206 resultados para STOCHASTIC PROCESSES
Resumo:
Coalescence processes are investigated during phase separation in a density-matched liquid mixture (partially deuterated cyclohexane and methanol) under near-critical conditions. As a result of the interplay between capillary and lubrication forces, ''nose'' coalescence appears to be always associated with the slow growth of isolated droplets (exponent almost-equal-to 1/3), whereas ''dimple'' coalescence corresponds to the fast growth of interconnected droplets (exponent almost-equal-to 1). At each stage of growth, the distribution of droplets trapped during dimple coalescence is reminiscent of all of the previous coalescence events.
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The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.
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Precipitation in small droplets involving emulsions, microemulsions or vesicles is important for Producing multicomponent ceramics and nanoparticles. Because of the random nature of nucleation and the small number of particles in a droplet, the use of a deterministic population balance equation for predicting the number density of particles may lead to erroneous results even for evaluating the mean behavior of such systems. A comparison between the predictions made through stochastic simulation and deterministic population balance involving small droplets has been made for two simple systems, one involving crystallization and the other a single-component precipitation. The two approaches have been found to yield quite different results under a variety of conditions. Contrary to expectation, the smallness of the population alone does not cause these deviations. Thus, if fluctuation in supersaturation is negligible, the population balance and simulation predictions concur. However, for large fluctuations in supersaturation, the predictions differ significantly, indicating the need to take the stochastic nature of the phenomenon into account. This paper describes the stochastic treatment of populations, which involves a sequence of so-called product density equations and forms an appropriate framework for handling small systems.
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Multidimensional NMR studies of o-vanillin salicyloylhydrazone at various temperatures have been undertaken in deuterated dimethyl sulfoxide and its cryoprotective mixture in H2O and D2O, acetone and acetonitrile. The molecule is found to exist in two conformers in dimethyl sulfoxide and the cryoprotective mixture. The exchange between the two conformers has been detected from the two-dimensional experiments - information which is not easily obtainable from the normal one-dimensional spectra. Results in the different solvents are interpreted in terms of solvent-solute interactions.
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A new approach based on occupation measures is introduced for studying stochastic differential games. For two-person zero-sum games, the existence of values and optimal strategies for both players is established for various payoff criteria. ForN-person games, the existence of equilibria in Markov strategies is established for various cases.
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Attempts in the past to model the irregularities of the solar cycle (such as the Maunder minimum) were based on studies of the nonlinear feedback of magnetic fields on the dynamo source terms. Since the alpha-coefficient is obtained by averaging over the turbulence, it is expected to have stochastic fluctuations, and we show that these fluctuations can explain the irregularities of the solar cycle in a more satisfactory way. We solve the dynamo equations in a slab with a single mode, taking the alpha-coefficient to be constant in space but fluctuating stochastically in time with some given amplitude and given correlation time. The same level of percentile fluctuations (about 10 %) produces no effect on an alpha-omega dynamo, but makes an alpha-2 dynamo completely chaotic. The level of irregularities in an alpha-2-omega dynamo qualitatively agrees with the solar behavior, reinforcing the conclusion of Choudhuri (1990a) that the solar dynamo is of the alpha-2-omega-type. The irregularities are found to increase on increasing either the amplitude or the correlation time of the stochastic fluctuations. The alpha-quenching mechanism tends to make the system stable against the irregularities and hence it is inferred that the alpha-quenching should not be too strong so that the irregularities are not completely suppressed. We also present a simple-minded analysis to understand why the stochastic fluctuations in the alpha-omega, alpha-2-omega and alpha-2 regimes have such different outcomes.
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Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.
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Current-potential characteristics are obtained numerically for a lone-adsorbate-mediated anodic charge transfer at the electrode-solution interface. An increase in the overpotential leads to the appearance of maxima in the anodic current-potential plots instead of the extended activationless region (i.e. a saturation current at large positive overpotentials) predicted by the direct heterogeneous outer-sphere anodic charge transfer process. A detailed analysis of the dependence of current-potential profiles and other kinetic parameters on various system parameters is also presented.
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The flow and vaporization behaviors of long-chain esters of varying molecular weights (300-900) ana branching (linear, Y-shaped, and +-shaped molecules) have been studied. The flow behavior is found to depend on the structure as well as the molecular weight. Below a molecular weight of 600, the molecules flow wholly but above this, segmental motion occurs, and the flow becomes independent of the molecular weight which is explained from the blob model. The blob concept demonstrates that the hole of a size of about 11 angstrom is needed for the flow to occur and it is much less than the size of the molecule. The blob size is observed to slightly decrease along the series linear and Y- and +-branched esters. The heat of vaporization is found to be independent of the molecular structure since the molecules acquire a coiled spherical shape during vaporization and hence depends only on the molecular weight. A significant structural effect is observed for the esters on their glass transition temperature (T(g)). The T(g) vs molecular weight plot displays contrasting trend for linear and +-branched esters, with Y esters showing an intermediate behavior. It is explained from their molecular packing and entanglement as visualized by the blob model.
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We report here an easily reversible set-reset process in a new Ge15Te83Si2 glass that could be a promising candidate for phase change random access memory applications. The I-V characteristics of the studied sample show a comparatively low threshold electric field (E-th) of 7.3 kV/cm. Distinct differences in the type of switching behavior are achieved by means of controlling the on state current. It enables the observation of a threshold type for less than 0.7 mA beyond memory type (set) switching. The set and reset processes have been achieved with a similar magnitude of 1 mA, and with a triangular current pulse for the set process and a short duration rectangular pulse of 10 msec width for the reset operation. Further, a self-resetting effect is seen in this material upon excitation with a saw-tooth/square pulse, and their response of leading and trailing edges are discussed. About 6.5 x 10(4) set-reset cycles have been undertaken without any damage to the device. (C) 2011 American Institute of Physics. doi: 10.1063/1.3574659]
Resumo:
Analysis of precipitation reactions is extremely important in the technology of production of fine particles from the liquid phase. The control of composition and particle size in precipitation processes requires careful analysis of the several reactions that comprise the precipitation system. Since precipitation systems involve several, rapid ionic dissociation reactions among other slower ones, the faster reactions may be assumed to be nearly at equilibrium. However, the elimination of species, and the consequent reduction of the system of equations, is an aspect of analysis fraught with the possibility of subtle errors related to the violation of conservation principles. This paper shows how such errors may be avoided systematically by relying on the methods of linear algebra. Applications are demonstrated by analyzing the reactions leading to the precipitation of calcium carbonate in a stirred tank reactor as well as in a single emulsion drop. Sample calculations show that supersaturation dynamics can assume forms that can lead to subsequent dissolution of particles that have once been precipitated.
Resumo:
Stochastic structural systems having a stochastic distribution of material properties and stochastic external loadings in space are analysed when a crack of deterministic size is present. The material properties and external loadings are considered to constitute independent, two-dimensional, univariate, real, homogeneous stochastic fields. The stochastic fields are characterized by their means, variances, autocorrelation functions or the equivalent power spectral density functions, and scale fluctuations. The Young's modulus and Poisson's ratio are treated to be stochastic quantities. The external loading is treated to be a stochastic field in space. The energy release rate is derived using the method of virtual crack extension. The deterministic relationship is derived to represent the sensitivities of energy release rate with respect to both virtual crack extension and real system parameter fluctuations. Taylor series expansion is used and truncation is made to the first order. This leads to the determination of second-order properties of the output quantities to the first order. Using the linear perturbations about the mean values of the output quantities, the statistical information about the energy release rates, SIF and crack opening displacements are obtained. Both plane stress and plane strain cases are considered. The general expressions for the SIF in all the three fracture modes are derived and a more detailed analysis is conducted for a mode I situation. A numerical example is given.
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A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional "infinitesimal perturbation analysis" schemes, It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.
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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.