949 resultados para Stochastic Differential Equations
Resumo:
The details of the Element Free Galerkin (EFG) method are presented with the method being applied to a study on hydraulic fracturing initiation and propagation process in a saturated porous medium using coupled hydro-mechanical numerical modelling. In this EFG method, interpolation (approximation) is based on nodes without using elements and hence an arbitrary discrete fracture path can be modelled.The numerical approach is based upon solving two governing partial differential equations of equilibrium and continuity of pore water simultaneously. Displacement increment and pore water pressure increment are discretized using the same EFG shape functions. An incremental constrained Galerkin weak form is used to create the discrete system of equations and a fully implicit scheme is used for discretization in the time domain. Implementation of essential boundary conditions is based on the penalty method. In order to model discrete fractures, the so-called diffraction method is used.Examples are presented and the results are compared to some closed-form solutions and FEM approximations in order to demonstrate the validity of the developed model and its capabilities. The model is able to take the anisotropy and inhomogeneity of the material into account. The applicability of the model is examined by simulating hydraulic fracture initiation and propagation process from a borehole by injection of fluid. The maximum tensile strength criterion and Mohr-Coulomb shear criterion are used for modelling tensile and shear fracture, respectively. The model successfully simulates the leak-off of fluid from the fracture into the surrounding material. The results indicate the importance of pore fluid pressure in the initiation and propagation pattern of fracture in saturated soils. © 2013 Elsevier Ltd.
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There is a need for a stronger theoretical understanding of Multidisciplinary Design Optimization (MDO) within the field. Having developed a differential geometry framework in response to this need, we consider how standard optimization algorithms can be modeled using systems of ordinary differential equations (ODEs) while also reviewing optimization algorithms which have been derived from ODE solution methods. We then use some of the framework's tools to show how our resultant systems of ODEs can be analyzed and their behaviour quantitatively evaluated. In doing so, we demonstrate the power and scope of our differential geometry framework, we provide new tools for analyzing MDO systems and their behaviour, and we suggest hitherto neglected optimization methods which may prove particularly useful within the MDO context. Copyright © 2013 by ASME.
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This paper discusses the Klein–Gordon–Zakharov system with different-degree nonlinearities in two and three space dimensions. Firstly, we prove the existence of standing wave with ground state by applying an intricate variational argument. Next, by introducing an auxiliary functional and an equivalent minimization problem, we obtain two invariant manifolds under the solution flow generated by the Cauchy problem to the aforementioned Klein–Gordon–Zakharov system. Furthermore, by constructing a type of constrained variational problem, utilizing the above two invariant manifolds as well as applying potential well argument and concavity method, we derive a sharp threshold for global existence and blowup. Then, combining the above results, we obtain two conclusions of how small the initial data are for the solution to exist globally by using dilation transformation. Finally, we prove a modified instability of standing wave to the system under study.
Resumo:
A series of novel numerical methods for the exponential models of growth are proposed. Based on these methods, hybrid predictor-corrector methods are constructed. The hybrid numerical methods can increase the accuracy and the computing speed obviously, as well as enlarge the stability domain greatly. (c) 2005 Published by Elsevier Inc.
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A transfer matrix approach is presented for the study of electron conduction in an arbitrarily shaped cavity structure embedded in a quantum wire. Using the boundary conditions for wave functions, the transfer matrix at an interface with a discontinuous potential boundary is obtained for the first time. The total transfer matrix is calculated by multiplication of the transfer matrix for each segment of the structure as well as numerical integration of coupled second-order differential equations. The proposed method is applied to the evaluation of the conductance and the electron probability density in several typical cavity structures. The effect of the geometrical features on the electron transmission is discussed in detail. In the numerical calculations, the method is found to be more efficient than most of the other methods in the literature and the results are found to be in excellent agreement with those obtained by the recursive Green's function method.
Resumo:
A transfer matrix method is presented for the study of electron conduction in a quantum waveguide with soft wall lateral confinement. By transforming the two-dimensional Schrodinger equation into a set of second order ordinary differential equations, the total transfer matrix is obtained and the scattering probability amplitudes are calculated. The proposed method is applied to the evaluation of the electron transmission in two types of cavity structure with finite-height square-well confinement. The results obtained by our method, which are found to be in excellent agreement with those from another transfer matrix method, suggest that the infinite square-well potential is a good approximation to finite-height square-well confinement for electrons propagating in the ground transverse mode, but softening of the walls has an obvious effect on the electron transmission and mode-mixing for propagating in the excited transverse mode. (C) 1996 American Institute of Physics.
Resumo:
An improved axisymmetric mathematic modeling is proposed for the process of hydrate dissociation by depressurization around vertical well. To reckon in the effect of latent heat of gas hydrate at the decomposition front, the energy balance equation is employed. The semi-analytic solutions for temperature and pressure fields are obtained by using Boltzmann-transformation. The location of decomposition front is determined by solving initial value problem for system of ordinary differential equations. The distributions of pressure and temperature along horizontal radiate in the reservoir are calculated. The numeric results indicate that the moving speed of decomposition front is sensitively dependent on the well pressure and the sediment permeability. Copyright (C) 2010 John Wiley & Sons, Ltd.
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We investigate solitary excitations in a model of a one-dimensional antiferromagnet including a single-ion anisotropy and a Dzyaloshinsky-Moriya antisymmetric exchange interaction term. We employ the Holstein-Primakoff transformation, the coherent state ansatz and the time variational principle. We obtain two partial differential equations of motion by using the method of multiple scales and applying perturbation theory. By so doing, we show that the motion of the coherent amplitude must satisfy the nonlinear Schrodinger equation. We give the single-soliton solution.
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The general forms of the conservation of momentum, temperature and potential vorticity of coastal ocean are obtained in the x-z plane for the nonlinear ocean circulation of Boussinesq fluid, and a elliptic type partial differential equations of second order are derived. Solution of the partial differential equations are obtained under the conditions that the fluid moves along the topography. The numerical results show that there exist both upwelling and downwelling along coastline that mainly depends on the large scale ocean condition. Numerically results of the upwelling (downwelling), coastal jet and temperature front zone are favorable to the observations.
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In consideration of the problem on the boundary condition of nonlinear free water wave, coordinate transform is used to handle the free boundary. Supposing the solution form be the traveling wave, the ordinary differential equations of the one-order autonomous system with two variables are caused, then expanding the nonlinear terms at the equilibrium point with the Taylor expansion, we obtained the solution to traveling wave. The linear approximate equation near the equilibrium point is the small amplitude wave. A new nonlinear periodic traveling wave and nonlinear dispersion relation are shown when expanding to the second-order terms. A conclusion that the expansion of dispersion relation does not contain any odd-power terms of wave steepness and because of the nonlinear effort an oscillate structure is produced in the vertical direction is drawn.
Resumo:
具有三维运动能力和独特的节律运动方式,使生物蛇能在复杂的地形环境中生存.大多数动物节律运动是由中央模式发生器(Centralpatterngenerator,CPG)控制的.以此为理论依据,首次以循环抑制建模机理构建蛇形机器人组合关节运动控制的CPG模型.证明该模型是节律输出型CPG中微分方程维数最少的.采用单向激励方式连接该类CPG构建蛇形机器人三维运动神经网络控制体系,给出该CPG网络产生振荡输出的必要条件.应用蛇形机器人动力学模型仿真得到控制三维运动的CPG神经网络参数,利用该CPG网络的输出使“勘查者”成功实现三维运动.该结果为建立未探明的生物蛇神经网络模型提供了一种全新的方法.
Resumo:
针对采用基于事件思想的移动机器人遥操作系统 ,首次提出以混杂 Petri网作为描述工具进行建模 ,模型的离散部分利用传统的 Petri网 ,对应于系统的操作者 ;连续部分利用重新定义的便于描述微分代数方程的连续 Petri网 ,对应于位于远端的移动机器人 .
Resumo:
With the development of oil and gas exploration, the exploration of the continental oil and gas turns into the exploration of the subtle oil and gas reservoirs from the structural oil and gas reservoirs in China. The reserves of the found subtle oil and gas reservoirs account for more than 60 percent of the in the discovered oil and gas reserves. Exploration of the subtle oil and gas reservoirs is becoming more and more important and can be taken as the main orientation for the increase of the oil and gas reserves. The characteristics of the continental sedimentary facies determine the complexities of the lithological exploration. Most of the continental rift basins in East China have entered exploration stages of medium and high maturity. Although the quality of the seismic data is relatively good, this areas have the characteristics of the thin sand thickness, small faults, small range of the stratum. It requests that the seismic data have high resolution. It is a important task how to improve the signal/noise ratio of the high frequency of seismic data. In West China, there are the complex landforms, the deep embedding the targets of the prospecting, the complex geological constructs, many ruptures, small range of the traps, the low rock properties, many high pressure stratums and difficulties of boring well. Those represent low signal/noise ratio and complex kinds of noise in the seismic records. This needs to develop the method and technique of the noise attenuation in the data acquisition and processing. So that, oil and gas explorations need the high resolution technique of the geophysics in order to solve the implementation of the oil resources strategy for keep oil production and reserves stable in Ease China and developing the crude production and reserves in West China. High signal/noise ratio of seismic data is the basis. It is impossible to realize for the high resolution and high fidelity without the high signal/noise ratio. We play emphasis on many researches based on the structure analysis for improving signal/noise ratio of the complex areas. Several methods are put forward for noise attenuation to truly reflect the geological features. Those can reflect the geological structures, keep the edges of geological construction and improve the identifications of the oil and gas traps. The ideas of emphasize the foundation, give prominence to innovate, and pay attention to application runs through the paper. The dip-scanning method as the center of the scanned point inevitably blurs the edges of geological features, such as fault and fractures. We develop the new dip scanning method in the shap of end with two sides scanning to solve this problem. We bring forward the methods of signal estimation with the coherence, seismic wave characteristc with coherence, the most homogeneous dip-sanning for the noise attenuation using the new dip-scanning method. They can keep the geological characters, suppress the random noise and improve the s/n ratio and resolution. The rutine dip-scanning is in the time-space domain. Anew method of dip-scanning in the frequency-wavenumber domain for the noise attenuation is put forward. It use the quality of distinguishing between different dip events of the reflection in f-k domain. It can reduce the noise and gain the dip information. We describe a methodology for studying and developing filtering methods based on differential equations. It transforms the filtering equations in the frequency domain or the f-k domain into time or time-space domains, and uses a finite-difference algorithm to solve these equations. This method does not require that seismic data be stationary, so their parameters can vary at every temporal and spatial point. That enhances the adaptability of the filter. It is computationally efficient. We put forward a method of matching pursuits for the noise suppression. This method decomposes any signal into a linear expansion of waveforms that are selected from a redundant dictionary of functions. These waveforms are chosen in order to best match the signal structures. It can extract the effective signal from the noisy signal and reduce the noise. We introduce the beamforming filtering method for the noise elimination. Real seismic data processing shows that it is effective in attenuating multiples and internal multiples. The s/n ratio and resolution are improved. The effective signals have the high fidelity. Through calculating in the theoretic model and applying it to the real seismic data processing, it is proved that the methods in this paper can effectively suppress the random noise, eliminate the cohence noise, and improve the resolution of the seismic data. Their practicability is very better. And the effect is very obvious.
Resumo:
An increasing number of parameter estimation tasks involve the use of at least two information sources, one complete but limited, the other abundant but incomplete. Standard algorithms such as EM (or em) used in this context are unfortunately not stable in the sense that they can lead to a dramatic loss of accuracy with the inclusion of incomplete observations. We provide a more controlled solution to this problem through differential equations that govern the evolution of locally optimal solutions (fixed points) as a function of the source weighting. This approach permits us to explicitly identify any critical (bifurcation) points leading to choices unsupported by the available complete data. The approach readily applies to any graphical model in O(n^3) time where n is the number of parameters. We use the naive Bayes model to illustrate these ideas and demonstrate the effectiveness of our approach in the context of text classification problems.
Resumo:
A method will be described for finding the shape of a smooth apaque object form a monocular image, given a knowledge of the surface photometry, the position of the lightsource and certain auxiliary information to resolve ambiguities. This method is complementary to the use of stereoscopy which relies on matching up sharp detail and will fail on smooth objects. Until now the image processing of single views has been restricted to objects which can meaningfully be considered two-dimensional or bounded by plane surfaces. It is possible to derive a first-order non-linear partial differential equation in two unknowns relating the intensity at the image points to the shape of the objects. This equation can be solved by means of an equivalent set of five ordinary differential equations. A curve traced out by solving this set of equations for one set of starting values is called a characteristic strip. Starting one of these strips from each point on some initial curve will produce the whole solution surface. The initial curves can usually be constructed around so-called singular points. A number of applications of this metod will be discussed including one to lunar topography and one to the scanning electron microscope. In both of these cases great simplifications occur in the equations. A note on polyhedra follows and a quantitative theory of facial make-up is touched upon. An implementation of some of these ideas on the PDP-6 computer with its attached image-dissector camera at the Artificial intelligence Laboratory will be described, and also a nose-recognition program.