924 resultados para Stochastic differential equation with hysteresis


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Nonlinear static and dynamic response analyses of a clamped. rectangular composite plate resting on a two-parameter elastic foundation have been studied using von Karman's relations. Incorporating the material damping, the governing coupled, nonlinear partial differential equations are obtained for the plate under step pressure pulse load excitation. These equations have been solved by a one-term solution and by applying Galerkin's technique to the deflection equation. This yields an ordinary nonlinear differential equation in time. The nonlinear static solution is obtained by neglecting the time-dependent variables. Thc nonlinear dynamic damped response is obtained by applying the ultraspherical polynomial approximation (UPA) technique. The influences of foundation modulus, shear modulus, orthotropy, etc. upon the nonlinear static and dynamic responses have been presented.

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Violin strings are relatively short and stiff and are well modeled by Timoshenko beam theory. We use the static part of the homogeneous differential equation of violin strings to obtain new shape functions for the finite element analysis of rotating Timoshenko beams. For deriving the shape functions, the rotating beam is considered as a sequence of violin strings. The violin string shape functions depend on rotation speed and element position along the beam length and account for centrifugal stiffening effects as well as rotary inertia and shear deformation on dynamic characteristics of rotating Timoshenko beams. Numerical results show that the violin string basis functions perform much better than the conventional polynomials at high rotation speeds and are thus useful for turbo machine applications. (C) 2011 Elsevier B.V. All rights reserved.

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We study the trade-off between delivery delay and energy consumption in delay tolerant mobile wireless networks that use two-hop relaying. The source may not have perfect knowledge of the delivery status at every instant. We formulate the problem as a stochastic control problem with partial information, and study structural properties of the optimal policy. We also propose a simple suboptimal policy. We then compare the performance of the suboptimal policy against that of the optimal control with perfect information. These are bounds on the performance of the proposed policy with partial information. Several other related open loop policies are also compared with these bounds.

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We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

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A flexible robot arm can be modeled as an Euler-Bernoulli beam which are infinite degrees of freedom (DOF) system. Proper control is needed to track the desired motion of a robotic arm. The infinite number of DOF of beams are reduced to finite number for controller implementation, which brings in error (due to their distributed nature). Therefore, to represent reality better distributed parameter systems (DPS) should be controlled using the systems partial differential equation (PDE) directly. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a controller to suppress nonlinear vibration of a beam. The method used in this paper determines control forces directly from the PDE model of the system. The formulation has better practical significance, because it leads to a closed form solution of the controller (hence avoids computational issues).

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The activity coefficients of oxygen in liquid lead-tin alloys have been measured between 550 and 1100°C by use of solid oxide galvanic cells Pt, Ni-NiO I Zr02 Solid electrolyte I 0 (Pb + Sn), Cermet, Pt Pt, Fe-FeO I Zr02 Solid electrolyte I O(Pb + Sn), Cermet, Pt Alcock and Richardson's quasi-chemical equation, with the coordination number of atoms set to 2, is found to predict successfully the activity coefficients of oxygen in these alloys.The relative partial molar enthalpy and entropy of oxygen ?t 1 atom per cent in the alloys have been calculated from ttva variation of the activity coefficient with temperature. The addition of tin to an unsaturated solution of oxygen in lead is shown to decrease significantly both the partial molar enthalpy and entropy of oxygen. As the measurements were restricted to a narrow range between 750-1100'C in lead-rich alloys, however, the pronounced variation of the partial molar enthalpy of oxygen with temperature at constant alloy composition predicted by the quasi-chemical model could not be verified.

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The pursuit-evasion problem of two aircraft in a horizontal plane is modelled as a zerosum differential game with capture time as payoff. The aircraft are modelled as point masses with thrust and bank angle controls. The games of kind and degree for this differential game are solved.

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The transport of reactive solutes through fractured porous formations has been analyzed. The transport through the porous block is represented by a general multiprocess nonequilibrium equation (MPNE), which, for the fracture, is represented by an advection-dispersion equation with linear equilibrium sorption and first-order transformation. An implicit finite-difference technique has been used to solve the two coupled equations. The transport characteristics have been analyzed in terms of zeroth, first, and second temporal moments of the solute in the fracture. The solute behavior for fractured impermeable and fractured permeable formations are first compared and the effects of various fracture and matrix transport parameters are analyzed. Subsequently, the transport through a fractured permeable formation is analyzed to ascertain the effect of equilibrium sorption, rate-limited sorption, and the multiprocess nonequilibrium transport process. It was found that the temporal moments were nearly identical for the fractured impermeable and permeable formations when both the diffusion coefficient and the first-order transformation coefficient were relatively large. The multiprocess nonequilibrium model resulted in a smaller mass recovery in the fracture and higher dispersion than the equilibrium and rate-limited sorption models. DOI: 10.1061/(ASCE)HE.19435584.0000586. (C) 2012 American Society of Civil Engineers.

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Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

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We consider the rotational motion of an elongated nanoscale object in a fluid under an external torque. The experimentally observed dynamics could be understood from analytical solutions of the Stokes equation, with explicit formulae derived for the dynamical states as a function of the object dimensions and the parameters defining the external torque. Under certain conditions, multiple analytical solutions to the Stokes equations exist, which have been investigated through numerical analysis of their stability against small perturbations and their sensitivity towards initial conditions. These experimental results and analytical formulae are general enough to be applicable to the rotational motion of any isolated elongated object at low Reynolds numbers, and could be useful in the design of non-spherical nanostructures for diverse applications pertaining to microfluidics and nanoscale propulsion technologies.

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Ion conducting glasses in xLiCl-20Li(2)O-(80-x) 0.80P(2)O(5)-0.20MoO(3)] glass system have been prepared over a wide range of composition (X = 5, 10, 15, 20 and 25 mol%). The electrical conductivity and dielectric relaxation of these glasses were analyzed using impedance spectroscopy in the frequency range of 10 Hz-10 MHz and in the temperature range of 313-353 K. D.c. activation energies extracted from Arrhenius plots using regression analysis, decreases with increasing LiCl mol%. A.c. conductivity data has been fitted to both single and double power law equation with both fixed and variable parameters. The increased conductivity in the present glass system has been correlated with the volume increasing effect and the coordination changes that occur due to structural modification resulting in the creation of non-bridging oxygens (NBO's) of the type O-Mo-O- bonds in the glass network. Dielectric relaxation mechanism in these glasses is analyzed using Kohlrausch-Williams-Watts (KWW) stretched exponential function and stretched exponent (beta) is found to be insensitive to temperature.

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Magnetoplasmadynamic thrusters are known to enter a strongly unstable regime, calledas onset in the literature, under high specific impulse operation. This paper probes the early signs of onset in relatively moderate specific impulse operation by a single fluid plasma thruster simulation. The procedure involves solving the combined Maxwell’s-Navier-Stokes equation, with an onset criterion of radial current reaching close to zero values near the electrodes. Thruster parameters are varied starting from voltage potential, plasma temperature and cathodic radius. Onset curves are plotted which can provide important engine-specific information in order to understand the onset performance of the plasma thruster.

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In this paper, we study the free vibration of axially functionally graded (AFG) Timoshenko beams, with uniform cross-section and having fixed-fixed boundary condition. For certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, there exists a fundamental closed form solution to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of non-homogeneous Timoshenko beams, with various material mass density, elastic modulus and shear modulus distributions having simple polynomial variations, which share the same fundamental frequency. The derived results can be used as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of non-homogeneous Timoshenko beams. They can also be useful for designing fixed-fixed non-homogeneous Timoshenko beams which may be required to vibrate with a particular frequency. (C) 2013 Elsevier Ltd. All rights reserved.

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In this paper, the governing equations for free vibration of a non-homogeneous rotating Timoshenko beam, having uniform cross-section, is studied using an inverse problem approach, for both cantilever and pinned-free boundary conditions. The bending displacement and the rotation due to bending are assumed to be simple polynomials which satisfy all four boundary conditions. It is found that for certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, the assumed polynomials serve as simple closed form solutions to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of analytical polynomial functions possible for material mass density, shear modulus and elastic modulus distributions, which share the same frequency and mode shape for a particular mode. The derived results are intended to serve as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of rotating non-homogeneous Timoshenko beams.

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Despite the long history, so far there is no general theoretical framework for calculating the acoustic emission spectrum accompanying any plastic deformation. We set up a discrete wave equation with plastic strain rate as a source term and include the Rayleigh-dissipation function to represent dissipation accompanying acoustic emission. We devise a method of bridging the widely separated time scales of plastic deformation and elastic degrees of freedom. While this equation is applicable to any type of plastic deformation, it should be supplemented by evolution equations for the dislocation microstructure for calculating the plastic strain rate. The efficacy of the framework is illustrated by considering three distinct cases of plastic deformation. The first one is the acoustic emission during a typical continuous yield exhibiting a smooth stress-strain curve. We first construct an appropriate set of evolution equations for two types of dislocation densities and then show that the shape of the model stress-strain curve and accompanying acoustic emission spectrum match very well with experimental results. The second and the third are the more complex cases of the Portevin-Le Chatelier bands and the Luders band. These two cases are dealt with in the context of the Ananthakrishna model since the model predicts the three types of the Portevin-Le Chatelier bands and also Luders-like bands. Our results show that for the type-C bands where the serration amplitude is large, the acoustic emission spectrum consists of well-separated bursts of acoustic emission. At higher strain rates of hopping type-B bands, the burst-type acoustic emission spectrum tends to overlap, forming a nearly continuous background with some sharp acoustic emission bursts. The latter can be identified with the nucleation of new bands. The acoustic emission spectrum associated with the continuously propagating type-A band is continuous. These predictions are consistent with experimental results. More importantly, our study shows that the low-amplitude continuous acoustic emission spectrum seen in both the type-B and type-A band regimes is directly correlated to small-amplitude serrations induced by propagating bands. The acoustic emission spectrum of the Luders-like band matches with recent experiments as well. In all of these cases, acoustic emission signals are burstlike, reflecting the intermittent character of dislocation-mediated plastic flow.