216 resultados para Ito stochastic differential equations
Resumo:
The unsteady incompressible viscous fluid flow between two parallel infinite disks which are located at a distance h(t*) at time t* has been studied. The upper disk moves towards the lower disk with velocity h'(t*). The lower disk is porous and rotates with angular velocity Omega(t*). A magnetic field B(t*) is applied perpendicular to the two disks. It has been found that the governing Navier-Stokes equations reduce to a set of ordinary differential equations if h(t*), a(t*) and B(t*) vary with time t* in a particular manner, i.e. h(t*) = H(1 - alpha t*)(1/2), Omega(t*) = Omega(0)(1 - alpha t*)(-1), B(t*) = B-0(1 - alpha t*)(-1/2). These ordinary differential equations have been solved numerically using a shooting method. For small Reynolds numbers, analytical solutions have been obtained using a regular perturbation technique. The effects of squeeze Reynolds numbers, Hartmann number and rotation of the disk on the flow pattern, normal force or load and torque have been studied in detail
Resumo:
An explicit near-optimal guidance scheme is developed for a terminal rendezvous of a spacecraft with a passive target in circular orbit around the earth. The thrust angle versus time profile for the continuous-thrust, constant-acceleration maneuver is derived, based on the assumption that the components of inertial acceleration due to relative position and velocity are negligible on account of the close proximity between the two spacecraft. The control law is obtained as a ''bilinear tangent law'' and an analytic solution to the state differential equations is obtained by expanding a portion of the integrand as an infinite series in time. A differential corrector method is proposed, to obtain real-time updates to the guidance parameters at regular time intervals. Simulation of the guidance scheme is carried out using the Clohessy-Wiltshire equations of relative motion as well as the inverse-square two-body equations of motion. Results for typical examples are presented.
Resumo:
The effect of the magnetic field on the unsteady flow over a stretching surface in a rotating fluid has been studied. The unsteadiness in the flow field is due to the time-dependent variation of the velocity of the stretching surface and the angular velocity of the rotating fluid. The Navier-Stokes equations and the energy equation governing the flow and the heat transfer admit a self-similar solution if the velocity of the stretching surface and the angular velocity of the rotating fluid vary inversely as a linear function of time. The resulting system of ordinary differential equations is solved numerically using a shooting method. The rotation parameter causes flow reversal in the component of the velocity parallel to the strerching surface and the magnetic field tends to prevent or delay the flow reversal. The surface shear stresses dong the stretching surface and in the rotating direction increase with the rotation parameter, but the surface heat transfer decreases. On the other hand, the magnetic field increases the surface shear stress along the stretching surface, but reduces the surface shear stress in the rotating direction and the surface heat transfer. The effect of the unsteady parameter is more pronounced on the velocity profiles in the rotating direction and temperature profiles.
Resumo:
The unsteady free convection boundary-layer flow in the forward stagnation-point region of a sphere, which is rotating with time-dependent angular velocity in an ambient fluid, has been studied. Both constant wall temperature and constant hear flux conditions have been considered. The non-linear coupled parabolic partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The skin friction and the heat transfer are enhanced by the buoyancy force. The effect of the buoyancy force is found to be more pronounced for smaller Prandtl numbers than for larger Prandtl numbers. For a given buoyancy force, the heat transfer increases with an increase in Prandtl number, but the skin friction decreases.
Resumo:
The unsteady free convection flow in the stagnation-point region of a heated three-dimensional body placed in an ambient fluid is studied under boundary layer approximations. We have considered the case where there is an initial steady state that is perturbed by a step-change in the wall temperature. The non-linear coupled partial differential equations governing the free convection flow are solved numerically using a finite difference scheme. The presented results show the temporal development of the momentum and thermal boundary layer characteristics.
Resumo:
Adopting a two-temperature and two-velocity model, appropriate to a bidisperse porous medium (BDPM) proposed by Nield and Kuznetsov (2008), the classical steady, mixed convection boundary layer flow about a horizontal, isothermal circular cylinder embedded in a porous medium has been theoretically studied in this article. It is shown that the boundary layer analysis leads to expressions for the flow and heat transfer characteristics in terms of an inter-phase momentum parameter, a thermal diffusivity ratio, a thermal conductivity ratio, a permeability ratio, a modified thermal capacity ratio, and a buoyancy or mixed convection parameter. The transformed partial differential equations governing the flow and heat transfer in the f-phase (the macro-pores) and the p-phase (the remainder of the structure) are solved numerically using a very efficient implicit finite-difference technique known as Keller-box method. A good agreement is observed between the present results and those known from the open literature in the special case of a traditional Darcy formulation (monodisperse system).
Resumo:
Unsteady natural convection flow in a two- dimensional square cavity filled with a porous material has been studied. The flow is initially steady where the left- hand vertical wall has temperature T-h and the right- hand vertical wall is maintained at temperature T-c ( T-h > T-c) and the horizontal walls are insulated. At time t > 0, the left- hand vertical wall temperature is suddenly raised to (T-h) over bar ((T-h) over bar > T-h) which introduces unsteadiness in the flow field. The partial differential equations governing the unsteady natural convection flow have been solved numerically using a finite control volume method. The computation has been carried out until the final steady state is reached. It is found that the average Nusselt number attains a minimum during the transient period and that the time required to reach the final steady state is longer for low Rayleigh number and shorter for high Rayleigh number.
Resumo:
Vibrational stability of large flexible structurally damped spacecraft carrying internal angular momentum and undergoing large rigid body rotations is analysed modeling the systems as elastic continua. Initially, analytical solutions to the motion of rigid gyrostats under torque-free conditions are developed. The solutions to the gyrostats modeled as axisymmetric and triaxial spacecraft carrying three and two constant speed momentum wheels, respectively, with spin axes aligned with body principal axes are shown to be complicated. These represent extensions of solutions for simpler cases existing in the literature. Using these solutions and modal analysis, the vibrational equations are reduced to linear ordinary differential equations. Equations with periodically varying coefficients are analysed applying Floquet theory. Study of a few typical beam- and plate-like spacecraft configurations indicate that the introduction of a single reaction wheel into an axisymmetric satellite does not alter the stability criterion. However, introduction of constant speed rotors deteriorates vibrational stability. Effects of structural damping and vehicle inertia ratio are also studied.
Resumo:
The unsteady laminar incompressible boundary-layer attachment-line flow on a flat plate with attached cylinder with heat and mass transfer has been studied when the free stream velocity, mass transfer and surface wall temperature vary arbitrarily with time. The governing partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme. The heat transfer was found to be strongly dependent on the Prandtl number, variation of wall temperature with time and dissipation parameter (for large times). However, the free stream velocity distribution and mass transfer affect both the heat transfer and skin friction.
Resumo:
The so-called “Scheme of Squares”, displaying an interconnectivity of heterogeneous electron transfer and homogeneous (e.g., proton transfer) reactions, is analysed. Explicit expressions for the various partial currents under potentiostatic conditions are given. The formalism is applicable to several electrode geometries and models (e.g., semi-infinite linear diffusion, rotating disk electrodes, spherical or cylindrical systems) and the analysis is exact. The steady-state (t→∞) expressions for the current are directly given in terms of constant matrices whereas the transients are obtained as Laplace transforms that need to be inverted by approximation of numerical methods. The methodology employs a systems approach which replaces a system of partial differential equations (governing the concentrations of the several electroactive species) by an equivalent set of difference equations obeyed by the various partial currents.
Resumo:
The electric field in certain electrostatic devices can be modeled by a grounded plate electrode affected by a corona discharge generated by a series of parallel wires connected to a DC high-voltage supply. The system of differential equations that describe the behaviour (i.e., charging and motion) of the conductive particle in such an electric field has been numerically solved, using several simplifying assumptions. Thus, it was possible to investigate the effect of various electrical and mechanical factors on the trajectories of conductive particles. This model has been employed to study the behaviour of coalparticles in fly-ash corona separators.
Resumo:
It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.
Resumo:
A semi-similar solution of an unsteady laminar compressible three-dimensional stagnation point boundary layer flow with massive blowing has been obtained when the free stream velocity varies arbitrarily with time. The resulting partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme with a quasi-linearization technique in the nodal point region and an implicit finite-difference scheme with a parametric differentiation technique in the saddle point region. The results have been obtained for two particular unsteady free stream velocity distributions: (i) an accelerating stream and (ii) a fluctuating stream. Results show that the skin-friction and heat-transfer parameters respond significantly to the time dependent arbitrary free stream velocity. Velocity and enthalpy profiles approach their free stream values faster as time increases. There is a reverse flow in the y-wise velocity profile, and overshoot in the x-wise velocity and enthalpy profiles in the saddle point region, which increase as injection and wall temperature increase. Location of the dividing streamline increases as injection increases, but as the wall temperature and time increase, it decreases.
Resumo:
The heat and mass transfer for unsteady laminar compressible boundary-layer flow, which is asymmetric with respect to a 3-dimensional stagnation point (i.e. for a jet incident at an angle on the body), have been studied. It is assumed that the free-stream velocity, wall temperature, and surface mass transfer vary arbitrarily with time and also that the gas has variable properties. The solution in the neighbourhood of the stagnation point has been obtained by series expansion in the longitudinal distance. The resulting partial differential equations have been solved numerically using an implicit finite-difference scheme. The results show that, in contrast with the symmetric flow, the maximum heat transfer does not occur at the stagnation point. The skin-friction and heat-transfer components due to asymmetric flow are only weakly affected by the mass transfer as compared to those components associated with symmetric flow. The variation of the wall temperature with time has a strong effect on the heat transfer component associated with the symmetric part of the flow. The skin friction and heat transfer are strongly affected by the variation of the density-viscosity product across the boundary layer. The skin friction responds more to the fluctuations of the free stream oscillating velocities than the heat transfer. The results have been compared with the available results and they are found to be in excellent agreement.