On Orlicz-Sobolev capacities

This thesis consists of three articles on Orlicz-Sobolev capacities. Capacity is a set function which gives information of the size of sets. Capacity is useful concept in the study of partial differential equations, and generalizations of exponential-type inequalities and Lebesgue point theory, and other topics related to weakly differentiable functions such as functions belonging to some Sobolev space or Orlicz-Sobolev space. In this thesis it is assumed that the defining function of the Orlicz-Sobolev space, the Young function, satisfies certain growth conditions. In the first article, the null sets of two different versions of Orlicz-Sobolev capacity are studied. Sufficient conditions are given so that these two versions of capacity have the same null sets. The importance of having information about null sets lies in the fact that the sets of capacity zero play similar role in the Orlicz-Sobolev space setting as the sets of measure zero do in the Lebesgue space and Orlicz space setting. The second article continues the work of the first article. In this article, it is shown that if a Young function satisfies certain conditions, then two versions of Orlicz-Sobolev capacity have the same null sets for its complementary Young function. In the third article the metric properties of Orlicz-Sobolev capacities are studied. It is usually difficult or impossible to calculate a capacity of a set. In applications it is often useful to have estimates for the Orlicz-Sobolev capacities of balls. Such estimates are obtained in this paper, when the Young function satisfies some growth conditions.

Relaxation Time of Chemical Reactions from Network Thermodynamics

The relationship for the relaxation time(s) of a chemical reaction in terms of concentrations and rate constants has been derived from the network thermodynamic approach developed by Oster, Perelson, and Katchalsky.Generally, it is necessary to draw the bond graph and the “network analogue” of the reaction scheme, followed by loop or nodal analysis of the network and finally solving of the resulting differential equations. In the case of single-step reactions, however, it is possible to obtain an expression for the relaxation time. This approach is simpler and elegant and has certain advantages over the usual kinetic method. The method has been illustrated by taking different reaction schemes as examples.

Hybrid Simulation of Queuing-System Dynamics

This paper presents a simple hybrid computer technique to study the transient behaviour of queueing systems. This method is superior to stand-alone analog or digital solution because the hardware requirement is excessive for analog technique whereas computation time is appreciable in the latter case. By using a hybrid computer one can share the analog hardware thus requiring fewer integrators. The digital processor can store the values, play them back at required time instants and change the coefficients of differential equations. By speeding up the integration on the analog computer it is feasible to solve a large number of these equations very fast. Hybrid simulation is even superior to the analytic technique because in the latter case it is difficult to solve time-varying differential equations.

Unsteady laminar boundary layers in a compressible stagnation flow

The unsteady laminar compressible boundary-layer flow in the immediate vicinity of a two-dimensional stagnation point due to an incident stream whose velocity varies arbitrarily with time is considered. The governing partial differential equations, involving both time and the independent similarity variable, are transformed into new co-ordinates with finite ranges by means of a transformation which maps an infinite interval into a finite one. The resulting equations are solved by converting them into a matrix equation through the application of implicit finite-difference formulae. Computations have been carried out for two particular unsteady free-stream velocity distributions: (1) a constantly accelerating stream and (2) a fluctuating stream. The results show that in the former case both the skin-friction and the heat-transfer parameter increase steadily with time after a certain instant, while in the latter they oscillate thus responding to the fluctuations in the free-stream velocity.

Stability of large flexible damped spacecraft modeled as elastic continua

Vibrational stability of a large flexible, structurally damped spacecraft subject to large rigid body rotations is analysed modelling the system as an elastic continuum. Using solution of rigid body attitude motion under torque free conditions and modal analysis, the vibrational equations are reduced to ordinary differential equations with time-varying coefficients. Stability analysis is carried out using Floquet theory and Sonin-Polya theorem. The cases of spinning and non-spinning spacecraft idealized as a flexible beam plate undergoing simple structural vibration are analysed in detail. The critical damping required for stabilization is shown to be a function of the spacecraft's inertia ratio and the level of disturbance.

Dynamics of a class of social interaction systems

A mathematical model of social interaction in the form of two coupler! first-order non-linear differential equations, forms the topic of this study. This non-conservative model io representative of such varied social interaction problems as coexisting sub-populations of two different species, arms race between two rival countries and the like. Differential transformation techniques developed elsewhere in the literature are seen to be effective tools of dynamic analysis of this non-linear non-conservative mode! of social interaction process.

Vibration of Non-Uniform Thin-Walled Beams of Arbitrary Shape

A generalised theory for the natural vibration of non-uniform thin-walled beams of arbitrary cross-sectional geometry is proposed. The governing equations are obtained as four partial, linear integro-differential equations. The corresponding boundary conditions are also obtained in an integro-differential form. The formulation takes into account the effect of longitudinal inertia and shear flexibility. A method of solution is presented. Some numerical illustrations and an exact solution are included.

A critical analysis of the shear difference method

The shear difference method which is commonly used for the separation of normal stresses using photoelastic techniques depends on the step-by-step integration of one of the differential equations of equilibrium. It is assumed that the isoclinic and the isochromatic parameters measured by the conventional methods pertain to the state of stress at the midpoint of the light path. In practice, a slice thin enough for the above assumption to be true and at the same time thick enough to give differences in the shear-stress values over the thickness is necessary. The paper discusses the errors introduced in the isoclinic and isochromatic values by the conventional methods neglecting the variation of stresses along the light path. It is shown that while the error introduced in the measurement of the isochromatic parameter may not be serious, the error caused in the isoclinic measurement may lead to serious errors. Since the shear-difference method involves step-by-step integration the error introduced will be of a cumulative nature.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Nonsimilar incompressible laminar boundary layers with magnetic field.

The solution of the steady laminar incompressible nonsimilar magneto-hydrodynamic boundary layer flow and heat transfer problem with viscous dissipation for electrically conducting fluids over two-dimensional and axisymmetric bodies with pressure gradient and magnetic field has been presented. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The computations have been carried out for flow over a cylinder and a sphere. The results indicate that the magnetic field tends to delay or prevent separation. The heat transfer strongly depends on the viscous dissipation parameter. When the dissipation parameter is positive (i.e. when the temperature of the wall is greater than the freestream temperature) and exceeds a certain value, the hot wall ceases to be cooled by the stream of cooler air because the ‘heat cushion’ provided by the frictional heat prevents cooling whereas the effect of the magnetic field is to remove the ‘heat cushion’ so that the wall continues to be cooled. The results are found to be in good agreement with those of the local similarity and local nonsimilarity methods except near the point of separation, but they are in excellent agreement with those of the difference-differential technique even near the point of separation.

Free vibration of rectangular plates of arbitrary thickness

Free vibration of thick rectangular plates is investigated by using the “method of initial functions” proposed by Vlasov. The governing equations are derived from the three-dimensional elastodynamic equations. They are obtained in the form of series and theories of any desired order can be constructed by deleting higher terms in the infinite order differential equations. The numerical results are compared with those of classical, Mindlin, and Lee and Reismann solutions.

Nonsimilar incompressible laminar boundary-layer flows in micropolar fluids

The solution of the steady laminar incompressible nonsimilar boundary-layer problem for micropolar fluids over two-dimensional and axisymmetric bodies has been presented. The partial differential equations governing the flow have been transformed into new co-ordinates having finite range. The resulting equations have been solved numerically using implicit finite-difference scheme. The computations have been carried out for a cylinder and a sphere. The results indicate that the separation in micropolar fluids occurs at earlier streamwise locations as compared to Newtonian fluids. The skin friction and velocity profiles depend on the shape of the body and are almost insensitive to microrotation or coupling parameter, provided the coupling parameter is small. On the other hand, the microrotation profiles and microrotation gradient depend on the microrotation parameter and they are insensitive to the coupling parameter.

Decoupling in non-linear systems with two degrees of freedom

The problem of decoupling a class of non-linear two degrees of freedom systems is studied. The coupled non-linear differential equations of motion of the system are shown to be equivalent to a pair of uncoupled equations. This equivalence is established through transformation techniques involving the transformation of both the dependent and independent variables. The sufficient conditions on the form of the non-linearity, for the case wherein the transformed equations are linear, are presented. Several particular cases of interest are also illustrated.

Quasi-simple wave solutions for acoustic gravity waves

The special class of quasi-simple wave solutions is studied for the system of partial differential equations governing inviscid acoustic gravity waves. It is shown that these traveling wave solutions do not admit shocks. Periodic solutions are found to exist when there is no propagation in the vertical direction. The solutions for some particular cases are depicted graphically. Physics of Fluids is copyrighted by The American Institute of Physics.

Nonsimilar laminar incompressible boundary layers with vectored mass transfer

The effect of vectored mass transfer on the flow and heat transfer of the steady laminar incompressible nonsimilar boundary layer with viscous dissipation for two-dimensional and axisymmetric porous bodies with pressure gradient has been studied. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The computations have been carried out for a cylinder and a sphere. The skin friction is strongly influenced by the vectored mass transfer, and the heat transfer both by the vectored mass transfer and dissipation parameter. It is observed that the vectored suction tends to delay the separation whereas the effect of the vectored injection is just the reverse. Our results agree with those of the local nonsimilarity, difference-differential and asymptotic methods but not with those of the local similarity method.