Nonlinear effects on rotating disk flow in a cylindrical casing

The flow due to a finite disk rotating in an incompressible viscous fluid has been studied. A modified Newton-gradient finite difference scheme is used to obtain the solution of full Navier-Stokes equations numerically for different disk and cylinder sizes for a wide range of Reynolds numbers. The introduction of the aspect ratio and the disk-shroud gap, significantly alters the flow characteristics in the region under consideration, The frictional torque calculated from the flow data reveals that the contribution due to nonlinear terms is not negligible even at a low Reynolds number. For large Reynolds numbers, the flow structure reveals a strong boundary layer character.

Fluctuation-dissipation relation for nonlinear Langevin equations

It is shown that the fluctuation-dissipation theorem is satisfied by the solutions of a general set of nonlinear Langevin equations with a quadratic free-energy functional (constant susceptibility) and field-dependent kinetic coefficients, provided the kinetic coefficients satisfy the Onsager reciprocal relations for the irreversible terms and the antisymmetry relations for the reversible terms. The analysis employs a perturbation expansion of the nonlinear terms, and a functional integral calculation of the correlation and response functions, and it is shown that the fluctuation-dissipation relation is satisfied at each order in the expansion.

A molecular theory of collective orientational relaxation in pure and binary dipolar liquids

A molecular theory of collective orientational relaxation of dipolar molecules in a dense liquid is presented. Our work is based on a generalized, nonlinear, Smoluchowski equation (GSE) that includes the effects of intermolecular interactions through a mean‐field force term. The effects of translational motion of the liquid molecules on the orientational relaxation is also included self‐consistently in the GSE. Analytic expressions for the wave‐vector‐dependent orientational correlation functions are obtained for one component, pure liquid and also for binary mixtures. We find that for a dipolar liquid of spherical molecules, the correlation function ϕ(k,t) for l=1, where l is the rank of the spherical harmonics, is biexponential. At zero wave‐vector, one time constant becomes identical with the dielectric relaxation time of the polar liquid. The second time constant is the longitudinal relaxation time, but the contribution of this second component is small. We find that polar forces do not affect the higher order correlation functions (l>1) of spherical dipolar molecules in a linearized theory. The expression of ϕ(k,t) for a binary liquid is a sum of four exponential terms. We also find that the wave‐vector‐dependent relaxation times depend strongly on the microscopic structure of the dense liquid. At intermediate wave vectors, the translational diffusion greatly accelerates the rate of orientational relaxation. The present study indicates that one must pay proper attention to the microscopic structure of the liquid while treating the translational effects. An analysis of the nonlinear terms of the GSE is also presented. An interesting coupling between the number density fluctuation and the orientational fluctuation is uncovered.

Perturbative growth of cosmological clustering .2. The two-point correlation

We use the BBGKY hierarchy equations to calculate, perturbatively, the lowest order nonlinear correction to the two-point correlation and the pair velocity for Gaussian initial conditions in a critical density matter-dominated cosmological model. We compare our results with the results obtained using the hydrodynamic equations that neglect pressure and find that the two match, indicating that there are no effects of multistreaming at this order of perturbation. We analytically study the effect of small scales on the large scales by calculating the nonlinear correction for a Dirac delta function initial two-point correlation. We find that the induced two-point correlation has a x(-6) behavior at large separations. We have considered a class of initial conditions where the initial power spectrum at small k has the form k(n) with 0 < n less than or equal to 3 and have numerically calculated the nonlinear correction to the two-point correlation, its average over a sphere and the pair velocity over a large dynamical range. We find that at small separations the effect of the nonlinear term is to enhance the clustering, whereas at intermediate scales it can act to either increase or decrease the clustering. At large scales we find a simple formula that gives a very good fit for the nonlinear correction in terms of the initial function. This formula explicitly exhibits the influence of small scales on large scales and because of this coupling the perturbative treatment breaks down at large scales much before one would expect it to if the nonlinearity were local in real space. We physically interpret this formula in terms of a simple diffusion process. We have also investigated the case n = 0, and we find that it differs from the other cases in certain respects. We investigate a recently proposed scaling property of gravitational clustering, and we find that the lowest order nonlinear terms cause deviations from the scaling relations that are strictly valid in the linear regime. The approximate validity of these relations in the nonlinear regime in l(T)-body simulations cannot be understood at this order of evolution.

Instability, intermittency, and multiscaling in discrete growth models of kinetic roughening

We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhangequation and the Lai-Das Sarma-Villain equation) and related atomistic models of epitaxial growth have a generic instability in which isolated pillars (or grooves) on an otherwise flat interface grow in time when their height (or depth) exceeds a critical value. Depending on the details of the model, the instability found in the discretized version may or may not be present in the truly continuum growth equation, indicating that the behavior of discretized nonlinear growth equations may be very different from that of their continuum counterparts. This instability can be controlled either by the introduction of higher-order nonlinear terms with appropriate coefficients or by restricting the growth of pillars (or grooves) by other means. A number of such ''controlled instability'' models are studied by simulation. For appropriate choice of the parameters used for controlling the instability, these models exhibit intermittent behavior, characterized by multiexponent scaling of height fluctuations, over the time interval during which the instability is active. The behavior found in this regime is very similar to the ''turbulent'' behavior observed in recent simulations of several one- and two-dimensional atomistic models of epitaxial growth.

Assessment of conditional moment closure models of turbulent autoignition using DNS data

A systematic assessment of the submodels of conditional moment closure (CMC) formalism for the autoignition problem is carried out using direct numerical simulation (DNS) data. An initially non-premixed, n-heptane/air system, subjected to a three-dimensional, homogeneous, isotropic, and decaying turbulence, is considered. Two kinetic schemes, (1) a one-step and (2) a reduced four-step reaction mechanism, are considered for chemistry An alternative formulation is developed for closure of the mean chemical source term , based on the condition that the instantaneous fluctuation of excess temperature is small. With this model, it is shown that the CMC equations describe the autoignition process all the way up to near the equilibrium limit. The effect of second-order terms (namely, conditional variance of temperature excess sigma(2) and conditional correlations of species q(ij)) in modeling is examined. Comparison with DNS data shows that sigma(2) has little effect on the predicted conditional mean temperature evolution, if the average conditional scalar dissipation rate is properly modeled. Using DNS data, a correction factor is introduced in the modeling of nonlinear terms to include the effect of species fluctuations. Computations including such a correction factor show that the species conditional correlations q(ij) have little effect on model predictions with a one-step reaction, but those q(ij) involving intermediate species are found to be crucial when four-step reduced kinetics is considered. The "most reactive mixture fraction" is found to vary with time when a four-step kinetics is considered. First-order CMC results are found to be qualitatively wrong if the conditional mean scalar dissipation rate is not modeled properly. The autoignition delay time predicted by the CMC model compares excellently with DNS results and shows a trend similar to experimental data over a range of initial temperatures.

A numerical model of a liquid-feed solid polymer electrolyte DMFC and its experimental validation

A one-dimensional, biphasic, multicomponent steady-state model based on phenomenological transport equations for the catalyst layer, diffusion layer, and polymeric electrolyte membrane has been developed for a liquid-feed solid polymer electrolyte direct methanol fuel cell (SPE- DMFC). The model employs three important requisites: (i) implementation of analytical treatment of nonlinear terms to obtain a faster numerical solution as also to render the iterative scheme easier to converge, (ii) an appropriate description of two-phase transport phenomena in the diffusive region of the cell to account for flooding and water condensation/evaporation effects, and (iii) treatment of polarization effects due to methanol crossover. An improved numerical solution has been achieved by coupling analytical integration of kinetics and transport equations in the reaction layer, which explicitly include the effect of concentration and pressure gradient on cell polarization within the bulk catalyst layer. In particular, the integrated kinetic treatment explicitly accounts for the nonhomogeneous porous structure of the catalyst layer and the diffusion of reactants within and between the pores in the cathode. At the anode, the analytical integration of electrode kinetics has been obtained within the assumption of macrohomogeneous electrode porous structure, because methanol transport in a liquid-feed SPE- DMFC is essentially a single-phase process because of the high miscibility of methanol with water and its higher concentration in relation to gaseous reactants. A simple empirical model accounts for the effect of capillary forces on liquid-phase saturation in the diffusion layer. Consequently, diffusive and convective flow equations, comprising Nernst-Plank relation for solutes, Darcy law for liquid water, and Stefan-Maxwell equation for gaseous species, have been modified to include the capillary flow contribution to transport. To understand fully the role of model parameters in simulating the performance of the DMCF, we have carried out its parametric study. An experimental validation of model has also been carried out. (C) 2003 The Electrochemical Society.

Localization induced base isolation in fractionally damped non linear system

In the present article we take up the study of nonlinear localization induced base isolation of a 3 degree of freedom system having cubic nonlinearities under sinusoidal base excitation. The damping forces in the system are described by functions of fractional derivative of the instantaneous displacements, typically linear and quadratic damping are considered here separately. Under the assumption of smallness of certain system parameters and nonlinear terms an approximate estimate of the response at each degree of freedom of the system is obtained by the Method of Multiple Scales approach. We then consider a similar system where the nonlinear terms and certain other parameters are no longer small. Direct numerical simulation is made use of to obtain the amplitude plot in the frequency domain for this case, which helps us to establish the efficacy of this method of base isolation for a broad class of systems. Base isolation obtained this way has no counterpart in the linear theory.

Nonlinear surface acoustic waves on an isotropic solid

A systematic derivation of the approximate coupled amplitude equations governing the propagation of a quasi-monochromatic Rayleigh surface wave on an isotropic solid is presented, starting from the non-linear governing differential equations and the non-linear free-surface boundary conditions, using the method of mulitple scales. An explicit solution of these equations for a signalling problem is obtained in terms of hyperbolic functions. In the case of monochromatic excitation, it is shown that the second harmonic amplitude grows initially at the expense of the fundamental and that the amplitudes of the fundamental and second harmonic remain bounded for all time.

A nonlinear theory of wake development

A simple new series, using an expansion of the velocity profile in parabolic cylinder functions, has been developed to describe the nonlinear evolution of a steady, laminar, incompressible wake from a given arbitrary initial profile. The first term in this series is itself found to provide a very satisfactory prediction of the decay of the maximum velocity defect in the wake behind a flat plate or aft of the recirculation zone behind a symmetric blunt body. A detailed analysis, including higher order terms, has been made of the flat plate wake with a Blasius profile at the trailing edge. The same method yields, as a special case, complete results for the development of linearized wakes with arbitrary initial profile under the influence of arbitrary pressure gradients. Finally, for purposes of comparison, a simple approximate solution is obtained using momentum integral methods, and found to predict satisfactorily the decay of the maximum velocity defect. © 1970 Wolters-Noordhoff Publishing.

Some new concepts in nonlinear systems

Some new concepts characterizing the response of nonlinear systems are developed. These new concepts are denoted by the terms, the transient system equivalent, the response vector, and the space-phase components. This third concept is analyzed in comparison with the well-known technique of symmetrical components. The performance of a multiplicative feedback control system is represented by a nonlinear integro-differential equation; its solution is obtained by the principle of variation of parameters. The system response is treated as a vector and is resolved into its space-phase components. The individual effects of these components on the performance of the system are discussed. The suitability of the technique for the transient analysis of higher order nonlinear control systems is discussed.

Nonlinear vibration analysis of composite laminated and sandwich plates with random material properties

Nonlinear vibration analysis is performed using a C-0 assumed strain interpolated finite element plate model based on Reddy's third order theory. An earlier model is modified to include the effect of transverse shear variation along the plate thickness and Von-Karman nonlinear strain terms. Monte Carlo Simulation with Latin Hypercube Sampling technique is used to obtain the variance of linear and nonlinear natural frequencies of the plate due to randomness in its material properties. Numerical results are obtained for composite plates with different aspect ratio, stacking sequence and oscillation amplitude ratio. The numerical results are validated with the available literature. It is found that the nonlinear frequencies show increasing non-Gaussian probability density function with increasing amplitude of vibration and show dual peaks at high amplitude ratios. This chaotic nature of the dispersion of nonlinear eigenvalues is also r

Nonlinear intrinsic instability of solid propellant combustion including gas-phase thermal inertia

The problem of homogeneous solid propellant combustion instability is studied with a one-dimensional flame model, including the effects of gas-phase thermal inertia and nonlinearity. Computational results presented in this paper show nonlinear instabilities inherent in the equations, due to which periodic burning is found even under steady ambient conditions such as pressure. The stability boundary is obtained in terms of Denison-Baum parameters. It is found that inclusion of gas-phase thermal inertia stabilizes the combustion. Also, the effect of a distributed heat release in the gas phase, compared to the flame sheet model, is to destabilize the burning. Direct calculations for finite amplitude pressure disturbances show that two distinct resonant modes exist, the first one near the natural frequency as obtained from intrinsic instability analysis and a second mode occurring at a much higher driving frequency. It is found that er rn in the low frequency region, the response of the propellant is significantly affected by the specific type of gas-phase chemical heat-release model employed. Examination of frequency response function reveals that the role of gas-phase thermal inertia is to stabilize the burning near the first resonant mode. Calculations made for different amplitudes of driving pressure show that the mean burning rate decreases with increasing amplitude. Also, with an increase in the driving amplitude, higher harmonics are generated in the burning rate.

A mathematical analysis of nonlinear waves in a fluid filled visco-elastic tube

Our investigations in this paper are centred around the mathematical analysis of a ldquomodal waverdquo problem. We have considered the axisymmetric flow of an inviscid liquid in a thinwalled viscoelastic tube under certain simplifying assumptions. We have first derived the propagation space equations in the long wave limit and also given a general procedure to derive these equations for arbitrary wave length, when the flow is irrotational. We have used the method of operators of multiple scales to derive the nonlinear Schrödinger equation governing the modulation of periodic waves and we have elaborated on the ldquolong modulated wavesrdquo and the ldquomodulated long wavesrdquo. We have also examined the existence and stability of Stokes waves in this system. This is followed by a discussion of the progressive wave solutions of the long wave equations. One of the most important results of our paper is that the propagation space equations are no longer partial differential equations but they are in terms of pseudo-differential operators.Die vorliegenden Untersuchungen beziehen sich auf die mathematische Behandlung des ldquorModalwellenrdquo-Problems. Die achsensymmetrische Strömung einer nichtviskosen Flüssigkeit in einem dünnwandigen viskoelastischen Rohr, unter bestimmten vereinfachenden Annahmen, wird betrachtet. Zuerst werden die Gleichungen des Ausbreitungsraumes im Langwellenbereich abgeleitet und eine allgemeine Methode zur Herleitung dieser Gleichungen für beliebige Wellenlängen bei nichtrotierender Strömung angegeben. Eine Operatorenmethode mit multiplem Maßstab wird verwendet zur Herleitung der nichtlinearen Schrödinger-Gleichung für die Modulation der periodischen Wellen, und die ldquorlangmodulierten Wellenrdquo sowie die ldquormodulierten Langwellenrdquo werden aufgezeigt. Weiters wird die Existenz und die Stabilität der Stokes-Wellen im System untersucht. Anschließend werden die progressiven Wellenlösungen der Langwellengleichungen diskutiert. Eines der wichtigsten Ergebnisse dieser Arbeit ist, daß die Gleichungen des Ausbreitungsraumes keine partiellen Differentialgleichungen mehr sind, sondern Ausdrücke von Pseudo-Differentialoperatoren.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.