267 resultados para Stochastic Matrix
Resumo:
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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An analytical expression for the LL(T) decomposition for the Gaussian Toeplitz matrix with elements T(ij) = [1/(2-pi)1/2-sigma] exp[-(i - j)2/2-sigma-2] is derived. An exact expression for the determinant and bounds on the eigenvalues follows. An analytical expression for the inverse T-1 is also derived.
Resumo:
A symmetrizer of a nonsymmetric matrix A is the symmetric matrix X that satisfies the equation XA = A(t)X, where t indicates the transpose. A symmetrizer is useful in converting a nonsymmetric eigenvalue problem into a symmetric one which is relatively easy to solve and finds applications in stability problems in control theory and in the study of general matrices. Three designs based on VLSI parallel processor arrays are presented to compute a symmetrizer of a lower Hessenberg matrix. Their scope is discussed. The first one is the Leiserson systolic design while the remaining two, viz., the double pipe design and the fitted diagonal design are the derived versions of the first design with improved performance.
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.
Resumo:
In the present investigation, Al 2024-15vol.%Al2O3 particulate (average size, 18 mu m) composites were fabricated using the liquid metallurgy route. The wear and friction characteristics of Al alloy 2024 and Al 2024-15vol.%Al2O3p, composite in the as-extruded and peak-aged conditions were studied using a pin-on-disc machine (with a steel disc as the counterface material). The worn surfaces, subsurfaces and the debris were analysed in a scanning electron microscope.The performance of the composite in the as-extruded condition is slightly inferior to that of the unreinforced alloy. However, in the T6 condition, although the wear rates of two materials are initially comparable, the unreinforced alloy seizes while the composite does not within the tested range employed. In the as-extruded condition, the presence of Al2O3 particles is not particularly beneficial as they fracture and result in extensive localized cracking and removal of material from the surface. In the peak-aged condition, however, while the unreinforced alloy exhibits severe plastic deformation and undergoes seizure, there is no significant change in the mechanism in the case of the composite. Except in the case of the peak-aged unreinforced alloy, worn surfaces of all other materials show the presence of an iron-rich layer.
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It is argued that the nanometric dispersion of Bi in a Zn matrix is an ideal model system for heterogeneous nucleation experiments. The classical theory of heterogeneous nucleation with a hemispherical cap model is applied to analyse the nucleation data. It is shown that, unlike the results of earlier experiments, the derived site density for catalytic nucleation and contact angle are realistic and strongly suggest the validity of the classical theory. The surface energy between the 0001 plane of Zn and the <10(1)over bar 2> plane of Bi, which constitute the epitaxial nucleation interface, is estimated to be 39 mJ m(-2).
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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.
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Carbon fibres/particles can be satisfactory reinforcing material in polymer, ceramic and metal matrices. Carbon fibres/particles reinforced polymer matrix composites and ceramic matrix composites are being used extensively in critical areas of application, but carbon fibre - metal matrix composites have not reached that stage yet. This paper discusses the salient aspects of production and specific properties of carbon fibre/particle reinforced cast metal matrix composites. It is envisaged that these materials will find extensive applications where cost, weight and thermal expansion are the key factors.
Resumo:
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.
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Distribution of particle reinforcements in cast composites is determined by the morphology of the solidification front. Interestingly, during solidification, the morphology of the interface is intrinsically affected by the presence of dispersed reinforcements. Thus the dispersoid distribution and length scale of matrix microstructure is a result of the interplay between these two. A proper combination of material and process parameters can be used to obtain composites with tailored microstructures. This requires the generation of a broad data base and optimization of the complete solidification process. The length scale of soldification microtructure has a large influence on the mechanical properties of the composites. This presentation addresses the concept of a particle distribution map which can help in predicting particle distribution under different solidification conditions Future research directions have also been indicated.
Resumo:
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.
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Ultra low-load-dynamic microhardness testing facilitates the hardness measurements in a very low volume of the material and thus is suited for characterization of the interfaces in MMC's. This paper details the studies on age-hardening behavior of the interfaces in Al-Cu-5SiC(p) composites characterized using this technique. Results of hardness studies have been further substantiated by TEM observations. In the solution-treated condition, hardness is maximum at the particle/matrix interface and decreases with increasing distance from the interface. This could be attributed to the presence of maximum dislocation density at the interface which decreases with increasing distance from the interface. In the case of composites subjected to high temperature aging, hardening at the interface is found to be faster than the bulk matrix and the aging kinetics becomes progressively slower with increasing distance from the interface. This is attributed to the dislocation density gradient at the interface, leading to enhanced nucleation and growth of precipitates at the interface compared to the bulk matrix. TEM observations reveal that the sizes of the precipitates decrease with increasing distance from the interface and thus confirms the retardation in aging kinetics with increasing distance from the interface.