70 resultados para Stochastic Ordinary Differential Equations
Resumo:
Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.
Resumo:
We apply the truncated Wigner method to the process of three-body recombination in ultracold Bose gases. We find that within the validity regime of the Wigner truncation for two-body scattering, three-body recombination can be treated using a set of coupled stochastic differential equations that include diffusion terms, and can be simulated using known numerical methods. As an example we investigate the behavior of a simple homogeneous Bose gas, finding a very slight increase of the loss rate compared to that obtained by using the standard method.
Resumo:
A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.
Resumo:
Surge flow phenomena. e.g.. as a consequence of a dam failure or a flash flood, represent free boundary problems. ne extending computational domain together with the discontinuities involved renders their numerical solution a cumbersome procedure. This contribution proposes an analytical solution to the problem, It is based on the slightly modified zero-inertia (ZI) differential equations for nonprismatic channels and uses exclusively physical parameters. Employing the concept of a momentum-representative cross section of the moving water body together with a specific relationship for describing the cross sectional geometry leads, after considerable mathematical calculus. to the analytical solution. The hydrodynamic analytical model is free of numerical troubles, easy to run, computationally efficient. and fully satisfies the law of volume conservation. In a first test series, the hydrodynamic analytical ZI model compares very favorably with a full hydrodynamic numerical model in respect to published results of surge flow simulations in different types of prismatic channels. In order to extend these considerations to natural rivers, the accuracy of the analytical model in describing an irregular cross section is investigated and tested successfully. A sensitivity and error analysis reveals the important impact of the hydraulic radius on the velocity of the surge, and this underlines the importance of an adequate description of the topography, The new approach is finally applied to simulate a surge propagating down the irregularly shaped Isar Valley in the Bavarian Alps after a hypothetical dam failure. The straightforward and fully stable computation of the flood hydrograph along the Isar Valley clearly reflects the impact of the strongly varying topographic characteristics on the How phenomenon. Apart from treating surge flow phenomena as a whole, the analytical solution also offers a rigorous alternative to both (a) the approximate Whitham solution, for generating initial values, and (b) the rough volume balance techniques used to model the wave tip in numerical surge flow computations.
Resumo:
In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.
Resumo:
The IWA Anaerobic Digestion Modelling Task Group was established in 1997 at the 8th World Congress on,Anaerobic Digestion (Sendai, Japan) with the goal of developing a generalised anaerobic digestion model. The structured model includes multiple steps describing biochemical as well as physicochemical processes. The biochemical steps include disintegration from homogeneous particulates to carbohydrates, proteins and lipids; extracellular hydrolysis of these particulate substrates to sugars, amino acids, and long chain fatty acids (LCFA), respectively; acidogenesis from sugars and amino acids to volatile fatty acids (VFAs) and hydrogen; acetogenesis of LCFA and VFAs to acetate; and separate methanogenesis steps from acetate and hydrogen/CO2. The physico-chemical equations describe ion association and dissociation, and gas-liquid transfer. Implemented as a differential and algebraic equation (DAE) set, there are 26 dynamic state concentration variables, and 8 implicit algebraic variables per reactor vessel or element. Implemented as differential equations (DE) only, there are 32 dynamic concentration state variables.
Resumo:
A technique based on laser light diffraction is shown to be successful in collecting on-line experimental data. Time series of floc size distributions (FSD) under different shear rates (G) and calcium additions were collected. The steady state mass mean diameter decreased with increasing shear rate G and increased when calcium additions exceeded 8 mg/l. A so-called population balance model (PBM) was used to describe the experimental data, This kind of model describes both aggregation and breakage through birth and death terms. A discretised PBM was used since analytical solutions of the integro-partial differential equations are non-existing. Despite the complexity of the model, only 2 parameters need to be estimated: the aggregation rate and the breakage rate. The model seems, however, to lack flexibility. Also, the description of the floc size distribution (FSD) in time is not accurate.
Resumo:
The standard mathematical models in population ecology assume that a population's growth rate is a function of its environment. In this paper we investigate an alternative proposal according to which the rate of change of the growth rate is a function of the environment and of environmental change. We focus on the philosophical issues involved in such a fundamental shift in theoretical assumptions, as well as on the explanations the two theories offer for some of the key data such as cyclic populations. We also discuss the relationship between this move in population ecology and a similar move from first-order to second-order differential equations championed by Galileo and Newton in celestial mechanics.
Resumo:
This paper presents a large amplitude vibration analysis of pre-stressed functionally graded material (FGM) laminated plates that are composed of a shear deformable functionally graded layer and two surface-mounted piezoelectric actuator layers. Nonlinear governing equations of motion are derived within the context of Reddy's higher-order shear deformation plate theory to account for transverse shear strain and rotary inertia. Due to the bending and stretching coupling effect, a nonlinear static problem is solved first to determine the initial stress state and pre-vibration deformations of the plate that is subjected to uniform temperature change, in-plane forces and applied actuator voltage. By adding an incremental dynamic state to the pre-vibration state, the differential equations that govern the nonlinear vibration behavior of pre-stressed FGM laminated plates are derived. A semi-analytical method that is based on one-dimensional differential quadrature and Galerkin technique is proposed to predict the large amplitude vibration behavior of the laminated rectangular plates with two opposite clamped edges. Linear vibration frequencies and nonlinear normalized frequencies are presented in both tabular and graphical forms, showing that the normalized frequency of the FGM laminated plate is very sensitive to vibration amplitude, out-of-plane boundary support, temperature change, in-plane compression and the side-to-thickness ratio. The CSCF and CFCF plates even change the inherent hard-spring characteristic to soft-spring behavior at large vibration amplitudes. (C) 2003 Elsevier B.V. All rights reserved.