Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

High temperature time-dependent low cycle fatigue behaviour of a type 316L(N) stainless steel

Total strain controlled low cycle fatigue tests on 316L(N) stainless steel have been conducted in air at various strain rates in the temperature range of 773-873 K to identify the operative time-dependent mechanisms and to understand their influence on the cyclic deformation and fracture behaviour of the alloy. The cyclic stress response at all the testing conditions was marked by an initial hardening followed by stress saturation. A negative strain rate stress response is observed under specific testing conditions which is attributed to dynamic strain ageing (DSA). Transmission electron microscopy studies reveal that there is an increase in the dislocation density and enhanced slip planarity in the DSA regime. Fatigue life is found to decrease with a decrease in strain rate. The degradation in fatigue resistance is attributed to the detrimental effects associated with DSA and oxidation. Quantitative measurement of secondary cracks indicate that both transgranular and intergranular cracking are accelerated predominantly under conditions conducive to DSA.

Time dependent rotational flow of a viscous fluid over an infinite porous disk with a magnetic field

Both the semi-similar and self-similar flows due to a viscous fluid rotating with time dependent angular velocity over a porous disk of large radius at rest with or without a magnetic field are investigated. For the self-similar case the resulting equations for the suction and no mass transfer cases are solved numerically by quasilinearization method whereas for the semi-similar case and injection in the self-similar case an implicit finite difference method with Newton's linearization is employed. For rapid deceleration of fluid and for moderate suction in the case of self-similar flow there exists a layer of fluid, close to the disk surface where the sense of rotation is opposite to that of the fluid rotating far away. The velocity profiles in the absence of magnetic field are found to be oscillatory except for suction. For the accelerating freestream, (semi-similar flow) the effect of time is to reduce the amplitude of the oscillations of the velocity components. On the other hand the effect of time for the oscillating case is just the opposite.

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.

Exact, self-similar, time-dependent free surface flows under gravity

A class of exact, self-similar, time-dependent solutions describing free surface flows under gravity is found which extends the self-propagating class of solutions discovered earlier by Freeman (1972) to those which decay with time.

Time-dependent flows of rotating and stratified fluids in geometries with non-uniform cross-sections

Unsteady rotating and stratified flows in geometries with non-uniform cross-sections are investigated under Oseen approximation using Laplace transform technique. The solutions are obtained in closed form and they reveal that the flow remains oscillatory even after infinitely large time. The existence of inertial waves propagating in both positive and negative directions of the flow is observed. When the Rossby or Froude number is close to a certain infinite set of critical values the blocking and back flow occur and the flow pattern becomes more and more complicated with increasing number of stagnant zones when each critical value is crossed. The analogy that is observed in the solutions for rotating and stratified flows is also discussed.

Time-dependent analysis of an N2O gasdynamic laser

A simplified two-temperature model is presented for the vibrational energy levels of the N2O and N2 molecules of an N2O-N2-He gasdynamic laser (GDL), and the governing equations for the unsteady flow of the gas mixture in a convergent-divergent contour nozzle are solved using a time-dependent numerical technique. Final steady-state distributions are obtained for vibrational temperatures, population inversion, and the small-signal laser gain along the nozzle. It is demonstrated that, for plenum temperatures lower than 1200 K, an N2O GDL such as the present is more efficient than a CO2 GDL in identical operating conditions

Outward spherical solidification of a superheated melt with time dependent boundary flux

Short-time analytical solutions of solid and liquid temperatures and freezing front have been obtained for the outward radially symmetric spherical solidification of a superheated melt. Although results are presented here only for time dependent boundary flux, the method of solution can be used for other kinds of boundary conditions also. Later, the analytical solution has been compared with the numerical solution obtained with the help of a finite difference numerical scheme in which the grid points change with the freezing front position. An efficient method of execution of the numerical scheme has been discussed in details. Graphs have been drawn for the total solidification times and temperature distributions in the solid.

Time Dependent Operator-split and Unsplit Schemes for One Dimensional Premixed Flames

This paper is concerned with a study of an operator split scheme and unsplit scheme for the computation of adiabatic freely propagating one-dimensional premixed flames. The study uses unsteady method for both split and unsplit schemes employing implicit chemistry and explicit diffusion, a combination which is stable and convergent. Solution scheme is not sensitive to the initial starting estimate and provides steady state even with straight line profiles (far from steady state) in small number of time steps. Two systems H2-Air and H2-NO (involving complex nitrogen chemistry) are considered in presentinvestigation. Careful comparison shows that the operator split approach is slightly superior than the unsplit when chemistry becomes complex. Comparison of computational times with those of existing steady and unsteady methods seems to suggest that the method employing implicit-explicit algorithm is very efficient and robust.

Time-Dependent Dynamics of a Planar Galaxy Model

Time-dependent models of collisionless stellar systems with harmonic potentials allowing for an essentially exact analytic description have recently been described. These include oscillating spheres and spheroids. This paper extends the analysis to time-dependent elliptic discs. Although restricted to two space dimensions, the systems are richer in that their parameters form a 10-dimensional phase space (in contrast to six for the earlier models). Apart from total energy and angular momentum, two additional conserved quantities emerge naturally. These can be chosen as the areas of extremal sections of the ellipsoidal region of phase space occupied by the system (their product gives the conserved volume). The present paper describes the construction of these models. An application to a tidal encounter is given which allows one to go beyond the impulse approximation and demonstrates the effects of rotation of the perturbed system on energy and angular-momentum transfer. The angular-momentum transfer is shown to scale inversely as the cube of the encounter velocity for an initial configuration of the perturbed galaxy with zero quadrupole moment.

Time dependent deformations in concrete: A multi-scale approach

Estimation of creep and shrinkage are critical in order to compute loss of prestress with time in order to compute leak tightness and assess safety margins available in containment structures of nuclear power plants. Short-term creep and shrinkage experiments have been conducted using in-house test facilities developed specifically for the present research program on 35 and 45 MPa normal concrete and 25 MPa heavy density concrete. The extensive experimental program for creep, has cylinders subject to sustained levels of load typically for several days duration (till negligible strain increase with time is observed in the creep specimen), to provide the total creep strain versus time curves for the two normal density concrete grades and one heavy density concrete grade at different load levels, different ages at loading, and at different relative humidity’s. Shrinkage studies on prism specimen for concrete of the same mix grades are also being studied. In the first instance, creep and shrinkage prediction models reported in the literature has been used to predict the creep and shrinkage levels in subsequent experimental data with acceptable accuracy. While macro-scale short experiments and analytical model development to estimate time dependent deformation under sustained loads over long term, accounting for the composite rheology through the influence of parameters such as the characteristic strength, age of concrete at loading, relative humidity, temperature, mix proportion (cement: fine aggregate: coarse aggregate: water) and volume to surface ratio and the associated uncertainties in these variables form one part of the study, it is widely believed that strength, early age rheology, creep and shrinkage are affected by the material properties at the nano-scale that are not well established. In order to understand and improve cement and concrete properties, investigation of the nanostructure of the composite and how it relates to the local mechanical properties is being undertaken. While results of creep and shrinkage obtained at macro-scale and their predictions through rheological modeling are satisfactory, the nano and micro indenting experimental and analytical studies are presently underway. Computational mechanics based models for creep and shrinkage in concrete must necessarily account for numerous parameters that impact their short and long term response. A Kelvin type model with several elements representing the influence of various factors that impact the behaviour is under development. The immediate short term deformation (elastic response), effects of relative humidity and temperature, volume to surface ratio, water cement ratio and aggregate cement ratio, load levels and age of concrete at loading are parameters accounted for in this model. Inputs to this model, such as the pore structure and mechanical properties at micro/nano scale have been taken from scanning electron microscopy and micro/nano-indenting of the sample specimen.

Electrochemical phase formation. Time-dependent nucleation and growth rates

The theory of phase formation is generalised for any arbitrary time dependence of nucleation and growth rates. Some sources of this time dependence are time-dependent potential inputs, ohmic drop and the ingestion effect. Particular cases, such as potentiostatic and, especially, linear potential sweep, are worked out for the two limiting cases of nucleation, namely instantaneous and progressive. The ohmic drop is discussed and a procedure for this correction is indicated. Recent results of Angerstein-Kozlowska, Conway and Klinger are critically investigated. Several earlier results are deduced as special cases. Evans' overlap formula is generalised for the time-dependent case and the equivalence between Avrami's and Evans' equations established.

Simulation of RNA silencing pathway for time-dependent transgene transcription rate

The synthesis of dsRNA is analyzed using a pathway model with amplifications caused by the aberrant RNAs. The transgene influx rate is assumed time-decaying considering the fact that the number of transgenes can not be infinite. The dynamics of the transgene induced RNA silencing is investigated using a system of coupled nonautonomous ordinary nonlinear differential equations which describe the model phenomenologically. The silencing phenomena are detected after a period of transcription. Important contributions of certain parameters are discussed with several numerical examples.

Time-dependent transitions with time-space noncommutativity and its implications in quantum optics

We study the time-dependent transitions of a quantum-forced harmonic oscillator in noncommutative R(1,1) perturbatively to linear order in the noncommutativity theta. We show that the Poisson distribution gets modified, and that the vacuum state evolves into a `squeezed' state rather than a coherent state. The time evolutions of uncertainties in position and momentum in vacuum are also studied and imply interesting consequences for modeling nonlinear phenomena in quantum optics.

Effect of dimerization on dynamics of spin-charge separation in Pariser-Parr-Pople model: A time-dependent density matrix renormalization group study

We investigate the effect of static electron-phonon coupling on real-time dynamics of spin and charge transport in pi-conjugated polyene chains. The polyene chain is modeled by the Pariser-Parr-Pople Hamiltonian with dimerized nearest-neighbor parameter t(0)(1 + delta) for short bonds and t(0)(1 - delta) for long bonds, and long-range electron-electron interactions. We follow the time evolution of the spin and charge using time-dependent density matrix renormalization group technique when a hole is injected at one end of the chain in its ground state. We find that spin and charge dynamics followed through spin and charge velocities depend both on chain length and extent of dimerization delta. Analysis of the results requires focusing on physical quantities such as average spin and charge polarizations, particularly in the large dimerization limit. In the dimerization range 0.0 <= delta <= 0.15, spin-charge dynamics is found to have a well-defined behavior, with spin-charge separation (measured as the ratio of charge velocity to spin velocity) as well as the total amount of charge and spin transported in a given time along the chain decreasing as dimerization increases. However, in the range 0.3 <= delta <= 0.5, it is observed that the dynamics of spin and charge transport becomes complicated. It is observed that, for large delta values, spin-charge separation is suppressed and the injected hole fails to travel the entire length of the chain.