Analytical solutions for transient temperature distribution in a geothermal reservoir due to cold water injection

An analytical solution to describe the transient temperature distribution in a geothermal reservoir in response to injection of cold water is presented. The reservoir is composed of a confined aquifer, sandwiched between rocks of different thermo-geological properties. The heat transport processes considered are advection, longitudinal conduction in the geothermal aquifer, and the conductive heat transfer to the underlying and overlying rocks of different geological properties. The one-dimensional heat transfer equation has been solved using the Laplace transform with the assumption of constant density and thermal properties of both rock and fluid. Two simple solutions are derived afterwards, first neglecting the longitudinal conductive heat transport and then heat transport to confining rocks. Results show that heat loss to the confining rock layers plays a vital role in slowing down the cooling of the reservoir. The influence of some parameters, e.g. the volumetric injection rate, the longitudinal thermal conductivity and the porosity of the porous media, on the transient heat transport phenomenon is judged by observing the variation of the transient temperature distribution with different values of the parameters. The effects of injection rate and thermal conductivity have been found to be profound on the results.

Frequency Domain Based Solution for Certain Class of Wave Equations: An exhaustive study of Numerical Solutions

The paper discusses the frequency domain based solution for a certain class of wave equations such as: a second order partial differential equation in one variable with constant and varying coefficients (Cantilever beam) and a coupled second order partial differential equation in two variables with constant and varying coefficients (Timoshenko beam). The exact solution of the Cantilever beam with uniform and varying cross-section and the Timoshenko beam with uniform cross-section is available. However, the exact solution for Timoshenko beam with varying cross-section is not available. Laplace spectral methods are used to solve these problems exactly in frequency domain. The numerical solution in frequency domain is done by discretisation in space by approximating the unknown function using spectral functions like Chebyshev polynomials, Legendre polynomials and also Normal polynomials. Different numerical methods such as Galerkin Method, Petrov- Galerkin method, Method of moments and Collocation method or the Pseudo-spectral method in frequency domain are studied and compared with the available exact solution. An approximate solution is also obtained for the Timoshenko beam with varying cross-section using Laplace Spectral Element Method (LSEM). The group speeds are computed exactly for the Cantilever beam and Timoshenko beam with uniform cross-section and is compared with the group speeds obtained numerically. The shear mode and the bending modes of the Timoshenko beam with uniform cross-section are separated numerically by applying a modulated pulse as the shear force and the corresponding group speeds for varying taper parameter in are obtained numerically by varying the frequency of the input pulse. An approximate expression for calculating group speeds corresponding to the shear mode and the bending mode, and also the cut-off frequency is obtained. Finally, we show that the cut-off frequency disappears for large in, for epsilon > 0 and increases for large in, for epsilon < 0.

A spectral multiscale method for wave propagation analysis: Atomistic-continuum coupled simulation

In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in system description across the interface between two scales, can be satisfactorily overcome by the proposed method. We propose an efficient spectral domain decomposition of the total fine scale displacement along with a potent macroscale equation in the Laplace domain to eliminate the spurious interfacial reflection. We use Laplace transform based spectral finite element method to model the macroscale, which provides the optimum approximations for required dynamic responses of the outer atoms of the simulated microscale region very accurately. This new method shows excellent agreement between the proposed multiscale model and the full molecular dynamics (MD) results. Numerical experiments of wave propagation in a 1D harmonic lattice, a 1D lattice with Lennard-Jones potential, a 2D square Bravais lattice, and a 2D triangular lattice with microcrack demonstrate the accuracy and the robustness of the method. In addition, under certain conditions, this method can simulate complex dynamics of crystalline solids involving different spatial and/or temporal scales with sufficient accuracy and efficiency. (C) 2014 Elsevier B.V. All rights reserved.

A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Random vibration testing with controlled samples

This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.

Numerical modeling of the non-isothermal liquid droplet impact on a hot solid substrate

The heat transfer from a solid phase to an impinging non-isothermal liquid droplet is studied numerically. A new approach based on an arbitrary Lagrangian-Eulerian (ALE) finite element method for solving the incompressible Navier Stokes equations in the liquid and the energy equation within the solid and the liquid is presented. The novelty of the method consists in using the ALE-formulation also in the solid phase to guarantee matching grids along the liquid solid interface. Moreover, a new technique is developed to compute the heat flux without differentiating the numerical solution. The free surface and the liquid solid interface of the droplet are represented by a moving mesh which can handle jumps in the material parameter and a temperature dependent surface tension. Further, the application of the Laplace-Beltrami operator technique for the curvature approximation allows a natural inclusion of the contact angle. Numerical simulation for varying Reynold, Weber, Peclet and Biot numbers are performed to demonstrate the capabilities of the new approach. (C) 2014 Elsevier Ltd. All rights reserved.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

An integrated estimation/guidance approach for seeker-less interceptors

This paper addresses the problem of intercepting highly maneuverable threats using seeker-less interceptors that operate in the command guidance mode. These systems are more prone to estimation errors than standard seeker-based systems. In this paper, an integrated estimation/guidance (IEG) algorithm, which combines interactive multiple model (IMM) estimator with differential game guidance law (DGL), is proposed for seeker-less interception. In this interception scenario, the target performs an evasive bang-bang maneuver, while the sensor has noisy measurements and the interceptor is subject to acceleration bound. The IMM serves as a basis for the synthesis of efficient filters for tracking maneuvering targets and reducing estimation errors. The proposed game-based guidance law for two-dimensional interception, later extended to three-dimensional interception scenarios, is used to improve the endgame performance of the command-guided seeker-less interceptor. The IMM scheme and an optimal selection of filters, to cater to various maneuvers that are expected during the endgame, are also described. Furthermore, a chatter removal algorithm is introduced, thus modifying the differential game guidance law (modified DGL). A comparison between modified DGL guidance law and conventional proportional navigation guidance law demonstrates significant improvement in miss distance in a pursuer-evader scenario. Simulation results are also presented for varying flight path angle errors. A numerical study is provided which demonstrates the performance of the combined interactive multiple model with game-based guidance law (IMM/DGL). Simulation study is also carried out for combined IMM and modified DGL (IMM/modified DGL) which exhibits the superior performance and viability of the algorithm reducing the chattering phenomenon. The results are illustrated by an extensive Monte Carlo simulation study in the presence of estimation errors.

Model and parameter uncertainty in IDF relationships under climate change

Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

Multi-transform based spectral element to include first order shear deformation in plates

For obtaining dynamic response of structure to high frequency shock excitation spectral elements have several advantages over conventional methods. At higher frequencies transverse shear and rotary inertia have a predominant role. These are represented by the First order Shear Deformation Theory (FSDT). But not much work is reported on spectral elements with FSDT. This work presents a new spectral element based on the FSDT/Mindlin Plate Theory which is essential for wave propagation analysis of sandwich plates. Multi-transformation method is used to solve the coupled partial differential equations, i.e., Laplace transforms for temporal approximation and wavelet transforms for spatial approximation. The formulation takes into account the axial-flexure and shear coupling. The ability of the element to represent different modes of wave motion is demonstrated. Impact on the derived wave motion characteristics in the absence of the developed spectral element is discussed. The transient response using the formulated element is validated by the results obtained using Finite Element Method (FEM) which needs significant computational effort. Experimental results are provided which confirms the need to having the developed spectral element for the high frequency response of structures. (C) 2015 Elsevier Ltd. All rights reserved.

A Remark on the A Posteriori Error Analysis of Discontinuous Galerkin Methods for the Obstacle Problem

We revisit the a posteriori error analysis of discontinuous Galerkin methods for the obstacle problem derived in 25]. Under a mild assumption on the trace of obstacle, we derive a reliable a posteriori error estimator which does not involve min/max functions. A key in this approach is an auxiliary problem with discrete obstacle. Applications to various discontinuous Galerkin finite element methods are presented. Numerical experiments show that the new estimator obtained in this article performs better.

A Zero-Crossing Rate Property of Power Complementary Analysis Filterbank Outputs

We establish zero-crossing rate (ZCR) relations between the input and the subbands of a maximally decimated M-channel power complementary analysis filterbank when the input is a stationary Gaussian process. The ZCR at lag is defined as the number of sign changes between the samples of a sequence and its 1-sample shifted version, normalized by the sequence length. We derive the relationship between the ZCR of the Gaussian process at lags that are integer multiples of Al and the subband ZCRs. Based on this result, we propose a robust iterative autocorrelation estimator for a signal consisting of a sum of sinusoids of fixed amplitudes and uniformly distributed random phases. Simulation results show that the performance of the proposed estimator is better than the sample autocorrelation over the SNR range of -6 to 15 dB. Validation on a segment of a trumpet signal showed similar performance gains.

A posteriori error estimates of discontinuous Galerkin methods for the Signorini problem

A reliable and efficient a posteriori error estimator is derived for a class of discontinuous Galerkin (DG) methods for the Signorini problem. A common property shared by many DG methods leads to a unified error analysis with the help of a constraint preserving enriching map. The error estimator of DG methods is comparable with the error estimator of the conforming methods. Numerical experiments illustrate the performance of the error estimator. (C) 2015 Elsevier B.V. All rights reserved.

A FRAMEWORK FOR THE ERROR ANALYSIS OF DISCONTINUOUS FINITE ELEMENT METHODS FOR ELLIPTIC OPTIMAL CONTROL PROBLEMS AND APPLICATIONS TO C-0 IP METHODS

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C-0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings.