971 resultados para Riccati equation
Resumo:
The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.
Resumo:
We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concommitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature.
Resumo:
An integrodifferential formulation for the equation governing the Alfvén waves in inhomogeneous magnetic fields is shown to be similar to the polyvibrating equation of Mangeron. Exploiting this similarity, a time‐dependent solution for smooth initial conditions is constructed. The important feature of this solution is that it separates the parts giving the Alfvén wave oscillations of each layer of plasma and the interaction of these oscillations representing the phase mixing.
Resumo:
An inverse problem for the wave equation is a mathematical formulation of the problem to convert measurements of sound waves to information about the wave speed governing the propagation of the waves. This doctoral thesis extends the theory on the inverse problems for the wave equation in cases with partial measurement data and also considers detection of discontinuous interfaces in the wave speed. A possible application of the theory is obstetric sonography in which ultrasound measurements are transformed into an image of the fetus in its mother's uterus. The wave speed inside the body can not be directly observed but sound waves can be produced outside the body and their echoes from the body can be recorded. The present work contains five research articles. In the first and the fifth articles we show that it is possible to determine the wave speed uniquely by using far apart sound sources and receivers. This extends a previously known result which requires the sound waves to be produced and recorded in the same place. Our result is motivated by a possible application to reflection seismology which seeks to create an image of the Earth s crust from recording of echoes stimulated for example by explosions. For this purpose, the receivers can not typically lie near the powerful sound sources. In the second article we present a sound source that allows us to recover many essential features of the wave speed from the echo produced by the source. Moreover, these features are known to determine the wave speed under certain geometric assumptions. Previously known results permitted the same features to be recovered only by sequential measurement of echoes produced by multiple different sources. The reduced number of measurements could increase the number possible applications of acoustic probing. In the third and fourth articles we develop an acoustic probing method to locate discontinuous interfaces in the wave speed. These interfaces typically correspond to interfaces between different materials and their locations are of interest in many applications. There are many previous approaches to this problem but none of them exploits sound sources varying freely in time. Our use of more variable sources could allow more robust implementation of the probing.
Resumo:
The prediction of the sound attenuation in lined ducts with sheared mean flow has been a topic of research for many years. This involves solving the sheared mean flow wave equation, satisfying the relevant boundary condition. As far as the authors' knowledge goes, this has always been done using numerical techniques. Here, an analytical solution is presented for the wave propagation in two-dimensional rectangular lined ducts with laminar mean flow. The effect of laminar mean flow is studied for both the downstream and the upstream wave propagation. The attenuation values predicted for the laminar mean flow case are compared with those for the case of uniform mean flow. Analytical expressions are derived for the transfer matrices.
Resumo:
An implicit sub-grid scale model for large eddy simulation is presented by utilising the concept of a relaxation system for one dimensional Burgers' equation in a novel way. The Burgers' equation is solved for three different unsteady flow situations by varying the ratio of relaxation parameter (epsilon) to time step. The coarse mesh results obtained with a relaxation scheme are compared with the filtered DNS solution of the same problem on a fine mesh using a fourth-order CWENO discretisation in space and third-order TVD Runge-Kutta discretisation in time. The numerical solutions obtained through the relaxation system have the same order of accuracy in space and time and they closely match with the filtered DNS solutions.
Resumo:
The initial boundary value problem for the Burgers equation in the domain x greater-or-equal, slanted 0, t > 0 with flux boundary condition at x = 0 has been solved exactly. The behaviour of the solution as t tends to infinity is studied and the “asymptotic profile at infinity” is obtained. In addition, the uniqueness of the solution of the initial boundary value problem is proved and its inviscid limit as var epsilon → 0 is obtained.
Resumo:
A spectral method that obtains the soliton and periodic solutions to the nonlinear wave equation is presented. The results show that the nonlinear group velocity is a function of the frequency shift as well as of the soliton power. When the frequency shift is a function of time, a solution in terms of the Jacobian elliptic function is obtained. This solution is periodic in nature, and, to generate such an optical pulse train, one must simultaneously amplitude- and frequency-modulate the optical carrier. Finally, we extend the method to include the effect of self-steepening.
Resumo:
A new formula for the solution of the general Abel Integral equation is derived, and an important special case is checked with the known result.
Resumo:
An exact representation of N-wave solutions for the non-planar Burgers equation u(t) + uu(x) + 1/2ju/t = 1/2deltau(xx), j = m/n, m < 2n, where m and n are positive integers with no common factors, is given. This solution is asymptotic to the inviscid solution for Absolute value of x < square-root (2Q0 t), where Q0 is a function of the initial lobe area, as lobe Reynolds number tends to infinity, and is also asymptotic to the old age linear solution, as t tends to infinity; the formulae for the lobe Reynolds numbers are shown to have the correct behaviour in these limits. The general results apply to all j = m/n, m < 2n, and are rather involved; explicit results are written out for j = 0, 1, 1/2, 1/3 and 1/4. The case of spherical symmetry j = 2 is found to be 'singular' and the general approach set forth here does not work; an alternative approach for this case gives the large time behaviour in two different time regimes. The results of this study are compared with those of Crighton & Scott (1979).
Resumo:
This work deals with the effects of weak nonlinearity and weak dissipation on a linear wave in relativistic gasdynamics. Using perturbation and asymptotic expansions, a relativistic analogue of generalised one-dimensional Burgers' equation of classical gasdynamics is derived to describe far-field description of the wave. Steady state solution is presented for strict one-dimensional case.
Resumo:
We consider the equation u(t) + u(n)u(x) + H(x, t, u) = 0 and derive a transformation relating it to u(t) + u(n)u(x) = 0. Special cases of the equation appearing in applications are discussed. Initial value problems and asymptotic behaviour of the solution are studied.
Resumo:
Expressions for various second-order derivatives of surface tension with respect to composition at infinite dilution in terms of the interaction parameters of the surface and those of the bulk phases of dilute ternary melts have been presented. A method of deducing the parameters, which consists of repeated differentiation of Butler's equations with subsequent application of the appropriate boundary conditions, has been developed. The present investigation calculates the surface tension and adsorption functions of the Fe-S-O melts at 1873 and 1923 K using the modified form of Butler's equations and the derived values for the surface interaction parameters of the system. The calculated values are found to be in good agreement with those of the experimental data of the system. The present analysis indicates that the energetics of the surface phase are considerably different from those of the bulk phase. The present research investigates a critical compositional range beyond which the surface tension increases with temperature. The observed increase in adsorption of sulfur with consequent desorption of oxygen as a function of temperature above the critical compositional range has been ascribed to the increase of activity ratios of oxygen to sulfur in the surface relative to those in the bulk phase of the system.