Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Nonlinear Interactions in a Piezoceramic Bar Transducer Powered by a Vacuum Tube Generated by a Nonideal Source

Interactions between the oscillations of piezoceramic transducer and the mechanism of as excitation-the generator of the electric current of limited power-supply-are analyzed in this paper In practical situations, the dynamics of the forcing function on a vibrating system cannot be considered as given a priori, and it must be taken as a consequence of the dynamics of the whole system. In other words, the forcing source has limited power as that provided by a dc motor for an example, and thus its own dynamics is influenced by that of the vibrating system being forced. This increases the number of degrees of freedom of the problem, and it is called a nonideal problem. In this work, we present certain phenomena as Sommerfeld effect, jump, saturation, and stability, through the influences of the parameters of the governing equations motion. [DOI: 10.1115/1.3007909]

New Analytic Solution Related to the Richards, Philip, and Green-Ampt Equations for Infiltration

Based on physical laws of similarity, an analytic solution of the soil water potential form of the Richards equation was derived for water infiltration into a homogeneous sand. The derivation assumes a similarity between the soil water retention function and that of the soil water content profiles taken at fixed times. The new solution successfully described soil water content profiles experimentally measured for water infiltrating downward, upward, and horizontally into a homogeneous sand and agrees with that presented by Philip in 1957. The utility of this analysis is still to be verified, but it is expected to hold for soils that have a narrow pore-size distribution before wetting and that manifest a sharp increase of water content at the wetting front during infiltration. The effect of van Genuchten`s parameters alpha and n on the application of the solution to other porous media was investigated. The solution also improves and provides a more realistic description of the infiltration process than that pioneered by Green and Ampt in 1911.

Bubbly Flow Structure in Hydraulic Jump

In an open channel, a hydraulic jump is the rapid transition from super- to sub-critical flow associated with strong turbulence and air bubble entrainment in the mixing layer. New experiments were performed at relatively large Reynolds numbers using phase-detection probes. Some new signal analysis provided characteristic air-water time and length scales of the vortical structures advecting the air bubbles in the developing shear flow. An analysis of the longitudinal air-water flow structure suggested little bubble clustering in the mixing layer, although an interparticle arrival time analysis showed some preferential bubble clustering for small bubbles with chord times below 3 ms. Correlation analyses yielded longitudinal air-water time scales Txx*V1/d1 of about 0.8 in average. The transverse integral length scale Z/d1 of the eddies advecting entrained bubbles was typically between 0.25 and 0.4, irrespective of the inflow conditions within the range of the investigations. Overall the findings highlighted the complicated nature of the air-water flow

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Elliptic Gaudin models and elliptic KZ equations

The Gaudin models based on the face-type elliptic quantum groups and the XYZ Gaudin models are studied. The Gaudin model Hamiltonians are constructed and are diagonalized by using the algebraic Bethe ansatz method. The corresponding face-type Knizhnik–Zamolodchikov equations and their solutions are given.

Turbulence in Hydraulic Jumps: Experimental Measurements

A hydraulic jump is the transition from a supercritical open channel flow to a subcritical regime. It is characterised by a highly turbulent flow with macro-scale vortices, some kinetic energy dissipation and a bubbly two-phase flow structure. New air-water flow measurements were performed in hydraulic jump flows for a range of inflow Froude numbers. The experiments were conducted in a large-size facility using two types of phase-detection intrusive probes: i.e., single-tip and double-tip conductivity probes. These were complemented by some measurements of free-surface fluctuations using ultrasonic displacement meters. The present study was focused on the turbulence characteristics of hydraulic jumps with partially-developed inflow conditions. The void fraction measurements showed the presence of an advective diffusion shear layer in which the void fractions profiles matched closely an analytical solution of the advective diffusion equation for air bubbles. The present results highlighted some influence of the inflow Froude number onto the air bubble entrainment process. At the largest Froude numbers, the advected air bubbles were more thoroughly dispersed vertically, and larger amount of air bubbles were detected in the turbulent shear layer. In the air-water mixing layer, the maximum void fraction and bubble count rate data showed some longitudinal decay function in the flow direction. Such trends were previously reported in the literature. The measurements of interfacial velocity and turbulence level distributions provided new information on the turbulent velocity field in the highly-aerated shear region. The present data suggested some longitudinal decay of the turbulence intensity. The velocity profiles tended to follow a wall jet flow pattern. The air–water turbulent time and length scales were deduced from some auto- and cross-correlation analyses based upon the method of CHANSON (2006,2007). The results provided the integral turbulent time and length scales of the eddy structures advecting the air bubbles in the developing shear layer. The experimental data showed that the auto-correlation time scale Txx was larger than the transverse cross-correlation time scale Txz. The integral turbulence length scale Lxz was a function of the inflow conditions, of the streamwise position (x-x1)/d1 and vertical elevation y/d1. Herein the dimensionless integral turbulent length scale Lxz/d1 was closely related to the inflow depth: i.e., Lxz/d1 = 0.2 to 0.8, with Lxz increasing towards the free-surface. The free-surface fluctuations measurements showed large turbulent fluctuations that reflected the dynamic, unsteady structure of the hydraulic jumps. A linear relationship was found between the normalized maximum free-surface fluctuation and the inflow Froude number.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

A finite integral transform technique for solving the diffusion-reaction equation with Michaelis-Menten kinetics

An approximate analytical technique employing a finite integral transform is developed to solve the reaction diffusion problem with Michaelis-Menten kinetics in a solid of general shape. A simple infinite series solution for the substrate concentration is obtained as a function of the Thiele modulus, modified Sherwood number, and Michaelis constant. An iteration scheme is developed to bring the approximate solution closer to the exact solution. Comparison with the known exact solutions for slab geometry (quadrature) and numerically exact solutions for spherical geometry (orthogonal collocation) shows excellent agreement for all values of the Thiele modulus and Michaelis constant.

Transient response of diffusion cell containing a porous solid

Transient response of an adsorbing or non-adsorbing tracer injected as step or square pulse input in a diffusion cell with two flowing streams across the pellet is theoretically investigated in this paper. Exact solutions and the asymptotic solutions in the time domain and in three different limits are obtained by using an integral transform technique and a singular perturbation technique, respectively. Parametric dependence of the concentrations in the top and bottom chambers can be revealed by investigating the asymptotic solutions, which are far simpler than their exact counterpart. In the time domain investigation, it is found that the bottom-chamber concentration is very sensitive to the value of the macropore effective diffusivity. Therefore this concentration could be used to extract diffusivity by fitting in the time domain. The bottom-chamber concentration is also sensitive to flow rate, pellet length chamber volume and the type of input (step and square input).

A demonstration of artificial dissipation effects in some finite volume solution methods for the Navier-Stokes equations

The artificial dissipation effects in some solutions obtained with a Navier-Stokes flow solver are demonstrated. The solvers were used to calculate the flow of an artificially dissipative fluid, which is a fluid having dissipative properties which arise entirely from the solution method itself. This was done by setting the viscosity and heat conduction coefficients in the Navier-Stokes solvers to zero everywhere inside the flow, while at the same time applying the usual no-slip and thermal conducting boundary conditions at solid boundaries. An artificially dissipative flow solution is found where the dissipation depends entirely on the solver itself. If the difference between the solutions obtained with the viscosity and thermal conductivity set to zero and their correct values is small, it is clear that the artificial dissipation is dominating and the solutions are unreliable.

Clustering Process Analysis in a Large-Size Dropshaft and in a Hydraulic Jump

Recent efforts in the characterization of air-water flows properties have included some clustering process analysis. A cluster of bubbles is defined as a group of two or more bubbles, with a distinct separation from other bubbles before and after the cluster. The present paper compares the results of clustering processes two hydraulic structures. That is, a large-size dropshaft and a hydraulic jump in a rectangular horizontal channel. The comparison highlighted some significant differences in clustering production and structures. Both dropshaft and hydraulic jump flows are complex turbulent shear flows, and some clustering index may provide some measure of the bubble-turbulence interactions and associated energy dissipation.

Short-term spatial diffusion in sigma o+ o- optical molasses

We have measured the spatial diffusion of atoms in a three-dimensional sigma(+)-sigma(-) optical molasses over twenty milliseconds timescale, starting from the initial interaction of the atoms with the molasses. We find that the diffusion constants agree well with a linear model for these short time scales and also compare favourably to other studies of diffusion made over longer time scales. These measurements enable us to quantify the detection method known as freezing molasses. We discuss this method, for detecting and measuring the momentum distribution of cold atoms, which relies on the slow diffusion of atoms in optical molasses to produce a freeze-frame of the spatial distribution of the atoms. This method enables a longer interrogation interval, providing a greatly increased signal-to-noise ratio. (C) 1998 Elsevier Science B.V.

On the graded quantum Yang-Baxter and reflection equations

We clarify the extra signs appearing in the graded quantum Yang-Baxter reflection equations, when they are written in a matrix form. We find the boundary K-matrix for the Perk-Schultz six-vertex model, thus give a general solution to the graded reflection equation associated with it.