949 resultados para Stochastic Differential Equations
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A mathematical model and approximate analysis for the energy distribution of an ac plasma arc with a moving boundary is developed. A simplified electrical conductivity function is assumed so that the dynamic behavior of the arc may be determined, independent of the gas type. The model leads to a reduced set of non-linear partial differential equations which governs the quasi-steady ac arc. This system is solved numerically and it is found that convection plays an important role, not only in the temperature distribution, but also in arc disruptions. Moreover, disruptions are found to be influenced by convection only for a limited frequency range. The results of the present studies are applicable to the frequency range of 10-10(2) Hz which includes most industry ac arc frequencies. (C) 1994 Academic Press, Inc.
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A variational principle is applied to the problem of magnetohydrodynamics (MHD) equilibrium of a self-contained elliptical plasma ball, such as elliptical ball lightning. The principle is appropriate for an approximate solution of partial differential equations with arbitrary boundary shape. The method reduces the partial differential equation to a series of ordinary differential equations and is especially valuable for treating boundaries with nonlinear deformations. The calculations conclude that the pressure distribution and the poloidal current are more uniform in an oblate self-confined plasma ball than that of an elongated plasma ball. The ellipticity of the plasma ball is obviously restricted by its internal pressure, magnetic field, and ambient pressure. Qualitative evidence is presented for the absence of sighting of elongated ball lightning.
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In the present paper, an isolated axisymmetric flux tube is discussed for slender magnetic configuration. The magnetostatic model and the stratified atmospheric model are applied, respectively, to the regions inside and outside the flux tube. The problem is described mathematically by the nonlinear partial differential equations under the nonlinear boundary condition at the free boundary of flux tube. According to the approximation of a small expansive angle, the solutions of series expressions are obtained formally. The model of polytropic plasma is discussed in detail especially. The results show the distributions of thermodynamic quantities and magnetic field extending from the high β region to the low β region, and the flux tube may be either divergent or convergent according to the pressure difference outside and inside the flux tube.
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A perturbation solution is obtained for the local stress-strain fields in an axially cracked cylindrical shell. The tenth-order differential equations are used that take into account the transverse shear deformation. The perturbation of a curvature parameter, λ, is employed, where . The stress intensity factors for finite size cylindrical shells subjected to bending and internal pressure are evaluated. Sufficient accuracy can be obtained without using fine mesh sizes in regions near the crack tip. Also analyzed are the influence of cylinder diameter and shearing stiffness on bulging.
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On the condition that the distribution of velocity and temperature at the mid-plane of a mantle plume has been obtained (pages 213–218, this issue), the problem of determining the lateral structure of the plume at a given depth is reduced to solving an eigenvalue problem of a set of ordinary differential equations with five unknown functions, with an eigenvalue being related to the thermal thickness of the plume at this depth. The lateral profiles of upward velocity, temperature and viscosity in the plume and the thickness of the plume at various depths are calculated for two sets of Newtonian rheological parameters. The calculations show that the precondition for the existence of the plume, δT/L 1 (L = the height of the plume, δT = lateral distance from the mid-plane), can be satisfied, except for the starting region of the plume or near the base of the lithosphere. At the lateral distance, δT, the upward velocity decreases to 0.1 – 50% of its maximum value at different depths. It is believed that this model may provide an approach for a quantitative description of the detailed structure of a mantle plume.
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The authors have endeavored to create a verified a-posteriori model of a planktonic ecosystem. Verification of an empirically derived set of first-order, quadratic differential equations proved elusive due to the sensitivity of the model system to changes in initial conditions. Efforts to verify a similarly derived set of linear differential equations were more encouraging, yielding reasonable behavior for half of the ten ecosystem compartments modeled. The well-behaved species models gave indications as to the rate-controlling processes in the ecosystem.
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Czochralski (CZ) crystal growth process is a widely used technique in manufacturing of silicon crystals and other semiconductor materials. The ultimate goal of the IC industry is to have the highest quality substrates, which are free of point defect, impurities and micro defect clusters. The scale up of silicon wafer size from 200 mm to 300 mm requires large crucible size and more heat power. Transport phenomena in crystal growth processes are quite complex due to melt and gas flows that may be oscillatory and/or turbulent, coupled convection and radiation, impurities and dopant distributions, unsteady kinetics of the growth process, melt crystal interface dynamics, free surface and meniscus, stoichiometry in the case of compound materials. A global model has been developed to simulate the temperature distribution and melt flow in an 8-inch system. The present program features the fluid convection, magnetohydrodynamics, and radiation models. A multi-zone method is used to divide the Cz system into different zones, e.g., the melt, the crystal and the hot zone. For calculation of temperature distribution, the whole system inside the stainless chamber is considered. For the convective flow, only the melt is considered. The widely used zonal method divides the surface of the radiation enclosure into a number of zones, which has a uniform distribution of temperature, radiative properties and composition. The integro-differential equations for the radiative heat transfer are solved using the matrix inversion technique. The zonal method for radiative heat transfer is used in the growth chamber, which is confined by crystal surface, melt surface, heat shield, and pull chamber. Free surface and crystal/melt interface are tracked using adaptive grid generation. The competition between the thermocapillary convection induced by non-uniform temperature distributions on the free surface and the forced convection by the rotation of the crystal determines the interface shape, dopant distribution, and striation pattern. The temperature gradients on the free surface are influenced by the effects of the thermocapillary force on the free surface and the rotation of the crystal and the crucible.
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2nd International Conference on Education and New Learning Technologies
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Large-eddy simulation (LES) has emerged as a promising tool for simulating turbulent flows in general and, in recent years,has also been applied to the particle-laden turbulence with some success (Kassinos et al., 2007). The motion of inertial particles is much more complicated than fluid elements, and therefore, LES of turbulent flow laden with inertial particles encounters new challenges. In the conventional LES, only large-scale eddies are explicitly resolved and the effects of unresolved, small or subgrid scale (SGS) eddies on the large-scale eddies are modeled. The SGS turbulent flow field is not available. The effects of SGS turbulent velocity field on particle motion have been studied by Wang and Squires (1996), Armenio et al. (1999), Yamamoto et al. (2001), Shotorban and Mashayek (2006a,b), Fede and Simonin (2006), Berrouk et al. (2007), Bini and Jones (2008), and Pozorski and Apte (2009), amongst others. One contemporary method to include the effects of SGS eddies on inertial particle motions is to introduce a stochastic differential equation (SDE), that is, a Langevin stochastic equation to model the SGS fluid velocity seen by inertial particles (Fede et al., 2006; Shotorban and Mashayek, 2006a; Shotorban and Mashayek, 2006b; Berrouk et al., 2007; Bini and Jones, 2008; Pozorski and Apte, 2009).However, the accuracy of such a Langevin equation model depends primarily on the prescription of the SGS fluid velocity autocorrelation time seen by an inertial particle or the inertial particle–SGS eddy interaction timescale (denoted by $\delt T_{Lp}$ and a second model constant in the diffusion term which controls the intensity of the random force received by an inertial particle (denoted by C_0, see Eq. (7)). From the theoretical point of view, dTLp differs significantly from the Lagrangian fluid velocity correlation time (Reeks, 1977; Wang and Stock, 1993), and this carries the essential nonlinearity in the statistical modeling of particle motion. dTLp and C0 may depend on the filter width and particle Stokes number even for a given turbulent flow. In previous studies, dTLp is modeled either by the fluid SGS Lagrangian timescale (Fede et al., 2006; Shotorban and Mashayek, 2006b; Pozorski and Apte, 2009; Bini and Jones, 2008) or by a simple extension of the timescale obtained from the full flow field (Berrouk et al., 2007). In this work, we shall study the subtle and on-monotonic dependence of $\delt T_{Lp}$ on the filter width and particle Stokes number using a flow field obtained from Direct Numerical Simulation (DNS). We then propose an empirical closure model for $\delta T_{Lp}$. Finally, the model is validated against LES of particle-laden turbulence in predicting single-particle statistics such as particle kinetic energy. As a first step, we consider the particle motion under the one-way coupling assumption in isotropic turbulent flow and neglect the gravitational settling effect. The one-way coupling assumption is only valid for low particle mass loading.
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Smoothed particle hydrodynamics (SPH) is a meshfree particle method based on Lagrangian formulation, and has been widely applied to different areas in engineering and science. This paper presents an overview on the SPH method and its recent developments, including (1) the need for meshfree particle methods, and advantages of SPH, (2) approximation schemes of the conventional SPH method and numerical techniques for deriving SPH formulations for partial differential equations such as the Navier-Stokes (N-S) equations, (3) the role of the smoothing kernel functions and a general approach to construct smoothing kernel functions, (4) kernel and particle consistency for the SPH method, and approaches for restoring particle consistency, (5) several important numerical aspects, and (6) some recent applications of SPH. The paper ends with some concluding remarks.
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This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.
In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.
In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.
In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.
Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.
In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.
Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].
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The branching theory of solutions of certain nonlinear elliptic partial differential equations is developed, when the nonlinear term is perturbed from unforced to forced. We find families of branching points and the associated nonisolated solutions which emanate from a bifurcation point of the unforced problem. Nontrivial solution branches are constructed which contain the nonisolated solutions, and the branching is exhibited. An iteration procedure is used to establish the existence of these solutions, and a formal perturbation theory is shown to give asymptotically valid results. The stability of the solutions is examined and certain solution branches are shown to consist of minimal positive solutions. Other solution branches which do not contain branching points are also found in a neighborhood of the bifurcation point.
The qualitative features of branching points and their associated nonisolated solutions are used to obtain useful information about buckling of columns and arches. Global stability characteristics for the buckled equilibrium states of imperfect columns and arches are discussed. Asymptotic expansions for the imperfection sensitive buckling load of a column on a nonlinearly elastic foundation are found and rigorously justified.
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A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.
Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.
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The nonlinear partial differential equations for dispersive waves have special solutions representing uniform wavetrains. An expansion procedure is developed for slowly varying wavetrains, in which full nonlinearity is retained but in which the scale of the nonuniformity introduces a small parameter. The first order results agree with the results that Whitham obtained by averaging methods. The perturbation method provides a detailed description and deeper understanding, as well as a consistent development to higher approximations. This method for treating partial differential equations is analogous to the "multiple time scale" methods for ordinary differential equations in nonlinear vibration theory. It may also be regarded as a generalization of geometrical optics to nonlinear problems.
To apply the expansion method to the classical water wave problem, it is crucial to find an appropriate variational principle. It was found in the present investigation that a Lagrangian function equal to the pressure yields the full set of equations of motion for the problem. After this result is derived, the Lagrangian is compared with the more usual expression formed from kinetic minus potential energy. The water wave problem is then examined by means of the expansion procedure.
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The general theory of Whitham for slowly-varying non-linear wavetrains is extended to the case where some of the defining partial differential equations cannot be put into conservation form. Typical examples are considered in plasma dynamics and water waves in which the lack of a conservation form is due to dissipation; an additional non-conservative element, the presence of an external force, is treated for the plasma dynamics example. Certain numerical solutions of the water waves problem (the Korteweg-de Vries equation with dissipation) are considered and compared with perturbation expansions about the linearized solution; it is found that the first correction term in the perturbation expansion is an excellent qualitative indicator of the deviation of the dissipative decay rate from linearity.
A method for deriving necessary and sufficient conditions for the existence of a general uniform wavetrain solution is presented and illustrated in the plasma dynamics problem. Peaking of the plasma wave is demonstrated, and it is shown that the necessary and sufficient existence conditions are essentially equivalent to the statement that no wave may have an amplitude larger than the peaked wave.
A new type of fully non-linear stability criterion is developed for the plasma uniform wavetrain. It is shown explicitly that this wavetrain is stable in the near-linear limit. The nature of this new type of stability is discussed.
Steady shock solutions are also considered. By a quite general method, it is demonstrated that the plasma equations studied here have no steady shock solutions whatsoever. A special type of steady shock is proposed, in which a uniform wavetrain joins across a jump discontinuity to a constant state. Such shocks may indeed exist for the Korteweg-de Vries equation, but are barred from the plasma problem because entropy would decrease across the shock front.
Finally, a way of including the Landau damping mechanism in the plasma equations is given. It involves putting in a dissipation term of convolution integral form, and parallels a similar approach of Whitham in water wave theory. An important application of this would be towards resolving long-standing difficulties about the "collisionless" shock.