On infinitesimal σ-fields generated by random processes

It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

On the origin of the inflectional instability of a laminar separation bubble

This is an experimental and theoretical Study of a laminar separation bubble and the associated linear stability mechanisms. Experiments were performed over a flat plate kept in a wind tunnel, with an imposed pressure gradient typical of an aerofoil that would involve a laminar separation bubble. The separation bubble was characterized by measurement of surface-pressure distribution and streamwise velocity using hot-wire anemometry. Single component hot-wire anemometry was also used for a detailed study of the transition dynamics. It was foundthat the so-called dead-air region in the front portion of the bubble corresponded to a region of small disturbance amplitudes, with the amplitude reaching a maximum value close to the reattachment point. An exponential growth rate of the disturbance was seen in the region upstream of the mean maximum height of the bubble, and this was indicative of a linear instability mechanism at work. An infinitesimal disturbance was impulsively introduced into the boundary layer upstream of separation location, and the wave packet was tracked (in an ensemble-averaged sense) while it was getting advected downstream. The disturbance was found to be convective in nature. Linear stability analyses (both the Orr-Sommerfeld and Rayleigh calculations) were performed for mean velocity profiles, starting from an attached adverse-pressure-gradient boundary layer all the way up to the front portion of the separation-bubble region (i.e. up to the end of the dead-air region in which linear evolution of the disturbance could be expected). The conclusion from the present work is that the primary instability mechanism in a separation bubble is inflectional in nature, and its origin can be traced back to upstream of the separation location. In other words, the inviscid inflectional instability of the separated shear layer should be logically seen as an extension of the instability of the upstream attached adverse-pressure-gradient boundary layer. This modifies the traditional view that pegs the origin of the instability in a separation bubble to the detached shear layer Outside the bubble, with its associated Kelvin-Helmholtz mechanism. We contendthat only when the separated shear layer has moved considerably away from the wall (and this happens near the maximum-height location of the mean bubble), a description by the Kelvin-Helmholtz instability paradigm, with its associated scaling principles, Could become relevant. We also propose a new scaling for the most amplified frequency for a wall-bounded shear layer in terms of the inflection-point height and the vorticity thickness and show it to be universal.

Determination of mode 1 notch stress intensity factor by the photoelastic technique

The structural integrity of any member subjected to a load gets impaired due to the presence of cracks or crack-like defects. The notch severity is one of the several parameters that promotes the brittle fracture. The most severe one is an ideal crack with infinitesimal width and infinitesimal or zero root radius. Though analytical investigations can handle an ideal crack, experimental work, either to validate the analytical conclusions or to impose the bounds, needs to be carried out on models or specimens containing the cracks which are far from the ideal ones. Thus instead of an ideal crack with infinitesimal width the actual model will have a slot or a slit of finite width and instead of a crack ending in zero root radius, the model contains a slot having a finite root radius. Another factor of great significance at the root is the notch angle along which the transition from the slot to the root takes place. This paper is concerned with the photoelastic determination of the notch stress intensity factor in the case of a “crack” subjected to Mode 1 deformation.

Some Exact-Solutions Describing Unsteady Plane Gas-Flows With Shocks

A new class of exact solutions of plane gasdynamic equations is found which describes piston-driven shocks into non-uniform media. The governing equations of these flows are taken in the coordinate system used earlier by Ustinov, and their similarity form is determined by the method of infinitesimal transformations. The solutions give shocks with velocities which either decay or grown in a finite or infinite time depending on the density distribution in the ambient medium, although their strength remains constant. The results of the present study are related to earlier investigations describing the propagation of shocks of constant strength into non-uniform media.

Invariance group properties and exact solutions of equations describing time-dependent free surface flows under gravity

Using the method of infinitesimal transformations, a 6-parameter family of exact solutions describing nonlinear sheared flows with a free surface are found. These solutions are a hybrid between the earlier self-propagating simple wave solutions of Freeman, and decaying solutions of Sachdev. Simple wave solutions are also derived via the method of infinitesimal transformations. Incomplete beta functions seem to characterize these (nonlinear) sheared flows in the absence of critical levels.

Elastic behaviour of matter under very high pressures - Uniform compression

In order to study the elastic behaviour of matter when subjected to very large pressures, such as occur for example in the interior of the earth, and to provide an explanation for phenomena like earthquakes, it is essential to be able to calculate the values of the elastic constants of a substance under a state of large initial stress in terms of the elastic constants of a natural or stress-free state. An attempt has been made in this paper to derive expressions for these quantities for a substance of cubic symmetry on the basis of non-linear theory of elasticity and including up to cubic powers of the strain components in the strain energy function. A simple method of deriving them directly from the energy function itself has been indicated for any general case and the same has been applied to the case of hydrostatic compression. The notion of an effective elastic energy-the energy require to effect an infinitesimal deformation over a state of finite strain-has been introduced, the coefficients in this expression being the effective elastic constants. A separation of this effective energy function into normal co-ordinates has been given for the particular case of cubic symmetry and it has been pointed out, that when any of such coefficients in this normal form becomes negative, elastic instability will set in, with associated release of energy.

Generalization of Dynkin's Identity and Some Applications

Let X(t) be a right continuous temporally homogeneous Markov pro- cess, Tt the corresponding semigroup and A the weak infinitesimal genera- tor. Let g(t) be absolutely continuous and r a stopping time satisfying E.( S f I g(t) I dt) < oo and E.( f " I g'(t) I dt) < oo Then for f e 9iJ(A) with f(X(t)) right continuous the identity Exg(r)f(X(z)) - g(O)f(x) = E( 5 " g'(s)f(X(s)) ds) + E.( 5 " g(s)Af(X(s)) ds) is a simple generalization of Dynkin's identity (g(t) 1). With further restrictions on f and r the following identity is obtained as a corollary: Ex(f(X(z))) = f(x) + k! Ex~rkAkf(X(z))) + n-1E + (n ) )!.E,(so un-1Anf(X(u)) du). These identities are applied to processes with stationary independent increments to obtain a number of new and known results relating the moments of stopping times to the moments of the stopped processes.

Stability and transition in the flow of polymer solutions

The linear stability analysis of a plane Couette flow of viscoelastic fluid have been studied with the emphasis on two dimensional disturbances with wave number k similar to Re-1/2, where Re is Reynolds number based on maximum velocity and channel width. We employ three models to represent the dilute polymer solution: the classical Oldroyd-B model, the Oldroyd-B model with artificial diffusivity and the non-homogeneous polymer model. The result of the linear stability analysis is found to be sensitive to the polymer model used. While the plane Couette flow is found to be stable to infinitesimal disturbances for the first two models, the last one exhibits a linear instability.

Infinite dimensional slow modulations in a well known delayed model for cutting tool vibrations

We apply the method of multiple scales (MMS) to a well-known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the timescale of typical cutting tool oscillations. The MMS up to second order, recently developed for such systems, is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than the first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy in that plotted solutions of moderate amplitudes are visually near-indistinguishable. The advantages of the present analysis are that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space; lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS; the strong sensitivity of the slow modulation dynamics to small changes in parameter values, peculiar to such systems with large delays, is seen clearly; and though certain parameters are treated as small (or, reciprocally, large), the analysis is not restricted to infinitesimal distances from the Hopf bifurcation.

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.

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.

Multivariate nonlinear ensemble prediction of daily chaotic rainfall with climate inputs

The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.

Stability of fluid flow past a membrane

The stability of fluid flow past a membrane of infinitesimal thickness is analysed in the limit of zero Reynolds number using linear and weakly nonlinear analyses. The system consists of two Newtonian fluids of thickness R* and H R*, separated by an infinitesimally thick membrane, which is flat in the unperturbed state. The dynamics of the membrane is described by its normal displacement from the flat state, as well as a surface displacement field which provides the displacement of material points from their steady-state positions due to the tangential stress exerted by the fluid flow. The surface stress in the membrane (force per unit length) contains an elastic component proportional to the strain along the surface of the membrane, and a viscous component proportional to the strain rate. The linear analysis reveals that the fluctuations become unstable in the long-wave (alpha --> 0) limit when the non-dimensional strain rate in the fluid exceeds a critical value Lambda(t), and this critical value increases proportional to alpha(2) in this limit. Here, alpha is the dimensionless wavenumber of the perturbations scaled by the inverse of the fluid thickness R*(-1), and the dimensionless strain rate is given by Lambda(t) = ((gamma) over dot* R*eta*/Gamma*), where eta* is the fluid viscosity, Gamma* is the tension of the membrane and (gamma) over dot* is the strain rate in the fluid. The weakly nonlinear stability analysis shows that perturbations are supercritically stable in the alpha --> 0 limit.

Simulation of length-preserving motions of flexible one dimensional oObjects using optimization

During the motion of one dimensional flexible objects such as ropes, chains, etc., the assumption of constant length is realistic. Moreover,their motion appears to be naturally minimizing some abstract distance measure, wherein the disturbance at one end gradually dies down along the curve defining the object. This paper presents purely kinematic strategies for deriving length-preserving transformations of flexible objects that minimize appropriate ‘motion’. The strategies involve sequential and overall optimization of the motion derived using variational calculus. Numerical simulations are performed for the motion of a planar curve and results show stable converging behavior for single-step infinitesimal and finite perturbations 1 as well as multi-step perturbations. Additionally, our generalized approach provides different intuitive motions for various problem-specific measures of motion, one of which is shown to converge to the conventional tractrix-based solution. Simulation results for arbitrary shapes and excitations are also included.