleavage took place along the network chains (1-d diffusion) or through the pore spaces (3-d diffusion). In our model, the unusual dependence of t(c) on [E] is explained in terms of a reaction-diffusion equation that is formulated in terms of fractional rather than ordinary time derivatives.

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In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

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Detailed molecular simulations are carried out to investigate the effect of temperature on orientational order in cubane molecular crystal. We report a transition from an orientationally ordered to an orientationally disordered plastic crystalline phase in the temperature range 425-450 K. This is similar to the experimentally reported transition at 395 K. The nature of this transition is first order and is associated with a 4.8% increase in unit Cell volume that is comparable to the experimentally reported unit cell volume change of 5.4% (Phys. Rev. Lett. 1997, 78, 4938). An orientational order parameter, eta(T), has been defined in terms of average angle of libration of a molecular 3-fold axis and the orientational melting has been characterized by using eta(T). The orientational melting is associated with an anomaly in specific heat at constant pressure (C-p) and compressibility (kappa). The enthalpy of transition and entropy of transition associated with this orientational melting are 20.8 J mol(-1) and 0.046 J mol(-1) K-1, respectively. The structure of crystalline as well as plastic crystalline phases is characterized by using various radial distribution functions and orientational distribution functions. The coefficient of thermal expansion of the plastic crystalline phase is more than twice that of the crystalline phase.

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The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

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The transient boundary layer flow and heat transfer of a viscous incompressible electrically conducting non-Newtonian power-law fluid in a stagnation region of a two-dimensional body in the presence of an applied magnetic field have been studied when the motion is induced impulsively from rest. The nonlinear partial differential equations governing the flow and heat transfer have been solved by the homotopy analysis method and by an implicit finite-difference scheme. For some cases, analytical or approximate solutions have also been obtained. The special interest are the effects of the power-law index, magnetic parameter and the generalized Prandtl number on the surface shear stress and heat transfer rate. In all cases, there is a smooth transition from the transient state to steady state. The shear stress and heat transfer rate at the surface are found to be significantly influenced by the power-law index N except for large time and they show opposite behaviour for steady and unsteady flows. The magnetic field strongly affects the surface shear stress, but its effect on the surface heat transfer rate is comparatively weak except for large time. On the other hand, the generalized Prandtl number exerts strong influence on the surface heat transfer. The skin friction coefficient and the Nusselt number decrease rapidly in a small interval 0 < t* < 1 and reach the steady-state values for t* >= 4. (C) 2010 Published by Elsevier Ltd.