Modal scattering at an impedance transition in a lined flow duct

An explicit Wiener-Hopf solution is derived to describe the scattering of duct modes at a hard-soft wall impedance transition in a circular duct with uniform mean flow. Specifically, we have a circular duct r = 1, - ∞ < x < ∞ with mean flow Mach number M > 0 and a hard wall along x < 0 and a wall of impedance Z along x > 0. A minimum edge condition at x = 0 requires a continuous wall streamline r = 1 + h(x, t), no more singular than h = Ο(x1/2) for x ↓ 0. A mode, incident from x < 0, scatters at x = 0 into a series of reflected modes and a series of transmitted modes. Of particular interest is the role of a possible instability along the lined wall in combination with the edge singularity. If one of the "upstream" running modes is to be interpreted as a downstream-running instability, we have an extra degree of freedom in the Wiener-Hopf analysis that can be resolved by application of some form of Kutta condition at x = 0, for example a more stringent edge condition where h = Ο(x3/2) at the downstream side. The question of the instability requires an investigation of the modes in the complex frequency plane and therefore depends on the chosen impedance model, since Z = Z (ω) is essentially frequency dependent. The usual causality condition by Briggs and Bers appears to be not applicable here because it requires a temporal growth rate bounded for all real axial wave numbers. The alternative Crighton-Leppington criterion, however, is applicable and confirms that the suspected mode is usually unstable. In general, the effect of this Kutta condition is significant, but it is particularly large for the plane wave at low frequencies and should therefore be easily measurable. For ω → 0, the modulus fends to |R001| → (1 + M)/(1 -M) without and to 1 with Kutta condition, while the end correction tends to ∞ without and to a finite value with Kutta condition. This is exactly the same behaviour as found for reflection at a pipe exit with flow, irrespective if this is uniform or jet flow.

Stress intensity factor histories of a steadily propagating crack under 3-D combined mode traction

Elastodynamic stress intensity factor histories of an unbounded solid containing a semi-infinite plane crack that propagates at a constant velocity under 3-D time-independent combined mode loading are considered. The fundamental solution, which is the response of point loading, is obtained. Then, stress intensity factor histories of a general loading system are written out in terms of superposition integrals. The methods used here are the Laplace transform methods in conjunction with the Wiener-Hopf technique.

Elastodynamic stress-intensity factors for a semiinfinite crack under 3-d combined mode loading

The dynamic stress intensity factor histories for a half plane crack in an otherwise unbounded elastic body are analyzed. The crack is subjected to a traction distribution consisting of two pairs of suddenly-applied shear point loads, at a distance L away from the crack tip. The exact expression for the combined mode stress intensity factors as the function of time and position along the crack edge is obtained. The method of solution is based on the direct application of integral transforms together with the Wiener-Hopf technique and the Cagniard-de Hoop method, which were previously believed to be inappropriate. Some features of solutions are discussed and the results are displayed in several figures.

Elastodynamic stress intensity factor history for a semi-infinite crack under three-dimensional transient loading

The dynamic stress intensity factor history for a semi-infinite crack in an otherwise unbounded elastic body is analyzed. The crack is subjected to a pair of suddenly-applied point loadings on its faces at a distance L away from the crack tip. The exact expression for the mode I stress intensity factor as a function of time is obtained. The method of solution is based on the direct application of integral transforms, the Wiener-Hopf technique and the Cagniard-de Hoop method. Due to the existence of the characteristic length in loading this problem was long believed a knotty problem. Some features of the solutions are discussed and graphical result for numerical computation is presented.

高等断裂力学

《高等断裂力学》系统论述断裂力学的基本概念、理论基础、力学原理、分析方法以及断裂力学的实验测定和工程应用。深入阐明了断裂力学各个重要发展阶段的新颖学术思想和原创性工作，同时融会贯通地介绍了国内学者在作者熟悉的若干领域内的创造性贡献。　　《高等断裂力学》共14章。第1章介绍断裂力学的历史背景和发展脉络；第2～5章介绍线弹性断裂力学；第6～8章论述弹塑性断裂力学；第9及第10章分别介绍疲劳裂纹扩展和界面裂纹；第11～14章阐述裂纹体弹性动力学和裂纹动态扩展。　　《高等断裂力学》适合从事断裂力学研究和应用的科技工作者及工程师使用和参考，也可供力学专业的高年级本科生和研究生阅读参考.

Multimode radiation from an unflanged, semi-infinite circular duct with uniform flow.

Multimode sound radiation from an unflanged, semi-infinite, rigid-walled circular duct with uniform subsonic mean flow everywhere is investigated theoretically. The multimode directivity depends on the amplitude and directivity function of each individual cut-on mode. The amplitude of each mode is expressed as a function of cut-on ratio for a uniform distribution of incoherent monopoles, a uniform distribution of incoherent axial dipoles, and for equal power per mode. The directivity function of each mode is obtained by applying a Lorentz transformation to the zero-flow directivity function, which is given by a Wiener-Hopf solution. This exact numerical result is compared to an analytic solution, valid in the high-frequency limit, for multimode directivity with uniform flow. The high-frequency asymptotic solution is derived assuming total transmission of power at the open end of the duct, and gives the multimode directivity function with flow in the forward arc for a general family of mode amplitude distribution functions. At high frequencies the agreement between the exact and asymptotic solutions is shown to be excellent.

High frequency multimode radiation from ducts with flow

Multimode sound radiation from hard-walled semi-infinite ducts with uniform subsonic flow is investigated theoretically. An analytic expression, valid in the high frequency limit, is derived for the multimode directivity function in the forward arc for a general family of mode distribution functions. The multimode directivity depends on the amplitude and directivity function of each individual mode. The amplitude of each mode is expressed as a function of cut-off ratio for a uniform distribution of incoherent monopoles, a uniform distribution of incoherent axial dipoles and for equal power per mode. The modes' directivity functions are obtained analytically by applying a Lorentz transformation to the zero flow solution. The analytic formula for the multimode directivity with flow is derived assuming total transmission of power at the open-end of the duct. This formula is compared to the exact numerical result for an unflanged duct, computed utilizing a Wiener-Hopf solution. The agreement is shown to be excellent. Copyright © 2008 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

Fluid-structure interaction with mean flow: Over-scattering and unstable resonance growth

It is known theoretically [1-3] that infinitely long fluid loaded plates in mean flow exhibit a range of unusual phenomena in the 'long time' limit. These include convective instability, absolute instability and negative energy waves which are destabilized by dissipation. However, structures are necessarily of finite length and may have discontinuities. Moreover, linear instability waves can only grow over a limited number of cycles before non-linear effects become dominant. We have undertaken an analytical and computational study to investigate the response of finite, discontinuous plates to ascertain if these unusual effects might be realized in practice. Analytically, we take a "wave scattering" [2,4] - as opposed to a "modal superposition" [5] - view of the fluttering plate problem. First, we solve for the scattering coefficients of localized plate discontinuities and identify a range of parameter space, well outside the convective instability regime, where over-scattering or amplified reflection/transmission occurs. These are scattering processes that draw energy from the mean flow into the plate. Next, we use the Wiener-Hopf technique to solve for the scattering coefficients from the leading and trailing edges of a baffled plate. Finally, we construct the response of a finite, baffled plate by a superposition of infinite plate propagating waves continuously scattering off the plate ends and solve for the unstable resonance frequencies and temporal growth rates for long plates. We present a comparison between our computational results and the infinite plate theory. In particular, the resonance response of a moderately sized plate is shown to be in excellent agreement with our long plate analytical predictions. Copyright © 2010 by ASME.

Aerodynamic noise from a poroelastic trailing edge with implications for the silent flight of owls

The interaction of a turbulent eddy with a semi-infinite, poroelastic edge is examined with respect to the effects of both elasticity and porosity on the efficiency of scattered aerodynamic noise. The scattering problem is solved using the Wiener-Hopf technique for constant plate properties to identify their scaling dependence on the resulting aerodynamic noise, including the dependence on flight velocity, where special attention is paid to the limiting cases of rigid, porous and elastic, impermeable plate conditions. Results from these analyses attempt to address how trailing edge noise may be mitigated by porosity and seek to deepen the understanding of how owls hunt in acoustic stealth. © 2012 by Justin W. Jaworski and Nigel Peake. Published by the American Institute of Aeronautics and Astronautics, Inc.

Parametric guidance for turbulent noise reduction from poroelastic trailing edges and owls

The interaction of a turbulent eddy with a semi-infinite, poroelastic edge is examined with respect to the effects of both elasticity and porosity on the efficiency of aerodynamic noise generation. The edge is modelled as a thin plate poroelastic plate, which is known to admit fifth-, sixth-, and seventh-power noise dependences on a characteristic velocity U of the turbulent eddy. The associated acoustic scattering problem is solved using the Wiener-Hopf technique for the case of constant plate properties. For the special cases of porous-rigid and impermeable-elastic plate conditions, asymptotic analysis of the Wiener- Hopf kernel function furnishes the parameter groups and their ranges where U5, U6, and U7 behaviours are expected to occur. Results from this analysis attempt to help guide the search for passive edge treatments to reduce trailing-edge noise that are inspired by the wing features of silently flying owls. Furthermore, the appropriateness of the present model to the owl noise problem is discussed with respect to the acoustic frequencies of interest, wing chord-lengths, and foraging behaviour across a representative set of owl species.

Models for acoustic propagation through turbofan exhaust flows

Turbomachinery noise radiating into the rearward arc is an important problem. This noise is scattered by the trailing edges of the nacelle and the jet exhaust, and interacts with the shear layers between the external flow, bypass stream and jet, en route to the far field. In the past a range of relevant model problems involving semi-infinite cylinders have been solved. However, one limitation of previous solutions is that they do not allow for the jet nozzle to protrude a finite distance beyond the end of the nacelle (or in certain configurations being buried a finite distance upstream). In this paper we use the matrix Wiener-Hopf technique, which will allow precisely the finite nacelle-jet nozzle separation to be included. The crucial step in our work is to factorise a certain matrix as a product of terms analytic and invertible in the upper/lower halves of the complex plane. The way we do this matrix factorisation is quite different in the buried and protruding nozzle cases. In the buried case our solution method is the so-called pole-removal technique. In the technically more demanding protruding case, however, we must first use Pade approximants to generate a uniformly-valid, meromorphic representation of a certain function, before the same pole-removal method can be applied. Sample results are presented, investigating in particular the effects of exit plane stagger. © 2007 by B Veitch and N Peake.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Extended factorizations of exponential functionals of Lévy processes

Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.

A generalized collectively compact operator theory with an application to integral equations on unbounded domains

In this paper a generalization of collectively compact operator theory in Banach spaces is developed. A feature of the new theory is that the operators involved are no longer required to be compact in the norm topology. Instead it is required that the image of a bounded set under the operator family is sequentially compact in a weaker topology. As an application, the theory developed is used to establish solvability results for a class of systems of second kind integral equations on unbounded domains, this class including in particular systems of Wiener-Hopf integral equations with L1 convolutions kernels

Asymptotic behavior at infinity of solutions of multidimensional second kind integral equations

We consider second kind integral equations of the form x(s) - (abbreviated x - K x = y ), in which Ω is some unbounded subset of Rn. Let Xp denote the weighted space of functions x continuous on Ω and satisfying x (s) = O(|s|-p ),s → ∞We show that if the kernel k(s,t) decays like |s — t|-q as |s — t| → ∞ for some sufficiently large q (and some other mild conditions on k are satisfied), then K ∈ B(XP) (the set of bounded linear operators on Xp), for 0 ≤ p ≤ q. If also (I - K)-1 ∈ B(X0) then (I - K)-1 ∈ B(XP) for 0 < p < q, and (I- K)-1∈ B(Xq) if further conditions on k hold. Thus, if k(s, t) = O(|s — t|-q). |s — t| → ∞, and y(s)=O(|s|-p), s → ∞, the asymptotic behaviour of the solution x may be estimated as x (s) = O(|s|-r), |s| → ∞, r := min(p, q). The case when k(s,t) = к(s — t), so that the equation is of Wiener-Hopf type, receives especial attention. Conditions, in terms of the symbol of I — K, for I — K to be invertible or Fredholm on Xp are established for certain cases (Ω a half-space or cone). A boundary integral equation, which models three-dimensional acoustic propaga-tion above flat ground, absorbing apart from an infinite rigid strip, illustrates the practical application and sharpness of the above results. This integral equation mod-els, in particular, road traffic noise propagation along an infinite road surface sur-rounded by absorbing ground. We prove that the sound propagating along the rigid road surface eventually decays with distance at the same rate as sound propagating above the absorbing ground.