Equivalent differential equations for nonlinear dynamical systems

A technique for obtaining approximate periodic solutions to nonlinear ordinary differential equations is investigated. The approach is based on defining an equivalent differential equation whose exact periodic solution is known. Emphasis is placed on the mathematical justification of the approach. The relationship between the differential equation error and the solution error is investigated, and, under certain conditions, bounds are obtained on the latter. The technique employed is to consider the equation governing the exact solution error as a two point boundary value problem. Among other things, the analysis indicates that if an exact periodic solution to the original system exists, it is always possible to bound the error by selecting an appropriate equivalent system.

Three equivalence criteria for minimizing the differential equation error are compared, namely, minimum mean square error, minimum mean absolute value error, and minimum maximum absolute value error. The problem is analyzed by way of example, and it is concluded that, on the average, the minimum mean square error is the most appropriate criterion to use.

A comparison is made between the use of linear and cubic auxiliary systems for obtaining approximate solutions. In the examples considered, the cubic system provides noticeable improvement over the linear system in describing periodic response.

A comparison of the present approach to some of the more classical techniques is included. It is shown that certain of the standard approaches where a solution form is assumed can yield erroneous qualitative results.

Energy inequalities and error estimates for axisymmetric torsion of thin elastic shells of revolution

The problem motivating this investigation is that of pure axisymmetric torsion of an elastic shell of revolution. The analysis is carried out within the framework of the three-dimensional linear theory of elastic equilibrium for homogeneous, isotropic solids. The objective is the rigorous estimation of errors involved in the use of approximations based on thin shell theory.

The underlying boundary value problem is one of Neumann type for a second order elliptic operator. A systematic procedure for constructing pointwise estimates for the solution and its first derivatives is given for a general class of second-order elliptic boundary-value problems which includes the torsion problem as a special case.

The method used here rests on the construction of “energy inequalities” and on the subsequent deduction of pointwise estimates from the energy inequalities. This method removes certain drawbacks characteristic of pointwise estimates derived in some investigations of related areas.

Special interest is directed towards thin shells of constant thickness. The method enables us to estimate the error involved in a stress analysis in which the exact solution is replaced by an approximate one, and thus provides us with a means of assessing the quality of approximate solutions for axisymmetric torsion of thin shells.

Finally, the results of the present study are applied to the stress analysis of a circular cylindrical shell, and the quality of stress estimates derived here and those from a previous related publication are discussed.

The resolution of the thermodynamic paradox and the theory of guided wave propagation in anisotropic media

The resolution of the so-called thermodynamic paradox is presented in this paper. It is shown, in direct contradiction to the results of several previously published papers, that the cutoff modes (evanescent modes having complex propagation constants) can carry power in a waveguide containing ferrite. The errors in all previous “proofs” which purport to show that the cutoff modes cannot carry power are uncovered. The boundary value problem underlying the paradox is studied in detail; it is shown that, although the solution is somewhat complicated, there is nothing paradoxical about it.

The general problem of electromagnetic wave propagation through rectangular guides filled inhomogeneously in cross-section with transversely magnetized ferrite is also studied. Application of the standard waveguide techniques reduces the TM part to the well-known self-adjoint Sturm Liouville eigenvalue equation. The TE part, however, leads in general to a non-self-adjoint eigenvalue equation. This equation and the associated expansion problem are studied in detail. Expansion coefficients and actual fields are determined for a particular problem.

Uma Simulação computacional do passeio aleatório simples

Em 1828 foi observado um fenômeno no microscópio em que se visualizava minúsculos grãos de pólen mergulhados em um líquido em repouso que mexiam-se de forma aleatória, desenhando um movimento desordenado. A questão era compreender este movimento. Após cerca de 80 anos, Einstein (1905) desenvolveu uma formulação matemática para explicar este fenômeno, tratado por movimento Browniano, teoria cada vez mais desenvolvida em muitas das áreas do conhecimento, inclusive recentemente em modelagem computacional. Objetiva-se pontuar os pressupostos básicos inerentes ao passeio aleatório simples considerando experimentos com e sem problema de valor de contorno para melhor compreensão ao no uso de algoritmos aplicados a problemas computacionais. Foram explicitadas as ferramentas necessárias para aplicação de modelos de simulação do passeio aleatório simples nas três primeiras dimensões do espaço. O interesse foi direcionado tanto para o passeio aleatório simples como para possíveis aplicações para o problema da ruína do jogador e a disseminação de vírus em rede de computadores. Foram desenvolvidos algoritmos do passeio aleatório simples unidimensional sem e com o problema do valor de contorno na plataforma R. Similarmente, implementados para os espaços bidimensionais e tridimensionais,possibilitando futuras aplicações para o problema da disseminação de vírus em rede de computadores e como motivação ao estudo da Equação do Calor, embora necessita um maior embasamento em conceitos da Física e Probabilidade para dar continuidade a tal aplicação.

Climb-enabled discrete dislocation plasticity

A small strain two-dimensional discrete dislocation plasticity framework coupled to vacancy diffusion is developed wherein the motion of edge dislocations is by a combination of glide and climb. The dislocations are modelled as line defects in a linear elastic medium and the mechanical boundary value problem is solved by the superposition of the infinite medium elastic fields of the dislocations and a complimentary non-singular solution that enforces the boundary conditions. Similarly, the climbing dislocations are modelled as line sources/sinks of vacancies and the vacancy diffusion boundary value problem is also solved by a superposition of the fields of the line sources/sinks in an infinite medium and a complementary non-singular solution that enforces the boundary conditions. The vacancy concentration field along with the stress field provides the climb rate of the dislocations. Other short-range interactions of the dislocations are incorporated via a set of constitutive rules. We first employ this formulation to investigate the climb of a single edge dislocation in an infinite medium and illustrate the existence of diffusion-limited and sink-limited climb regimes. Next, results are presented for the pure bending and uniaxial tension of single crystals oriented for single slip. These calculations show that plasticity size effects are reduced when dislocation climb is permitted. Finally, we contrast predictions of this coupled framework with an ad hoc model in which dislocation climb is modelled by a drag-type relation based on a quasi steady-state solution. © 2013 Elsevier Ltd. All rights reserved.

Analysis for temperature and pressure fields in process of hydrate dissociation by depressurization

An improved axisymmetric mathematic modeling is proposed for the process of hydrate dissociation by depressurization around vertical well. To reckon in the effect of latent heat of gas hydrate at the decomposition front, the energy balance equation is employed. The semi-analytic solutions for temperature and pressure fields are obtained by using Boltzmann-transformation. The location of decomposition front is determined by solving initial value problem for system of ordinary differential equations. The distributions of pressure and temperature along horizontal radiate in the reservoir are calculated. The numeric results indicate that the moving speed of decomposition front is sensitively dependent on the well pressure and the sediment permeability. Copyright (C) 2010 John Wiley & Sons, Ltd.

Dielectric responses of anisotropic graded granular composites having arbitrary inclusion shapes

The transformation field method (TFM) originated from Eshelby's transformation field theory is developed to estimate the effective permittivity of an anisotropic graded granular composite having inclusions of arbitrary shape and arbitrary anisotropic grading profile. The complicated boundary-value problem of the anisotropic graded composite is solved by introducing an appropriate transformation field within the whole composite region. As an example, the effective dielectric response for an anisotropic graded composite with inclusions having arbitrary geometrical shape and arbitrary grading profile is formulated. The validity of TFM is tested by comparing our results with the exact solution of an isotropic graded composite having inclusions with a power-law dielectric grading profile and good agreement is achieved in the dilute limit. Furthermore, it is found that the inclusion shape and the parameters of the grading profile can have profound effect on the effective permittivity at high concentrations of the inclusions. It is pointed out that TFM used in this paper can be further extended to investigate the effective elastic, thermal, and electroelastic properties of anisotropic graded granular composite materials.

Transformation field method for calculating the effective properties of isotropic graded composites having arbitrary shapes

A method of transformation field is developed to estimate the effective properties of graded composites whose inclusions have arbitrary shapes and gradient profiles by means of a periodic cell model. The boundary-value problem of graded composites having arbitrary inclusion shapes is solved by introducing the transformation field into the inclusion region. As an example, the effective dielectric response of isotropic graded composites having arbitrary shapes and gradient profiles is handled by the transformation field method (TFM). Moreover, TFM results are validated by the exact solutions of isotropic graded spherical inclusions having a power-law profile and good agreement is obtained in the dilute limit. Furthermore, it is found that the inclusion shapes and the parameters of the gradient profiles can have profound effect on the effective properties of composite systems at high concentration of inclusions.

扩展CSS仿真程序及其应用

本文介绍了一个连续-离散复合仿真程序。该程序的连续部分基本取自美国的 CSS 程序。经作者扩充后成为复合仿真程序。扩充的模块包括采样系统仿真模块、两点边值问题求解以及参量最优化等。作者提出的单纯形搜索法改进策略可以显著加快参量最优化过程的收敛速度。

Asymptotic behaviour of the elastic solution near the tip of a crack situated at a nonideal interface

Mishuris, G; Kuhn, G., (2001) 'Asymptotic behaviour of the elastic solution near the tip of a crack situated at a nonideal interface', Zeitschrift f?r Angewandte Mathematik und Mechanik 81(12) pp.811-826 RAE2008

Three parallel programming paradigms: Comparisons on an archetypal PDE computation

Three paradigms for distributed-memory parallel computation that free the application programmer from the details of message passing are compared for an archetypal structured scientific computation -- a nonlinear, structured-grid partial differential equation boundary value problem -- using the same algorithm on the same hardware. All of the paradigms -- parallel languages represented by the Portland Group's HPF, (semi-)automated serial-to-parallel source-to-source translation represented by CAP-Tools from the University of Greenwich, and parallel libraries represented by Argonne's PETSc -- are found to be easy to use for this problem class, and all are reasonably effective in exploiting concurrency after a short learning curve. The level of involvement required by the application programmer under any paradigm includes specification of the data partitioning, corresponding to a geometrically simple decomposition of the domain of the PDE. Programming in SPMD style for the PETSc library requires writing only the routines that discretize the PDE and its Jacobian, managing subdomain-to-processor mappings (affine global-to-local index mappings), and interfacing to library solver routines. Programming for HPF requires a complete sequential implementation of the same algorithm as a starting point, introduction of concurrency through subdomain blocking (a task similar to the index mapping), and modest experimentation with rewriting loops to elucidate to the compiler the latent concurrency. Programming with CAPTools involves feeding the same sequential implementation to the CAPTools interactive parallelization system, and guiding the source-to-source code transformation by responding to various queries about quantities knowable only at runtime. Results representative of "the state of the practice" for a scaled sequence of structured grid problems are given on three of the most important contemporary high-performance platforms: the IBM SP, the SGI Origin 2000, and the CRAYY T3E.

Coupled consolidation of a solid, infinite cylinder using a Terzaghi formulation

Axisymmetric consolidation is a classical boundary value problem for geotechnical engineers. Under some circumstances an analysis in which the changes in pore pressure, effective stress and displacement can be uncoupled from each other is sufficient, leading to a Terzaghi formulation of the axisymmetric consolidation equation in terms of the pore pressure. However, representation of the Mandel-Cryer effect usually requires more complex, coupled, Biot formulations. A new coupled formulation for the plane strain, axisymmetric consolidation problem is presented for small, linear elastic deformations. A single, easily evaluated parameter couples changes in pore pressure to changes in effective stress, and the resulting differential equation for pore pressure dissipation is very similar to Terzaghi’s classic formulation. The governing equations are then solved using finite differences and the consolidation of a solid infinite cylinder analysed, calculating the variation with time and with radius of the excess pore pressure and the radial displacement. Comparison with a previously published semi-analytical solution indicates that the formulation successfully embodies the Mandel-Cryer effect.

A study of singular integral operators with shift

Nesta tese, consideram-se operadores integrais singulares com a acção extra de um operador de deslocacamento de Carleman e com coeficientes em diferentes classes de funções essencialmente limitadas. Nomeadamente, funções contínuas por troços, funções quase-periódicas e funções possuíndo factorização generalizada. Nos casos dos operadores integrais singulares com deslocamento dado pelo operador de reflexão ou pelo operador de salto no círculo unitário complexo, obtêm-se critérios para a propriedade de Fredholm. Para os coeficientes contínuos, uma fórmula do índice de Fredholm é apresentada. Estes resultados são consequência das relações de equivalência explícitas entre aqueles operadores e alguns operadores adicionais, tais como o operador integral singular, operadores de Toeplitz e operadores de Toeplitz mais Hankel. Além disso, as relações de equivalência permitem-nos obter um critério de invertibilidade e fórmulas para os inversos laterais dos operadores iniciais com coeficientes factorizáveis. Adicionalmente, aplicamos técnicas de análise numérica, tais como métodos de colocação de polinómios, para o estudo da dimensão do núcleo dos dois tipos de operadores integrais singulares com coeficientes contínuos por troços. Esta abordagem permite também a computação do inverso no sentido Moore-Penrose dos operadores principais. Para operadores integrais singulares com operadores de deslocamento do tipo Carleman preservando a orientação e com funções contínuas como coeficientes, são obtidos limites superiores da dimensão do núcleo. Tal é implementado utilizando algumas estimativas e com a ajuda de relações (explícitas) de equivalência entre operadores. Focamos ainda a nossa atenção na resolução e nas soluções de uma classe de equações integrais singulares com deslocamento que não pode ser reduzida a um problema de valor de fronteira binomial. De forma a atingir os objectivos propostos, foram utilizadas projecções complementares e identidades entre operadores. Desta forma, as equações em estudo são associadas a sistemas de equações integrais singulares. Estes sistemas são depois analisados utilizando um problema de valor de fronteira de Riemann. Este procedimento tem como consequência a construção das soluções das equações iniciais a partir das soluções de problemas de valor de fronteira de Riemann. Motivados por uma grande diversidade de aplicações, estendemos a definição de operador integral de Cauchy para espaços de Lebesgue sobre grupos topológicos. Assim, são investigadas as condições de invertibilidade dos operadores integrais neste contexto.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Künstliche Randbedingungen und Algebraische Äquivalenzen in der Elastizitätstheorie

In dieser Arbeit werden zwei Aspekte bei Randwertproblemen der linearen Elastizitätstheorie untersucht: die Approximation von Lösungen auf unbeschränkten Gebieten und die Änderung von Symmetrieklassen unter speziellen Transformationen. Ausgangspunkt der Dissertation ist das von Specovius-Neugebauer und Nazarov in "Artificial boundary conditions for Petrovsky systems of second order in exterior domains and in other domains of conical type"(Math. Meth. Appl. Sci, 2004; 27) eingeführte Verfahren zur Untersuchung von Petrovsky-Systemen zweiter Ordnung in Außenraumgebieten und Gebieten mit konischen Ausgängen mit Hilfe der Methode der künstlichen Randbedingungen. Dabei werden für die Ermittlung von Lösungen der Randwertprobleme die unbeschränkten Gebiete durch das Abschneiden mit einer Kugel beschränkt, und es wird eine künstliche Randbedingung konstruiert, um die Lösung des Problems möglichst gut zu approximieren. Das Verfahren wird dahingehend verändert, dass das abschneidende Gebiet ein Polyeder ist, da es für die Lösung des Approximationsproblems mit üblichen Finite-Element-Diskretisierungen von Vorteil sei, wenn das zu triangulierende Gebiet einen polygonalen Rand besitzt. Zu Beginn der Arbeit werden die wichtigsten funktionalanalytischen Begriffe und Ergebnisse der Theorie elliptischer Differentialoperatoren vorgestellt. Danach folgt der Hauptteil der Arbeit, der sich in drei Bereiche untergliedert. Als erstes wird für abschneidende Polyedergebiete eine formale Konstruktion der künstlichen Randbedingungen angegeben. Danach folgt der Nachweis der Existenz und Eindeutigkeit der Lösung des approximativen Randwertproblems auf dem abgeschnittenen Gebiet und im Anschluss wird eine Abschätzung für den resultierenden Abschneidefehler geliefert. An die theoretischen Ausführungen schließt sich die Betrachtung von Anwendungsbereiche an. Hier werden ebene Rissprobleme und Polarisationsmatrizen dreidimensionaler Außenraumprobleme der Elastizitätstheorie erläutert. Der letzte Abschnitt behandelt den zweiten Aspekt der Arbeit, den Bereich der Algebraischen Äquivalenzen. Hier geht es um die Transformation von Symmetrieklassen, um die Kenntnis der Fundamentallösung der Elastizitätsprobleme für transversalisotrope Medien auch für Medien zu nutzen, die nicht von transversalisotroper Struktur sind. Eine allgemeine Darstellung aller Klassen konnte hier nicht geliefert werden. Als Beispiel für das Vorgehen wird eine Klasse von orthotropen Medien im dreidimensionalen Fall angegeben, die sich auf den Fall der Transversalisotropie reduzieren lässt.