A note on non-separable solutions of linear partial differential equation

A method has been presented for constructing non-separable solutions of homogeneous linear partial differential equations of the type F(D, D′)W = 0, where D = ∂/∂x, D′ = ∂/∂y, Image where crs are constants and n stands for the order of the equation. The method has also been extended for equations of the form Φ(D, D′, D″)W = 0, where D = ∂/∂x, D′ = ∂/∂y, D″ = ∂/∂z and Image As illustration, the method has been applied to obtain nonseparable solutions of the two and three dimensional Helmholtz equations.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

A simple technique for approximate solutions of the Falkner-Skan equation

A simple, sufficiently accurate and efficient method for approximate solutions of the Falkner-Skan equation is proposed here for a wide range of the pressure gradient parameter. The proposed approximate solutions are obtained utilising a known solution of another differential equation.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Chapman-Enskog analysis for finite-volume formulation of lattice Boltzmann equation

The classical Chapman-Enskog expansion is performed for the recently proposed finite-volume formulation of lattice Boltzmann equation (LBE) method D.V. Patil, K.N. Lakshmisha, Finite volume TVD formulation of lattice Boltzmann simulation on unstructured mesh, J. Comput. Phys. 228 (2009) 5262-5279]. First, a modified partial differential equation is derived from a numerical approximation of the discrete Boltzmann equation. Then, the multi-scale, small parameter expansion is followed to recover the continuity and the Navier-Stokes (NS) equations with additional error terms. The expression for apparent value of the kinematic viscosity is derived for finite-volume formulation under certain assumptions. The attenuation of a shear wave, Taylor-Green vortex flow and driven channel flow are studied to analyze the apparent viscosity relation.

A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

Hybrid stiff-string-polynomial basis functions for vibration analysis of high speed rotating beams

A new finite element is developed for free vibration analysis of high speed rotating beams using basis functions which use a linear combination of the solution of the governing static differential equation of a stiff-string and a cubic polynomial. These new shape functions depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. The natural frequencies predicted by the proposed element are compared with an element with stiff-string, cubic polynomial and quintic polynomial shape functions. It is found that the new element exhibits superior convergence compared to the other basis functions.

Bending Of Circular Plate On Elastic-Foundation

The governing differential equation of linear, elastic, thin, circular plate of uniform thickness, subjected to uniformly distributed load and resting on Winkler-Pasternak type foundation is solved using ``Chebyshev Polynomials''. Analysis is carried out using Lenczos' technique, both for simply supported and clamped plates. Numerical results thus obtained by perturbing the differential equation for plates without foundation are compared and are found to be in good agreement with the available results. The effect of foundation on central deflection of the plate is shown in the form of graphs.

Quantum-Ohmic Resistance Fluctuation In Disordered Conductors - An Invariant Imbedding Approach

It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.

Unsteady Incompressible Two-Dimensional and Axisymmetric Turbulent Boundary Layer Flows

The unsteady turbulent incompressible boundary-layer flow over two-dimensional and axisymmetric bodies with pressure gradient has been studied. An eddy-viscosity model has been used to model the Reynolds shear stress. The unsteadiness is due to variations in the free stream velocity with time. The nonlinear partial differential equation with three independent variables governing the flow has been solved using Keller's Box method. The results indicate that the free stram velocity distribution exerts strong influence on the boundary-layer characteristics. The point of zero skin friction is found to move upstream as time increases.

Oscillatory flow in an elastic tube of variable cross-section

An oscillatory flow of a viscous incompressible fluid in an elastic tube of variable cross section has been investigated at low Reynolds number. The equations governing, the flow are derived under the assumption that the variation of the cross-section is slow in the axial direction for a tethered tube. The problem is then reduced to that of solving for the excess pressure from a second order ordinary differential equation with complex valued Bessel functions as the coefficients. This equation has been solved numerically for geometries of physiological interest and a comparison is made with some of the known theoretical and experimental results.