220 resultados para Stochastic ordinary differential equations
Resumo:
In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.
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A study is made on the flow and heat transfer of a viscous fluid confined between two parallel disks. The disks are allowed to rotate with different time dependent angular velocities, and the upper disk is made to approach the lower one with a constant speed. Numerical solutions of the governing parabolic partial differential equations are obtained through a fourth-order accurate compact finite difference scheme. The normal forces and torques that the fluid exerts on the rotating surfaces are obtained at different nondimensional times for different values of the rate of squeezing and disk angular velocities. The temperature distribution and heat transfer are also investigated in the present analysis.
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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.
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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.
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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.
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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).
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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.
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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.
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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.
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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.
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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.
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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.
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Control systems arising in many engineering fields are often of distributed parameter type, which are modeled by partial differential equations. Decades of research have lead to a great deal of literature on distributed parameter systems scattered in a wide spectrum.Extensions of popular finite-dimensional techniques to infinite-dimensional systems as well as innovative infinite-dimensional specific control design approaches have been proposed. A comprehensive account of all the developments would probably require several volumes and is perhaps a very difficult task. In this paper, however, an attempt has been made to give a brief yet reasonably representative account of many of these developments in a chronological order. To make it accessible to a wide audience, mathematical descriptions have been completely avoided with the assumption that an interested reader can always find the mathematical details in the relevant references.
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A new higher order shear deformation theory of laminated composite plates is developed. The basic displacement variables in this theory are two partial normal displacements and two in-plane displacement parameters. The governing equations are presented in the form of four simultaneous partial differential equations. The shear deformation theories of Bhimareddy and Stevens, and of Reddy are special cases of this formulation. In their models, transverse shear strains will become zero at points in the plate where displacements are constrained to be zero such as those on fixed edges. This limitation has been overcome in the present formulation.