973 resultados para Stochastic kinetic equations


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On the basis of a brief review of the continuum theory for macroscopic descriptions and the kinetic theory for microscopic descriptions in solid/liquid two-phase flows, some suggestions are presented, i.e. the solid phase may be described by the Boltzmann equation and the liquid phase still be described by conservation laws in the continuum theory. Among them the action force on the particles by the liquid fluid is a coupling factor which connects the phases. For dilute steady solid/liquid two-phase flows, the particle velocity distribution function can be derived by analogy with the procedures in the kinetic theory of gas molecules for the equilibrium state instead of being assumed, as previous investigators did. This done, more detailed information, such as the velocity probability density distribution, mean velocity distribution and fluctuating intensity etc. can be obtained directly from the particle velocity distribution function or from its integration. Experiments have been performed for dilute solid/liquid two-phase flow in a 4 x 6 cm2 sized circulating square pipe system by means of laser Doppler anemometry so that the theories can be examined. The comparisons show that the theories agree very well with all the measured data.

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The results of experiments in open channels and closed pipelines show two kinds of patterns for the vertical distribution of particle concentration (i.e., pattern I and pattern II). The former shows a pattern of maximum concentration at some location above the bottom and the downward decay of the concentration below the location. The latter always shows an increase of the particle concentration downward over the whole vertical, with the maximum value at the bottom. Many investigations were made on the pattern II, but few were made on pattern I. In this paper, a particle velocity distribution function is first obtained in the equilibrium state or in dilute steady state for the particle in two-phase flows, then a theoretical model for the particle concentration distribution is derived from the kinetic theory. More attention is paid to the predictions of the concentration distribution of pattern I and comparisons of the present model are made with the data measured by means of laser doppler anemometry (LDA). Very good agreements are obtained between the measured and calculated results.

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A kinetic model has been developed for the prediction of the concentration gelds in an rf plasma reactor. A sample calculation for a SiCl4/H2 system is then performed. The model considers the mixing processes along with the kinetics of seven reactions involving the decomposition of these reactants. The results obtained are compared to those assuming chemical equilibrium. The predictions indicate that an equilibrium assumption will result in lower predicted temperature fields in the reactor. Furthermore, for the chemical system considered here, while differences exist between the concentration fields obtained by the two models, the differences are not substantial.

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The hierarchial structure and mathematical property of the simplified Navier-Stokesequations (SNSE) are studied for viscous flow over a sphere and a jet of compressible flu-id. All kinds of the hierarchial SNSE can be divided into three types according to theirmathematical property and also into five groups according to their physical content. Amultilayers structure model for viscous shear flow with a main stream direction is pre-sented. For the example of viscous incompressible flow over a flat plate there existthree layers for both the separated flow and the attached flow; the character of thetransition from the three layers of attached flow to those of separated flow is elucidated.A concept of transition layer being situated between the viscous layer and inviscidlayer is introduced. The transition layer features the interaction between viscous flow andinviscid flow. The inner-outer-layers-matched SNSE proposed by the present author inthe past is developed into the layers matched (LsM)-SNSE.

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Ten kinds of the simplified Navier-Stokes equations (SNSE) are reviewed and also used to calculate the Jeffery-Hamel flow as well as to analyze briefly the seven kinds of flows to which the exact solutions of the complete Navier-Stokes equations (CNSE) have been found. Analysis shows that the actual differences among the solutions of the different SNSE can go beyond the range of the order of magnitude of Re-1/2 and result even in different flow patterns, therefore, how to choose the viscous terms included in the SNSE is worthy of notice where Re=S∞u∞ L/μ∞ is the Reynolds numbers. For the aforesaid eight kinds of flows, the solutions to the inner-outer-layer-matched SNSE and to the thin-layer-2-order SNSE agree completely with the exact solutions to CNSE. But the solutions to all the other SNSE are not completely consistent with the exact solutions to CNSE and not a few of them are actually the solutions of the classical boundary layer theory. The innerouter-layer-matched SNSE contains the shear stress causing angular displacement of the inormal axis with respect to the streamwise axis and the normal stress causing expansion-contraction in the direction of the normal axis and the viscous terms being of the order of magnitude of the normal stress; and it can also reasonably treat the inertial terms as well as the relation between the viscous and inertial terms. Therefore, it seems promising in respects of both mechanics and mathematics.

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From the partial differential equations of hydrodynamics governing the movements in the Earth's mantle of a Newtonian fluid with a pressure- and temperature-dependent viscosity, considering the bilateral symmetry of velocity and temperature distributions at the mid-plane of the plume, an analytical solution of the governing equations near the mid-plane of the plume was found by the method of asymptotic analysis. The vertical distribution of the upward velocity, viscosity and temperature at the mid-plane, and the temperature excess at the centre of the plume above the ambient mantle temperature were then calculated for two sets of Newtonian rheological parameters. The results obtained show that the temperature at the mid-plane and the temperature excess are nearly independent of the rheological parameters. The upward velocity at the mid-plane, however, is strongly dependent on the rheological parameters.

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The magnetospheric structure of a pulsar is discussed for a non-force-free magnetic field. The local solution to the axisymmetric equations of the pulsar is obtained by the method of expanding in the polar angle. Particular attention is given to the solutions near the polar axis and the equator. Near the pulsar surface, the magnetic field energy density is found to be larger than the other energy components; the gravitational potential and the kinetic energy are relatively larger far away from the pulsar surface. It is shown that these relations influence the mass distribution in the pulsar magnetosphere. The results also show that the plasma rotation may be nonrigid and, hence, that a corotational region with a closed magnetic field may not exist.

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In this paper an analysis of the kinetic theory of the continuous-wave flow chemical lasers(CWFCL) is presented with emphasis being laid on the effects of inhomogeneous broadeningon CWFCL's performance. The results obtained are applicable to the case where laser fre-quency is either coincident or incoincident with that of the eenter of the line shape. This rela-tion has been,compared with that of the rate model in common use. These two models are almostidentical as the broadening parameter η is larger than 1. The smaller the value of η, thegreater the difference between the results of these two models will be. For fixed η, the dif-ferences between fhe results of the two models increase with the increase of the frequencyshift parameter ξ. When η is about less than 0.2. the kinetic model can predict exactly the in-homogeneous broadening effects,while the rate model cannot.

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The aim of this paper is to explain under which circumstances using TACs as instrument to manage a fishery along with fishing periods may be interesting from a regulatory point of view. In order to do this, the deterministic analysis of Homans and Wilen (1997)and Anderson (2000) is extended to a stochastic scenario where the resource cannot be measured accurately. The resulting endogenous stochastic model is numerically solved for finding the optimal control rules in the Iberian sardine stock. Three relevant conclusions can be highligted from simulations. First, the higher the uncertainty about the state of the stock is, the lower the probability of closing the fishery is. Second, the use of TACs as management instrument in fisheries already regulated with fishing periods leads to: i) An increase of the optimal season length and harvests, especially for medium and high number of licences, ii) An improvement of the biological and economic variables when the size of the fleet is large; and iii) Eliminate the extinction risk for the resource. And third, the regulator would rather select the number of licences and do not restrict the season length.

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The purpose of this article is to characterize dynamic optimal harvesting trajectories that maximize discounted utility assuming an age-structured population model, in the same line as Tahvonen (2009). The main novelty of our study is that uses as an age-structured population model the standard stochastic cohort framework applied in Virtual Population Analysis for fish stock assessment. This allows us to compare optimal harvesting in a discounted economic context with standard reference points used by fisheries agencies for long term management plans (e.g. Fmsy). Our main findings are the following. First, optimal steady state is characterized and sufficient conditions that guarantees its existence and uniqueness for the general case of n cohorts are shown. It is also proved that the optimal steady state coincides with the traditional target Fmsy when the utility function to be maximized is the yield and the discount rate is zero. Second, an algorithm to calculate the optimal path that easily drives the resource to the steady state is developed. And third, the algorithm is applied to the Northern Stock of hake. Results show that management plans based exclusively on traditional reference targets as Fmsy may drive fishery economic results far from the optimal.

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This paper studies the behavior of the implied volatility function (smile) when the true distribution of the underlying asset is consistent with the stochastic volatility model proposed by Heston (1993). The main result of the paper is to extend previous results applicable to the smile as a whole to alternative degrees of moneyness. The conditions under which the implied volatility function changes whenever there is a change in the parameters associated with Hestons stochastic volatility model for a given degree of moneyness are given.

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In this article, we analyze how to evaluate fishery resource management under “ecological uncertainty”. In this context, an efficient policy consists of applying a different exploitation rule depending on the state of the resource and we could say that the stock is always in transition, jumping from one steady state to another. First, we propose a method for calibrating the growth path of the resource such that observed dynamics of resource and captures are matched. Second, we apply the calibration procedure proposed in two different fishing grounds: the European Anchovy (Division VIII) and the Southern Stock of Hake. Our results show that the role played by uncertainty is essential for the conclusions. For European Anchovy fishery (Division VIII) we find, in contrast with Del Valle et al. (2001), that this is not an overexploited fishing ground. However, we show that the Southern Stock of Hake is in a dangerous situation. In both cases our results are in accordance with ICES advice.