971 resultados para Integrable Equations in Physics


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In this paper, we seek to find nonrotating beams that are isospectral to a given tapered rotating beam. Isospectral structures have identical natural frequencies. We assume the mass and stiffness distributions of the tapered rotating beam to be polynomial functions of span. Such polynomial variations of mass and stiffness are typical of helicopter and wind turbine blades. We use the Barcilon-Gottlieb transformation to convert the fourth-order governing equations of the rotating and the nonrotating beams, from the (x, Y) frame of reference to a hypothetical (z, U) frame of reference. If the coefficients of both the equations in the (z, U) frame match with each other, then the nonrotating beam is isospectral to the given rotating beam. The conditions on matching the coefficients lead to a pair of coupled differential equations. Wesolve these coupled differential equations numerically using the fourth-order Runge-Kutta scheme. We also verify that the frequencies (given in the literature) of standard tapered rotating beams are the frequencies (obtained using the finite-element analysis) of the isospectral nonrotating beams. Finally, we present an example of beams having a rectangular cross-section to show the application of our analysis. Since experimental determination of rotating beam frequencies is a difficult task, experiments can be easily conducted on these isospectral nonrotating beams to calculate the frequencies of the rotating beam.

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In this paper, a numerical method with high order accuracy and high resolution was developed to simulate the Richtmyer-Meshkov(RM) instability driven by cylindrical shock waves. Compressible Euler equations in cylindrical coordinate were adopted for the cylindrical geometry and a third order accurate group control scheme was adopted to discretize the equations. Moreover, an adaptive grid technique was developed to refine the grid near the moving interface to improve the resolution of numerical solutions. The results of simulation exhibited the evolution process of RM instability, and the effect of Atwood number was studied. The larger the absolute value of Atwood number, the larger the perturbation amplitude. The nonlinear effect manifests more evidently in cylindrical geometry. The shock reflected from the pole center accelerates the interface for the second time, considerably complicating the interface evolution process, and such phenomena of reshock and secondary shock were studied.

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The spherically converging detonation wave was numerically investigated by solving the one-dimensional multi-component Euler equations in spherical coordinates with a dispersion-controlled dissipative scheme. Finite rate and detailed chemical reaction models were used and numerical solutions were obtained for both a spherical by converging detonation in a stoichiometric hydrogen-oxygen mixture and a spherically focusing shock in air. The results showed that the post-shock pressure approximately arises to the same amplitude in vicinity of the focal point for the two cases, but the post-shock temperature level mainly depends on chemical reactions and molecular dissociations of a gas mixture. While the chemical reaction heat plays an important role in the early stage of detonation wave propagation, gas dissociations dramatically affect the post-shock flow states near the focal point. The maximum pressure and temperature, non-dimensionalized by their initial value, are approximately scaled to the propagation radius over the initial detonation diameter. The post-shock pressure is proportional to the initial pressure of the detonable mixture, and the post-shock temperature is also increased with the initial pressure, but in a much lower rate than that of the post-shock pressure.

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We formulate a lattice Boltzmann model which simulates Korteweg-de Vries equation by using a method of higher moments of lattice Boltzmann equation. Using a series of lattice Boltzmann equations in different time scales and the conservation law in time scale to, we obtain equilibrium distribution function. The numerical examples show that the method can be used to simulate soliton.

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MeV An irradiation leads to a shape change of polystyrene (PS) and SiO2 particles from spherical to ellipsoidal, with an aspect ratio that can be precisely controlled by the ion fluence. Sub-micrometer PS and SiO2 particles were deposited on copper substrates and irradiated with Au ions at 230 K, using an ion energy and fluence ranging from 2 to 10 MeV and 1 x 10(14) ions/cm(2) to 1 x 10(15) ions/cm(2). The mechanisms of anisotropic deformation of PS and SiO2 particles are different because of their distinct physical and chemical properties. At the start of irradiation, the volume of PS particles decrease, then the aspect ratio increases with fluence, whereas for SiO2 particles the volume remains constant. (C) 2008 Elsevier B.V. All rights reserved.

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The singular nature of the dynamic stress fields around an interface crack located between two dissimilar isotropic linearly viscoelastic bodies is studied. A harmonic load is imposed on the surfaces of the interface crack. The dynamic stress fields around the crack are obtained by solving a set of simultaneous singular integral equations in terms of the normal and tangent crack dislocation densities. The singularity of the dynamic stress fields near the crack tips is embodied in the fundamental solutions of the singular integral equations. The investigation of the fundamental solutions indicates that the singularity and oscillation indices of the stress fields are both dependent upon the material constants and the frequency of the harmonic load. This observation is different from the well-known -1/2 oscillating singularity for elastic bi-materials. The explanation for the differences between viscoelastic and elastic bi-materials can be given by the additional viscosity mismatch in the case of viscoelastic bi-materials. As an example, the standard linear solid model of a viscoelastic material is used. The effects of the frequency and the material constants (short-term modulus, long-term modulus and relaxation time) on the singularity and the oscillation indices are studied numerically.

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The influences of the fluctuation fields are important in many astrophysical environments as shown by the observations, and can not be neglected. On the basis of the first-order smoothing approximation, in the present paper, we demonstrate the magnetostatic equations for both the cases of the conventional turbulence aud the random waves, and discuss the consistent conditions of the equations. In the static problem, the fluctuation Lorentz force(▽×δB)×δB influences the large-scale configurations of magnetic field. To study this influence in detail is quite necessary for the explanations of the observation features, especially for the astrophysical environments where the magnetic fields, including the fluctuation fields, are the dominant factors in the equilibrium of momentum and energy.

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The high Reynolds number flow contains a wide range of length and time scales, and the flow domain can be divided into several sub-domains with different characteristic scales. In some sub-domains, the viscosity dissipation scale can only be considered in a certain direction; in some sub-domains, the viscosity dissipation scales need to be considered in all directions; in some sub-domains, the viscosity dissipation scales are unnecessary to be considered at all. For laminar boundary layer region, the characteristic length scales in the streamwise and normal directions are L and L Re-1/ 2 , respectively. The characteristic length scale and the velocity scale in the outer region of the boundary layer are L and U, respectively. In the neighborhood region of the separated point, the length scale l<In the light of this reason there exists a great disparity of the grid Reynolds numbers RDxi between different cells in Navier-Stokes (NS) equations computations for high Reynolds number flows, an idea of solving the conservation equations for discrete cells was proposed and named the discrete fluid dynamics (DFD) algorithm. Analysis shows that the basic conservative equations for discrete cells are the Euler equations, NS- and diffusion parabolized (DP) NS equations. In this paper, a new multiscale-domain decomposition method is developed for the high Reynolds number flow. First, the whole domain is decomposed to different sub-domains with the different characteristic scales. Then the different dominant equation of all sub-domains is defined according to the diffusion parabolized (DP) theory of viscous flow. Finally these different equations are solved simultaneously in whole computational region. For numerical tests of high Reynolds numerical flows, two-dimensional supersonic flows over rearward and frontward steps as well as an interaction flow between shock wave and boundary layer were solved numerically. The pressure distributions and local coefficients of skin friction on the wall are given. The numerical results obtained by the multiscale-domain decomposition algorithm are well agreement with those by NS equations. Comparing with the usual method of solving the Navier-Stokes equations in the whole flow, under the same numerical accuracy, the present multiscale domain decomposition method decreases CPU consuming about 20% and reflects the physical mechanism of practical flow more accurately.

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This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.

In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.

In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.

In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.

Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.

In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.

Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].

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The nonlinear partial differential equations for dispersive waves have special solutions representing uniform wavetrains. An expansion procedure is developed for slowly varying wavetrains, in which full nonlinearity is retained but in which the scale of the nonuniformity introduces a small parameter. The first order results agree with the results that Whitham obtained by averaging methods. The perturbation method provides a detailed description and deeper understanding, as well as a consistent development to higher approximations. This method for treating partial differential equations is analogous to the "multiple time scale" methods for ordinary differential equations in nonlinear vibration theory. It may also be regarded as a generalization of geometrical optics to nonlinear problems.

To apply the expansion method to the classical water wave problem, it is crucial to find an appropriate variational principle. It was found in the present investigation that a Lagrangian function equal to the pressure yields the full set of equations of motion for the problem. After this result is derived, the Lagrangian is compared with the more usual expression formed from kinetic minus potential energy. The water wave problem is then examined by means of the expansion procedure.

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The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.

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Lipid bilayer membranes are models for cell membranes--the structure that helps regulate cell function. Cell membranes are heterogeneous, and the coupling between composition and shape gives rise to complex behaviors that are important to regulation. This thesis seeks to systematically build and analyze complete models to understand the behavior of multi-component membranes.

We propose a model and use it to derive the equilibrium and stability conditions for a general class of closed multi-component biological membranes. Our analysis shows that the critical modes of these membranes have high frequencies, unlike single-component vesicles, and their stability depends on system size, unlike in systems undergoing spinodal decomposition in flat space. An important implication is that small perturbations may nucleate localized but very large deformations. We compare these results with experimental observations.

We also study open membranes to gain insight into long tubular membranes that arise for example in nerve cells. We derive a complete system of equations for open membranes by using the principle of virtual work. Our linear stability analysis predicts that the tubular membranes tend to have coiling shapes if the tension is small, cylindrical shapes if the tension is moderate, and beading shapes if the tension is large. This is consistent with experimental observations reported in the literature in nerve fibers. Further, we provide numerical solutions to the fully nonlinear equilibrium equations in some problems, and show that the observed mode shapes are consistent with those suggested by linear stability. Our work also proves that beadings of nerve fibers can appear purely as a mechanical response of the membrane.

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The Hamilton Jacobi Bellman (HJB) equation is central to stochastic optimal control (SOC) theory, yielding the optimal solution to general problems specified by known dynamics and a specified cost functional. Given the assumption of quadratic cost on the control input, it is well known that the HJB reduces to a particular partial differential equation (PDE). While powerful, this reduction is not commonly used as the PDE is of second order, is nonlinear, and examples exist where the problem may not have a solution in a classical sense. Furthermore, each state of the system appears as another dimension of the PDE, giving rise to the curse of dimensionality. Since the number of degrees of freedom required to solve the optimal control problem grows exponentially with dimension, the problem becomes intractable for systems with all but modest dimension.

In the last decade researchers have found that under certain, fairly non-restrictive structural assumptions, the HJB may be transformed into a linear PDE, with an interesting analogue in the discretized domain of Markov Decision Processes (MDP). The work presented in this thesis uses the linearity of this particular form of the HJB PDE to push the computational boundaries of stochastic optimal control.

This is done by crafting together previously disjoint lines of research in computation. The first of these is the use of Sum of Squares (SOS) techniques for synthesis of control policies. A candidate polynomial with variable coefficients is proposed as the solution to the stochastic optimal control problem. An SOS relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function. It is shown that these results extend to arbitrary parabolic and elliptic PDEs, yielding a novel method for Uncertainty Quantification (UQ) of systems governed by partial differential constraints. Domain decomposition techniques are also made available, allowing for such problems to be solved via parallelization and low-order polynomials.

The optimization-based SOS technique is then contrasted with the Separated Representation (SR) approach from the applied mathematics community. The technique allows for systems of equations to be solved through a low-rank decomposition that results in algorithms that scale linearly with dimensionality. Its application in stochastic optimal control allows for previously uncomputable problems to be solved quickly, scaling to such complex systems as the Quadcopter and VTOL aircraft. This technique may be combined with the SOS approach, yielding not only a numerical technique, but also an analytical one that allows for entirely new classes of systems to be studied and for stability properties to be guaranteed.

The analysis of the linear HJB is completed by the study of its implications in application. It is shown that the HJB and a popular technique in robotics, the use of navigation functions, sit on opposite ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. Analytical solutions to the HJB in these settings are available in simplified domains, yielding guidance towards optimality for approximation schemes. Finally, the use of HJB equations in temporal multi-task planning problems is investigated. It is demonstrated that such problems are reducible to a sequence of SOC problems linked via boundary conditions. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.

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While some of the deepest results in nature are those that give explicit bounds between important physical quantities, some of the most intriguing and celebrated of such bounds come from fields where there is still a great deal of disagreement and confusion regarding even the most fundamental aspects of the theories. For example, in quantum mechanics, there is still no complete consensus as to whether the limitations associated with Heisenberg's Uncertainty Principle derive from an inherent randomness in physics, or rather from limitations in the measurement process itself, resulting from phenomena like back action. Likewise, the second law of thermodynamics makes a statement regarding the increase in entropy of closed systems, yet the theory itself has neither a universally-accepted definition of equilibrium, nor an adequate explanation of how a system with underlying microscopically Hamiltonian dynamics (reversible) settles into a fixed distribution.

Motivated by these physical theories, and perhaps their inconsistencies, in this thesis we use dynamical systems theory to investigate how the very simplest of systems, even with no physical constraints, are characterized by bounds that give limits to the ability to make measurements on them. Using an existing interpretation, we start by examining how dissipative systems can be viewed as high-dimensional lossless systems, and how taking this view necessarily implies the existence of a noise process that results from the uncertainty in the initial system state. This fluctuation-dissipation result plays a central role in a measurement model that we examine, in particular describing how noise is inevitably injected into a system during a measurement, noise that can be viewed as originating either from the randomness of the many degrees of freedom of the measurement device, or of the environment. This noise constitutes one component of measurement back action, and ultimately imposes limits on measurement uncertainty. Depending on the assumptions we make about active devices, and their limitations, this back action can be offset to varying degrees via control. It turns out that using active devices to reduce measurement back action leads to estimation problems that have non-zero uncertainty lower bounds, the most interesting of which arise when the observed system is lossless. One such lower bound, a main contribution of this work, can be viewed as a classical version of a Heisenberg uncertainty relation between the system's position and momentum. We finally also revisit the murky question of how macroscopic dissipation appears from lossless dynamics, and propose alternative approaches for framing the question using existing systematic methods of model reduction.