Nonlinear mode coupling of surface acoustic waves on an isotropic solid

The nonlinear mode coupling between two co-directional quasi-harmonic Rayleigh surface waves on an isotropic solid is analysed using the method of multiple scales. This procedure yields a system of six semi-linear hyperbolic partial differential equations with the same principal part governing the slow variations in the (complex) amplitudes of the two fundamental, the two second harmonic and the two combination frequency waves at the second stage of the perturbation expansion. A numerical solution of these equations for excitation by monochromatic signals at two arbitrary frequencies, indicates that there is a continuous transfer of energy back and forth among the fundamental, second harmonic and combination frequency waves due to mode coupling. The mode coupling tends to be more pronounced as the frequencies of the interacting waves approach each other.

Stability of large flexible damped spacecraft modeled as elastic continua

Vibrational stability of a large flexible, structurally damped spacecraft subject to large rigid body rotations is analysed modelling the system as an elastic continuum. Using solution of rigid body attitude motion under torque free conditions and modal analysis, the vibrational equations are reduced to ordinary differential equations with time-varying coefficients. Stability analysis is carried out using Floquet theory and Sonin-Polya theorem. The cases of spinning and non-spinning spacecraft idealized as a flexible beam plate undergoing simple structural vibration are analysed in detail. The critical damping required for stabilization is shown to be a function of the spacecraft's inertia ratio and the level of disturbance.

The tectonic significance of lower Permain successions in the Texas Orocline (Eastern Australia)

The Texas Orocline is a prominent orogenic curvature that developed during the early Permian in the southern New England Orogen. Outliers preserving lower Permian sedimentary successions (Bondonga, Silver Spur, Pikedale, Terrica, Alum Rock and Ashford beds) approximately outline the oroclinal structure, but the tectonic processes responsible for the development of these basinal successions, and their relationships to the Texas Orocline, are unclear. Here we address this shortcoming by providing new U–Pb detrital and primary zircon ages from these successions, as well as detailed stratigraphic and structural data from the largest exposed succession (Bondonga beds). Field observations and U–Pb geochronological data suggest that the lower Permian successions in the Texas Orocline are remnants of a single, formerly larger basin that was deposited after ca 302 Ma. Time constraints for formation of this basin are correlative with constraints from the lower Permian Nambucca Block, which was likely deposited in response to regional back-arc extension during and/or after the development of the Texas Orocline. The conclusion that the lower Permian sedimentary basins in the Texas Orocline belong to this back-arc extensional system supports the suggestion that oroclinal bending in the New England Orogen was primarily controlled by trench retreat and associated overriding-plate extension.

A quantum stochastic Lie-Trotter product formula

A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

Unsteady mixed convection flow of a thermomicropolar fluid on a long thin vertical cylinder

The unsteady laminar mixed convection boundary layer flow of a thermomicropolar fluid over a long thin vertical cylinder has been studied when the free stream velocity varies with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite difference scheme in combination with the quasilinearization technique. The results show that the buoyancy, curvature and suction parameters, in general, enhance the skin friction, heat transfer and gradient of microrotation, but the effect of injection is just opposite. The skin friction and heat transfer for the micropolar fluid are considerably less than those for the Newtonian fluids. The effect of microrotation parameter is appreciable only on the microrotation gradient. The effect of the Prandtl number is appreciable on the skin friction, heat transfer and gradient of microtation.

Simultaneous heat and mass transfer in unsteady free convection from two-dimensional and axisymmetric bodies

The unsteady laminar free convection boundary layer flows around two-dimensional and axisymmetric bodies placed in an ambient fluid of infinite extent have been studied when the flow is driven by thermal buoyancy forces and buoyancy forces from species diffusion. The unsteadiness in the flow field is caused by both temperature and concentration at the wall which vary arbitrarily with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. Computations have been performed for a circular cylinder and a sphere. The skin friction, heat transfer and mass transfer are strongly dependent on the variation of the wall temperature and concentration with time. Also the skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist and oppose, respectively, the thermal buoyancy force, whereas the mass transfer rate is higher for small values of the ratio of the buoyancy parameters than for large values. The local heat and mass transfer rates are maximum at the stagnation point and they decrease progressively with increase of the angular position from the stagnation point.

Double diffusive unsteady free convection on two-dimensional and axisymmetric bodies in a porous medium

The unsteady laminar free convection flow of an incompressible electrically conducting fluid over two-dimensional and axisymmetric bodies embedded in a highly porous medium with an applied magnetic field has been studied. The unsteadiness in the flow field is caused by the variation of the wall temperature and concentration with time. The coupled nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. It is observed that the skin friction, heat transfer and mass transfer increase with the permeability parameter but decrease with the magnetic parameter. The results are strongly dependent on the variation of wall temperature and concentration with time. The skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist or oppose the thermal buoyancy force. However, the mass transfer is found to be higher for small values of the ratio of the buoyancy parameters than for large values

Unsteady mixed convection over two-dimensional and axisymmetric bodies

The unsteady laminar incompressible mixed convection flow over a two-dimensional body (cylinder) and an axisymmetric body (sphere) has been studied when the buboyancy forces arise from both thermal and mass diffusion and the unsteadiness in the flow field is introduced by the time dependent free stream velocity. The nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. The results indicate that for the thermally assisting flow the local skin friction, heat transfer and mass diffusion are enhanced when the buoyancy force from mass diffusion assists the thermal buoyancy force. But this trend is opposite for the thermally opposing flow. The point of zero skin friction moves upstream due to unsteadiness. No singularity is observed at the point of zero skin friction for unsteady flow unlike steady flow. The flow reversal is observed after a certain instant of time. The velocity overshoot occurs for assisting flows.

Unsteady boundary layer flow on a cylinder in a channel

The unsteady laminar incompressible nonsimilar boundary layer flow over a circular cylinder placed symmetrically inside a channel has been studied when the unsteadiness and nonsimilarity are due to the free stream velocity. The nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference in combination with the quasilinearization technique. It is found that the channel blockage parameter controls the transfer of heat from the cylinder and delays separation. The skin friction and heat transfer are significantly affected by the free stream velocity distributions.

Unsteady mixed convection flow in stagnation region adjacent to a vertical surface

The unsteady two-dimensional laminar mixed convection flow in the stagnation region of a vertical surface has been studied where the buoyancy forces are due to both the temperature and concentration gradients. The unsteadiness in the flow and temperature fields is caused by the time-dependent free stream velocity. Both arbitrary wall temperature and concentration, and arbitrary surface heat and mass flux variations have been considered. The Navier-Stokes equations, the energy equation and the concentration equation, which are coupled nonlinear partial differential equations with three independent variables, have been reduced to a set of nonlinear ordinary differential equations. The analysis has also been done using boundary layer approximations and the difference between the solutions has been discussed. The governing ordinary differential equations for buoyancy assisting and buoyancy opposing regions have been solved numerically using a shooting method. The skin friction, heat transfer and mass transfer coefficients increase with the buoyancy parameter. However, the skin friction coefficient increases with the parameter lambda, which represents the unsteadiness in the free stream velocity, but the heat and mass transfer coefficients decrease. In the case of buoyancy opposed flow, the solution does not exist beyond a certain critical value of the buoyancy parameter. Also, for a certain range of the buoyancy parameter dual solutions exist.

Simultaneous heat and mass transfer under unsteady mixed convection along a vertical slender cylinder embedded in a porous medium

Unsteady laminar mixed convection flow (combined free and forced convection flow) along a vertical slender cylinder embedded in a porous medium under the combined buoyancy effect of thermal and species diffusion has been studied. The effect of the permeability of the medium as well as the magnetic field has been included in the analysis. The partial differential equations with three independent variables governing the flow have been solved numerically using a implicit finite difference scheme in combination with the quasilinearization technique. Computations have been carried out for accelerating, decelerating and oscillatory free stream velocity distributions. The effects of the permeability of the medium, buoyancy forces, transverse curvature and magnetic field on skin friction, heat transfer and mass transfer have been studied. It is found that the effect of free stream velocity distribution is more pronounced on the skin friction than on the heat and mass transfer. The permeability and magnetic parameters increase the skin friction, but reduce the heat and mass transfer. The skin friction, heat transfer and mass transfer are enhanced due to the buoyancy forces and curvature parameter. The heat transfer is strongly dependent on the viscous dissipation parameter and the Prandtl number, and the mass transfer on the Schmidt number. Untersucht wurde die instationäre laminare Mischkonvektion längs eines vertikalen, in einem porösen Medium eingebetteten Zylinders unter kombinierten Auftriebseffekten von thermischer und spezieller Diffusion. Der Einfluß der Permeabilität des Mediums sowie des magnetischen Feldes wurden in die Betrachtung einbezogen. Die partiellen Differentialgleichungen mit drei unabhängigen Variablen, welche die Strömung beschreiben, wurde numerisch anhand des Schemas der endlichen Differenzen in Verbindung mit der Technik der Quasilinearisation gelöst. Berechnungen für die beschleunigte, verzögerte und oszillierende Geschwindigkeitsverteilung der freien Strömung sind durchgeführt worden. Untersucht wurden ebenfalls die Effekte der Permeabilität des Mediums, der Auftriebskräfte, der transversalen Krümmung, des magnetischen Feldes auf die Oberflächenreibung sowie die Wärmeund Stoffübertragung. Es wurde festgestellt, daß die Geschwindigkeit mehr Einfluß auf die Oberflächenreibung als auf die Wärmeund Stoffübertragung hat. Die Oberflächenreibung sowie die Wärme- und Stoffübertragung werden durch die Auftriebskräfte und die Krümmungsparameter verbessert. Die Wärmeübertragung ist stark abhängig von den Parametern der viskosen Dissipation und der Prandtl-Zahl; die Stoffübertragung von der Schmidt-Zahl.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Robust Relay Precoder Design for MIMO-Relay Networks

In this paper, we consider a robust design of MIMO-relay precoder and receive filter for the destination nodes in a non-regenerative multiple-input multiple-output (MIMO) relay network. The network consists of multiple source-destination node pairs assisted by a single MIMO-relay node. The source and destination nodes are single antenna nodes, whereas the MIMO-relay node has multiple transmit and multiple receive antennas. The channel state information (CSI) available at the MIMO-relay node for precoding purpose is assumed to be imperfect. We assume that the norms of errors in CSI are upper-bounded, and the MIMO-relay node knows these bounds. We consider the robust design of the MIMO-relay precoder and receive filter based on the minimization of the total MIMO-relay transmit power with constraints on the mean square error (MSE) at the destination nodes. We show that this design problem can be solved by solving an alternating sequence of minimization and worst-case analysis problems. The minimization problem is formulated as a convex optimization problem that can be solved efficiently using interior-point methods. The worst-case analysis problem can be solved analytically using an approximation for the MSEs at the destination nodes. We demonstrate the robust performance of the proposed design through simulations.

Estimation of elasticity map of soft biological tissue mimicking phantom using laser speckle contrast analysis

Scattering of coherent light from scattering particles causes phase shift to the scattered light. The interference of unscattered and scattered light causes the formation of speckles. When the scattering particles, under the influence of an ultrasound (US) pressure wave, vibrate, the phase shift fluctuates, thereby causing fluctuation in speckle intensity. We use the laser speckle contrast analysis (LSCA) to reconstruct a map of the elastic property (Young's modulus) of soft tissue-mimicking phantom. The displacement of the scatters is inversely related to the Young's modulus of the medium. The elastic properties of soft biological tissues vary, many fold with malignancy. The experimental results show that laser speckle contrast (LSC) is very sensitive to the pathological changes in a soft tissue medium. The experiments are carried out on a phantom with two cylindrical inclusions of sizes 6 mm in diameter, separated by 8 mm between them. Three samples are made. One inclusion has Young's modulus E of 40 kPa. The second inclusion has either a Young's modulus E of 20 kPa, or scattering coefficient of mu'(s), = 3.00 mm(-1) or absorption coefficient of mu(a) = 0.03 mm(-1). The optical absorption (mu(a)), reduced scattering (mu'(s)) coefficient, and the Young's modulus of the background are mu(a) = 0.01 mm(-1), mu'(s) = 1.00 mm(-1) and 12kPa, respectively. The experiments are carried out on all three phantoms. On a phantom with two inclusions of Young's modulus of 20 and 40 kPa, the measured relative speckle image contrasts are 36.55% and 63.72%, respectively. Experiments are repeated on phantoms with inclusions of mu(a) = 0.03 mm-1, E = 40 kPa and mu'(s) = 3.00 mm(-1). The results show that it is possible to detect inclusions with contrasts in optical absorption, optical scattering, and Young's modulus. Studies of the variation of laser speckle contrast with ultrasound driving force for various values of mu(a), mu'(s), and Young's modulus of the tissue mimicking medium are also carried out. (C) 2011 American Institute of Physics. doi:10.1063/1.3592352]