First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

A generalized model for the effective thermal conductivity of porous media based on self-similarity

A generalized model for the effective thermal conductivity of porous media is derived based on the fact that statistical self-similarity exists in porous media. The proposed model assumes that porous media consist of two portions: randomly distributed non-touching particles and self-similarly distributed particles contacting each other with resistance. The latter are simulated by Sierpinski carpets with side length L = 13 and cutout size C = 3, 5, 7 and 9, respectively, depending upon the porosity concerned. Recursive formulae are presented and expressed as a function of porosity, ratio of areas, ratio of component thermal conductivities and contact resistance, and there is no empirical constant and every parameter has a clear physical meaning. The model predictions are compared with the existing experimental data, and good agreement is found in a wide range of porosity of 0.14-0.80, and this verifies the validity of the proposed model.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Computation of stress intensity factors by the sub-region mixed finite element method of lines

Based on the sub-region generalized variational principle, a sub-region mixed version of the newly-developed semi-analytical 'finite element method of lines' (FEMOL) is proposed in this paper for accurate and efficient computation of stress intensity factors (SIFs) of two-dimensional notches/cracks. The circular regions surrounding notch/crack tips are taken as the complementary energy region in which a number of leading terms of singular solutions for stresses are used, with the sought SIFs being among the unknown coefficients. The rest of the arbitrary domain is taken as the potential energy region in which FEMOL is applied to obtain approximate displacements. A mixed system of ordinary differential equations (ODEs) and algebraic equations is derived via the sub-region generalized variational principle. A singularity removal technique that eliminates the stress parameters from the mixed equation system eventually yields a standard FEMOL ODE system, the solution of which is no longer singular and is simply and efficiently obtained using a standard general-purpose ODE solver. A number of numerical examples, including bi-material notches/cracks in anti-plane and plane elasticity, are given to show the generally excellent performance of the proposed method.

An approximate likelihood method for estimating static parameters in multi-target tracking models

This paper considers a class of dynamic Spatial Point Processes (PP) that evolves over time in a Markovian fashion. This Markov in time PP is hidden and observed indirectly through another PP via thinning, displacement and noise. This statistical model is important for Multi object Tracking applications and we present an approximate likelihood based method for estimating the model parameters. The work is supported by an extensive numerical study.

About generalized scaling for passive scalars in fully developed turbulence

In this paper we use a simple normal form approach of scale invariant fields to investigate scaling laws of passive scalars in turbulence. The coupling equations for velocity and passive scalar moments are scale covariant. Their solution shows that passive scalars in turbulence do not generically follow a general scaling observed for velocity field because of coupling effects.

Composite materials dynamic fracture studies by generalized Shmuely difference algorithm

The generalized Shmuely Difference Algorithm (GSDA) is presented here to analyze the dynamic fracture performance of orthogonal-anisotropic composite materials, such as glass fibre reinforced phenolplast. The difference recurrence Formulae and boundary condition difference extrapolation formulae are derived and programmed. The dynamic stress intensity factors (DSIF) of the isotropic and anisotropic centrally cracked plates are computed respectively using GSDA and compared with that published previously. GSDA is proved effective and reliable. Copyright (C) 1996 Elsevier Science Ltd.