949 resultados para Stochastic Differential Equations


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A new multi-scale model of brittle fracture growth in an Ag plate with macroscopic dimensions is proposed in which the crack propagation is identified with the stochastic drift-diffusion motion of the crack-tip atom through the material. The model couples molecular dynamics simulations, based on many-body interatomic potentials, with the continuum-based theories of fracture mechanics. The Ito stochastic differential equation is used to advance the tip position on a macroscopic scale before each nano-scale simulation is performed. Well-known crack characteristics, such as the roughening transitions of the crack surfaces, as well as the macroscopic crack trajectories are obtained.

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Semi-Lagrangian finite volume schemes for the numerical approximation of linear advection equations are presented. These schemes are constructed so that the conservation properties are preserved by the numerical approximation. This is achieved using an interpolation procedure based on area-weighting. Numerical results are presented illustrating some of the features of these schemes.

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High pollution levels have been often observed in urban street canyons due to the increased traffic emissions and reduced natural ventilation. Microscale dispersion models with different levels of complexity may be used to assess urban air qualityand support decision-making for pollution control strategies and traffic planning. Mathematical models calculate pollutant concentrations by solving either analytically a simplified set of parametric equations or numerically a set of differential equations that describe in detail wind flow and pollutant dispersion. Street canyon models, which might also include simplified photochemistry and particle deposition–resuspension algorithms, are often nested within larger-scale urban dispersion codes. Reduced-scale physical models in wind tunnels may also be used for investigating atmospheric processes within urban canyons and validating mathematical models. A range of monitoring techniques is used to measure pollutant concentrations in urban streets. Point measurement methods (continuous monitoring, passive and active pre-concentration sampling, grab sampling) are available for gaseous pollutants. A number of sampling techniques (mainlybased on filtration and impaction) can be used to obtain mass concentration, size distribution and chemical composition of particles. A combination of different sampling/monitoring techniques is often adopted in experimental studies. Relativelysimple mathematical models have usually been used in association with field measurements to obtain and interpret time series of pollutant concentrations at a limited number of receptor locations in street canyons. On the other hand, advanced numerical codes have often been applied in combination with wind tunnel and/or field data to simulate small-scale dispersion within the urban canopy.

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As part of a comprehensive effort to predict the development of caking in granular materials, a mathematical model is introduced to model simultaneous heat and moisture transfer with phase change in porous media when undergoing temperature oscillations/cycling. The resulting model partial differential equations were solved using finite-volume procedures in the context of the PHYSICA framework and then applied to the analysis of sugar in storage. The influence of temperature on absorption/desorption and diffusion coefficients is coupled into the transport equations. The temperature profile, the depth of penetration of the temperature oscillation into the bulk solid, and the solids moisture content distribution were first calculated, and these proved to be in good agreement with experimental data. Then, the influence of temperature oscillation on absolute humidity, moisture concentration, and moisture migration for different parameters and boundary conditions was examined. As expected, the results show that moisture near boundary regions responds faster than farther away from them with surface temperature changes. The moisture absorption and desorption in materials occurs mainly near boundary regions (where interactions with the environment are more pronounced). Small amounts of solids moisture content, driven by both temperature and vapour concentration gradients, migrate between boundary and center with oscillating temperature.

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At present the vast majority of Computer-Aided- Engineering (CAE) analysis calculations for microelectronic and microsystems technologies are undertaken using software tools that focus on single aspects of the physics taking place. For example, the design engineer may use one code to predict the airflow and thermal behavior of an electronic package, then another code to predict the stress in solder joints, and then yet another code to predict electromagnetic radiation throughout the system. The reason for this focus of mesh-based codes on separate parts of the governing physics is essentially due to the numerical technologies used to solve the partial differential equations, combined with the subsequent heritage structure in the software codes. Using different software tools, that each requires model build and meshing, leads to a large investment in time, and hence cost, to undertake each of the simulations. During the last ten years there has been significant developments in the modelling community around multi- physics analysis. These developments are being followed by many of the code vendors who are now providing multi-physics capabilities in their software tools. This paper illustrates current capabilities of multi-physics technology and highlights some of the future challenges

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With the growth in computing power, and advances in numerical methods for the solution of partial differential equations, modeling technologies based around computational fluid dynamics, finite element analysis and optimisation are now being widely used by researchers and industry. Polymer and adhesive materials are now being widely used in electronic and photonic devices. This paper will illustrate the use of modeling tools to predict the behaviour of these materials from product assembly to its performance and reliability.

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A Concise Intro to Image Processing using C++ presents state-of-the-art image processing methodology, including current industrial practices for image compression, image de-noising methods based on partial differential equations, and new image compression methods such as fractal image compression and wavelet compression. It includes elementary concepts of image processing and related fundamental tools with coding examples as well as exercises. With a particular emphasis on illustrating fractal and wavelet compression algorithms, the text covers image segmentation, object recognition, and morphology. An accompanying CD-ROM contains code for all algorithms.

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In all but the most sterile environments bacteria will reside in fluid being transported through conduits and some of these will attach and grow as biofilms on the conduit walls. The concentration and diversity of bacteria in the fluid at the point of delivery will be a mix of those when it entered the conduit and those that have become entrained into the flow due to seeding from biofilms. Examples include fluids through conduits such as drinking water pipe networks, endotracheal tubes, catheters and ventilation systems. Here we present two probabilistic models to describe changes in the composition of bulk fluid microbial communities as they are transported through a conduit whilst exposed to biofilm communities. The first (discrete) model simulates absolute numbers of individual cells, whereas the other (continuous) model simulates the relative abundance of taxa in the bulk fluid. The discrete model is founded on a birth-death process whereby the community changes one individual at a time and the numbers of cells in the system can vary. The continuous model is a stochastic differential equation derived from the discrete model and can also accommodate changes in the carrying capacity of the bulk fluid. These models provide a novel Lagrangian framework to investigate and predict the dynamics of migrating microbial communities. In this paper we compare the two models, discuss their merits, possible applications and present simulation results in the context of drinking water distribution systems. Our results provide novel insight into the effects of stochastic dynamics on the composition of non-stationary microbial communities that are exposed to biofilms and provides a new avenue for modelling microbial dynamics in systems where fluids are being transported.

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Natural landscape boundaries between vegetation communities are dynamically influenced by the selective grazing of herbivores. Here we show how this may be an emergent property of very simple animal decisions, without the need for any sophisticated choice rules etc., using a model based on biased diffusion. Animal grazing intensity is coupled with plant competition, resulting in reaction-diffusion dynamics, from which stable boundaries spontaneously emerge. In the model, animals affect their resources by both consumption and trampling. It is assumed that forage consists of two heterogeneously distributed competing resource species, one that is preferred (grass) over the other (heather) by the animals. The solutions to the resulting system of differential equations for three cases a) optimal foraging, b) random walk foraging and c) taxis-diffusion are presented. Optimal and random foraging gave unrealistic results, but taxis-diffusion accorded well with field observations. Persistent boundaries between patches of near-monoculture vegetation were predicted, with these boundaries drifting in response to overall grazing pressure (grass advancing with increased grazing and vice versa). The reaction-taxis-diffusion model provides the first mathematical explanation for such vegetation mosaic dynamics and the parameters of the model are open to experimental testing.

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We extend the semiclassical description of two-state atomic collisions to low energies for which the impact parameter treatment fails. The problem reduces to solving a system of first-order differential equations with coefficients whose semiclassical asymptotes experience the Stokes phenomenon in the complex coordinate plane. Primitive semiclassical and uniform Airy approximations are discussed.

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Image segmentation plays an important role in the analysis of retinal images as the extraction of the optic disk provides important cues for accurate diagnosis of various retinopathic diseases. In recent years, gradient vector flow (GVF) based algorithms have been used successfully to successfully segment a variety of medical imagery. However, due to the compromise of internal and external energy forces within the resulting partial differential equations, these methods can lead to less accurate segmentation results in certain cases. In this paper, we propose the use of a new mean shift-based GVF segmentation algorithm that drives the internal/external energies towards the correct direction. The proposed method incorporates a mean shift operation within the standard GVF cost function to arrive at a more accurate segmentation. Experimental results on a large dataset of retinal images demonstrate that the presented method optimally detects the border of the optic disc.

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This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

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A dusty plasma crystalline configuration with equal charge dust grains and mass is considered. Both charge and mass of each dust species are taken to be constant. Two differential equations for a two-dimensional hexagonal crystal on the basis of a Yukawa-type potential energy and a

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In recent years, gradient vector flow (GVF) based algorithms have been successfully used to segment a variety of 2-D and 3-D imagery. However, due to the compromise of internal and external energy forces within the resulting partial differential equations, these methods may lead to biased segmentation results. In this paper, we propose MSGVF, a mean shift based GVF segmentation algorithm that can successfully locate the correct borders. MSGVF is developed so that when the contour reaches equilibrium, the various forces resulting from the different energy terms are balanced. In addition, the smoothness constraint of image pixels is kept so that over- or under-segmentation can be reduced. Experimental results on publicly accessible datasets of dermoscopic and optic disc images demonstrate that the proposed method effectively detects the borders of the objects of interest.