Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Analysis of a long thick orthotropic circular cylindrical shell panel

An exact three-dimensional elasticity solution has been obtained for an infinitely long, thick transversely isotropic circular cylindrical shell panel, simply supported along the longitudinal edges and subjected to a radial patch load. Using a set of three displacement functions, the boundary value problem is reduced to Bessel's differential equation. Numerical results are presented for different thickness to mean radius ratios and semicentral angles of the shell panel. Classical and first-order shear deformation orthotropic shell theories have been examined in comparison with the present elasticity solution.

Active vibration suppression of beams with discrete actuators using optimal dynamic inversion

Most of the structural elements like beams, cables etc. are flexible and should be modeled as distributed parameter systems (DPS) to represent the reality better. For large structures, the usual approach of 'modal representation' is not an accurate representation. Moreover, for excessive vibrations (possibly due to strong wind, earthquake etc.), external power source (controller) is needed to suppress it, as the natural damping of these structures is usually small. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a set of discrete controllers for this purpose. We assume that the control force to the structure is applied through finite number of actuators, which are located at predefined locations in the spatial domain. The method used in this paper determines control forces directly from the partial differential equation (PDE) model of the system. The formulation has better practical significance, both because it leads to a closed form solution of the controller (hence avoids computational issues) as well as because a set of discrete actuators along the spatial domain can be implemented with relative ease (as compared to a continuous actuator)

Nonlinear static and dynamic damped response of a composite rectangular plate resting on a two-parameter elastic foundation

Nonlinear static and dynamic response analyses of a clamped. rectangular composite plate resting on a two-parameter elastic foundation have been studied using von Karman's relations. Incorporating the material damping, the governing coupled, nonlinear partial differential equations are obtained for the plate under step pressure pulse load excitation. These equations have been solved by a one-term solution and by applying Galerkin's technique to the deflection equation. This yields an ordinary nonlinear differential equation in time. The nonlinear static solution is obtained by neglecting the time-dependent variables. Thc nonlinear dynamic damped response is obtained by applying the ultraspherical polynomial approximation (UPA) technique. The influences of foundation modulus, shear modulus, orthotropy, etc. upon the nonlinear static and dynamic responses have been presented.

Learning automata in feedforward connectionist systems

This paper analyses the behaviour of a general class of learning automata algorithms for feedforward connectionist systems in an associative reinforcement learning environment. The type of connectionist system considered is also fairly general. The associative reinforcement learning task is first posed as a constrained maximization problem. The algorithm is approximated hy an ordinary differential equation using weak convergence techniques. The equilibrium points of the ordinary differential equation are then compared with the solutions to the constrained maximization problem to show that the algorithm does behave as desired.

Stability analysis of stochastically parametered nonconservative columns

Nonconservatively loaded columns. which have stochastically distributed material property values and stochastic loadings in space are considered. Young's modulus and mass density are treated to constitute random fields. The support stiffness coefficient and tip follower load are considered to be random variables. The fluctuations of external and distributed loadings are considered to constitute a random field. The variational formulation is adopted to get the differential equation and boundary conditions. The non self-adjoint operators are used at the boundary of the regularity domain. The statistics of vibration frequencies and modes are obtained using the standard perturbation method, by treating the fluctuations to be stochastic perturbations. Linear dependence of vibration and stability parameters over property value fluctuations and loading fluctuations are assumed. Bounds for the statistics of vibration frequencies are obtained. The critical load is first evaluated for the averaged problem and the corresponding eigenvalue statistics are sought. Then, the frequency equation is employed to transform the eigenvalue statistics to critical load statistics. Specialization of the general procedure to Beck, Leipholz and Pfluger columns is carried out. For Pfluger column, nonlinear transformations are avoided by directly expressing the critical load statistics in terms of input variable statistics.

Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

Stability of spatially developing boundary layers in pressure gradients

A new formulation of the stability of boundary-layer flows in pressure gradients is presented, taking into account the spatial development of the flow and utilizing a special coordinate transformation. The formulation assumes that disturbance wavelength and eigenfunction vary downstream no more rapidly than the boundary-layer thickness, and includes all terms nominally of order R(-1) in the boundary-layer Reynolds number R. In Blasius flow, the present approach is consistent with that of Bertolotti et al. (1992) to O(R(-1)) but simpler (i.e. has fewer terms), and may best be seen as providing a parametric differential equation which can be solved without having to march in space. The computed neutral boundaries depend strongly on distance from the surface, but the one corresponding to the inner maximum of the streamwise velocity perturbation happens to be close to the parallel flow (Orr-Sommerfeld) boundary. For this quantity, solutions for the Falkner-Skan flows show the effects of spatial growth to be striking only in the presence of strong adverse pressure gradients. As a rational analysis to O(R(-1)) demands inclusion of higher-order corrections on the mean flow, an illustrative calculation of one such correction, due to the displacement effect of the boundary layer, is made, and shown to have a significant destabilizing influence on the stability boundary in strong adverse pressure gradients. The effect of non-parallelism on the growth of relatively high frequencies can be significant at low Reynolds numbers, but is marginal in other cases. As an extension of the present approach, a method of dealing with non-similar flows is also presented and illustrated. However, inherent in the transformation underlying the present approach is a lower-order non-parallel theory, which is obtained by dropping all terms of nominal order R(-1) except those required for obtaining the lowest-order solution in the critical and wall layers. It is shown that a reduced Orr-Sommerfeld equation (in transformed coordinates) already contains the major effects of non-parallelism.

Direct Cartesian-Space Solutions of Generalized Bloch Equations in the Rotating Frame

Analytical solutions of the generalized Bloch equations for an arbitrary set of initial values of the x, y, and z magnetization components are given in the rotating frame. The solutions involve the decoupling of the three coupled differential equations such that a third-order differential equation in each magnetization variable is obtained. In contrast to the previously reported solutions given by Torrey, the present attempt paves the way for more direct physical insight into the behavior of each magnetization component. Special cases have been discussed that highlight the utility of the general solutions. Representative trajectories of magnetization components are given, illustrating their behavior with respect to the values of off-resonance and initial conditions. (C) 1995 Academic Press, Inc.

Vibration and Stability of Fluid Conveying Pipes with Stochastic Parameters

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

Violin string shape functions for finite element analysis of rotating Timoshenko beams

Violin strings are relatively short and stiff and are well modeled by Timoshenko beam theory. We use the static part of the homogeneous differential equation of violin strings to obtain new shape functions for the finite element analysis of rotating Timoshenko beams. For deriving the shape functions, the rotating beam is considered as a sequence of violin strings. The violin string shape functions depend on rotation speed and element position along the beam length and account for centrifugal stiffening effects as well as rotary inertia and shear deformation on dynamic characteristics of rotating Timoshenko beams. Numerical results show that the violin string basis functions perform much better than the conventional polynomials at high rotation speeds and are thus useful for turbo machine applications. (C) 2011 Elsevier B.V. All rights reserved.

Novel correlations in two dimensions: Two-body problem

We discuss a many-body Hamiltonian with two- and three-body interactions in two dimensions introduced recently by Murthy, Bhaduri and Sen. Apart from an analysis of some exact solutions in the many-body system, we analyse in detail the two-body problem which is completely solvable. We show that the solution of the two-body problem reduces to solving a known differential equation due to Heun. We show that the two-body spectrum becomes remarkably simple for large interaction strengths and the level structure resembles that of the Landau levels. We also clarify the 'ultraviolet' regularization which is needed to define an inverse-square potential properly and discuss its implications for our model.

Physics based basis function for vibration analysis of high speed rotating beams

The natural frequencies of continuous systems depend on the governing partial differential equation and can be numerically estimated using the finite element method. The accuracy and convergence of the finite element method depends on the choice of basis functions. A basis function will generally perform better if it is closely linked to the problem physics. The stiffness matrix is the same for either static or dynamic loading, hence the basis function can be chosen such that it satisfies the static part of the governing differential equation. However, in the case of a rotating beam, an exact closed form solution for the static part of the governing differential equation is not known. In this paper, we try to find an approximate solution for the static part of the governing differential equation for an uniform rotating beam. The error resulting from the approximation is minimized to generate relations between the constants assumed in the solution. This new function is used as a basis function which gives rise to shape functions which depend on position of the element in the beam, material, geometric properties and rotational speed of the beam. The results of finite element analysis with the new basis functions are verified with published literature for uniform and tapered rotating beams under different boundary conditions. Numerical results clearly show the advantage of the current approach at high rotation speeds with a reduction of 10 to 33% in the degrees of freedom required for convergence of the first five modes to four decimal places for an uniform rotating cantilever beam.

The Wiener-Hopf solution of a class of mixed boundary value problems arising in surface water wave phenomena

Two mixed boundary value problems associated with two-dimensional Laplace equation, arising in the study of scattering of surface waves in deep water (or interface waves in two superposed fluids) in the linearised set up, by discontinuities in the surface (or interface) boundary conditions, are handled for solution by the aid of the Weiner-Hopf technique applied to a slightly more general differential equation to be solved under general boundary conditions and passing on to the limit in a manner so as to finally give rise to the solutions of the original problems. The first problem involves one discontinuity while the second problem involves two discontinuities. The reflection coefficient is obtained in closed form for the first problem and approximately for the second. The behaviour of the reflection coefficient for both the problems involving deep water against the incident wave number is depicted in a number of figures. It is observed that while the reflection coefficient for the first problem steadily increases with the wave number, that for the second problem exhibits oscillatory behaviour and vanishes at some discrete values of the wave number. Thus, there exist incident wave numbers for which total transmission takes place for the second problem. (C) 1999 Elsevier Science B.V. All rights reserved.

An Optimized SDE Model for Slotted Aloha

We consider a stochastic differential equation (SDE) model of slotted Aloha with the retransmission probability as the associated parameter. We formulate the problem in both (a) the finite horizon and (b) the infinite horizon average cost settings. We apply the algorithm of 3] for the first setting, while for the second, we adapt a related algorithm from 2] that was originally developed in the simulation optimization framework. In the first setting, we obtain an optimal parameter trajectory that prescribes the parameter to use at any given instant while in the second setting, we obtain an optimal time-invariant parameter. Our algorithms are seen to exhibit good performance.