A fast marching level set method for monotonically advancing fronts.

A fast marching level set method is presented for monotonically advancing fronts, which leads to an extremely fast scheme for solving the Eikonal equation. Level set methods are numerical techniques for computing the position of propagating fronts. They rely on an initial value partial differential equation for a propagating level set function and use techniques borrowed from hyperbolic conservation laws. Topological changes, corner and cusp development, and accurate determination of geometric properties such as curvature and normal direction are naturally obtained in this setting. This paper describes a particular case of such methods for interfaces whose speed depends only on local position. The technique works by coupling work on entropy conditions for interface motion, the theory of viscosity solutions for Hamilton-Jacobi equations, and fast adaptive narrow band level set methods. The technique is applicable to a variety of problems, including shape-from-shading problems, lithographic development calculations in microchip manufacturing, and arrival time problems in control theory.

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.

A neural-network based flight controller for UASs

This paper presents a nonlinear gust-attenuation controller based on constrained neural-network (NN) theory. The controller aims to achieve sufficient stability and handling quality for a fixed-wing unmanned aerial system (UAS) in a gusty environment when control inputs are subjected to constraints. Constraints in inputs emulate situations where aircraft actuators fail requiring the aircraft to be operated with fail-safe capability. The proposed controller enables gust-attenuation property and stabilizes the aircraft dynamics in a gusty environment. The proposed flight controller is obtained by solving the Hamilton-Jacobi-Isaacs (HJI) equations based on an policy iteration (PI) approach. Performance of the controller is evaluated using a high-fidelity six degree-of-freedom Shadow UAS model. Simulations show that our controller demonstrates great performance improvement in a gusty environment, especially in angle-of-attack (AOA), pitch and pitch rate. Comparative studies are conducted with the proportional-integral-derivative (PID) controllers, justifying the efficiency of our controller and verifying its suitability for integration into the design of flight control systems for forced landing of UASs.

The averaging principle and the diagram technique

Rae and Davidson have found a striking connection between the averaging method generalised by Kruskal and the diagram technique used by the Brussels school in statistical mechanics. They have considered conservative systems whose evolution is governed by the Liouville equation. In this paper we have considered a class of dissipative systems whose evolution is governed not by the Liouville equation but by the last-multiplier equation of Jacobi whose Fourier transform has been shown to be the Hopf equation. The application of the diagram technique to the interaction representation of the Jacobi equation reveals the presence of two kinds of interactions, namely the transition from one mode to another and the persistence of a mode. The first kind occurs in the treatment of conservative systems while the latter type is unique to dissipative fields and is precisely the one that determines the asymptotic Jacobi equation. The dynamical equations of motion equivalent to this limiting Jacobi equation have been shown to be the same as averaged equations.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

c-theorems in arbitrary dimensions

The dilaton action in 3 + 1 dimensions plays a crucial role in the proof of the a-theorem. This action arises using Wess-Zumino consistency conditions and crucially relies on the existence of the trace anomaly. Since there are no anomalies in odd dimensions, it is interesting to ask how such an action could arise otherwise. Motivated by this we use the AdS/CFT correspondence to examine both even and odd dimensional conformal field theories. We find that in even dimensions, by promoting the cutoff to a field, one can get an action for this field which coincides with the Wess-Zumino action in flat space. In three dimensions, we observe that by finding an exact Hamilton-Jacobi counterterm, one can find a non-polynomial action which is invariant under global Weyl rescalings. We comment on how this finding is tied up with the F-theorem conjectures.

Manual de mecánica teórica

Índice: - Formulación Lagrangiana. - Formulación Hamiltoniana. - Ecuación de Hamilton-Jacobi. - Teoría de Perturbaciones. - Sistemas Continuos. - Mecánica y Geometría Diferencia

Large-eddy simulation of complex geometry jets

Computations are made for chevron and coflowing jet nozzles. The latter has a bypass ratio of 6:1. Also, unlike the chevron nozzle, the core flow is heated, making the inlet conditions reminiscent of those for a real engine. A large-eddy resolving approach is used with circa 12 × 10 6 cell meshes. Because the codes being used tend toward being dissipative the subgrid scale model is abandoned, giving what can be termed numerical large-eddy simulation. To overcome near-wall modeling problems a hybrid numerical large-eddy simulation-Reynolds-averaged Navier-Stokes related method is used. For y + ≤ 60 a Reynolds-averaged Navier-Stokes model is used. Blending between the two regions makes use of the differential Hamilton-Jabobi equation, an extension of the eikonal equation. For both nozzles, results show encouraging agreement with measurements of other workers. The eikonal equation is also used for ray tracing to explore the effect of the mean flow on acoustic ray trajectories, thus yielding a coherent solution strategy. © 2011 by Cambridge University.

High-order DES and zonal LES of a labyrinth seal

Hybrid numerical large eddy simulation (NLES) and detached eddy simulation (DES) methods are assessed on a labyrinth seal geometry. A high sixth order discretization scheme is used and is validated using a test case of a two dimensional vortex. The hybrid approach adopts a new blending function and along with DES is initially validated using a simple cavity flow. The NLES method is also validated outside of RANS zones. It is found that there is very little resolved turbulence in the cavity for the DES simulation. For the labyrinth seal calculations the DES approach is problematic giving virtually no resolved turbulence content. It is seen that over the tooth tips the extent of the LES region is small and is likely to be a strong contributor to excessive flow damping in these regions. On the other hand the zonal Hamilton-Jacobi approach did not suffer from this trait. In both cases the meshes used are considered to be hybrid RANS-LES adequate. Fortunately (or perhaps unfortunately) the DES profiles are in agreement with the time mean experimental measurements. It is concluded that for an inexperienced CFD practitioner this could have wider implications particularly if transient results such as unsteady loading are desired. Copyright © 2012 by the American Institute of Aeronautics and Astronautics, Inc.

High-order detached eddy simulation, zonal LES and URANS of cavity and labyrinth seal flows

Hybrid numerical large eddy simulation (NLES), detached eddy simulation (DES) and URANS methods are assessed on a cavity and a labyrinth seal geometry. A high sixth-order discretization scheme is used and is validated using the test case of a two-dimensional vortex. The hybrid approach adopts a new blending function. For the URANS simulations, the flow within the cavity remains steady, and the results show significant variation between models. Surprisingly, low levels of resolved turbulence are observed in the cavity for the DES simulation, and the cavity shear layer remains two dimensional. The hybrid RANS-NLES approach does not suffer from this trait.For the labyrinth seal, both the URANS and DES approaches give low levels of resolved turbulence. The zonal Hamilton-Jacobi approach on the other had given significantly more resolved content. Both DES and hybrid RANS-NLES give good agreement with the experimentally measured velocity profiles. Again, there is significant variation between the URANS models, and swirl velocities are overpredicted. © 2013 John Wiley & Sons, Ltd.

Modélisation asymptotique pour la simulation aux grandes échelles de la combustion turbulente prémélangée

Thèse diffusée initialement dans le cadre d'un projet pilote des Presses de l'Université de Montréal/Centre d'édition numérique UdeM (1997-2008) avec l'autorisation de l'auteur.

First-order actions: A new view

We analyse systems described by first-order actions using the Hamilton-Jacobi (HJ) formalism for singular systems. In this study we verify that generalized brackets appear in a natural way in HJ approach, showing us the existence of a symplectic structure in the phase space of this formalism.

Correspondence between the self-dual model and the topologically massive electrodynamics: A new view

Following the study of the Topologically Massive Theories under the Hamilton-Jacobi, we now analyze the constraint structure of the Self-Dual model as well as its correspondence with the Topologically Massive Electrodynamics. © 2013 American Institute of Physics.

Hawking radiation from Elko particles tunnelling across black-strings horizon

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)