The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

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.

A parallel multistep predictor-corrector algorithm for solving ordinary differential equations

In this paper we give a generalized predictor-corrector algorithm for solving ordinary differential equations with specified initial values. The method uses multiple correction steps which can be carried out in parallel with a prediction step. The proposed method gives a larger stability interval compared to the existing parallel predictor-corrector methods. A method has been suggested to implement the algorithm in multiple processor systems with efficient utilization of all the processors.

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.

Points-to Analysis as a System of Linear Equations

We propose a novel formulation of the points-to analysis as a system of linear equations. With this, the efficiency of the points-to analysis can be significantly improved by leveraging the advances in solution procedures for solving the systems of linear equations. However, such a formulation is non-trivial and becomes challenging due to various facts, namely, multiple pointer indirections, address-of operators and multiple assignments to the same variable. Further, the problem is exacerbated by the need to keep the transformed equations linear. Despite this, we successfully model all the pointer operations. We propose a novel inclusion-based context-sensitive points-to analysis algorithm based on prime factorization, which can model all the pointer operations. Experimental evaluation on SPEC 2000 benchmarks and two large open source programs reveals that our approach is competitive to the state-of-the-art algorithms. With an average memory requirement of mere 21MB, our context-sensitive points-to analysis algorithm analyzes each benchmark in 55 seconds on an average.

Fluctuation-dissipation relation for nonlinear Langevin equations

It is shown that the fluctuation-dissipation theorem is satisfied by the solutions of a general set of nonlinear Langevin equations with a quadratic free-energy functional (constant susceptibility) and field-dependent kinetic coefficients, provided the kinetic coefficients satisfy the Onsager reciprocal relations for the irreversible terms and the antisymmetry relations for the reversible terms. The analysis employs a perturbation expansion of the nonlinear terms, and a functional integral calculation of the correlation and response functions, and it is shown that the fluctuation-dissipation relation is satisfied at each order in the expansion.

A nodal domain theorem for integrable billiards in two dimensions

Eigenfunctions of integrable planar billiards are studied - in particular, the number of nodal domains, nu of the eigenfunctions with Dirichlet boundary conditions are considered. The billiards for which the time-independent Schrodinger equation (Helmholtz equation) is separable admit trivial expressions for the number of domains. Here, we discover that for all separable and nonseparable integrable billiards, nu satisfies certain difference equations. This has been possible because the eigenfunctions can be classified in families labelled by the same value of m mod kn, given a particular k, for a set of quantum numbers, m, n. Further, we observe that the patterns in a family are similar and the algebraic representation of the geometrical nodal patterns is found. Instances of this representation are explained in detail to understand the beauty of the patterns. This paper therefore presents a mathematical connection between integrable systems and difference equations. (C) 2014 Elsevier Inc. All rights reserved.

Exact Phase Retrieval for a Class of 2-D Parametric Signals

We address the problem of two-dimensional (2-D) phase retrieval from magnitude of the Fourier spectrum. We consider 2-D signals that are characterized by first-order difference equations, which have a parametric representation in the Fourier domain. We show that, under appropriate stability conditions, such signals can be reconstructed uniquely from the Fourier transform magnitude. We formulate the phase retrieval problem as one of computing the parameters that uniquely determine the signal. We show that the problem can be solved by employing the annihilating filter method, particularly for the case when the parameters are distinct. For the more general case of the repeating parameters, the annihilating filter method is not applicable. We circumvent the problem by employing the algebraically coupled matrix pencil (ACMP) method. In the noiseless measurement setup, exact phase retrieval is possible. We also establish a link between the proposed analysis and 2-D cepstrum. In the noisy case, we derive Cramer-Rao lower bounds (CRLBs) on the estimates of the parameters and present Monte Carlo performance analysis as a function of the noise level. Comparisons with state-of-the-art techniques in terms of signal reconstruction accuracy show that the proposed technique outperforms the Fienup and relaxed averaged alternating reflections (RAAR) algorithms in the presence of noise.

Reservoir Operation with Fuzzy State Variables for Irrigation of Multiple Crops

This paper presents the development and application of a stochastic dynamic programming model with fuzzy state variables for irrigation of multiple crops. A fuzzy stochastic dynamic programming (FSDP) model is developed in which the reservoir storage and soil moisture of the crops are considered as fuzzy numbers, and the reservoir inflow is considered as a stochastic variable. The model is formulated with an objective of minimizing crop yield deficits, resulting in optimal water allocations to the crops by maintaining storage continuity and soil moisture balance. The standard fuzzy arithmetic method is used to solve all arithmetic equations with fuzzy numbers, and the fuzzy ranking method is used to compare two or more fuzzy numbers. The reservoir operation model is integrated with a daily-based water allocation model, which results in daily temporal variations of allocated water, soil moisture, and crop deficits. A case study of an existing Bhadra reservoir in Karnataka, India, is chosen for the model application. The FSDP is a more realistic model because it considers the uncertainty in discretization of state variables. The results obtained using the FSDP model are found to be more acceptable for the case study than those of the classical stochastic dynamic model and the standard operating model, in terms of 10-day releases from the reservoir and evapotranspiration deficit. (C) 2015 American Society of Civil Engineers.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.