Stability of parametrically excited differential equations

Sufficient stability criteria for classes of parametrically excited differential equations are developed and applied to example problems of a dynamical nature.

Stability requirements are presented in terms of 1) the modulus of the amplitude of the parametric terms, 2) the modulus of the integral of the parametric terms and 3) the modulus of the derivative of the parametric terms.

The methods employed to show stability are Liapunov’s Direct Method and the Gronwall Lemma. The type of stability is generally referred to as asymptotic stability in the sense of Liapunov.

The results indicate that if the equation of the system with the parametric terms set equal to zero exhibits stability and possesses bounded operators, then the system will be stable under sufficiently small modulus of the parametric terms or sufficiently small modulus of the integral of the parametric terms (high frequency). On the other hand, if the equation of the system exhibits individual stability for all values that the parameter assumes in the time interval, then the actual system will be stable under sufficiently small modulus of the derivative of the parametric terms (slowly varying).

Particle fluid mechanics in shear flows, acoustic waves, and shock waves

Three different categories of flow problems of a fluid containing small particles are being considered here. They are: (i) a fluid containing small, non-reacting particles (Parts I and II); (ii) a fluid containing reacting particles (Parts III and IV); and (iii) a fluid containing particles of two distinct sizes with collisions between two groups of particles (Part V).

Part I

A numerical solution is obtained for a fluid containing small particles flowing over an infinite disc rotating at a constant angular velocity. It is a boundary layer type flow, and the boundary layer thickness for the mixture is estimated. For large Reynolds number, the solution suggests the boundary layer approximation of a fluid-particle mixture by assuming W = W_p. The error introduced is consistent with the Prandtl’s boundary layer approximation. Outside the boundary layer, the flow field has to satisfy the “inviscid equation” in which the viscous stress terms are absent while the drag force between the particle cloud and the fluid is still important. Increase of particle concentration reduces the boundary layer thickness and the amount of mixture being transported outwardly is reduced. A new parameter, β = 1/Ω τ_v, is introduced which is also proportional to μ. The secondary flow of the particle cloud depends very much on β. For small values of β, the particle cloud velocity attains its maximum value on the surface of the disc, and for infinitely large values of β, both the radial and axial particle velocity components vanish on the surface of the disc.

Part II

The “inviscid” equation for a gas-particle mixture is linearized to describe the flow over a wavy wall. Corresponding to the Prandtl-Glauert equation for pure gas, a fourth order partial differential equation in terms of the velocity potential ϕ is obtained for the mixture. The solution is obtained for the flow over a periodic wavy wall. For equilibrium flows where λ_v and λ_T approach zero and frozen flows in which λ_v and λ_T become infinitely large, the flow problem is basically similar to that obtained by Ackeret for a pure gas. For finite values of λ_v and λ_T, all quantities except v are not in phase with the wavy wall. Thus the drag coefficient C_D is present even in the subsonic case, and similarly, all quantities decay exponentially for supersonic flows. The phase shift and the attenuation factor increase for increasing particle concentration.

Part III

Using the boundary layer approximation, the initial development of the combustion zone between the laminar mixing of two parallel streams of oxidizing agent and small, solid, combustible particles suspended in an inert gas is investigated. For the special case when the two streams are moving at the same speed, a Green’s function exists for the differential equations describing first order gas temperature and oxidizer concentration. Solutions in terms of error functions and exponential integrals are obtained. Reactions occur within a relatively thin region of the order of λ_D. Thus, it seems advantageous in the general study of two-dimensional laminar flame problems to introduce a chemical boundary layer of thickness λ_D within which reactions take place. Outside this chemical boundary layer, the flow field corresponds to the ordinary fluid dynamics without chemical reaction.

Part IV

The shock wave structure in a condensing medium of small liquid droplets suspended in a homogeneous gas-vapor mixture consists of the conventional compressive wave followed by a relaxation region in which the particle cloud and gas mixture attain momentum and thermal equilibrium. Immediately following the compressive wave, the partial pressure corresponding to the vapor concentration in the gas mixture is higher than the vapor pressure of the liquid droplets and condensation sets in. Farther downstream of the shock, evaporation appears when the particle temperature is raised by the hot surrounding gas mixture. The thickness of the condensation region depends very much on the latent heat. For relatively high latent heat, the condensation zone is small compared with Ʌ_D.

For solid particles suspended initially in an inert gas, the relaxation zone immediately following the compression wave consists of a region where the particle temperature is first being raised to its melting point. When the particles are totally melted as the particle temperature is further increased, evaporation of the particles also plays a role.

The equilibrium condition downstream of the shock can be calculated and is independent of the model of the particle-gas mixture interaction.

Part V

For a gas containing particles of two distinct sizes and satisfying certain conditions, momentum transfer due to collisions between the two groups of particles can be taken into consideration using the classical elastic spherical ball model. Both in the relatively simple problem of normal shock wave and the perturbation solutions for the nozzle flow, the transfer of momentum due to collisions which decreases the velocity difference between the two groups of particles is clearly demonstrated. The difference in temperature as compared with the collisionless case is quite negligible.

On the Cesari fixed point method in a Banach space

In a paper published in 1961, L. Cesari [1] introduces a method which extends certain earlier existence theorems of Cesari and Hale ([2] to [6]) for perturbation problems to strictly nonlinear problems. Various authors ([1], [7] to [15]) have now applied this method to nonlinear ordinary and partial differential equations. The basic idea of the method is to use the contraction principle to reduce an infinite-dimensional fixed point problem to a finite-dimensional problem which may be attacked using the methods of fixed point indexes.

The following is my formulation of the Cesari fixed point method:

Let B be a Banach space and let S be a finite-dimensional linear subspace of B. Let P be a projection of B onto S and suppose Г≤B such that pГ is compact and such that for every x in PГ, P^-1x∩Г is closed. Let W be a continuous mapping from Г into B. The Cesari method gives sufficient conditions for the existence of a fixed point of W in Г.

Let I denote the identity mapping in B. Clearly y = Wy for some y in Г if and only if both of the following conditions hold:

(i) Py = PWy.

(ii) y = (P + (I - P)W)y.

Definition. The Cesari fixed paint method applies to (Г, W, P) if and only if the following three conditions are satisfied:

(1) For each x in PГ, P + (I - P)W is a contraction from P^-1x∩Г into itself. Let y(x) be that element (uniqueness follows from the contraction principle) of P^-1x∩Г which satisfies the equation y(x) = Py(x) + (I-P)Wy(x).

(2) The function y just defined is continuous from PГ into B.

(3) There are no fixed points of PWy on the boundary of PГ, so that the (finite- dimensional) fixed point index i(PWy, int PГ) is defined.

Definition. If the Cesari fixed point method applies to (Г, W, P) then define i(Г, W, P) to be the index i(PWy, int PГ).

The three theorems of this thesis can now be easily stated.

Theorem 1 (Cesari). If i(Г, W, P) is defined and i(Г, W, P) ≠0, then there is a fixed point of W in Г.

Theorem 2. Let the Cesari fixed point method apply to both (Г, W, P₁) and (Г, W, P₂). Assume that P₂P₁=P₁P₂=P₁ and assume that either of the following two conditions holds:

(1) For every b in B and every z in the range of P₂, we have that ‖b=P₂b‖ ≤ ‖b-z‖

(2)P₂Г is convex.

Then i(Г, W, P₁) = i(Г, W, P₂).

Theorem 3. If Ω is a bounded open set and W is a compact operator defined on Ω so that the (infinite-dimensional) Leray-Schauder index i_LS(W, Ω) is defined, and if the Cesari fixed point method applies to (Ω, W, P), then i(Ω, W, P) = i_LS(W, Ω).

Theorems 2 and 3 are proved using mainly a homotopy theorem and a reduction theorem for the finite-dimensional and the Leray-Schauder indexes. These and other properties of indexes will be listed before the theorem in which they are used.

Surface effects in simple molecular systems

This thesis examines two problems concerned with surface effects in simple molecular systems. The first is the problem associated with the interaction of a fluid with a solid boundary, and the second originates from the interaction of a liquid with its own vapor.

For a fluid in contact with a solid wall, two sets of integro-differential equations, involving the molecular distribution functions of the system, are derived. One of these is a particular form of the well-known Bogolyubov-Born-Green-Kirkwood-Yvon equations. For the second set, the derivation, in contrast with the formulation of the B.B.G.K.Y. hierarchy, is independent of the pair-potential assumption. The density of the fluid, expressed as a power series in the uniform fluid density, is obtained by solving these equations under the requirement that the wall be ideal.

The liquid-vapor interface is analyzed with the aid of equations that describe the density and pair-correlation function. These equations are simplified and then solved by employing the superposition and the low vapor density approximations. The solutions are substituted into formulas for the surface energy and surface tension, and numerical results are obtained for selected systems. Finally, the liquid-vapor system near the critical point is examined by means of the lowest order B.B.G.K.Y. equation.

Um metodo numerico com paralelismo no tempo para aproximar solucoes de EDPs

Este trabalho de pesquisa tem por objetivo apresentar e investigar a viabilidade de um método numérico que contempla o paralelismo no tempo. Este método numérico está associado a problemas de condição inicial e de contorno para equações diferenciais parciais (evolutivas). Diferentemente do método proposto neste trabalho, a maioria dos métodos numéricos associados a equações diferencias parciais evolutivas e tradicionalmente encontrados, contemplam apenas o paralelismo no espaço. Daí, a motivação em realizar o presente trabalho de pesquisa, buscando não somente um método com paralelismo no tempo mas, sobretudo, um método viável do ponto de vista computacional. Para isso, a implementação do esquema numérico proposto está por conta de um algoritmo paralelo escrito na linguagem C e que utiliza a biblioteca MPI. A análise dos resultados obtidos com os testes de desempenho revelam um método numérico escalável e que exige pouco nível de comunicação entre processadores.

EFFECT OF GRAIN-BOUNDARY MICROSTRUCTURE ON CAVITY NUCLEATION IN A NICKEL-BASED SUPERALLOY.

A study is presented of grain-boundary cavitation produced in Nimonic 80A by cold-deformation and stress-free annealing. The cavities were found to originate either from transverse cracking of carbide particles, or from decohesion of the particle-grain boundary interfaces. This decohesion could occur either during deformation, or during annealing. The cavities were invariably located at or close to the point of impingement of a matrix slip band on the grain boundary, but not all slip bands at a particular boundary were associated with cavitation. Quantitative evidence is presented showing that the mean number of dislocations associated with each slip band increases with macroscopic strain, but there is considerable variation between slip bands. This accounts for the differential ability of slip bands to result in cavity nucleation.

An efficient frequency-domain algorithm for wave scattering problems with application to jet noise

This paper presents a pseudo-time-step method to calculate a (vector) Green function for the adjoint linearised Euler equations as a scattering problem in the frequency domain, for use as a jet-noise propagation prediction tool. A method of selecting the acoustics-related solution in a truncated spatial domain while suppressing any possible shear-layer-type instability is presented. Numerical tests for 3-D axisymmetrical parallel mean flows against semi-analytical reference solutions indicate that the new iterative algorithm is capable of producing accurate solutions with modest computational requirements.

Word boundary modelling and full covariance gaussians for Arabic Speech-to-Text systems

This paper describes recent improvements to the Cambridge Arabic Large Vocabulary Continuous Speech Recognition (LVCSR) Speech-to-Text (STT) system. It is shown that wordboundary context markers provide a powerful method to enhance graphemic systems by implicit phonetic information, improving the modelling capability of graphemic systems. In addition, a robust technique for full covariance Gaussian modelling in the Minimum Phone Error (MPE) training framework is introduced. This reduces the full covariance training to a diagonal covariance training problem, thereby solving related robustness problems. The full system results show that the combined use of these and other techniques within a multi-branch combination framework reduces the Word Error Rate (WER) of the complete system by up to 5.9% relative. Copyright © 2011 ISCA.

Non-reflective boundary conditions for non-uniform mean velocity inlet and outlet flows

The numerical solution of problems in unbounded physical space requires a truncation of the computational domain to a reasonable size. As a result, the conditions on the artificial boundaries are generally unknown. Assumptions like constant pressure or velocities are only valid in the far field and lead to spurious reflections if applied on the boundaries of the truncated domain. A number of attempts have been made over the past decades to design conditions that prevent such reflections. One approach is based on characteristics. The standard analysis assumes a spatially uniform mean flow field but this is often impractical. In the present paper we show how to extend the formulation to the more general case of a non-uniform mean velocity field. A number of test cases are provided and our results compare favourably with other boundary conditions. In principle the present approach can be extended to include non-uniformities in all variables.

Differential geometry and design coupling in MDO

The notion of coupling within a design, particularly within the context of Multidisciplinary Design Optimization (MDO), is much used but ill-defined. There are many different ways of measuring design coupling, but these measures vary in both their conceptions of what design coupling is and how such coupling may be calculated. Within the differential geometry framework which we have previously developed for MDO systems, we put forth our own design coupling metric for consideration. Our metric is not commensurate with similar types of coupling metrics, but we show that it both provides a helpful geo- metric interpretation of coupling (and uncoupledness in particular) and exhibits greater generality and potential for analysis than those similar metrics. Furthermore, we discuss how the metric might be profitably extended to time-varying problems and show how the metric's measure of coupling can be applied to multi-objective optimization problems (in unconstrained optimization and in MDO). © 2013 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

An important pitfall of pseudo-static finite element analysis

Finite Element (FE) pseudo-static analysis can provide a good compromise between simplified methods of dynamic analysis and time domain analysis. The pseudo-static FE approach can accurately model the in situ, stresses prior to seismic loading (when it follows a static analysis simulating the construction sequence) is relatively simple and not as computationally expensive as the time domain approach. However this method should be used with caution as the results can be sensitive to the choice of the mesh dimensions. In this paper two simple examples of pseudo-static finite element analysis are examined parametrically, a homogeneous slope and a cantilever retaining wall, exploring the sensitivity of the pseudo-static analysis results on the adopted mesh size. The mesh dependence was found to be more pronounced for problems with high critical seismic coefficients values (e.g. gentle slopes or small walls), as in these cases a generalised layer failure mechanism is developed simultaneously with the slope or wall mechanism. In general the mesh width was found not to affect notably the predicted value of critical seismic coefficient but to have a major impact on the predicted movements. © 2012 Elsevier Ltd.

Unified form language: A domain-specific language for weak formulations of partial differential equations

We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies formultifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted. © 2014 ACM.

A differential recursive scheme for suppression of Peak to average power ratio for OFDM

A differential recursive scheme for suppression of Peak to average power ratio (PAPR) for Orthogonal frequency division multiplexing (OFDM) signal is proposed in this thesis. The pseudo-randomized modulating vector for the subcarrier series is differentially phase-encoded between successive components in frequency domain first, and recursion manipulates several samples of Inverse fast Fourier transformation (IFFT) output in time domain. Theoretical analysis and experimental result exhibit advantage of differential recursive scheme over direct output scheme in PAPR suppression. And the overall block diagram of the scheme is also given.

Interaction of linear waves with infinitely long horizontal cylinders studied by boundary element method

The two-dimensional problems concerning the interaction of linear water waves with cylinders of arbitrary shape in two-layer deep water are investigated by use of the Boundary Integral Equation method (BIEM). Simpler new expressions for the Green functions are derived, and verified by comparison of results obtained by BIEM with these by an analytical method. Examined are the radiation and scattering of linear waves by two typical configurations of cylinders in two-layer deep water. Hydrodynamic behaviors including hydrodynamic coefficients, wave forces, reflection and transmission coefficients and energies are analyzed in detail, and some interesting physical phenomena are observed.

Boundary conditions at the solid-liquid surface over the multiscale channel size from nanometer to micron

The boundary condition at the solid surface is one of the important problems for the microfluidics. In this paper we study the effects of the channel sizes on the boundary conditions (BC), using the hybrid computation scheme adjoining the molecular dynamics (MD) simulations and the continuum fluid mechanics. We could reproduce the three types of boundary conditions (slip, no-slip and locking) over the multiscale channel sizes. The slip lengths are found to be mainly dependent on the interfacial parameters with the fixed apparent shear rate. The channel size has little effects on the slip lengths if the size is above a critical value within a couple of tens of molecular diameters. We explore the liquid particle distributions nearest the solid walls and found that the slip boundary condition always corresponds to the uniform liquid particle distributions parallel to the solid walls, while the no-slip or locking boundary conditions correspond to the ordered liquid structures close to the solid walls. The slip, no-slip and locking interfacial parameters yield the positive, zero and negative slip lengths respectively. The three types of boundary conditions existing in "microscale" still occur in "macroscale". However, the slip lengths weakly dependent on the channel sizes yield the real shear rates and the slip velocity relative to the solid wall traveling speed approaching those with the no-slip boundary condition when the channel size is larger than thousands of liquid molecular diameters for all of the three types of interfacial parameters, leading to the quasi-no-slip boundary conditions.