Application of standard and refined heat balance integral methods to one-dimensional Stefan problems

The work in this paper concerns the study of conventional and refined heat balance integral methods for a number of phase change problems. These include standard test problems, both with one and two phase changes, which have exact solutions to enable us to test the accuracy of the approximate solutions. We also consider situations where no analytical solution is available and compare these to numerical solutions. It is popular to use a quadratic profile as an approximation of the temperature, but we show that a cubic profile, seldom considered in the literature, is far more accurate in most circumstances. In addition, the refined integral method can give greater improvement still and we develop a variation on this method which turns out to be optimal in some cases. We assess which integral method is better for various problems, showing that it is largely dependent on the specified boundary conditions.

Modelling the cooling of concrete by piped water

Piped water is used to remove hydration heat from concrete blocks during construction. In this paper we develop an approximate model for this process. The problem reduces to solving a one-dimensional heat equation in the concrete, coupled with a first order differential equation for the water temperature. Numerical results are presented and the effect of varying model parameters shown. An analytical solution is also provided for a steady-state constant heat generationmodel. This helps highlight the dependence on certain parameters and can therefore provide an aid in the design of cooling systems.

Continued fraction solution for the radiative transfer equation in three dimensions

Starting from the radiative transfer equation, we obtain an analytical solution for both the free propagator along one of the axes and an arbitrary phase function in the Fourier-Laplace domain. We also find the effective absorption parameter, which turns out to be very different from the one provided by the diffusion approximation. We finally present an analytical approximation procedure and obtain a differential equation that accurately reproduces the transport process. We test our approximations by means of simulations that use the Henyey-Greenstein phase function with very satisfactory results.

Optimal exponent heat balance and refined integral methods applied to Stefan problems

When using a polynomial approximating function the most contentious aspect of the Heat Balance Integral Method is the choice of power of the highest order term. In this paper we employ a method recently developed for thermal problems, where the exponent is determined during the solution process, to analyse Stefan problems. This is achieved by minimising an error function. The solution requires no knowledge of an exact solution and generally produces significantly better results than all previous HBI models. The method is illustrated by first applying it to standard thermal problems. A Stefan problem with an analytical solution is then discussed and results compared to the approximate solution. An ablation problem is also analysed and results compared against a numerical solution. In both examples the agreement is excellent. A Stefan problem where the boundary temperature increases exponentially is analysed. This highlights the difficulties that can be encountered with a time dependent boundary condition. Finally, melting with a time-dependent flux is briefly analysed without applying analytical or numerical results to assess the accuracy.

Residual Stress Measurement on a MEMS Structure With High-Spatial Resolution

A new approach to the local measurement of residual stress in microstructures is described in this paper. The presented technique takes advantage of the combined milling-imaging features of a focused ion beam (FIB) equipment to scale down the widely known hole drilling method. This method consists of drilling a small hole in a solid with inherent residual stresses and measuring the strains/displacements caused by the local stress release, that takes place around the hole. In the presented case, the displacements caused by the milling are determined by applying digital image correlation (DIC) techniques to high resolution micrographs taken before and after the milling process. The residual stress value is then obtained by fitting the measured displacements to the analytical solution of the displacement fields. The feasibility of this approach has been demonstrated on a micromachined silicon nitride membrane showing that this method has high potential for applications in the field of mechanical characterization of micro/nanoelectromechanical systems.

Spin-orbit effects in GaAs quantum wells: Interplay between Rashba, Dresselhaus, and Zeeman interactions

The interplay between Rashba, Dresselhaus, and Zeeman interactions in a quantum well submitted to an external magnetic field is studied by means of an accurate analytical solution of the Hamiltonian, including electron-electron interactions in a sum-rule approach. This solution allows us to discuss the influence of the spin-orbit coupling on some relevant quantities that have been measured in inelastic light scattering and electron-spin resonance experiments on quantum wells. In particular, we have evaluated the spin-orbit contribution to the spin splitting of the Landau levels and to the splitting of charge- and spin-density excitations. We also discuss how the spin-orbit effects change if the applied magnetic field is tilted with respect to the direction perpendicular to the quantum well.

Spin-orbit effects in GaAs quantum wells: Interplay between Rashba, Dresselhaus, and Zeeman interactions

The interplay between Rashba, Dresselhaus, and Zeeman interactions in a quantum well submitted to an external magnetic field is studied by means of an accurate analytical solution of the Hamiltonian, including electron-electron interactions in a sum-rule approach. This solution allows us to discuss the influence of the spin-orbit coupling on some relevant quantities that have been measured in inelastic light scattering and electron-spin resonance experiments on quantum wells. In particular, we have evaluated the spin-orbit contribution to the spin splitting of the Landau levels and to the splitting of charge- and spin-density excitations. We also discuss how the spin-orbit effects change if the applied magnetic field is tilted with respect to the direction perpendicular to the quantum well.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.

Hollow sphere as a detector of gravitational radiation

The most important features of the proposed spherical gravitational wave detectors are closely linked with their symmetry. Hollow spheres share this property with solid ones, considered in the literature so far, and constitute an interesting alternative for the realization of an omnidirectional gravitational wave detector. In this paper we address the problem of how a hollow elastic sphere interacts with an incoming gravitational wave and find an analytical solution for its normal mode spectrum and response, as well as for its energy absorption cross sections. It appears that this shape can be designed having relatively low resonance frequencies (~ 200 Hz) yet keeping a large cross section, so its frequency range overlaps with the projected large interferometers. We also apply the obtained results to discuss the performance of a hollow sphere as a detector for a variety of gravitational wave signals.

Bernoulli correction to viscous losses: Radial flow between two parallel discs

For a massless fluid (density = 0), the steady flow along a duct is governed exclusively by viscous losses. In this paper, we show that the velocity profile obtained in this limit can be used to calculate the pressure drop up to the first order in density. This method has been applied to the particular case of a duct, defined by two plane-parallel discs. For this case, the first-order approximation results in a simple analytical solution which has been favorably checked against numerical simulations. Finally, an experiment has been carried out with water flowing between the discs. The experimental results show good agreement with the approximate solution

Bifurcations of homoclinic tangency in two-dimensional area-preserving and reversible maps

Report for the scientific sojourn at the Research Institute for Applied Mathematics and Cybernetics, Nizhny Novgorod, Russia, from July to September 2006. Within the project, bifurcations of orbit behavior in area-preserving and reversible maps with a homoclinic tangency were studied. Finitely smooth normal forms for such maps near saddle fixed points were constructed and it was shown that they coincide in the main order with the analytical Birkhoff-Moser normal form. Bifurcations of single-round periodic orbits for two-dimensional symplectic maps close to a map with a quadratic homoclinic tangency were studied. The existence of one- and two-parameter cascades of elliptic periodic orbits was proved.

KAM theory for conformally symplectic systems

We present a KAM theory for some dissipative systems (geometrically, these are conformally symplectic systems, i.e. systems that transform a symplectic form into a multiple of itself). For systems with n degrees of freedom depending on n parameters we show that it is possible to find solutions with n-dimensional (Diophantine) frequencies by adjusting the parameters. We do not assume that the system is close to integrable, but we use an a-posteriori format. Our unknowns are a parameterization of the solution and a parameter. We show that if there is a sufficiently approximate solution of the invariance equation, which also satisfies some explicit non–degeneracy conditions, then there is a true solution nearby. We present results both in Sobolev norms and in analytic norms. The a–posteriori format has several consequences: A) smooth dependence on the parameters, including the singular limit of zero dissipation; B) estimates on the measure of parameters covered by quasi–periodic solutions; C) convergence of perturbative expansions in analytic systems; D) bootstrap of regularity (i.e., that all tori which are smooth enough are analytic if the map is analytic); E) a numerically efficient criterion for the break–down of the quasi–periodic solutions. The proof is based on an iterative quadratically convergent method and on suitable estimates on the (analytical and Sobolev) norms of the approximate solution. The iterative step takes advantage of some geometric identities, which give a very useful coordinate system in the neighborhood of invariant (or approximately invariant) tori. This system of coordinates has several other uses: A) it shows that for dissipative conformally symplectic systems the quasi–periodic solutions are attractors, B) it leads to efficient algorithms, which have been implemented elsewhere. Details of the proof are given mainly for maps, but we also explain the slight modifications needed for flows and we devote the appendix to present explicit algorithms for flows.

One-dimensional solidification of supercooled melts

In this paper a one-phase supercooled Stefan problem, with a nonlinear relation between the phase change temperature and front velocity, is analysed. The model with the standard linear approximation, valid for small supercooling, is first examined asymptotically. The nonlinear case is more difficult to analyse and only two simple asymptotic results are found. Then, we apply an accurate heat balance integral method to make further progress. Finally, we compare the results found against numerical solutions. The results show that for large supercooling the linear model may be highly inaccurate and even qualitatively incorrect. Similarly as the Stefan number β → 1&sup&+&/sup& the classic Neumann solution which exists down to β =1 is far from the linear and nonlinear supercooled solutions and can significantly overpredict the solidification rate.

Fronts from complex two-dimensional dispersal kernels: theory and application to Reid's paradox

Bimodal dispersal probability distributions with characteristic distances differing by several orders of magnitude have been derived and favorably compared to observations by Nathan [Nature (London) 418, 409 (2002)]. For such bimodal kernels, we show that two-dimensional molecular dynamics computer simulations are unable to yield accurate front speeds. Analytically, the usual continuous-space random walks (CSRWs) are applied to two dimensions. We also introduce discrete-space random walks and use them to check the CSRW results (because of the inefficiency of the numerical simulations). The physical results reported are shown to predict front speeds high enough to possibly explain Reid's paradox of rapid tree migration. We also show that, for a time-ordered evolution equation, fronts are always slower in two dimensions than in one dimension and that this difference is important both for unimodal and for bimodal kernels

Effects of convection on the removal of the multiplicity of stable states in one-dimensional vertical models

Here I develop a model of a radiative-convective atmosphere with both radiative and convective schemes highly simplified. The atmospheric absorption of radiation at selective wavelengths makes use of constant mass absorption coefficients in finite width spectral bands. The convective regime is introduced by using a prescribed lapse rate in the troposphere. The main novelty of the radiative-convective model developed here is that it is solved without using any angular approximation for the radiation field. The solution obtained in the purely radiation mode (i. e. with convection ignored) leads to multiple equilibria of stable states, being very similar to some results recently found in simple models of planetary atmospheres. However, the introduction of convective processes removes the multiple equilibria of stable states. This shows the importance of taking convective processes into account even for qualitative analyses of planetary atmosphere