The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

Beyond fractional derivatives: local approximation of other convolution integrals

Dynamic systems involving convolution integrals with decaying kernels, of which fractionally damped systems form a special case, are non-local in time and hence infinite dimensional. Straightforward numerical solution of such systems up to time t needs O(t(2)) computations owing to the repeated evaluation of integrals over intervals that grow like t. Finite-dimensional and local approximations are thus desirable. We present here an approximation method which first rewrites the evolution equation as a coupled in finite-dimensional system with no convolution, and then uses Galerkin approximation with finite elements to obtain linear, finite-dimensional, constant coefficient approximations for the convolution. This paper is a broad generalization, based on a new insight, of our prior work with fractional order derivatives (Singh & Chatterjee 2006 Nonlinear Dyn. 45, 183-206). In particular, the decaying kernels we can address are now generalized to the Laplace transforms of known functions; of these, the power law kernel of fractional order differentiation is a special case. The approximation can be refined easily. The local nature of the approximation allows numerical solution up to time t with O(t) computations. Examples with several different kernels show excellent performance. A key feature of our approach is that the dynamic system in which the convolution integral appears is itself approximated using another system, as distinct from numerically approximating just the solution for the given initial values; this allows non-standard uses of the approximation, e. g. in stability analyses.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Global lopsided instability in a purely stellar galactic disc

It is shown that pure exponential discs in spiral galaxies are capable of supporting slowly varying discrete global lopsided modes, which can explain the observed features of lopsidedness in the stellar discs. Using linearized fluid dynamical equations with the softened self-gravity and pressure of the perturbation as the collective effect, we derive self-consistently a quadratic eigenvalue equation for the lopsided perturbation in the galactic disc. On solving this, we find that the ground-state mode shows the observed characteristics of the lopsidedness in a galactic disc, namely the fractional Fourier amplitude A(1), increases smoothly with the radius. These lopsided patterns precess in the disc with a very slow pattern speed with no preferred sense of precession. We show that the lopsided modes in the stellar disc are long-lived because of a substantial reduction (approximately a factor of 10 compared to the local free precession rate) in the differential precession. The numerical solution of the equations shows that the groundstate lopsided modes are either very slowly precessing stationary normal mode oscillations of the disc or growing modes with a slow growth rate depending on the relative importance of the collective effect of the self-gravity. N-body simulations are performed to test the spontaneous growth of lopsidedness in a pure stellar disc. Both approaches are then compared and interpreted in terms of long-lived global m = 1 instabilities, with almost zero pattern speed.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

Computationally efficient optical tomographic reconstructions through waveletizing the normalized quadratic perturbation equation - art. no.61640R

In this paper, we present a wavelet - based approach to solve the non-linear perturbation equation encountered in optical tomography. A particularly suitable data gathering geometry is used to gather a data set consisting of differential changes in intensity owing to the presence of the inhomogeneous regions. With this scheme, the unknown image, the data, as well as the weight matrix are all represented by wavelet expansions, thus yielding the representation of the original non - linear perturbation equation in the wavelet domain. The advantage in use of the non-linear perturbation equation is that there is no need to recompute the derivatives during the entire reconstruction process. Once the derivatives are computed, they are transformed into the wavelet domain. The purpose of going to the wavelet domain, is that, it has an inherent localization and de-noising property. The use of approximation coefficients, without the detail coefficients, is ideally suited for diffuse optical tomographic reconstructions, as the diffusion equation removes most of the high frequency information and the reconstruction appears low-pass filtered. We demonstrate through numerical simulations, that through solving merely the approximation coefficients one can reconstruct an image which has the same information content as the reconstruction from a non-waveletized procedure. In addition we demonstrate a better noise tolerance and much reduced computation time for reconstructions from this approach.

Sliding Modes for the Simulation of Mechanical and Electrical Systems Defined by Differential-Algebraic Equations

We offer a technique, motivated by feedback control and specifically sliding mode control, for the simulation of differential-algebraic equations (DAEs) that describe common engineering systems such as constrained multibody mechanical structures and electric networks. Our algorithm exploits the basic results from sliding mode control theory to establish a simulation environment that then requires only the most primitive of numerical solvers. We circumvent the most important requisite for the conventionalsimulation of DAEs: the calculation of a set of consistent initial conditions. Our algorithm, which relies on the enforcement and occurrence of sliding mode, will ensure that the algebraic equation is satisfied by the dynamic system even for inconsistent initial conditions and for all time thereafter. [DOI:10.1115/1.4001904]

Enhanced lithium-ion transport in PEG-based composite polymer electrolyte with Mn0.03Zn0.97Al2O4 nanoparticles

The ion conduction and thermal properties of composite solid polymer electrolyte (SPE) comprising Poly(ethylene) Glycol (PEG, mol wt. 2000), lithium perchlorate (LiClO4) and insulating Mn0.03Zn0.97Al2O4 nanoparticle fillers were studied by complex impedance analysis and DSC techniques. The average size of the nanoparticles was determined by powder X-ray diffraction (XRD) using Scherrer's equation and was found to be similar to 8 nm. The same was also determined by TEM imaging and found to be similar to 12 nm. The glass transition temperature T, as measured by differential scanning calorimeter (DSC), showed a minimum at 5 mol% of narroparticles. Fractional crystallinity was determined using DSC. NMR was used to deter-mine crystallinity of a pure PEG sample, which was then used as the standard. Fractional crystallinity X. was the lowest for 5 mol% and beyond. The ionic conductivity of the composite polymer electrolyte containing 5 mol% Mn0.03Zn0.97Al2O4 nanoparticles was found to be 1.82 x 10(-5) S/cm, while for the pristine one, it was 7.27 x 10(-7) S/cm at room temperature. As a function of nanoparticle content, conductivity was observed to go through two maxima, one at around 5 mol% and another shallower one at around 12 mol%. The temperature dependence of conductivity could be divided into two regions, one consistent with Arrhenius behaviour and the other with VTF. We conclude that the enhancement of ionic conductivity on the addition of Mn0.03Zn0.97Al2O4 nanoparticles is a result of reduction in both the T, and the crystallinity. (C) 2002 Elsevier Science B.V. All rights reserved.

Exact controllability of generalized Hammerstein type equation

In this article, we study the exact controllability of an abstract model described by the controlled generalized Hammerstein type integral equation $$ x(t) = int_0^t h(t,s)u(s)ds+ int_0^t k(t,s,x)f(s,x(s))ds, quad 0 leq t leq T less than infty, $$ where, the state $x(t)$ lies in a Hilbert space $H$ and control $u(t)$ lies another Hilbert space $V$ for each time $t in I=[0,T]$, $T$ greater than 0. We establish the controllability result under suitable assumptions on $h, k$ and $f$ using the monotone operator theory.

A computational procedure to generate difference equations from differential equations

In this paper we have developed methods to compute maps from differential equations. We take two examples. First is the case of the harmonic oscillator and the second is the case of Duffing's equation. First we convert these equations to a canonical form. This is slightly nontrivial for the Duffing's equation. Then we show a method to extend these differential equations. In the second case, symbolic algebra needs to be used. Once the extensions are accomplished, various maps are generated. The Poincare sections are seen as a special case of such generated maps. Other applications are also discussed.

Solutions of a system of forced Burgers equation

In this article, we obtain explicit solutions of a system of forced Burgers equation subject to some classes of bounded and compactly supported initial data and also subject to certain unbounded initial data. In a series of papers, Rao and Yadav (2010) 1-3] obtained explicit solutions of a nonhomogeneous Burgers equation in one dimension subject to certain classes of bounded and unbounded initial data. Earlier Kloosterziel (1990) 4] represented the solution of an initial value problem for the heat equation, with initial data in L-2 (R-n, e(vertical bar x vertical bar 2/2)), as a series of self-similar solutions of the heat equation in R-n. Here we express the solutions of certain classes of Cauchy problems for a system of forced Burgers equation in terms of self-similar solutions of some linear partial differential equations. (C) 2013 Elsevier Inc. All rights reserved.

Nonlinear Differential Games-Based Impact-Angle-Constrained Guidance Law

The problem of intercepting a maneuvering target at a prespecified impact angle is posed in nonlinear zero-sum differential games framework. A feedback form solution is proposed by extending state-dependent Riccati equation method to nonlinear zero-sum differential games. An analytic solution is obtained for the state-dependent Riccati equation corresponding to the impact-angle-constrained guidance problem. The impact-angle-constrained guidance law is derived using the states line-of-sight rate and projected terminal impact angle error. Local asymptotic stability conditions for the closed-loop system corresponding to these states are studied. Time-to-go estimation is not explicitly required to derive and implement the proposed guidance law. Performance of the proposed guidance law is validated using two-dimensional simulation of the relative nonlinear kinematics as well as a thrust-driven realistic interceptor model.

HOMOGENIZATION OF A HYPERBOLIC EQUATION WITH HIGHLY CONTRASTING DIFFUSIVITY COEFFICIENTS

We study a hyperbolic problem in the framework of periodic homogenization assuming a high contrast between the diffusivity coefficients of the two components M-epsilon and B-epsilon of the heterogeneous medium. There are three regimes depending on the ratio between the size of the period and the amplitude a, of the diffusivity in B-epsilon. For the critical regime alpha(epsilon) similar or equal to epsilon, the limit problem is a strongly coupled system involving both the macroscopic and the microscopic variables. We also include the results in the non critical case.

HOMOGENIZATION OF A HYPERBOLIC EQUATION WITH HIGHLY CONTRASTING DIFFUSIVITY COEFFICIENTS

We study a hyperbolic problem in the framework of periodic homogenization assuming a high contrast between the diffusivity coefficients of the two components M-epsilon and B-epsilon of the heterogeneous medium. There are three regimes depending on the ratio between the size of the period and the amplitude a, of the diffusivity in B-epsilon. For the critical regime alpha(epsilon) similar or equal to epsilon, the limit problem is a strongly coupled system involving both the macroscopic and the microscopic variables. We also include the results in the non critical case.