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.

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.

Structural refinement using high-resolution powder X-ray diffraction data of Ca0.5Ti2P3O12, a low-thermal-expansion material

The structures of Ca0.5Ti2P3O12 and Sr0.5Ti2P3O12, low-thermal-expansion materials, have been refined by the Rietveld method using high-resolution powder X-ray diffraction (XRD) data. The assignment of space group R[3 with combining macron] to NASICON-type compounds containing divalent cations is confirmed. 31P magic-angle spinning nuclear magnetic resonance (MASNMR) data are presented as supporting data. A comparison of changes in the polyhedral network resulting from the cation distribution, is made with NaTi2P3O12 and Nb2P3O12. Factors that may govern thermal expansion in this family of compounds are discussed.

1H-4,1,2-Benzothiadiazines from 1,2,3-Benzothiadiazole via Alkylbenzothiadiazolium Salts: A Novel Heterocyclic Ring Expansion Possibly via Nitrogen Ylides.

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Hybridization of carbon-glass epoxy composites: An approach to achieve low coefficient of thermal expansion at cryogenic temperatures

The paper is based on a study to develop carbon-glass epoxy hybrid composites with desirable thermal properties for applications at cryogenic temperatures. It analyzes the coefficient of thermal expansion of carbon-epoxy and glass-epoxy composite materials and compares it with the properties of carbon-glass epoxy hybrid composites in the temperature range 300 K to 125K. Urethane modified epoxy matrix system is used to make the composite specimens suitable for use even for temperatures as low as 20K. It is noted that the lay-up with 80% of carbon fibers in the total volume fraction of fibers oriented at 30 degrees and 20% of glass fibers oriented at 0 degrees yields near to zero coefficient of thermal expansion as the temperature is lowered from ambient to 125 K. (c) 2010 Elsevier Ltd. All rights reserved.

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.

Precipitation in small systems-I. stochastic analysis

Precipitation in small droplets involving emulsions, microemulsions or vesicles is important for Producing multicomponent ceramics and nanoparticles. Because of the random nature of nucleation and the small number of particles in a droplet, the use of a deterministic population balance equation for predicting the number density of particles may lead to erroneous results even for evaluating the mean behavior of such systems. A comparison between the predictions made through stochastic simulation and deterministic population balance involving small droplets has been made for two simple systems, one involving crystallization and the other a single-component precipitation. The two approaches have been found to yield quite different results under a variety of conditions. Contrary to expectation, the smallness of the population alone does not cause these deviations. Thus, if fluctuation in supersaturation is negligible, the population balance and simulation predictions concur. However, for large fluctuations in supersaturation, the predictions differ significantly, indicating the need to take the stochastic nature of the phenomenon into account. This paper describes the stochastic treatment of populations, which involves a sequence of so-called product density equations and forms an appropriate framework for handling small systems.

Thermal expansion of irradiated nylon-6 from 10 K to 340 K

Thermal expansion of irradiated nylon-6 has been studied in the temperature range 10 to 340 K using a three-terminal capacitance bridge technique. Irradiation is carried out using cobalt-60 gamma-rays up to 500 Mrad dosage. Radiation enhances chain scission over crosslinking. alpha increases from 0 to 250 Mrad between 10 to 340 K and not much variation is observed between 250 to 500 Mrad for samples from 10 to 250 K.

The unusual formation of methyl alpha-(5,6-dimethoxycarbonyl-2,3-dimethoxyazepin-7-ylidene)-alpha-[5-methoxycarbonyl-2,3-dimethoxypyrid-6-yl)acetate during the pyrolysis of ''azido-meta-hemipinate'' - First example of a reaction involving a concomitant ring expansion and ring extrusion

he ortho methoxycarbonyl substituent constitutes a sole exception in the ring closure reactions of ortho substituted aryl azides, as it provides no rate acceleration to this reaction. Pyrolysis of ''azido-meta-hemipinate'', an aryl azide containing such a substituent, led us to the title compound, a new azepinylidenepyridylacetic ester, whose structure has been established unambiguously by a single crystal X-ray diffraction study. This is the first report of a reaction involving both a ring expansion to an azaheptafulvalene and a ring extrusion to a pyridyl ring residue.

Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

Stochastic differential games: Occupation measure based approach

A new approach based on occupation measures is introduced for studying stochastic differential games. For two-person zero-sum games, the existence of values and optimal strategies for both players is established for various payoff criteria. ForN-person games, the existence of equilibria in Markov strategies is established for various cases.

Stochastic fluctuations of the solar dynamo

Attempts in the past to model the irregularities of the solar cycle (such as the Maunder minimum) were based on studies of the nonlinear feedback of magnetic fields on the dynamo source terms. Since the alpha-coefficient is obtained by averaging over the turbulence, it is expected to have stochastic fluctuations, and we show that these fluctuations can explain the irregularities of the solar cycle in a more satisfactory way. We solve the dynamo equations in a slab with a single mode, taking the alpha-coefficient to be constant in space but fluctuating stochastically in time with some given amplitude and given correlation time. The same level of percentile fluctuations (about 10 %) produces no effect on an alpha-omega dynamo, but makes an alpha-2 dynamo completely chaotic. The level of irregularities in an alpha-2-omega dynamo qualitatively agrees with the solar behavior, reinforcing the conclusion of Choudhuri (1990a) that the solar dynamo is of the alpha-2-omega-type. The irregularities are found to increase on increasing either the amplitude or the correlation time of the stochastic fluctuations. The alpha-quenching mechanism tends to make the system stable against the irregularities and hence it is inferred that the alpha-quenching should not be too strong so that the irregularities are not completely suppressed. We also present a simple-minded analysis to understand why the stochastic fluctuations in the alpha-omega, alpha-2-omega and alpha-2 regimes have such different outcomes.

Stochastic modelling of flexible manufacturing systems

Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.