Generalized Burgers equations and Euler-Painlev transcendents. I

Initial-value problems for the generalized Burgers equation (GBE) ut+u betaux+lambdaualpha =(delta/2)uxx are discussed for the single hump type of initial data both continuous and discontinuous. The numerical solution is carried to the self-similar ``intermediate asymptotic'' regime when the solution is given analytically by the self-similar form. The nonlinear (transformed) ordinary differential equations (ODE's) describing the self-similar form are generalizations of a class discussed by Euler and Painlevé and quoted by Kamke. These ODE's are new, and it is postulated that they characterize GBE's in the same manner as the Painlev equations categorize the Kortweg-de Vries (KdV) type. A connection problem for some related ODE's satisfying proper asymptotic conditions at x=±[infinity], is solved. The range of amplitude parameter is found for which the solution of the connection problem exists. The other solutions of the above GBE, which display several interesting features such as peaking, breaking, and a long shelf on the left for negative values of the damping coefficient lambda, are also discussed. The results are compared with those holding for the modified KdV equation with damping. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Renormalization methods in KAM theory

It is well known that an integrable (in the sense of Arnold-Jost) Hamiltonian system gives rise to quasi-periodic motion with trajectories running on invariant tori. These tori foliate the whole phase space. If we perturb an integrable system, the Kolmogorow-Arnold-Moser (KAM) theorem states that, provided some non-degeneracy condition and that the perturbation is sufficiently small, most of the invariant tori carrying quasi-periodic motion persist, getting only slightly deformed. The measure of the persisting invariant tori is large together with the inverse of the size of the perturbation. In the first part of the thesis we shall use a Renormalization Group (RG) scheme in order to prove the classical KAM result in the case of a non analytic perturbation (the latter will only be assumed to have continuous derivatives up to a sufficiently large order). We shall proceed by solving a sequence of problems in which theperturbations are analytic approximations of the original one. We will finally show that the approximate solutions will converge to a differentiable solution of our original problem. In the second part we will use an RG scheme using continuous scales, so that instead of solving an iterative equation as in the classical RG KAM, we will end up solving a partial differential equation. This will allow us to reduce the complications of treating a sequence of iterative equations to the use of the Banach fixed point theorem in a suitable Banach space.

Decoupling in non-linear systems with two degrees of freedom

The problem of decoupling a class of non-linear two degrees of freedom systems is studied. The coupled non-linear differential equations of motion of the system are shown to be equivalent to a pair of uncoupled equations. This equivalence is established through transformation techniques involving the transformation of both the dependent and independent variables. The sufficient conditions on the form of the non-linearity, for the case wherein the transformed equations are linear, are presented. Several particular cases of interest are also illustrated.

A curve shortening flow rule for closed embedded plane curves with a prescribed rate of change in enclosed area

Motivated by a problem from fluid mechanics, we consider a generalization of the standard curve shortening flow problem for a closed embedded plane curve such that the area enclosed by the curve is forced to decrease at a prescribed rate. Using formal asymptotic and numerical techniques, we derive possible extinction shapes as the curve contracts to a point, dependent on the rate of decreasing area; we find there is a wider class of extinction shapes than for standard curve shortening, for which initially simple closed curves are always asymptotically circular. We also provide numerical evidence that self-intersection is possible for non-convex initial conditions, distinguishing between pinch-off and coalescence of the curve interior.

Steady mixed convection stagnation-point flow of upper convected Maxwell fluids with magnetic field

The steady MHD mixed convection flow of a viscoelastic fluid in the vicinity of two-dimensional stagnation point with magnetic field has been investigated under the assumption that the fluid obeys the upper-convected Maxwell (UCM) model. Boundary layer theory is used to simplify the equations of motion. induced magnetic field and energy which results in three coupled non-linear ordinary differential equations which are well-posed. These equations have been solved by using finite difference method. The results indicate the reduction in the surface velocity gradient, surface heat transfer and displacement thickness with the increase in the elasticity number. These trends are opposite to those reported in the literature for a second-grade fluid. The surface velocity gradient and heat transfer are enhanced by the magnetic and buoyancy parameters. The surface heat transfer increases with the Prandtl number, but the surface velocity gradient decreases.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Steady laminar flow with suction or injection and heat transfer through porous pipe

Following the method due to Bhatnagar (P. L.) [Jour. Ind. Inst. Sic., 1968, 1, 50, 1], we have discussed in this paper the problem of suction and injection and that of heat transfer for a viscous, incompressible fluid through a porous pipe of uniform circular cross-section, the wall of the pipe being maintained at constant temperature. The method utilises some important properties of differential equations and some transformations that enable the solution of the two-point boundary value and eigenvalue problems without using trial and error method. In fact, each integration provides us with a solution for a suction parameter and a Reynolds number without imposing the conditions of smallness on them. Investigations on non-Newtonian fluids and on other bounding geometries will be published elsewhere.

Active vibration suppression of beams with discrete actuators using optimal dynamic inversion

Most of the structural elements like beams, cables etc. are flexible and should be modeled as distributed parameter systems (DPS) to represent the reality better. For large structures, the usual approach of 'modal representation' is not an accurate representation. Moreover, for excessive vibrations (possibly due to strong wind, earthquake etc.), external power source (controller) is needed to suppress it, as the natural damping of these structures is usually small. In this paper, we propose to use a recently developed optinial dynamic inversion technique to design a set of discrete controllers for this purpose. We assume that the control force to the structure is applied through finite number of actuators, which are located at predefined locations in the spatial domain. The method used in this paper determines control forces directly from the partial differential equation (PDE) model of the system. The formulation has better practical significance, both because it leads to a closed form solution of the controller (hence avoids computational issues) as well as because a set of discrete actuators along the spatial domain can be implemented with relative ease (as compared to a continuous actuator).

Natural Convection on a Horizontal Cone in a Porous Medium with Non-Uniform Wall Temperature/Concentration or Heat/Mass Flux and Suction/Injection

The steady natural convection flow on a horizontal cone embedded in a saturated porous medium with non-uniform wall temperature/concentration or heat/mass flux and suction/injection has been investigated. Non-similar solutions have been obtained. The nonlinear couple differential equations under boundary layer approximations governing the flow have been numerically solved. The Nusselt and Sherwood numbers are found to depend on the buoyancy forces, suction/injection rates, variation of wall temperature/concentration or heat/mass flux, Lewis number and the non-Darcy parameter.

Active vibration suppression of beams with discrete actuators using optimal dynamic inversion

Most of the structural elements like beams, cables etc. are flexible and should be modeled as distributed parameter systems (DPS) to represent the reality better. For large structures, the usual approach of 'modal representation' is not an accurate representation. Moreover, for excessive vibrations (possibly due to strong wind, earthquake etc.), external power source (controller) is needed to suppress it, as the natural damping of these structures is usually small. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a set of discrete controllers for this purpose. We assume that the control force to the structure is applied through finite number of actuators, which are located at predefined locations in the spatial domain. The method used in this paper determines control forces directly from the partial differential equation (PDE) model of the system. The formulation has better practical significance, both because it leads to a closed form solution of the controller (hence avoids computational issues) as well as because a set of discrete actuators along the spatial domain can be implemented with relative ease (as compared to a continuous actuator)

Direct Cartesian-Space Solutions of Generalized Bloch Equations in the Rotating Frame

Analytical solutions of the generalized Bloch equations for an arbitrary set of initial values of the x, y, and z magnetization components are given in the rotating frame. The solutions involve the decoupling of the three coupled differential equations such that a third-order differential equation in each magnetization variable is obtained. In contrast to the previously reported solutions given by Torrey, the present attempt paves the way for more direct physical insight into the behavior of each magnetization component. Special cases have been discussed that highlight the utility of the general solutions. Representative trajectories of magnetization components are given, illustrating their behavior with respect to the values of off-resonance and initial conditions. (C) 1995 Academic Press, Inc.

Vibration and Stability of Fluid Conveying Pipes with Stochastic Parameters

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

Right-Definite Multiparameter Sturm–Liouville Problems With Eigenparameter-Dependent Boundary Conditions

We study a system of ordinary differential equations linked by parameters and subject to boundary conditions depending on parameters. We assume certain definiteness conditions on the coefficient functions and on the boundary conditions that yield, in the corresponding abstract setting, a right-definite case. We give results on location of the eigenvalues and oscillation of the eigenfunctions.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Prediction of Breakout Noise from a Rectangular Duct with Compliant Walls

Breakout noise from HVAC ducts is important at low frequencies, and the coupling between the acoustic waves and the structural waves plays a critical role in the prediction of the transverse transmission loss. This paper describes the analytical calculation of breakout noise by incorporating three-dimensional effects along with the acoustical and structural wave coupling phenomena. The first step in the breakout noise prediction is to calculate the inside duct pressure field and the normal duct wall vibration by using the solution of the governing differential equations in terms of Green's function. The resultant equations are rearranged in terms of impedance and mobility, which results in a compact matrix formulation. The Green's function selected for the current problem is the cavity Green's function with modification of wave number in the longitudinal direction in order to incorporate the terminal impedance. The second step is to calculate the radiated sound power from the compliant duct walls by means of an ``equivalent unfolded plate'' model. The transverse transmission loss from the duct walls is calculated using the ratio of the incident power due to surface source inside the duct to the acoustic power radiated from the compliant duct walls. Analytical results are validated with the FE-BE numerical models.