The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Continuous stochastic processes

A general review of stochastic processes is given in the introduction; definitions, properties and a rough classification are presented together with the position and scope of the author's work as it fits into the general scheme.

The first section presents a brief summary of the pertinent analytical properties of continuous stochastic processes and their probability-theoretic foundations which are used in the sequel.

The remaining two sections (II and III), comprising the body of the work, are the author's contribution to the theory. It turns out that a very inclusive class of continuous stochastic processes are characterized by a fundamental partial differential equation and its adjoint (the Fokker-Planck equations). The coefficients appearing in those equations assimilate, in a most concise way, all the salient properties of the process, freed from boundary value considerations. The writer’s work consists in characterizing the processes through these coefficients without recourse to solving the partial differential equations.

First, a class of coefficients leading to a unique, continuous process is presented, and several facts are proven to show why this class is restricted. Then, in terms of the coefficients, the unconditional statistics are deduced, these being the mean, variance and covariance. The most general class of coefficients leading to the Gaussian distribution is deduced, and a complete characterization of these processes is presented. By specializing the coefficients, all the known stochastic processes may be readily studied, and some examples of these are presented; viz. the Einstein process, Bachelier process, Ornstein-Uhlenbeck process, etc. The calculations are effectively reduced down to ordinary first order differential equations, and in addition to giving a comprehensive characterization, the derivations are materially simplified over the solution to the original partial differential equations.

In the last section the properties of the integral process are presented. After an expository section on the definition, meaning, and importance of the integral process, a particular example is carried through starting from basic definition. This illustrates the fundamental properties, and an inherent paradox. Next the basic coefficients of the integral process are studied in terms of the original coefficients, and the integral process is uniquely characterized. It is shown that the integral process, with a slight modification, is a continuous Markoff process.

The elementary statistics of the integral process are deduced: means, variances, and covariances, in terms of the original coefficients. It is shown that an integral process is never temporally homogeneous in a non-degenerate process.

Finally, in terms of the original class of admissible coefficients, the statistics of the integral process are explicitly presented, and the integral process of all known continuous processes are specified.

Theory of the positive column of a gas discharge

An attempt is made to provide a theoretical explanation of the effect of the positive column on the voltage-current characteristic of a glow or an arc discharge. Such theories have been developed before, and all are based on balancing the production and loss of charged particles and accounting for the energy supplied to the plasma by the applied electric field. Differences among the theories arise from the approximations and omissions made in selecting processes that affect the particle and energy balances. This work is primarily concerned with the deviation from the ambipolar description of the positive column caused by space charge, electron-ion volume recombination, and temperature inhomogeneities.

The presentation is divided into three parts, the first of which involved the derivation of the final macroscopic equations from kinetic theory. The final equations are obtained by taking the first three moments of the Boltzmann equation for each of the three species in the plasma. Although the method used and the equations obtained are not novel, the derivation is carried out in detail in order to appraise the validity of numerous approximations and to justify the use of data from other sources. The equations are applied to a molecular hydrogen discharge contained between parallel walls. The applied electric field is parallel to the walls, and the dependent variables—electron and ion flux to the walls, electron and ion densities, transverse electric field, and gas temperature—vary only in the direction perpendicular to the walls. The mathematical description is given by a sixth-order nonlinear two-point boundary value problem which contains the applied field as a parameter. The amount of neutral gas and its temperature at the walls are held fixed, and the relation between the applied field and the electron density at the center of the discharge is obtained in the process of solving the problem. This relation corresponds to that between current and voltage and is used to interpret the effect of space charge, recombination, and temperature inhomogeneities on the voltage-current characteristic of the discharge.

The complete solution of the equations is impractical both numerically and analytically, and in Part II the gas temperature is assumed uniform so as to focus on the combined effects of space charge and recombination. The terms representing these effects are treated as perturbations to equations that would otherwise describe the ambipolar situation. However, the term representing space charge is not negligible in a thin boundary layer or sheath near the walls, and consequently the perturbation problem is singular. Separate solutions must be obtained in the sheath and in the main region of the discharge, and the relation between the electron density and the applied field is not determined until these solutions are matched.

In Part III the electron and ion densities are assumed equal, and the complicated space-charge calculation is thereby replaced by the ambipolar description. Recombination and temperature inhomogeneities are both important at high values of the electron density. However, the formulation of the problem permits a comparison of the relative effects, and temperature inhomogeneities are shown to be important at lower values of the electron density than recombination. The equations are solved by a direct numerical integration and by treating the term representing temperature inhomogeneities as a perturbation.

The conclusions reached in the study are primarily concerned with the association of the relation between electron density and axial field with the voltage-current characteristic. It is known that the effect of space charge can account for the subnormal glow discharge and that the normal glow corresponds to a close approach to an ambipolar situation. The effect of temperature inhomogeneities helps explain the decreasing characteristic of the arc, and the effect of recombination is not expected to appear except at very high electron densities.

The resolution of the thermodynamic paradox and the theory of guided wave propagation in anisotropic media

The resolution of the so-called thermodynamic paradox is presented in this paper. It is shown, in direct contradiction to the results of several previously published papers, that the cutoff modes (evanescent modes having complex propagation constants) can carry power in a waveguide containing ferrite. The errors in all previous “proofs” which purport to show that the cutoff modes cannot carry power are uncovered. The boundary value problem underlying the paradox is studied in detail; it is shown that, although the solution is somewhat complicated, there is nothing paradoxical about it.

The general problem of electromagnetic wave propagation through rectangular guides filled inhomogeneously in cross-section with transversely magnetized ferrite is also studied. Application of the standard waveguide techniques reduces the TM part to the well-known self-adjoint Sturm Liouville eigenvalue equation. The TE part, however, leads in general to a non-self-adjoint eigenvalue equation. This equation and the associated expansion problem are studied in detail. Expansion coefficients and actual fields are determined for a particular problem.

Testes de sistemas de informações geográficas com lógica nebulosa.

Os testes são uma atividade crucial no desenvolvimento de sistemas, pois uma boa execução dos testes podem expor anomalias do software e estas podem ser corrigidas ainda no processo de desenvolvimento, reduzindo custos. Esta dissertação apresenta uma ferramenta de testes chamada SIT (Sistema de Testes) que auxiliará no teste de Sistemas de Informações Geográficas (SIG). Os SIG são caracterizados pelo uso de informações espaciais georreferenciadas, que podem gerar um grande número de casos de teste complexos. As técnicas tradicionais de teste são divididas em funcionais e estruturais. Neste trabalho, o SIT abordará os testes funcionais, focado em algumas técnicas clássicas como o particionamento de equivalência e análise do Valor Limite. O SIT também propõe o uso de Lógica Nebulosa como uma ferramenta que irá sugerir um conjunto mínimo de testes a executar nos SIG, ilustrando os benefícios da ferramenta.

VGs for a normal SBLI with a downstream diffuser

New types of vortex generators for boundary layer control were investigated experimentally in a flow field which contains a Mach 1.4 normal Shockwave followed by a subsonic diffuser. A parametric study of device height and distance upstream of the normal shock was undertaken with two novel devices: ramped-vanes and split-ramps. Flowfield diagnostics included high-speed Schlieren, oil flow visualization, and pitot-static pressure measurements. A number of flowfield parameters including flow separation, pressure recovery, centerline incompressible boundary layer shape factor, and shock stability were analyzed and compared to the baseline. All configurations tested yielded an elimination of centerline flow separation with the presence of the vortex generators. However, the devices also tended to increase the three-dimensionality of the flow with increased side-wall interaction. When located 25δo upstream of the normal shock, the largest ramped-vane device (whose height was about 0.75 the incoming uncontrolled boundary layer thickness, δo) yielded the smallest centerline incompressible shape factor and the least streamwise oscillations of the normal shock. However, additional studies are needed to better understand the corner interaction effects, which are substantial. © 2010 by the American Institute of Aeronautics and Astronautics, Inc.

Application of the fixed point method for solution in time stepping finite element analysis using the inverse vector Jiles-Atherton model

An implementation of the inverse vector Jiles-Atherton model for the solution of non-linear hysteretic finite element problems is presented. The implementation applies the fixed point method with differential reluctivity values obtained from the Jiles-Atherton model. Differential reluctivities are usually computed using numerical differentiation, which is ill-posed and amplifies small perturbations causing large sudden increases or decreases of differential reluctivity values, which may cause numerical problems. A rule based algorithm for conditioning differential reluctivity values is presented. Unwanted perturbations on the computed differential reluctivity values are eliminated or reduced with the aim to guarantee convergence. Details of the algorithm are presented together with an evaluation of the algorithm by a numerical example. The algorithm is shown to guarantee convergence, although the rate of convergence depends on the choice of algorithm parameters. © 2011 IEEE.

Robust multiplexed MPC for distributed multi-agent systems

This paper extends the authors' earlier work which adapted robust multiplexed MPC for application to distributed control of multi-agent systems with non-interacting dynamics and coupled constraint sets in the presence of persistent unknown, but bounded disturbances. Specifically, we propose exploiting the single agent update nature of the multiplexed approach, and fix the update sequence to enable input move-blocking and increased discretisation rates. This permits a higher rate of individual policy update to be achieved, whilst incurring no additional computational cost in the corresponding optimal control problems to be solved. A disturbance feedback policy is included between updates to facilitate finding feasible solutions. The new formulation inherits the property of rapid response to disturbances from multiplexing the control and numerical results show that fixing the update sequence does not incur any loss in performance. © 2011 IFAC.

A subdivision-based implementation of the hierarchical b-spline finite element method

A novel technique is presented to facilitate the implementation of hierarchical b-splines and their interfacing with conventional finite element implementations. The discrete interpretation of the two-scale relation, as common in subdivision schemes, is used to establish algebraic relations between the basis functions and their coefficients on different levels of the hierarchical b-spline basis. The subdivision projection technique introduced allows us first to compute all element matrices and vectors using a fixed number of same-level basis functions. Their subsequent multiplication with subdivision matrices projects them, during the assembly stage, to the correct levels of the hierarchical b-spline basis. The proposed technique is applied to convergence studies of linear and geometrically nonlinear problems in one, two and three space dimensions. © 2012 Elsevier B.V.

Lyapunov theory for zeno stability

Zeno behavior is a dynamic phenomenon unique to hybrid systems in which an infinite number of discrete transitions occurs in a finite amount of time. This behavior commonly arises in mechanical systems undergoing impacts and optimal control problems, but its characterization for general hybrid systems is not completely understood. The goal of this paper is to develop a stability theory for Zeno hybrid systems that parallels classical Lyapunov theory; that is, we present Lyapunov-like sufficient conditions for Zeno behavior obtained by mapping solutions of complex hybrid systems to solutions of simpler Zeno hybrid systems defined on the first quadrant of the plane. These conditions are applied to Lagrangian hybrid systems, which model mechanical systems undergoing impacts, yielding simple sufficient conditions for Zeno behavior. Finally, the results are applied to robotic bipedal walking. © 2012 IEEE.

Analysis for temperature and pressure fields in process of hydrate dissociation by depressurization

An improved axisymmetric mathematic modeling is proposed for the process of hydrate dissociation by depressurization around vertical well. To reckon in the effect of latent heat of gas hydrate at the decomposition front, the energy balance equation is employed. The semi-analytic solutions for temperature and pressure fields are obtained by using Boltzmann-transformation. The location of decomposition front is determined by solving initial value problem for system of ordinary differential equations. The distributions of pressure and temperature along horizontal radiate in the reservoir are calculated. The numeric results indicate that the moving speed of decomposition front is sensitively dependent on the well pressure and the sediment permeability. Copyright (C) 2010 John Wiley & Sons, Ltd.

Applications of improved 2-D numerical wave tanks in wave breaking

Song and Banner (2002, henceforth referred to as SB02) used a numerical wave tank (developed by Drimer and Agnon, and further refined by Segre, henceforth referred to as DAS) to study the wave breaking in the deep water, and proposed a dimensionless breaking threshold that based on the behaviour of the wave energy modulation and focusing during the evolution of the wave group. In this paper, two modified DAS models are used to further test the SB02's results, the first one (referred to MDAS1) corrected many integral calculation errors appeared in the DAS code, and the second one (referred to MDAS2) replaced the linear boundary element approximation of DAS into the cubic element on the free surface. Researches show that the results of MDAS1 are the same with those of DAS for the simulations of deep water wave breaking, but, the different values of the wavemaker amplitude, the breaking time and the maximum local average energy growth rate delta(max) for the marginal breaking cases are founded by MDAS2 and MDAS1. However, MDAS2 still satisfies the SB02' s breaking threshold. Furthermore, MDAS1 is utilized to study the marginal breaking case in the intermediate water depth when wave passes over a submerged slope, where the slope is given by 1 : 500, 1 : 300, 1 : 150 or 1 : 100. It is found that the maximum local energy density U increases significantly if the slope becomes steeper, and the delta(max) decreases weakly and increases intensively for the marginal recurrence case and marginal breaking case respectively. SB02's breaking threshold is still valid for the wave passing over a submerged slope gentler than 1 : 100 in the intermediate water depth.

Dielectric responses of anisotropic graded granular composites having arbitrary inclusion shapes

The transformation field method (TFM) originated from Eshelby's transformation field theory is developed to estimate the effective permittivity of an anisotropic graded granular composite having inclusions of arbitrary shape and arbitrary anisotropic grading profile. The complicated boundary-value problem of the anisotropic graded composite is solved by introducing an appropriate transformation field within the whole composite region. As an example, the effective dielectric response for an anisotropic graded composite with inclusions having arbitrary geometrical shape and arbitrary grading profile is formulated. The validity of TFM is tested by comparing our results with the exact solution of an isotropic graded composite having inclusions with a power-law dielectric grading profile and good agreement is achieved in the dilute limit. Furthermore, it is found that the inclusion shape and the parameters of the grading profile can have profound effect on the effective permittivity at high concentrations of the inclusions. It is pointed out that TFM used in this paper can be further extended to investigate the effective elastic, thermal, and electroelastic properties of anisotropic graded granular composite materials.

Transformation field method for calculating the effective properties of isotropic graded composites having arbitrary shapes

A method of transformation field is developed to estimate the effective properties of graded composites whose inclusions have arbitrary shapes and gradient profiles by means of a periodic cell model. The boundary-value problem of graded composites having arbitrary inclusion shapes is solved by introducing the transformation field into the inclusion region. As an example, the effective dielectric response of isotropic graded composites having arbitrary shapes and gradient profiles is handled by the transformation field method (TFM). Moreover, TFM results are validated by the exact solutions of isotropic graded spherical inclusions having a power-law profile and good agreement is obtained in the dilute limit. Furthermore, it is found that the inclusion shapes and the parameters of the gradient profiles can have profound effect on the effective properties of composite systems at high concentration of inclusions.