Prediction of inplane damping from deterministic and stochastic models

This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.

Response of nonlinear systems to narrow-band excitation

The hardening cubic spring oscillator is studied under narrow-band gaussian excitation. Equivalent linearization leads to multiple steady states. The realizability of the solution is discussed through stochastic stability analysis. Theoretical results are supported by numerical simulation.

Narrowband random excitation of a limit cycle system

The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

Response And Stability Of A Stochastic Beam-Column Using Stochastic Fem

A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.

Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

Vibration and Stability of Fluid Conveying Pipes with Stochastic Parameters

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.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

Network flow-control using asynchronous stochastic approximation

We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly's primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discretetime implementations of Kelly's dual algorithm and primaldual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.

Denumerable state stochastic games with limiting average payoff

We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

Stability analysis of stochastically parametered nonconservative columns

Nonconservatively loaded columns. which have stochastically distributed material property values and stochastic loadings in space are considered. Young's modulus and mass density are treated to constitute random fields. The support stiffness coefficient and tip follower load are considered to be random variables. The fluctuations of external and distributed loadings are considered to constitute a random field. The variational formulation is adopted to get the differential equation and boundary conditions. The non self-adjoint operators are used at the boundary of the regularity domain. The statistics of vibration frequencies and modes are obtained using the standard perturbation method, by treating the fluctuations to be stochastic perturbations. Linear dependence of vibration and stability parameters over property value fluctuations and loading fluctuations are assumed. Bounds for the statistics of vibration frequencies are obtained. The critical load is first evaluated for the averaged problem and the corresponding eigenvalue statistics are sought. Then, the frequency equation is employed to transform the eigenvalue statistics to critical load statistics. Specialization of the general procedure to Beck, Leipholz and Pfluger columns is carried out. For Pfluger column, nonlinear transformations are avoided by directly expressing the critical load statistics in terms of input variable statistics.

Stochastic Aeroelastic Analysis of Composite Helicopter Rotor

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.

The Borkar-Meyn theorem for asynchronous stochastic approximations

In this paper, we give a generalization of a result by Borkar and Meyn (2000) 1], on the stability and convergence of synchronous-update stochastic approximation algorithms, to the case of asynchronous stochastic approximations with delays. We then describe an interesting application of the result to asynchronous distributed temporal difference (TD) learning with function approximation and delays. (C) 2011 Elsevier B.V. All rights reserved.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Precision and long-term stability of clumped-isotope analysis of CO2 using a small-sector isotope ratio mass spectrometer

RATIONALE The ratio of the measured abundance of 13C18O bonding CO2 to its stochastic abundance, prescribed by the delta 13C and delta 18O values from a carbonate mineral, is sensitive to its growth temperature. Recently, clumped-isotope thermometry, which uses this ratio, has been adopted as a new tool to elucidate paleotemperatures quantitatively. METHODS Clumped isotopes in CO2 were measured with a small-sector isotope ratio mass spectrometer. CO2 samples digested from several kinds of calcium carbonates by phosphoric acid at 25 degrees C were purified using both cryogenic and gas-chromatographic separations, and their isotopic composition (delta 13C, delta 18O, Delta 47, Delta 48 and Delta 49 values) were then determined using a dual-inlet Delta XP mass spectrometer. RESULTS The internal precisions of the single gas Delta 47 measurements were 0.005 and 0.02 parts per thousand (1 SE) for the optimum and the routine analytical conditions, respectively, which are comparable with those obtained using a MAT 253 mass spectrometer. The long-term variations in the Delta 47 values for the in-house working standard and the heated CO2 gases since 2007 were close to the routine, single gas uncertainty while showing seasonal-like periodicities with a decreasing trend. Unlike the MAT 253, the Delta XP did not show any significant relationship between the Delta 47 and delta 47 values. CONCLUSIONS The Delta XP gave results that were approximately as precise as those of the MAT 253 for clumped-isotope analysis. The temporal stability of the Delta XP seemed to be lower, although an advantage of the Delta XP was that no dependency of delta 47 on Delta 47 was found. Copyright (c) 2012 John Wiley & Sons, Ltd.