Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

Assembling a consistent set of sentences in relational probabilistic logic with stochastic independence

We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.

Methods of Fourier optics in digital holographic microscopy

In this paper, processing methods of Fourier optics implemented in a digital holographic microscopy system are presented. The proposed methodology is based on the possibility of the digital holography in carrying out the whole reconstruction of the recorded wave front and consequently, the determination of the phase and intensity distribution in any arbitrary plane located between the object and the recording plane. In this way, in digital holographic microscopy the field produced by the objective lens can be reconstructed along its propagation, allowing the reconstruction of the back focal plane of the lens, so that the complex amplitudes of the Fraunhofer diffraction, or equivalently the Fourier transform, of the light distribution across the object can be known. The manipulation of Fourier transform plane makes possible the design of digital methods of optical processing and image analysis. The proposed method has a great practical utility and represents a powerful tool in image analysis and data processing. The theoretical aspects of the method are presented, and its validity has been demonstrated using computer generated holograms and images simulations of microscopic objects. (c) 2007 Elsevier B.V. All rights reserved.

Failure assessments of corroded pipelines with axial defects using stress-based criteria: Numerical studies and verification analyses

Conventional procedures used to assess the integrity of corroded piping systems with axial defects generally employ simplified failure criteria based upon a plastic collapse failure mechanism incorporating the tensile properties of the pipe material. These methods establish acceptance criteria for defects based on limited experimental data for low strength structural steels which do not necessarily address specific requirements for the high grade steels currently used. For these cases, failure assessments may be overly conservative or provide significant scatter in their predictions, which lead to unnecessary repair or replacement of in-service pipelines. Motivated by these observations, this study examines the applicability of a stress-based criterion based upon plastic instability analysis to predict the failure pressure of corroded pipelines with axial defects. A central focus is to gain additional insight into effects of defect geometry and material properties on the attainment of a local limit load to support the development of stress-based burst strength criteria. The work provides an extensive body of results which lend further support to adopt failure criteria for corroded pipelines based upon ligament instability analyses. A verification study conducted on burst testing of large-diameter pipe specimens with different defect length shows the effectiveness of a stress-based criterion using local ligament instability in burst pressure predictions, even though the adopted burst criterion exhibits a potential dependence on defect geometry and possibly on material`s strain hardening capacity. Overall, the results presented here suggests that use of stress-based criteria based upon plastic instability analysis of the defect ligament is a valid engineering tool for integrity assessments of pipelines with axial corroded defects. (C) 2008 Elsevier Ltd. All rights reserved.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

THREE-DIMENSIONAL NUMERICAL SIMULATIONS OF MAGNETIZED WINDS OF SOLAR-LIKE STARS

By means of self-consistent three-dimensional magnetohydrodynamics (MHD) numerical simulations, we analyze magnetized solar-like stellar winds and their dependence on the plasma-beta parameter (the ratio between thermal and magnetic energy densities). This is the first study to perform such analysis solving the fully ideal three-dimensional MHD equations. We adopt in our simulations a heating parameter described by gamma, which is responsible for the thermal acceleration of the wind. We analyze winds with polar magnetic field intensities ranging from 1 to 20 G. We show that the wind structure presents characteristics that are similar to the solar coronal wind. The steady-state magnetic field topology for all cases is similar, presenting a configuration of helmet streamer-type, with zones of closed field lines and open field lines coexisting. Higher magnetic field intensities lead to faster and hotter winds. For the maximum magnetic intensity simulated of 20 G and solar coronal base density, the wind velocity reaches values of similar to 1000 km s(-1) at r similar to 20r(0) and a maximum temperature of similar to 6 x 10(6) K at r similar to 6r(0). The increase of the field intensity generates a larger ""dead zone"" in the wind, i.e., the closed loops that inhibit matter to escape from latitudes lower than similar to 45 degrees extend farther away from the star. The Lorentz force leads naturally to a latitude-dependent wind. We show that by increasing the density and maintaining B(0) = 20 G the system recover back to slower and cooler winds. For a fixed gamma, we show that the key parameter in determining the wind velocity profile is the beta-parameter at the coronal base. Therefore, there is a group of magnetized flows that would present the same terminal velocity despite its thermal and magnetic energy densities, as long as the plasma-beta parameter is the same. This degeneracy, however, can be removed if we compare other physical parameters of the wind, such as the mass-loss rate. We analyze the influence of gamma in our results and we show that it is also important in determining the wind structure.

Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

In this paper we present a finite difference method for solving two-dimensional viscoelastic unsteady free surface flows governed by the single equation version of the eXtended Pom-Pom (XPP) model. The momentum equations are solved by a projection method which uncouples the velocity and pressure fields. We are interested in low Reynolds number flows and, to enhance the stability of the numerical method, an implicit technique for computing the pressure condition on the free surface is employed. This strategy is invoked to solve the governing equations within a Marker-and-Cell type approach while simultaneously calculating the correct normal stress condition on the free surface. The numerical code is validated by performing mesh refinement on a two-dimensional channel flow. Numerical results include an investigation of the influence of the parameters of the XPP equation on the extrudate swelling ratio and the simulation of the Barus effect for XPP fluids. (C) 2010 Elsevier B.V. All rights reserved.

Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

A new scale-invariant ratio and finite-size scaling for the stochastic susceptible-infected-recovered model

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

CRITICAL BEHAVIOR AND THRESHOLD OF COEXISTENCE OF A PREDATOR-PREY STOCHASTIC MODEL IN A 2D LATTICE

We investigate the critical behavior of a stochastic lattice model describing a predator-prey system. By means of Monte Carlo procedure we simulate the model defined on a regular square lattice and determine the threshold of species coexistence, that is, the critical phase boundaries related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. A finite size scaling analysis is employed to determine the order parameter, order parameter fluctuations, correlation length and the critical exponents. Our numerical results for the critical exponents agree with those of the directed percolation universality class. We also check the validity of the hyperscaling relation and present the data collapse curves.

Glassy states in the stochastic Potts model

We have studied by numerical simulations the relaxation of the stochastic seven-state Potts model after a quench from a high temperature down to a temperature below the first-order transition. For quench temperatures just below the transition temperature the phase ordering occurs by simple coarsening under the action of surface tension. For sufficient low temperatures however the straightening of the interface between domains drives the system toward a metastable disordered state, identified as a glassy state. Escaping from this state occurs, if the quench temperature is nonzero, by a thermal activated dynamics that eventually drives the system toward the equilibrium state. (C) 2009 Elsevier B.V. All rights reserved.

The stochastic nature of predator-prey cycles

We study by numerical simulations the time correlation function of a stochastic lattice model describing the dynamics of coexistence of two interacting biological species that present time cycles in the number of species individuals. Its asymptotic behavior is shown to decrease in time as a sinusoidal exponential function from which we extract the dominant eigenvalue of the evolution operator related to the stochastic dynamics showing that it is complex with the imaginary part being the frequency of the population cycles. The transition from the oscillatory to the nonoscillatory behavior occurs when the asymptotic behavior of the time correlation function becomes a pure exponential, that is, when the real part of the complex eigenvalue equals a real eigenvalue. We also show that the amplitude of the undamped oscillations increases with the square root of the area of the habitat as ordinary random fluctuations. (C) 2009 Elsevier B.V. All rights reserved.