993 resultados para Jump-diffusion Equations
Resumo:
In this paper, we develop a theory for diffusion and flow of pure sub-critical adsorbates in microporous activated carbon over a wide range of pressure, ranging from very low to high pressure, where capillary condensation is occurring. This theory does not require any fitting parameter. The only information needed for the prediction is the complete pore size distribution of activated carbon. The various interesting behaviors of permeability versus loading are observed such as the maximum permeability at high loading (occurred at about 0.8-0.9 relative pressure). The theory is tested with diffusion and flow of benzene through a commercial activated carbon, and the agreement is found to be very good in the light that there is no fitting parameter in the model. (C) 2001 Elsevier Science B.V. All rights reserved.
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This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
Formulations of fuzzy integral equations in terms of the Aumann integral do not reflect the behavior of corresponding crisp models. Consequently, they are ill-adapted to describe physical phenomena, even when vagueness and uncertainty are present. A similar situation for fuzzy ODEs has been obviated by interpretation in terms of families of differential inclusions. The paper extends this formalism to fuzzy integral equations and shows that the resulting solution sets and attainability sets are fuzzy and far better descriptions of uncertain models involving integral equations. The investigation is restricted to Volterra type equations with mildly restrictive conditions, but the methods are capable of extensive generalization to other types and more general assumptions. The results are illustrated by integral equations relating to control models with fuzzy uncertainties.
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We demonstrate that a system obeying the complex Lorenz equations in the deep chaotic regime can be controlled to periodic behavior by applying a modulation to the pump parameter. For arbitrary modulation frequency and amplitude there is no obvious simplification of the dynamics. However, we find that there are numerous windows where the chaotic system has been controlled to different periodic behaviors. The widths of these windows in parameter space are narrow, and the positions are related to the ratio of the modulation frequency of the pump to the average pulsation frequency of the output variable. These results are in good agreement with observations previously made in a far-infrared laser system.
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We study the existence of nonnegative solutions of elliptic equations involving concave and critical Sobolev nonlinearities. Applying various variational principles we obtain the existence of at least two nonnegative solutions.
Resumo:
The self-diffusion coefficients for water in a series of copolymers of 2-hydroxyethyl methacrylate, HEMA, and tetrahydrofurfuryl methacrylate, THFMA, swollen with water to their equilibrium states have been studied at 310 K using PFG-NMR. The self-diffusion coefficients calculated from the Stejskal-Tanner equation, D-obs, for all of the hydrated polymers were found to be dependent on the NMR storage time, as a result of spin exchange between the proton reservoirs of the water and the polymers, reaching an equilibrium plateau value at long storage times. The true values of the diffusion coefficients were calculated from the values of D-obs, in the plateau regions by applying a correction for the fraction of water protons present, obtained from the equilibrium water contents of the gels. The true self-diffusion coefficient for water in polyHEMA obtained at 310 K by this method was 5.5 x 10(-10) m(2) s(-1). For the copolymers containing 20% HEMA or more a single value of the self-diffusion coefficient was found, which was somewhat larger than the corresponding values obtained for the macroscopic diffusion coefficient from sorption measurements. For polyTHFMA and copolymers containing less than 20% HEMA, the PFG-NMR stimulated echo attenuation decay curves and the log-attenuation plots were characteristic of the presence of two diffusing water species. The self-diffusion coefficients of water in the equilibrium-hydrated copolymers were found to be dependent on the copolymer composition, decreasing with increasing THFMA content.
Resumo:
We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.
Resumo:
We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.
Resumo:
Supersymmetric t-J Gaudin models with open boundary conditions are investigated by means of the algebraic Bethe ansatz method. Off-shell Bethe ansatz equations of the boundary Gaudin systems are derived, and used to construct and solve the KZ equations associated with sl (2\1)((1)) superalgebra.
Resumo:
In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.
Resumo:
Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.
Resumo:
This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
A new technique of surface modification by diffusion coating for AZ91D alloy was developed. A 1.0-2.0-mm alloy layer, which has hardness four to five times higher than the substrate metal, was formed after the treatment. Consequent solution treatment and aging could further improve the hardness of the alloy layer. Microstructure and chemical composition were investigated using optical microscope and electron probe.