116 resultados para Riccati matrix differential equation


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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.

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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.

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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.

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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.

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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.

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In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

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We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

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Cardiac arrhythmias such as ventricular tachycardia (VT) or ventricular fibrillation (VF) are the leading cause of death in the industrialised world. There is a growing consensus that these arrhythmias arise because of the formation of spiral waves of electrical activation in cardiac tissue; unbroken spiral waves are associated with VT and broken ones with VF. Several experimental studies have been carried out to determine the effects of inhomogeneities in cardiac tissue on such arrhythmias. We give a brief overview of such experiments, and then an introduction to partial-differential-equation models for ventricular tissue. We show how different types of inhomogeneities can be included in such models, and then discuss various numerical studies, including our own, of the effects of these inhomogeneities on spiral-wave dynamics. The most remarkable qualitative conclusion of our studies is that the spiral-wave dynamics in such systems depends very sensitively on the positions of these inhomogeneities.

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A flexible robot arm can be modeled as an Euler-Bernoulli beam which are infinite degrees of freedom (DOF) system. Proper control is needed to track the desired motion of a robotic arm. The infinite number of DOF of beams are reduced to finite number for controller implementation, which brings in error (due to their distributed nature). Therefore, to represent reality better distributed parameter systems (DPS) should be controlled using the systems partial differential equation (PDE) directly. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a controller to suppress nonlinear vibration of a beam. The method used in this paper determines control forces directly from the PDE model of the system. The formulation has better practical significance, because it leads to a closed form solution of the controller (hence avoids computational issues).

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In macroscopic and even microscopic structural elements, surface effects can be neglected and classical theories are sufficient. As the structural size decreases towards the nanoscale regime, the surface-to-bulk energy ratio increases and surface effects must be taken into account. In the present work, the terahertz wave dispersion characteristics of a nanotube are studied with consideration of the surface effects as well as the non-local small scale effects. Non-local elasticity theory is used to derive the general governing differential equation based on equilibrium approach to include those scale effects. Scale and surface property dependent wave characteristic equations are obtained via spectral analysis. For the present study the material properties of an anodic alumina nanotube with crystallographic of < 111 > direction are considered. The present analysis shows that the effect of surface properties (surface integrated residual stress and surface integrated modulus) on the flexural wave characteristics of anodic nanotubes are more significant. It has been found that the flexural wavenumbers with surface effects are high as compared to that without surface effects. It has also been shown that, with consideration of surface effects the flexural wavenumbers are under compressive nature. The effect of the small scale and the size of the nanotube on wave dispersion properties are also captured in the present work. (C) 2012 Elsevier B.V. All rights reserved.

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A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

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In macroscopic and even microscopic structural elements, surface effects can be neglected and classical theories are sufficient. As the structural size decreases towards the nanoscale regime, the surface-to-bulk energy ratio increases and surface effects must be taken into account. In the present work, the terahertz wave dispersion characteristics of a nanoplate are studied with consideration of the surface effects as well as the nonlocal small-scale effects. Nonlocal elasticity theory of plate is used to derive the general differential equation based on equilibrium approach to include those scale effects. Scale and surface property dependent wave characteristic equations are obtained via spectral analysis. For the present study the material properties of an anodic alumina with crystallographic of < 111 > direction are considered. The present analysis shows that the effect of surface properties on the flexural waves of nanoplates is more significant. It can be found that the flexural wavenumbers with surface effects are high as compared to that without surface effects. The scale effects show that the wavenumbers of the flexural wave become highly non-linear and tend to infinite at certain frequency. After that frequency the wave will not propagate and the corresponding wave velocities tend to zero at that frequency (escape frequency). The effects of surface stresses on the wave propagation properties of nanoplate are also captured in the present work. (C) 2012 Elsevier Ltd. All rights reserved.

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The governing differential equation of a rotating beam becomes the stiff-string equation if we assume uniform tension. We find the tension in the stiff string which yields the same frequency as a rotating cantilever beam with a prescribed rotating speed and identical uniform mass and stiffness. This tension varies for different modes and are found by solving a transcendental equation using bisection method. We also find the location along the rotating beam where equivalent constant tension for the stiff string acts for a given mode. Both Euler-Bernoulli and Timoshenko beams are considered for numerical results. The results provide physical insight into relation between rotating beams and stiff string which are useful for creating basis functions for approximate methods in vibration analysis of rotating beams.

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We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.

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Faraday-type electromagnetic flow meters are employed for measuring the flow rate of liquid sodium in fast breeder reactors. The calibration of such flow meters, owing to the required elaborative arrangements is rather difficult. On the other hand, theoretical approach requires solution of two coupled electromagnetic partial differential equation with profile of the flow and applied magnetic field as the inputs. This is also quite involved due to the 3D nature of the problem. Alternatively, Galerkin finite element method based numerical solution is suggested in the literature as an attractive option for the required calibration. Based on the same, a computer code in Matlab platform has been developed in this work with both 20 and 27 node brick elements. The boundary conditions are correctly defined and several intermediate validation exercises are carried out. Finally it is shown that the sensitivities predicted by the code for flow meters of four different dimensions agrees well with the results given by analytical expression, thereby providing strong validation. Sensitivity for higher flow rates, for which analytical approach does not exist, is shown to decrease with increase in flow velocity.