Lie group symmetry analysis for granular media stress equations

The Airy stress function, although frequently employed in classical linear elasticity, does not receive similar usage for granular media problems. For plane strain quasi-static deformations of a cohesionless Coulomb–Mohr granular solid, a single nonlinear partial differential equation is formulated for the Airy stress function by combining the equilibrium equations with the yield condition. This has certain advantages from the usual approach, in which two stress invariants and a stress angle are introduced, and a system of two partial differential equations is needed to describe the flow. In the present study, the symmetry analysis of differential equations is utilised for our single partial differential equation, and by computing an optimal system of one-dimensional Lie algebras, a complete set of group-invariant solutions is derived. By this it is meant that any group-invariant solution of the governing partial differential equation (provided it can be derived via the classical symmetries method) may be obtained as a member of this set by a suitable group transformation. For general values of the parameters (angle of internal friction and gravity g) it is found there are three distinct classes of solutions which correspond to granular flows considered previously in the literature. For the two limiting cases of high angle of internal friction and zero gravity, the governing partial differential equation admit larger families of Lie point symmetries, and from these symmetries, further solutions are derived, many of which are new. Furthermore, the majority of these solutions are exact, which is rare for granular flow, especially in the case of gravity driven flows.

A mass-conservative control volume-finite element method for solving Richards’ equation in heterogeneous porous media

We present a mass-conservative vertex-centred finite volume method for efficiently solving the mixed form of Richards’ equation in heterogeneous porous media. The spatial discretisation is particularly well-suited to heterogeneous media because it produces consistent flux approximations at quadrature points where material properties are continuous. Combined with the method of lines, the spatial discretisation gives a set of differential algebraic equations amenable to solution using higher-order implicit solvers. We investigate the solution of the mixed form using a Jacobian-free inexact Newton solver, which requires the solution of an extra variable for each node in the mesh compared to the pressure-head form. By exploiting the structure of the Jacobian for the mixed form, the size of the preconditioner is reduced to that for the pressure-head form, and there is minimal computational overhead for solving the mixed form. The proposed formulation is tested on two challenging test problems. The solutions from the new formulation offer conservation of mass at least one order of magnitude more accurate than a pressure head formulation, and the higher-order temporal integration significantly improves both the mass balance and computational efficiency of the solution.

A different algebraic analysis of the ZUC stream cipher

Existing algebraic analyses of the ZUC cipher indicate that the cipher should be secure against algebraic attacks. In this paper, we present an alternative algebraic analysis method for the ZUC stream cipher, where a combiner is used to represent the nonlinear function and to derive equations representing the cipher. Using this approach, the initial states of ZUC can be recovered from 2^97 observed words of keystream, with a complexity of 2^282 operations. This method is more successful when applied to a modified version of ZUC, where the number of output words per clock is increased. If the cipher outputs 120 bits of keystream per clock, the attack can succeed with 219 observed keystream bits and 2^47 operations. Therefore, the security of ZUC against algebraic attack could be significantly reduced if its throughput was to be increased for efficiency.

Algebraic analysis of the SSS stream cipher

Both the SSS and SOBER-t32 stream cipher designs use a single word-based shift register and a nonlinear filter function to produce keystream. In this paper we show that the algebraic attack method previously applied to SOBER-t32 is prevented from succeeding on SSS by the use of the key dependent substitution box (SBox) in the nonlinear filter of SSS. Additional assumptions and modifications to the SSS cipher in an attempt to enable algebraic analysis result in other difficulties that also render the algebraic attack infeasible. Based on these results, we conclude that a well chosen key-dependent substitution box used in the nonlinear filter of the stream cipher provides resistance against such algebraic attacks.

An algebraic approach for determination of DG parameters to support voltage profiles in radial distribution networks

Rapidly increasing electricity demands and capacity shortage of transmission and distribution facilities are the main driving forces for the growth of Distributed Generation (DG) integration in power grids. One of the reasons for choosing a DG is its ability to support voltage in a distribution system. Selection of effective DG characteristics and DG parameters is a significant concern of distribution system planners to obtain maximum potential benefits from the DG unit. This paper addresses the issue of improving the network voltage profile in distribution systems by installing a DG of the most suitable size, at a suitable location. An analytical approach is developed based on algebraic equations for uniformly distributed loads to determine the optimal operation, size and location of the DG in order to achieve required levels of network voltage. The developed method is simple to use for conceptual design and analysis of distribution system expansion with a DG and suitable for a quick estimation of DG parameters (such as optimal operating angle, size and location of a DG system) in a radial network. A practical network is used to verify the proposed technique and test results are presented.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

Regularized numerical integration of multibody dynamics with the generalized alpha method*

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane's equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Fractal boundaries of basin of attraction of Newton-Raphson method in helicopter trim

A key problem in helicopter aeroelastic analysis is the enormous computational time required for a numerical solution of the nonlinear system of algebraic equations required for trim, particularly when free wake models are used. Trim requires calculation of the main rotor and tail rotor controls and the vehicle attitude which leads to the six steady forces and moments about the helicopter center of gravity to be zero. An appropriate initial estimate of the trim state is needed for successful helicopter trim. This study aims to determine the control inputs that can have considerable effect on the convergence of trim solution in the aeroelastic analysis of helicopter rotors by investigating the basin of attraction of the nonlinear equations (set of initial guess points from which the nonlinear equations converge). It is illustrated that the three main rotor pitch controls of collective pitch, longitudinal cyclic pitch and lateral cyclic pitch have a significant contribution to the convergence of the trim solution. Trajectories of the Newton iterates are shown and some ideas for accelerating the convergence of a trim solution in the aeroelastic analysis of helicopters are proposed. It is found that the basins of attraction can have fractal boundaries. (C) 2010 Elsevier Ltd. All rights reserved.

An Algebraic Implicitization and Specialization of Minimum KL-Divergence Models

In this paper we study representation of KL-divergence minimization, in the cases where integer sufficient statistics exists, using tools from polynomial algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. In particular, we also study the case of Kullback-Csiszar iteration scheme. We present implicit descriptions of these models and show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner bases method to compute an implicit representation of minimum KL-divergence models.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

A simple numerical method for three-dimensional analysis of simple expansion chamber mufflers of rectangular as well as circular cross-section with a stationary medium

Three-dimensional effects are a primary source of discrepancy between the measured values of automotive muffler performance and those predicted by the plane wave theory at higher frequencies. The basically exact method of (truncated) eigenfunction expansions for simple expansion chambers involves very complicated algebra, and the numerical finite element method requires large computation time and core storage. A simple numerical method is presented in this paper. It makes use of compatibility conditions for acoustic pressure and particle velocity at a number of equally spaced points in the planes of the junctions (or area discontinuities) to generate the required number of algebraic equations for evaluation of the relative amplitudes of the various modes (eigenfunctions), the total number of which is proportional to the area ratio. The method is demonstrated for evaluation of the four-pole parameters of rigid-walled, simple expansion chambers of rectangular as well as circular cross-section for the case of a stationary medium. Computed values of transmission loss are compared with those computed by means of the plane wave theory, in order to highlight the onset (cutting-on) of various higher order modes and the effect thereof on transmission loss of the muffler. These are also compared with predictions of the finite element methods (FEM) and the exact methods involving eigenfunction expansions, in order to demonstrate the accuracy of the simple method presented here.