Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Statistically steady turbulence in thin films: direct numerical simulations with Ekman friction

We present a detailed direct numerical simulation (DNS) of the two-dimensional Navier-Stokes equation with the incompressibility constraint and air-drag-induced Ekman friction; our DNS has been designed to investigate the combined effects of walls and such a friction on turbulence in forced thin films. We concentrate on the forward-cascade regime and show how to extract the isotropic parts of velocity and vorticity structure functions and hence the ratios of multiscaling exponents. We find that velocity structure functions display simple scaling, whereas their vorticity counterparts show multiscaling, and the probability distribution function of the Weiss parameter 3, which distinguishes between regions with centers and saddles, is in quantitative agreement with experiments.

A numerical study of thermocapillary flow in a rectangular cavity during laser melting

The surface tension gradient driven flow that occurs during laser melting has been studied. The vorticity-streamfunction form of the Navier-Stokes equations and the energy equation has been solved by the ‘Alternative Direction Implicit’ method. It has been shown that the inertia forces in the melt strongly influence the flow pattern in the melt. The convection in the melt modifies the isotherms in the melt at high surface tension Reynolds number and high Prandtl number. The buoyancy driven flow has been shown to be negligible compared to the surface tension gradient driven flow in laser melting.

State Dependent Attempt Rate Modeling of Single Cell IEEE 802.11 WLANs with Homogeneous Nodes and Poisson Arrivals

Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

Approximation algorithm for maximum independent set in planar traingle-free graphs

The maximum independent set problem is NP-complete even when restricted to planar graphs, cubic planar graphs or triangle free graphs. The problem of finding an absolute approximation still remains NP-complete. Various polynomial time approximation algorithms, that guarantee a fixed worst case ratio between the independent set size obtained to the maximum independent set size, in planar graphs have been proposed. We present in this paper a simple and efficient, O(|V|) algorithm that guarantees a ratio 1/2, for planar triangle free graphs. The algorithm differs completely from other approaches, in that, it collects groups of independent vertices at a time. Certain bounds we obtain in this paper relate to some interesting questions in the theory of extremal graphs.

On an analytical-numerical procedure for the analysis of cylindrical-shells with arbitrarily oriented cracks

An analytical-numerical procedure for obtaining stress intensity factor solutions for an arbitrarily oriented crack in a long, thin circular cylindrical shell is presented. The method of analysis involves obtaining a series solution to the governing shell equation in terms of Mathieu and modified Mathieu functions by the method of separation of variables and satisfying the crack surface boundary conditions numerically using collocation. The solution is then transformed from elliptic coordinates to polar coordinates with crack tip as the origin through a Taylor series expansion and membrane and bending stress intensity factors are computed. Numerical results are presented and discussed for the pressure loading case.

Some direct numerical approaches to the solution of the singular nonlinear transonic integral equation

The nonlinear singular integral equation of transonic flow is examined, noting that standard numerical techniques are not applicable in solving it. The difficulties in approximating the integral term in this expression were solved by special methods mitigating the inaccuracies caused by standard approximations. It was shown how the infinite domain of integration can be reduced to a finite one; numerical results were plotted demonstrating that the methods proposed here improve accuracy and computational economy.

Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters II. Numerical performance

A very general and numerically quite robust algorithm has been proposed by Sastry and Gauvrit (1980) for system identification. The present paper takes it up and examines its performance on a real test example. The example considered is the lateral dynamics of an aircraft. This is used as a vehicle for demonstrating the performance of various aspects of the algorithm in several possible modes.

Coherent potential approximation, averaged T-matrix approximation and Lloyd's model

It is shown how the single-site coherent potential approximation and the averaged T-matrix approximation become exact in the calculation of the averaged single-particle Green function of the electron in the Anderson model when the site energy is distributed randomly with lorentzian distribution. Using these approximations, Lloyd's exact result is reproduced.

The transient response of certain third-ordernon-linear systems

In this paper a method of solving certain third-order non-linear systems by using themethod of ultraspherical polynomial approximation is proposed. By using the method of variation of parameters the third-order equation is reduced to three partial differential equations. Instead of being averaged over a cycle, the non-linear functions are expanded in ultraspherical polynomials and with only the constant term retained, the equations are solved. The results of the procedure are compared with the numerical solutions obtained on a digital computer. A degenerate third-order system is also considered and results obtained for the above system are compared with numerical results obtained on the digital computer. There is good agreement between the results obtained by the proposed method and the numerical solution obtained on digital computer.

Use of Multiblade Coordinates for Helicopter Flap-Lag Stability with Dynamic Inflow

Rotor flap-lag stability in forward flight is studied with and without dynamic inflow feedback via a multiblade coordinate transformation (MCT). The algebra of MCT is found to be so involved that it requires checking the final equations by independent means. Accordingly, an assessment of three derivation methods is given. Numerical results are presented for three- and four-bladed rotors up to an advance ratio of 0.5. While the constant-coefficient approximation under trimmed conditions is satisfactory for low-frequency modes, it is not satisfactory for high-frequency modes or for untrimmed conditions. The advantages of multiblade coordinates are pronounced when the blades are coupled by dynamic inflow.

Active vibration suppression of non-linear beams using optimal dynamic inversion

Euler–Bernoulli beams are distributed parameter systems that are governed by a non-linear partial differential equation (PDE) of motion. This paper presents a vibration control approach for such beams that directly utilizes the non-linear PDE of motion, and hence, it is free from approximation errors (such as model reduction, linearization etc.). Two state feedback controllers are presented based on a newly developed optimal dynamic inversion technique which leads to closed-form solutions for the control variable. In one formulation a continuous controller structure is assumed in the spatial domain, whereas in the other approach it is assumed that the control force is applied through a finite number of discrete actuators located at predefined discrete locations in the spatial domain. An implicit finite difference technique with unconditional stability has been used to solve the PDE with control actions. Numerical simulation studies show that the beam vibration can effectively be decreased using either of the two formulations.

Regularized numerical integration of multibody dynamics with the generalized alpha method*

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane's equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.

Numerical studies on quasilinear and linear elliptic equations

We explore here the acceleration of convergence of iterative methods for the solution of a class of quasilinear and linear algebraic equations. The specific systems are the finite difference form of the Navier-Stokes equations and the energy equation for recirculating flows. The acceleration procedures considered are: the successive over relaxation scheme; several implicit methods; and a second-order procedure. A new implicit method—the alternating direction line iterative method—is proposed in this paper. The method combines the advantages of the line successive over relaxation and alternating direction implicit methods. The various methods are tested for their computational economy and accuracy on a typical recirculating flow situation. The numerical experiments show that the alternating direction line iterative method is the most economical method of solving the Navier-Stokes equations for all Reynolds numbers in the laminar regime. The usual ADI method is shown to be not so attractive for large Reynolds numbers because of the loss of diagonal dominance. This loss can however be restored by a suitable choice of the relaxation parameter, but at the cost of accuracy. The accuracy of the new procedure is comparable to that of the well-tested successive overrelaxation method and to the available results in the literature. The second-order procedure turns out to be the most efficient method for the solution of the linear energy equation.

Experimental and numerical investigation of jet injection in a wall bounded supersonic flow

Numerical and experimental studies of a supersonic jet (Helium) inclined at 45 degrees to a oncoming Mach 2 flow have been carried out. The numerical study has been used to arrive at a geometry that could reduce an oncoming Mach 5.75 flow to Mach 2 flow and in determining the jet parameters. Experiments are carried out in the IISc. hypersonic shock tunnel HST2 at similar conditions obtained from numerical studies. Flow visualization studies carried out using Schlieren technique clearly show the presence of the bow shock in front of the jet exposed to supersonic cross flow. The jet Mach number is experimentally found to be approximate to 3. Visual observations show that the jet has penetrated up to 60% of the total height of the chamber.