6 resultados para NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATIONS

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years. DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method. However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).

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In this thesis I show a triple new connection we found between quantum integrability, N=2 supersymmetric gauge theories and black holes perturbation theory. I use the approach of the ODE/IM correspondence between Ordinary Differential Equations (ODE) and Integrable Models (IM), first to connect basic integrability functions - the Baxter’s Q, T and Y functions - to the gauge theory periods. This fundamental identification allows several new results for both theories, for example: an exact non linear integral equation (Thermodynamic Bethe Ansatz, TBA) for the gauge periods; an interpretation of the integrability functional relations as new exact R-symmetry relations for the periods; new formulas for the local integrals of motion in terms of gauge periods. This I develop in all details at least for the SU(2) gauge theory with Nf=0,1,2 matter flavours. Still through to the ODE/IM correspondence, I connect the mathematically precise definition of quasinormal modes of black holes (having an important role in gravitational waves’ obervations) with quantization conditions on the Q, Y functions. In this way I also give a mathematical explanation of the recently found connection between quasinormal modes and N=2 supersymmetric gauge theories. Moreover, it follows a new simple and effective method to numerically compute the quasinormal modes - the TBA - which I compare with other standard methods. The spacetimes for which I show these in all details are in the simplest Nf=0 case the D3 brane in the Nf=1,2 case a generalization of extremal Reissner-Nordström (charged) black holes. Then I begin treating also the Nf=3,4 theories and argue on how our integrability-gauge-gravity correspondence can generalize to other types of black holes in either asymptotically flat (Nf=3) or Anti-de-Sitter (Nf=4) spacetime. Finally I begin to show the extension to a 4-fold correspondence with also Conformal Field Theory (CFT), through the renowned AdS/CFT correspondence.

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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

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The wheel - rail contact analysis plays a fundamental role in the multibody modeling of railway vehicles. A good contact model must provide an accurate description of the global contact phenomena (contact forces and torques, number and position of the contact points) and of the local contact phenomena (position and shape of the contact patch, stresses and displacements). The model has also to assure high numerical efficiency (in order to be implemented directly online within multibody models) and a good compatibility with commercial multibody software (Simpack Rail, Adams Rail). The wheel - rail contact problem has been discussed by several authors and many models can be found in the literature. The contact models can be subdivided into two different categories: the global models and the local (or differential) models. Currently, as regards the global models, the main approaches to the problem are the so - called rigid contact formulation and the semi – elastic contact description. The rigid approach considers the wheel and the rail as rigid bodies. The contact is imposed by means of constraint equations and the contact points are detected during the dynamic simulation by solving the nonlinear algebraic differential equations associated to the constrained multibody system. Indentation between the bodies is not permitted and the normal contact forces are calculated through the Lagrange multipliers. Finally the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces respectively. Also the semi - elastic approach considers the wheel and the rail as rigid bodies. However in this case no kinematic constraints are imposed and the indentation between the bodies is permitted. The contact points are detected by means of approximated procedures (based on look - up tables and simplifying hypotheses on the problem geometry). The normal contact forces are calculated as a function of the indentation while, as in the rigid approach, the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces. Both the described multibody approaches are computationally very efficient but their generality and accuracy turn out to be often insufficient because the physical hypotheses behind these theories are too restrictive and, in many circumstances, unverified. In order to obtain a complete description of the contact phenomena, local (or differential) contact models are needed. In other words wheel and rail have to be considered elastic bodies governed by the Navier’s equations and the contact has to be described by suitable analytical contact conditions. The contact between elastic bodies has been widely studied in literature both in the general case and in the rolling case. Many procedures based on variational inequalities, FEM techniques and convex optimization have been developed. This kind of approach assures high generality and accuracy but still needs very large computational costs and memory consumption. Due to the high computational load and memory consumption, referring to the current state of the art, the integration between multibody and differential modeling is almost absent in literature especially in the railway field. However this integration is very important because only the differential modeling allows an accurate analysis of the contact problem (in terms of contact forces and torques, position and shape of the contact patch, stresses and displacements) while the multibody modeling is the standard in the study of the railway dynamics. In this thesis some innovative wheel – rail contact models developed during the Ph. D. activity will be described. Concerning the global models, two new models belonging to the semi – elastic approach will be presented; the models satisfy the following specifics: 1) the models have to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the models have to consider generic railway tracks and generic wheel and rail profiles 3) the models have to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the models have to evaluate the number and the position of the contact points and, for each point, the contact forces and torques 4) the models have to be implementable directly online within the multibody models without look - up tables 5) the models have to assure computation times comparable with those of commercial multibody software (Simpack Rail, Adams Rail) and compatible with RT and HIL applications 6) the models have to be compatible with commercial multibody software (Simpack Rail, Adams Rail). The most innovative aspect of the new global contact models regards the detection of the contact points. In particular both the models aim to reduce the algebraic problem dimension by means of suitable analytical techniques. This kind of reduction allows to obtain an high numerical efficiency that makes possible the online implementation of the new procedure and the achievement of performance comparable with those of commercial multibody software. At the same time the analytical approach assures high accuracy and generality. Concerning the local (or differential) contact models, one new model satisfying the following specifics will be presented: 1) the model has to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the model has to consider generic railway tracks and generic wheel and rail profiles 3) the model has to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the model has to able to calculate both the global contact variables (contact forces and torques) and the local contact variables (position and shape of the contact patch, stresses and displacements) 4) the model has to be implementable directly online within the multibody models 5) the model has to assure high numerical efficiency and a reduced memory consumption in order to achieve a good integration between multibody and differential modeling (the base for the local contact models) 6) the model has to be compatible with commercial multibody software (Simpack Rail, Adams Rail). In this case the most innovative aspects of the new local contact model regard the contact modeling (by means of suitable analytical conditions) and the implementation of the numerical algorithms needed to solve the discrete problem arising from the discretization of the original continuum problem. Moreover, during the development of the local model, the achievement of a good compromise between accuracy and efficiency turned out to be very important to obtain a good integration between multibody and differential modeling. At this point the contact models has been inserted within a 3D multibody model of a railway vehicle to obtain a complete model of the wagon. The railway vehicle chosen as benchmark is the Manchester Wagon the physical and geometrical characteristics of which are easily available in the literature. The model of the whole railway vehicle (multibody model and contact model) has been implemented in the Matlab/Simulink environment. The multibody model has been implemented in SimMechanics, a Matlab toolbox specifically designed for multibody dynamics, while, as regards the contact models, the CS – functions have been used; this particular Matlab architecture allows to efficiently connect the Matlab/Simulink and the C/C++ environment. The 3D multibody model of the same vehicle (this time equipped with a standard contact model based on the semi - elastic approach) has been then implemented also in Simpack Rail, a commercial multibody software for railway vehicles widely tested and validated. Finally numerical simulations of the vehicle dynamics have been carried out on many different railway tracks with the aim of evaluating the performances of the whole model. The comparison between the results obtained by the Matlab/ Simulink model and those obtained by the Simpack Rail model has allowed an accurate and reliable validation of the new contact models. In conclusion to this brief introduction to my Ph. D. thesis, we would like to thank Trenitalia and the Regione Toscana for the support provided during all the Ph. D. activity. Moreover we would also like to thank the INTEC GmbH, the society the develops the software Simpack Rail, with which we are currently working together to develop innovative toolboxes specifically designed for the wheel rail contact analysis.

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Heat treatment of steels is a process of fundamental importance in tailoring the properties of a material to the desired application; developing a model able to describe such process would allow to predict the microstructure obtained from the treatment and the consequent mechanical properties of the material. A steel, during a heat treatment, can undergo two different kinds of phase transitions [p.t.]: diffusive (second order p.t.) and displacive (first order p.t.); in this thesis, an attempt to describe both in a thermodynamically consistent framework is made; a phase field, diffuse interface model accounting for the coupling between thermal, chemical and mechanical effects is developed, and a way to overcome the difficulties arising from the treatment of the non-local effects (gradient terms) is proposed. The governing equations are the balance of linear momentum equation, the Cahn-Hilliard equation and the balance of internal energy equation. The model is completed with a suitable description of the free energy, from which constitutive relations are drawn. The equations are then cast in a variational form and different numerical techniques are used to deal with the principal features of the model: time-dependency, non-linearity and presence of high order spatial derivatives. Simulations are performed using DOLFIN, a C++ library for the automated solution of partial differential equations by means of the finite element method; results are shown for different test-cases. The analysis is reduced to a two dimensional setting, which is simpler than a three dimensional one, but still meaningful.

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Since the development of quantum mechanics it has been natural to analyze the connection between classical and quantum mechanical descriptions of physical systems. In particular one should expect that in some sense when quantum mechanical effects becomes negligible the system will behave like it is dictated by classical mechanics. One famous relation between classical and quantum theory is due to Ehrenfest. This result was later developed and put on firm mathematical foundations by Hepp. He proved that matrix elements of bounded functions of quantum observables between suitable coherents states (that depend on Planck's constant h) converge to classical values evolving according to the expected classical equations when h goes to zero. His results were later generalized by Ginibre and Velo to bosonic systems with infinite degrees of freedom and scattering theory. In this thesis we study the classical limit of Nelson model, that describes non relativistic particles, whose evolution is dictated by Schrödinger equation, interacting with a scalar relativistic field, whose evolution is dictated by Klein-Gordon equation, by means of a Yukawa-type potential. The classical limit is a mean field and weak coupling limit. We proved that the transition amplitude of a creation or annihilation operator, between suitable coherent states, converges in the classical limit to the solution of the system of differential equations that describes the classical evolution of the theory. The quantum evolution operator converges to the evolution operator of fluctuations around the classical solution. Transition amplitudes of normal ordered products of creation and annihilation operators between coherent states converge to suitable products of the classical solutions. Transition amplitudes of normal ordered products of creation and annihilation operators between fixed particle states converge to an average of products of classical solutions, corresponding to different initial conditions.