Path-integral derivation of the superconformal anomaly for the Wess-Zumino model

Fujikawa's method of evaluating the anomalies is extended to the on-shell supersymmetric (SUSY) theories. The supercurrent and the superconformal current anomalies are evaluated for the Wess-Zumino model using the background-field formulation and heat-kernel regularization. We find that the regularized Jacobians for SUSY and superconformal transformations are finite. The results can be expressed in a form such that there is no supercurrent anomaly but a finite nonzero superconformal anomaly, in agreement with similar results obtained using other methods.

Nonnegative integral solution of linear equations

A method to obtain a nonnegative integral solution of a system of linear equations, if such a solution exists is given. The method writes linear equations as an integer programming problem and then solves the problem using a combination of artificial basis technique and a method of integer forms.

Path integral quantisation of topological field theories

Conditions for quantum topological invariance of classically topological field theories in the path integral formulation are discussed. Both the three-dimensional Chern-Simons system and a Witten-type topological field theory are shown to satisfy these conditions.

Integral method for the calculation of incompressible two-dimensional transitional boundary layers

The method proposed here considers the mean flow in the transition zone as a linear combination of the laminar and turbulent boundary layer in proportions determined by the transitional intermittency, the component flows being calculated by approximate integral methods. The intermittency distribution adopted takes into account the possibility of subtransitions within the zone in the presence of strong pressure gradients. A new nondimensional spot formation rate, whose value depends on the pressure gradient, is utilized to estimate the extent of the transition zone. Onset location is determined by a correlation that takes into account freestream turbulence and facility-specific residual disturbances in test data. Extensive comparisons with available experimental results in strong pressure gradients show that the proposed method performs at least as well as differential models, in many cases better, and is always faster.

Denumerable state stochastic games with limiting average payoff

We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

Non-conservatively loaded stochastic columns

A new finite element method is developed to analyse non-conservative structures with more than one parameter behaving in a stochastic manner. As a generalization, this paper treats the subsequent non-self-adjoint random eigenvalue problem that arises when the material property values of the non-conservative structural system have stochastic fluctuations resulting from manufacturing and measurement errors. The free vibration problems of stochastic Beck's column and stochastic Leipholz column whose Young's modulus and mass density are distributed stochastically are considered. The stochastic finite element method that is developed, is implemented to arrive at a random non-self-adjoint algebraic eigenvalue problem. The stochastic characteristics of eigensolutions are derived in terms of the stochastic material property variations. Numerical examples are given. It is demonstrated that, through this formulation, the finite element discretization need not be dependent on the characteristics of stochastic processes of the fluctuations in material property value.

On extremal solutions to stochastic control problems, II

The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied.

Parametric instability of stochastic columns

Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

Path integral description of polymers using fractional Brownian walks

The statistical properties of fractional Brownian walks are used to construct a path integral representation of the conformations of polymers with different degrees of bond correlation. We specifically derive an expression for the distribution function of the chains’ end‐to‐end distance, and evaluate it by several independent methods, including direct evaluation of the discrete limit of the path integral, decomposition into normal modes, and solution of a partial differential equation. The distribution function is found to be Gaussian in the spatial coordinates of the monomer positions, as in the random walk description of the chain, but the contour variables, which specify the location of the monomer along the chain backbone, now depend on an index h, the degree of correlation of the fractional Brownian walk. The special case of h=1/2 corresponds to the random walk. In constructing the normal mode picture of the chain, we conjecture the existence of a theorem regarding the zeros of the Bessel function.

Snapthrough instability of a stochastic a von Mises truss

A von Mises truss with stochastically varying material properties is investigated for snapthrough instability. The variability of the snap-through load is calculated analytically as a function of the material property variability represented as a stochastic process. The bounds are established which are independent of the knowledge of the complete description of correlation structure which is seldom possible using the experimental data. Two processes are considered to represent the material property variability and the results are presented graphically. Ein von Mises Fachwerk mit stochastisch verteilten Materialeigenschaften wird bezüglich der Durchschlagsinstabilität untersucht. Die Spannbreite der Durchschlagslast wird analytisch als Funktion der Spannbreite der Materialeigenschaften berechnet, die stochastisch verteilt angenommen werden. Eine explizite Gesamtbeschreibung der Struktur ist bei Benutzung experimenteller Daten selten möglich. Deshalb werden Grenzen für die Durchschlagskraft entwickelt, die von der Kenntnis dieser Gesamtbeschreibung unabhängig sind. Zwei Grenzfälle werden betrachtet, um die Spannbreite der Materialeigenschaften darzustellen. Die Ergebnisse werden grafisch dargestellt.

A formula for the solution of general Abel integral equation

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.

A general procedure for modified crack closure integral in 3D problems with cracks

In linear elastic fracture mechanics (LEFM), Irwin's crack closure integral (CCI) is one of the signficant concepts for the estimation of strain energy release rates (SERR) G, in individual as well as mixed-mode configurations. For effective utilization of this concept in conjunction with the finite element method (FEM), Rybicki and Kanninen [Engng Fracture Mech. 9, 931 938 (1977)] have proposed simple and direct estimations of the CCI in terms of nodal forces and displacements in the elements forming the crack tip from a single finite element analysis instead of the conventional two configuration analyses. These modified CCI (MCCI) expressions are basically element dependent. A systematic derivation of these expressions using element stress and displacement distributions is required. In the present work, a general procedure is given for the derivation of MCCI expressions in 3D problems with cracks. Further, a concept of sub-area integration is proposed which facilitates evaluation of SERR at a large number of points along the crack front without refining the finite element mesh. Numerical data are presented for two standard problems, a thick centre-cracked tension specimen and a semi-elliptical surface crack in a thick slab. Estimates for the stress intensity factor based on MCCI expressions corresponding to eight-noded brick elements are obtained and compared with available results in the literature.

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

Free vibration analysis Of stochastic strings

The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.