Steady laminar flow with suction or injection and heat transfer through porous pipe

Following the method due to Bhatnagar (P. L.) [Jour. Ind. Inst. Sic., 1968, 1, 50, 1], we have discussed in this paper the problem of suction and injection and that of heat transfer for a viscous, incompressible fluid through a porous pipe of uniform circular cross-section, the wall of the pipe being maintained at constant temperature. The method utilises some important properties of differential equations and some transformations that enable the solution of the two-point boundary value and eigenvalue problems without using trial and error method. In fact, each integration provides us with a solution for a suction parameter and a Reynolds number without imposing the conditions of smallness on them. Investigations on non-Newtonian fluids and on other bounding geometries will be published elsewhere.

Vibration of simply-supported trapezoidal plates II. Unsymmetric trapezoids

This paper deals with the investigation of the vibration characteristics of simply-supported unsymmetric trapezoidal plates. For numerical calculations, the relationship between the eigenvalue problems of a polygonal simply-supported plate and polygonal membrane is again effectively utilized. The Galerkin method is applied, with the deflection surface expressed in terms of a Fourier sine series in transformed coordinates. Numerical values for the first seven to eight frequencies for different geometries of the unsymmetric trapezoid are presented in the form of tables. Also the nodal patterns for a few representative configurations are presented.

QEP Based Solution for Power Allocation in Amplify and Forward Networks

The problem of cooperative beamforming for maximizing the achievable data rate of an energy constrained two-hop amplify-and-forward (AF) network is considered. Assuming perfect channel state information (CSI) of all the nodes, we evaluate the optimal scaling factor for the relay nodes. Along with individual power constraint on each of the relay nodes, we consider a weighted sum power constraint. The proposed iterative algorithm initially solves a set of relaxed problems with weighted sum power constraint and then updates the solution to accommodate individual constraints. These relaxed problems in turn are solved using a sequence of Quadratic Eigenvalue Problems (QEP). The key contribution of this letter is the generalization of cooperative beamforming to incorporate both the individual and weighted sum constraint. Furthermore, we have proposed a novel algorithm based on Quadratic Eigenvalue Problem (QEP) and discussed its convergence.

Note on the instability of capillary jet with thermocapillarity

In this paper, we examine a new basic state of long axisymmetric liquid zone, subjected to axial temperature gradients which induce steady viscous flow driven by thermocapillarity. Axial velocity 1/4S-1/2R(B) of liquid zone connects pulling velocity of single crystal. The stability of liquid zone with pulling velocity 1/4S-1/2R(B) to small axisymmetric disturbance is examined The eigenvalue problems on the stability are derived. A special case (eta = 0) is discussed.

Distributed Control and Optimization for Communication and Power Systems

We are at the cusp of a historic transformation of both communication system and electricity system. This creates challenges as well as opportunities for the study of networked systems. Problems of these systems typically involve a huge number of end points that require intelligent coordination in a distributed manner. In this thesis, we develop models, theories, and scalable distributed optimization and control algorithms to overcome these challenges.

This thesis focuses on two specific areas: multi-path TCP (Transmission Control Protocol) and electricity distribution system operation and control. Multi-path TCP (MP-TCP) is a TCP extension that allows a single data stream to be split across multiple paths. MP-TCP has the potential to greatly improve reliability as well as efficiency of communication devices. We propose a fluid model for a large class of MP-TCP algorithms and identify design criteria that guarantee the existence, uniqueness, and stability of system equilibrium. We clarify how algorithm parameters impact TCP-friendliness, responsiveness, and window oscillation and demonstrate an inevitable tradeoff among these properties. We discuss the implications of these properties on the behavior of existing algorithms and motivate a new algorithm Balia (balanced linked adaptation) which generalizes existing algorithms and strikes a good balance among TCP-friendliness, responsiveness, and window oscillation. We have implemented Balia in the Linux kernel. We use our prototype to compare the new proposed algorithm Balia with existing MP-TCP algorithms.

Our second focus is on designing computationally efficient algorithms for electricity distribution system operation and control. First, we develop efficient algorithms for feeder reconfiguration in distribution networks. The feeder reconfiguration problem chooses the on/off status of the switches in a distribution network in order to minimize a certain cost such as power loss. It is a mixed integer nonlinear program and hence hard to solve. We propose a heuristic algorithm that is based on the recently developed convex relaxation of the optimal power flow problem. The algorithm is efficient and can successfully computes an optimal configuration on all networks that we have tested. Moreover we prove that the algorithm solves the feeder reconfiguration problem optimally under certain conditions. We also propose a more efficient algorithm and it incurs a loss in optimality of less than 3% on the test networks.

Second, we develop efficient distributed algorithms that solve the optimal power flow (OPF) problem on distribution networks. The OPF problem determines a network operating point that minimizes a certain objective such as generation cost or power loss. Traditionally OPF is solved in a centralized manner. With increasing penetration of volatile renewable energy resources in distribution systems, we need faster and distributed solutions for real-time feedback control. This is difficult because power flow equations are nonlinear and kirchhoff's law is global. We propose solutions for both balanced and unbalanced radial distribution networks. They exploit recent results that suggest solving for a globally optimal solution of OPF over a radial network through a second-order cone program (SOCP) or semi-definite program (SDP) relaxation. Our distributed algorithms are based on the alternating direction method of multiplier (ADMM), but unlike standard ADMM-based distributed OPF algorithms that require solving optimization subproblems using iterative methods, the proposed solutions exploit the problem structure that greatly reduce the computation time. Specifically, for balanced networks, our decomposition allows us to derive closed form solutions for these subproblems and it speeds up the convergence by 1000x times in simulations. For unbalanced networks, the subproblems reduce to either closed form solutions or eigenvalue problems whose size remains constant as the network scales up and computation time is reduced by 100x compared with iterative methods.

Condições de contorno albedo para cálculos globais de reatores nucleares térmicos com o modelo de ordenadas discretas a dois grupos de energia

Como eventos de fissão induzida por nêutrons não ocorrem nas regiões nãomultiplicativas de reatores nucleares, e.g., moderador, refletor, e meios estruturais, essas regiões não geram potência e a eficiência computacional dos cálculos globais de reatores nucleares pode portanto ser aumentada eliminando os cálculos numéricos explícitos no interior das regiões não-multiplicativas em torno do núcleo ativo. É discutida nesta dissertação a eficiência computacional de condições de contorno aproximadas tipo albedo na formulação de ordenadas discretas (SN) para problemas de autovalor a dois grupos de energia em geometria bidimensional cartesiana. Albedo, palavra de origem latina para alvura, foi originalmente definido como a fração da luz incidente que é refletida difusamente por uma superfície. Esta palavra latina permaneceu como o termo científico usual em astronomia e nesta dissertação este conceito é estendido para reflexão de nêutrons. Este albedo SN nãoconvencional substitui aproximadamente a região refletora em torno do núcleo ativo do reator, pois os termos de fuga transversal são desprezados no interior do refletor. Se o problema, em particular, não possui termos de fuga transversal, i.e., trata-se de um problema unidimensional, então as condições de contorno albedo, como propostas nesta dissertação, são exatas. Por eficiência computacional entende-se analisar a precisão dos resultados numéricos em comparação com o tempo de execução computacional de cada simulação de um dado problema-modelo. Resultados numéricos para dois problemas-modelo com de simetria são considerados para ilustrar esta análise de eficiência.

Análise espectral das equações de transporte de nêutrons na formulação de ordenadas discretas em meios multiplicativos

É presentada nesta dissertação uma análise espectral das equações de transporte de nêutrons, independente do tempo, em geometria unidimensional e bidimensional, na formulação de ordenadas discretas (SN), utilizando o modelo de uma velocidade e multigrupo, considerando meios onde ocorrem o fenômeno da fissão nuclear. Esta análise espectral constitui-se na resolução de problemas de autovalores e respectivos autovetores, e reproduz a expressão para a solução geral analítica local das equações SN (para geometria unidimensional) ou das equações nodais integradas transversalmente (geometria retangular bidimensional) dentro de cada região homogeneizada do domínio espacial. Com a solução geral local determinada, métodos numéricos, tais como os métodos de matriz de resposta SN, podem ser derivados. Os resultados numéricos são gerados por programas de computadores implementados em MatLab, versão 2012, a fim de verificar a natureza dos autovalores e autovetores correspondentes no espaço real ou complexo.

Condições de contorno tipo albedo para cálculos globais de reatores nucleares com o modelo de dois grupos de energia na formulação de transporte SN em geometria bidimensional cartesiana

Os eventos de fissão nuclear, resultados da interação dos nêutrons com os núcleos dos átomos do meio hospedeiro multiplicativo, não estão presentes em algumas regiões dos reatores nucleares, e.g., moderador, refletor, e meios estruturais. Nesses domínios espaciais não há geração de potência nuclear térmica e, além disso, comprometem a eficiência computacional dos cálculos globais de reatores nucleares. Propomos nesta tese uma estratégia visando a aumentar a eficiência computacional dessas simulações eliminando os cálculos numéricos explícitos no interior das regiões não-multiplicativas (baffle e refletor) em torno do núcleo ativo. Apresentamos algumas modelagens e discutimos a eficiência da aplicação dessas condições de contorno aproximadas tipo albedo para uma e duas regiões nãomultiplicativas, na formulação de ordenadas discretas (SN) para problemas de autovalor a dois grupos de energia em geometria bidimensional cartesiana. A denominação Albedo, palavra de origem latina para alvura, foi originalmente definida como a fração da luz incidente que é refletida difusamente por uma superfície. Esta denominação latina permaneceu como o termo científico usual em astronomia e, nesta tese, este conceito é estendido para reflexão de nêutrons. Estas condições de contorno tipo albedo SN não-convencional substituem aproximadamente as regiões de baffle e refletor no em torno do núcleo ativo do reator, desprezando os termos de fuga transversal no interior dessas regiões. Se o problema, em particular, não possui termos de fuga transversal, i.e., trata-se de um problema unidimensional, então as condições de contorno albedo, como propostas nesta tese, são exatas. Por eficiência computacional entende-se a análise da precisão dos resultados numéricos em comparação com o tempo de execução computacional de cada simulação de um dado problema-modelo. Resultados numéricos considerando dois problemas-modelo com de simetria são considerados para ilustrar esta análise de eficiência.

Modal stability theory

This article contains a review of modal stability theory. It covers local stability analysis of parallel flows including temporal stability, spatial stability, phase velocity, group velocity, spatio-temporal stability, the linearized Navier-Stokes equations, the Orr-Sommerfeld equation, the Rayleigh equation, the Briggs-Bers criterion, Poiseuille flow, free shear flows, and secondary modal instability. It also covers the parabolized stability equation (PSE), temporal and spatial biglobal theory, 2D eigenvalue problems, 3D eigenvalue problems, spectral collocation methods, and other numerical solution methods. Computer codes are provided for tutorials described in the article. These tutorials cover the main topics of the article and can be adapted to form the basis of research codes. Copyright © 2014 by ASME.

Computing Zeros of Analytic Functions in the Complex Plane without using Derivatives

A new approach to evaluating all multiple complex roots of analytical function f(z) confined to the specified rectangular domain of complex plane has been developed and implemented in Fortran code. Generally f (z), despite being holomorphic function, does not have a closed analytical form thereby inhibiting explicit evaluation of its derivatives. The latter constraint poses a major challenge to implementation of the robust numerical algorithm. This work is at the instrumental level and provides an enabling tool for solving a broad class of eigenvalue problems and polynomial approximations.

Perturbation, extraction and refinement of invariant pairs for matrix polynomials

Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.

Spectral analysis of diffusions with jump boundary

In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky.

The unsteady flow of a weakly compressible fluid in a thin porous layer II: three-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a three-dimensional layer, composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Numerical solution of this three-dimensional evolution problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l, a situation which occurs frequently in the application to oil and gas reservoir recovery and which leads to significant stiffness in the numerical problem. Under the assumption that $\epsilon\propto h/l\ll 1$, we show that, to leading order in $\epsilon$, the pressure field varies only in the horizontal directions away from the wells (the outer region). We construct asymptotic expansions in $\epsilon$ in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive expressions for all significant process quantities. The only computations required are for the solution of non-stiff linear, elliptic, two-dimensional boundary-value, and eigenvalue problems. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the layer, $\epsilon$, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighbourhood of wells and away from wells.

The unsteady flow of a weakly compressible fluid in a thin porous layer III: three-dimensional computations

We describe a novel method for determining the pressure and velocity fields for a weakly compressible fluid flowing in a thin three-dimensional layer composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Our approach uses the method of matched asymptotic expansions to derive expressions for all significant process quantities, the computation of which requires only the solution of linear, elliptic, two-dimensional boundary value and eigenvalue problems. In this article, we provide full implementation details and present numerical results demonstrating the efficiency and accuracy of our scheme.

Stability of periodic travelling shallow-water waves determined by Newton`s equation

We study the existence and stability of periodic travelling-wave solutions for generalized Benjamin-Bona-Mahony and Camassa-Holm equations. To prove orbital stability, we use the abstract results of Grillakis-Shatah-Strauss and the Floquet theory for periodic eigenvalue problems.