System reliability of randomly vibrating structures: Computational modeling and laboratory testing

The problem of determination of system reliability of randomly vibrating structures arises in many application areas of engineering. We discuss in this paper approaches based on Monte Carlo simulations and laboratory testing to tackle problems of time variant system reliability estimation. The strategy we adopt is based on the application of Girsanov's transformation to the governing stochastic differential equations which enables estimation of probability of failure with significantly reduced number of samples than what is needed in a direct simulation study. Notably, we show that the ideas from Girsanov's transformation based Monte Carlo simulations can be extended to conduct laboratory testing to assess system reliability of engineering structures with reduced number of samples and hence with reduced testing times. Illustrative examples include computational studies on a 10 degree of freedom nonlinear system model and laboratory/computational investigations on road load response of an automotive system tested on a four post Lest rig. (C) 2015 Elsevier Ltd. All rights reserved.

Statistical and stochastic description of microvoid evolution observed in dynamic failure of ductile materials

A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Magnetohydrodynamics equilibrium of a self-confined elliptic plasma ball

A variational principle is applied to the problem of magnetohydrodynamics (MHD) equilibrium of a self-contained elliptical plasma ball, such as elliptical ball lightning. The principle is appropriate for an approximate solution of partial differential equations with arbitrary boundary shape. The method reduces the partial differential equation to a series of ordinary differential equations and is especially valuable for treating boundaries with nonlinear deformations. The calculations conclude that the pressure distribution and the poloidal current are more uniform in an oblate self-confined plasma ball than that of an elongated plasma ball. The ellipticity of the plasma ball is obviously restricted by its internal pressure, magnetic field, and ambient pressure. Qualitative evidence is presented for the absence of sighting of elongated ball lightning.

Magnetostatic equilibrium of isolated magnetic-flux tube

In the present paper, an isolated axisymmetric flux tube is discussed for slender magnetic configuration. The magnetostatic model and the stratified atmospheric model are applied, respectively, to the regions inside and outside the flux tube. The problem is described mathematically by the nonlinear partial differential equations under the nonlinear boundary condition at the free boundary of flux tube. According to the approximation of a small expansive angle, the solutions of series expressions are obtained formally. The model of polytropic plasma is discussed in detail especially. The results show the distributions of thermodynamic quantities and magnetic field extending from the high β region to the low β region, and the flux tube may be either divergent or convergent according to the pressure difference outside and inside the flux tube.

An asymptotic solution of hydrodynamic equations at the mid-plane of a plume in the earths mantle

From the partial differential equations of hydrodynamics governing the movements in the Earth's mantle of a Newtonian fluid with a pressure- and temperature-dependent viscosity, considering the bilateral symmetry of velocity and temperature distributions at the mid-plane of the plume, an analytical solution of the governing equations near the mid-plane of the plume was found by the method of asymptotic analysis. The vertical distribution of the upward velocity, viscosity and temperature at the mid-plane, and the temperature excess at the centre of the plume above the ambient mantle temperature were then calculated for two sets of Newtonian rheological parameters. The results obtained show that the temperature at the mid-plane and the temperature excess are nearly independent of the rheological parameters. The upward velocity at the mid-plane, however, is strongly dependent on the rheological parameters.

Some modified bifurcation problems with application to imperfection sensitivity in buckling

The branching theory of solutions of certain nonlinear elliptic partial differential equations is developed, when the nonlinear term is perturbed from unforced to forced. We find families of branching points and the associated nonisolated solutions which emanate from a bifurcation point of the unforced problem. Nontrivial solution branches are constructed which contain the nonisolated solutions, and the branching is exhibited. An iteration procedure is used to establish the existence of these solutions, and a formal perturbation theory is shown to give asymptotically valid results. The stability of the solutions is examined and certain solution branches are shown to consist of minimal positive solutions. Other solution branches which do not contain branching points are also found in a neighborhood of the bifurcation point.

The qualitative features of branching points and their associated nonisolated solutions are used to obtain useful information about buckling of columns and arches. Global stability characteristics for the buckled equilibrium states of imperfect columns and arches are discussed. Asymptotic expansions for the imperfection sensitive buckling load of a column on a nonlinearly elastic foundation are found and rigorously justified.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

Generalizations and extensions of the Fokker-Planck-Kolmogorov equations

The problem of determining probability density functions of general transformations of random processes is considered in this thesis. A method of solution is developed in which partial differential equations satisfied by the unknown density function are derived. These partial differential equations are interpreted as generalized forms of the classical Fokker-Planck-Kolmogorov equations and are shown to imply the classical equations for certain classes of Markov processes. Extensions of the generalized equations which overcome degeneracy occurring in the steady-state case are also obtained.

The equations of Darling and Siegert are derived as special cases of the generalized equations thereby providing unity to two previously existing theories. A technique for treating non-Markov processes by studying closely related Markov processes is proposed and is seen to yield the Darling and Siegert equations directly from the classical Fokker-Planck-Kolmogorov equations.

As illustrations of their applicability, the generalized Fokker-Planck-Kolmogorov equations are presented for certain joint probability density functions associated with the linear filter. These equations are solved for the density of the output of an arbitrary linear filter excited by Markov Gaussian noise and for the density of the output of an RC filter excited by the Poisson square wave. This latter density is also found by using the extensions of the generalized equations mentioned above. Finally, some new approaches for finding the output probability density function of an RC filter-limiter-RC filter system driven by white Gaussian noise are included. The results in this case exhibit the data required for complete solution and clearly illustrate some of the mathematical difficulties inherent to the use of the generalized equations.

强外加电场与大调制度下光折变动力学光栅形成研究

强外加电场与大调制度在光折变效应的研究中已经得到了广泛应用。采用PDECOL算法, 严格求解光折变带输运方程, 得到外加电场时不同调制度下光折变晶体中随时间变化的空间电荷场、载流子浓度, 并讨论了外加电场对它们的影响。通过将物质方程与耦合波方程联立数值求解, 可得到光折变光栅形成过程中两波耦合增益系数以及光束条纹相位的变化。模拟结果表明, 在强外加电场作用下, 两束记录光之间的光强与相位耦合都得到了增强, 而原有的解析式忽视了强外加电场与大调制度对空间电荷场相位耦合的影响, 此时不再适用。同时发现折射率光

Range of validity of the method of averaging

Sufficient conditions are derived for the validity of approximate periodic solutions of a class of second order ordinary nonlinear differential equations. An approximate solution is defined to be valid if an exact solution exists in a neighborhood of the approximation.

Two classes of validity criteria are developed. Existence is obtained using the contraction mapping principle in one case, and the Schauder-Leray fixed point theorem in the other. Both classes of validity criteria make use of symmetry properties of periodic functions, and both classes yield an upper bound on a norm of the difference between the approximate and exact solution. This bound is used in a procedure which establishes sufficient stability conditions for the approximated solution.

Application to a system with piecewise linear restoring force (bilinear system) reveals that the approximate solution obtained by the method of averaging is valid away from regions where the response exhibits vertical tangents. A narrow instability region is obtained near one-half the natural frequency of the equivalent linear system. Sufficient conditions for the validity of resonant solutions are also derived, and two term harmonic balance approximate solutions which exhibit ultraharmonic and subharmonic resonances are studied.

Equilibration of a liquid droplet-vapor-gas mixture downstream of a shock wave

The equations of motion for the flow of a mixture of liquid droplets, their vapor, and an inert gas through a normal shock wave are derived. A set of equations is obtained which is solved numerically for the equilibrium conditions far downstream of the shock. The equations describing the process of reaching equilibrium are also obtained. This is a set of first-order nonlinear differential equations and must also be solved numerically. The detailed equilibration process is obtained for several cases and the results are discussed.

Theoretical investigation of turbulent boundary layer over a wavy surface

The important features of the two-dimensional incompressible turbulent flow over a wavy surface of wavelength comparable with the boundary layer thickness are analyzed.

A turbulent field method using model equation for turbulent shear stress similar to the scheme of Bradshaw, Ferriss and Atwell (1967) is employed with suitable modification to cover the viscous sublayer. The governing differential equations are linearized based on the small but finite amplitude to wavelength ratio. An orthogonal wavy coordinate system, accurate to the second order in the amplitude ratio, is adopted to avoid the severe restriction to the validity of linearization due to the large mean velocity gradient near the wall. Analytic solution up to the second order is obtained by using the method of matched-asymptotic-expansion based on the large Reynolds number and hence the small skin friction coefficient.

In the outer part of the layer, the perturbed flow is practically "inviscid." Solutions for the velocity, Reynolds stress and also the wall pressure distributions agree well with the experimental measurement. In the wall region where the perturbed Reynolds stress plays an important role in the process of momentum transport, only a qualitative agreement is obtained. The results also show that the nonlinear second-order effect is negligible for amplitude ratio of 0.03. The discrepancies in the detailed structure of the velocity, shear stress, and skin friction distributions near the wall suggest modifications to the model are required to describe the present problem.

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.