Integral treatment for the representation of thermodynamic properties in multicomponent systems using interaction parameters

The partial thermodynamic functions of the solvent component of a ternary system have been deduced in terms of the interaction parameters by integration of several series which emerge from the Maclaurin infinite series based on the integral property of the system and subjected to appropriate boundary conditions. The series integration shows that the resulting partial functions are suitable for interpreting the thermodynamic properties of the system and are independent of compositional paths. In the present analysis, the higher order terms of these series are found to make insignificant contributions.

Single-molecule thermodynamics: the heat distribution function of a charged particle in a static magnetic field

Interest in the applicability of fluctuation theorems to the thermodynamics of single molecules in external potentials has recently led to calculations of the work and total entropy distributions of Brownian oscillators in static and time-dependent electromagnetic fields. These calculations, which are based on solutions to a Smoluchowski equation, are not easily extended to a consideration of the other thermodynamic quantity of interest in such systems-the heat exchanges of the particle alone-because of the nonlinear dependence of the heat on a particle's stochastic trajectory. In this paper, we show that a path integral approach provides an exact expression for the distribution of the heat fluctuations of a charged Brownian oscillator in a static magnetic field. This approach is an extension of a similar path integral approach applied earlier by our group to the calculation of the heat distribution function of a trapped Brownian particle, which was found, in the limit of long times, to be consistent with experimental data on the thermal interactions of single micron-sized colloids in a viscous solvent.

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.

Transmembrane domains participate in functions of integral membrane proteins

Integral membrane proteins have one or more transmembrane a-helical domains and carry out a variety of functions such as enzyme catalysis, transport across membranes, transducing signals as receptors of hormones and growth factors, and energy transfer in ATP synthesis. These transmembrane domains are not mere structural units anchoring the protein to the lipid bilayer but seem to-contribute in the overall activity. Recent findings in support of this are described using some typical examples-LDL receptor, growth factor receptor tyrosine kinase, HMG-CoA reductase, F-0-ATPase and adrenergic receptors. The trends in research indicate that these transmembrane domains participate in a variety of ways such as a linker, a transducer or an exchanger in the overall functions of these proteins in transfer of materials, energy and signals.

Stochastic differential games: Occupation measure based approach

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.

Stochastic fluctuations of the solar dynamo

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.

Stochastic modelling of flexible manufacturing systems

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.

Variability of sif and cod of stochastic structural systems

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.

A two timescale stochastic approximation scheme for simulation-based parametric optimization

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.

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.

Stochastic Aeroelastic Analysis of Composite Helicopter Rotor

The effect of uncertainty in composite material properties on the aeroelastic response, vibratory loads, and stability of a hingeless helicopter rotor is investigated. The uncertainty impact on rotating natural frequencies of the blade is studied with Monte Carlo simulations and first-order reliability methods. The stochastic aeroelastic analyses in hover and forward flight are carried out with Monte Carlo simulations. The flap, lag, and torsion responses show considerable scatter from their baseline values, and the uncertainty impact varies with the azimuth angle. Furthermore, the blade response shows finite probability of resonance-type conditions caused by modal frequencies approaching multiples of the rotor speed. The 4/rev vibratory forces show large deviations from their baseline values. The lag mode damping shows considerable scatter due to uncertain material properties with an almost 40% probability of instability in hover.

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Relation between integral and partial properties of ternary solutions along different composition trajectories

The relations between partial and integral properties of ternary solutions along composition trajectories suggested by Kohler, Colinet and Jacob, and along an arbitrary path are derived. The chemical potentials of the components are related to the slope of integral free energy by expressions involving the binary compositions generated by the intersections of the composition trajectory with the sides of the ternary triangle. Only along the Kohler composition trajectory it is possible to derive the integral free energy from the variation of the chemical potential of a single component with composition or vice versa. Along all other paths the differential of the integral free energy is related to two chemical potentials. The Gibbs-Duhem integration proposed by Darken for the ternary system uses the Kohler isogram. The relative merits of different limits for integration are discussed.

Solution of a hypersingular integral equation of the second kind

A straightforward analysis involving the complex function-theoretic method is employed to determine the closed-form solution of a special hypersingular integral equation of the second kind, and its known solution is recovered.

The actor-critic algorithm as multi-time-scale stochastic approximation

The actor-critic algorithm of Barto and others for simulation-based optimization of Markov decision processes is cast as a two time Scale stochastic approximation. Convergence analysis, approximation issues and an example are studied.