Equivalent differential equations for nonlinear dynamical systems

A technique for obtaining approximate periodic solutions to nonlinear ordinary differential equations is investigated. The approach is based on defining an equivalent differential equation whose exact periodic solution is known. Emphasis is placed on the mathematical justification of the approach. The relationship between the differential equation error and the solution error is investigated, and, under certain conditions, bounds are obtained on the latter. The technique employed is to consider the equation governing the exact solution error as a two point boundary value problem. Among other things, the analysis indicates that if an exact periodic solution to the original system exists, it is always possible to bound the error by selecting an appropriate equivalent system.

Three equivalence criteria for minimizing the differential equation error are compared, namely, minimum mean square error, minimum mean absolute value error, and minimum maximum absolute value error. The problem is analyzed by way of example, and it is concluded that, on the average, the minimum mean square error is the most appropriate criterion to use.

A comparison is made between the use of linear and cubic auxiliary systems for obtaining approximate solutions. In the examples considered, the cubic system provides noticeable improvement over the linear system in describing periodic response.

A comparison of the present approach to some of the more classical techniques is included. It is shown that certain of the standard approaches where a solution form is assumed can yield erroneous qualitative results.

Range of validity of the method of averaging

Sufficient conditions are derived for the validity of approximate periodic solutions of a class of second order ordinary nonlinear differential equations. An approximate solution is defined to be valid if an exact solution exists in a neighborhood of the approximation.

Two classes of validity criteria are developed. Existence is obtained using the contraction mapping principle in one case, and the Schauder-Leray fixed point theorem in the other. Both classes of validity criteria make use of symmetry properties of periodic functions, and both classes yield an upper bound on a norm of the difference between the approximate and exact solution. This bound is used in a procedure which establishes sufficient stability conditions for the approximated solution.

Application to a system with piecewise linear restoring force (bilinear system) reveals that the approximate solution obtained by the method of averaging is valid away from regions where the response exhibits vertical tangents. A narrow instability region is obtained near one-half the natural frequency of the equivalent linear system. Sufficient conditions for the validity of resonant solutions are also derived, and two term harmonic balance approximate solutions which exhibit ultraharmonic and subharmonic resonances are studied.

Time-dependent monoenergetic neutron transport in two adjacent semi-infinite media

An exact solution to the monoenergetic Boltzmann equation is obtained for the case of a plane isotropic burst of neutrons introduced at the interface separating two adjacent, dissimilar, semi-infinite media. The method of solution used is to remove the time dependence by a Laplace transformation, solve the transformed equation by the normal mode expansion method, and then invert to recover the time dependence.

The general result is expressed as a sum of definite, multiple integrals, one of which contains the uncollided wave of neutrons originating at the source plane. It is possible to obtain a simplified form for the solution at the interface, and certain numerical calculations are made there.

The interface flux in two adjacent moderators is calculated and plotted as a function of time for several moderator materials. For each case it is found that the flux decay curve has an asymptotic slope given accurately by diffusion theory. Furthermore, the interface current is observed to change directions when the scattering and absorption cross sections of the two moderator materials are related in a certain manner. More specifically, the reflection process in two adjacent moderators appears to depend initially on the scattering properties and for long times on the absorption properties of the media.

This analysis contains both the single infinite and semi-infinite medium problems as special cases. The results in these two special cases provide a check on the accuracy of the general solution since they agree with solutions of these problems obtained by separate analyses.

Energy inequalities and error estimates for axisymmetric torsion of thin elastic shells of revolution

The problem motivating this investigation is that of pure axisymmetric torsion of an elastic shell of revolution. The analysis is carried out within the framework of the three-dimensional linear theory of elastic equilibrium for homogeneous, isotropic solids. The objective is the rigorous estimation of errors involved in the use of approximations based on thin shell theory.

The underlying boundary value problem is one of Neumann type for a second order elliptic operator. A systematic procedure for constructing pointwise estimates for the solution and its first derivatives is given for a general class of second-order elliptic boundary-value problems which includes the torsion problem as a special case.

The method used here rests on the construction of “energy inequalities” and on the subsequent deduction of pointwise estimates from the energy inequalities. This method removes certain drawbacks characteristic of pointwise estimates derived in some investigations of related areas.

Special interest is directed towards thin shells of constant thickness. The method enables us to estimate the error involved in a stress analysis in which the exact solution is replaced by an approximate one, and thus provides us with a means of assessing the quality of approximate solutions for axisymmetric torsion of thin shells.

Finally, the results of the present study are applied to the stress analysis of a circular cylindrical shell, and the quality of stress estimates derived here and those from a previous related publication are discussed.

Applications of plasticity theory to selected problems in soil mechanics

Two topics in plane strain perfect plasticity are studied using the method of characteristics. The first is the steady-state indentation of an infinite medium by either a rigid wedge having a triangular cross section or a smooth plate inclined to the direction of motion. Solutions are exact and results include deformation patterns and forces of resistance; the latter are also applicable for the case of incipient failure. Experiments on sharp wedges in clay, where forces and deformations are recorded, showed a good agreement with the mechanism of cutting assumed by the theory; on the other hand the indentation process for blunt wedges transforms into that of compression with a rigid part of clay moving with the wedge. Finite element solutions, for a bilinear material model, were obtained to establish a correspondence between the response of the plane strain wedge and its axi-symmetric counterpart, the cone. Results of the study afford a better understanding of the process of indentation of soils by penetrometers and piles as well as the mechanism of failure of deep foundations (piles and anchor plates).

The second topic concerns the plane strain steady-state free rolling of a rigid roller on clays. The problem is solved approximately for small loads by getting the exact solution of two problems that encompass the one of interest; the first is a steady-state with a geometry that approximates the one of the roller and the second is an instantaneous solution of the rolling process but is not a steady-state. Deformations and rolling resistance are derived. When compared with existing empirical formulae the latter was found to agree closely.

Corrections to the paraxial approximation of an arbitrary free-propagation beam

A relatively simple transform from an arbitrary solution of the paraxial wave equation to the corresponding exact solution of the Helmholtz wave equation is derived in the condition that the evanescent waves are ignored and is used to study the corrections to the paraxial approximation of an arbitrary free-propagation beam. Specifically, the general lowest-order correction field is given in a very simple form and is proved to be exactly consistent with the perturbation method developed by Lax et nl. [Phys. Rev. A 11, 1365 (1975)]. Some special examples, such as the lowest-order correction to the paraxial approximation of a fundamental Gaussian beam whose waist plane has a parallel shin from the z = 0 plane, are presented. (C) 1998 Optical Society of America.

Modelagem matemática da transferência de calor numa placa plana sob o efeito de uma fonte pontual externa de radiação térmica.

Este trabalho apresenta uma modelagem matemática para o processo de aquecimento de um corpo exposto a uma fonte pontual de radiação térmica. O resultado original que permite a solução exata de uma equação diferencial parcial não linear a partir de uma seqüência de problemas lineares também é apresentado. Gráficos gerados com resultados obtidos pelo método de diferenças finitas ilustram a solução do problema proposto.

Simulação de problemas de transferência de calor em regime permanente com uma relação entre condutividade térmica e temperatura constante por partes.

Este trabalho estuda a transferência de calor por condução considerando a condutividade térmica como uma função constante por partes da temperatura. Esta relação, embora fisicamente mais realista que supor a condutividade térmica constante, permite obter uma forma explícita bem simples para a inversa da Transformada de Kirchhoff (empregada para tratar a não linearidade do problema). Como exemplo, apresenta-se uma solução exata para um problema com simetria esférica. Em seguida, propôe-se uma formulação variacional (com unicidade demonstrada) que introduz um funcional cuja minimização é equivalente à solução do problema na forma forte. Finalmente compara-se uma solução exata obtida pela inversa da Transformada de Kirchhoff com a solução obtida via formulação variacional.

Parallel implementation of Multilevel BDDC

In application of the Balancing Domain Decomposition by Constraints (BDDC) to a case with many substructures, solving the coarse problem exactly becomes the bottleneck which spoils scalability of the solver. However, it is straightforward for BDDC to substitute the exact solution of the coarse problem by another step of BDDC method with subdomains playing the role of elements. In this way, the algorithm of three-level BDDC method is obtained. If this approach is applied recursively, multilevel BDDC method is derived. We present a detailed description of a recently developed parallel implementation of this algorithm. The implementation is applied to an engineering problem of linear elasticity and a benchmark problem of Stokes flow in a cavity. Results by the multilevel approach are compared to those by the standard (two-level) BDDC method.

Energy Levels of Hydrogenic Impurities in InAs Quantum Ring

The distribution of energy levels of the ground state and the low-lying excited states of hydrogenic impurities in InAs quantum ring was investigated by applying the effective mass approximation and the perturbation method. In 2D polar coordinates, the exact solution to the Schrodinger equation was used to calculate the perturbation integral in a parabolic confinement potential. The numerical results show that the energy levels of electron are sensitively dependent on the radius of the quantum ring and a minimum exists on account of the parabolic confinement potential. With decreasing the radius, the energy spacing between energy levels increases. The degenerate energy levels of the first excited state for hydrogenic impurities are not relieved, and when the degenerate energy levels are split and the energy spacing will increase with the increase in the radius. The energy spacing between energy levels of electron is also sensitively dependent on the angular frequency and will increase with the increases in it. The degenerate energy levels of the first excited state are not relieved. The degenerate energy levels of the second excited state are relieved partially. The change in angular frequency will have a profound effect upon the calculation of the energy levels of the ground state and the low-lying excited states of hydrogenic impurities in InAs quantum ring. The conclusions of this paper will provide important guidance to investigating the optical transitions and spectral structures in quantum ring.

The quantum tunneling between two-component Bose-Einstein condensates in a double-well configuration

In terms of exact solution of the time-dependent Schrodinger equation. we examine the quantum tunneling process in Bose condensates of two interacting species trapped in a double well configuration. We use the two series of time-dependent SU(2) gauge transformation to diagonalize the Hamilton operator obtain analytic time-evolution formulas of the population imbalance and the berry phase. The particle population imbalance (a(L)(+)a(L) - a(R)(+)a(R)) of species A between the two wells is studied analytically.

A four-phase confocal elliptical cylinder model for predicting the effective thermal conductivity of coated fibre composites

A four-phase confocal elliptical cylinder model is proposed from which a generalised self-consistent method is developed for predicting the thermal conductivity of coated fibre reinforced composites. The method can account for the influence of the fibre section shape ratio on conductivity, and the physical reasonableness of the model is demonstrated by using the fibre distribution function. An exact solution is obtained for thermal conductivity by applying conformal mapping and Laurent series expansion techniques of the analytic function. The solution to the three-phase confocal elliptical model, which simulates composites with idealised fibre-matrix interfaces, is arrived at as the degenerated case. A comparison with other available micromechanics methods, Hashin and Shtrikman's bounds and experimental data shows that the present method provides convergent and reasonable results for a full range of variations in fibre section shapes and for a complete spectrum of the fibre volume fraction. Numerical results show the dependence of the effective conductivities of composites on the aspect ratio of coated fibres and demonstrate that a coating is effective in enhancing the thermal transport property of a composite. The present solutions are helpful to analysis and design of composites.

Impact of spatial resolution and spatial difference accuracy on the performance of Arakawa A-D grids

This paper alms at illustrating the impact of spatial difference scheme and spatial resolution on the performance of Arakawa A-D grids in physical space. Linear shallow water equations are discretized and forecasted on Arakawa A-D grids for 120-minute using the ordinary second-order (M and fourth-order (C4) finite difference schemes with the grid spacing being 100 km, 10 km and I km, respectively. Then the forecasted results are compared with the exact solution, the result indicates that when the grid spacing is I kin, the inertial gravity wave can be simulated on any grid with the same results from C2 scheme or C4 scheme, namely the impact of variable configuration is neglectable; while the inertial gravity wave is simulated with lengthened grid spacing, the effects of different variable configurations are different. However, whether for C2 scheme or for C4 scheme, the RMS is minimal (maximal) on C (D) grid. At the same time it is also shown that when the difference accuracy increases from C2 scheme to C4 scheme, the resulted forecasts do not uniformly decrease, which is validated by the change of the group A velocity relative error from C2 scheme to C4 scheme. Therefore, the impact of the grid spacing is more important than that of the difference accuracy on the performance of Arakawa A-D grid.

Effective dielectric response of composites witli graded material

The effective dielectric response of linear composites containing graded material is investigated under an applied electric field Eo. For the cylindrical inclusion with gradient dielectric function, epsilon(i)(r) = b + cr, randomly embedded in a host with dielectric constant epsilon(m), we have obtained the exact solution of local electric potential of the composite media regions, which obeys a linear constitutive relation D = epsilonE, using hypergeometric function. In dilute limit, we have derived the effective dielectric response of the linear composite media. Furthermore, for larger volume fraction, the formulas of effective dielectric response of the graded composite media, are given.

Effective dielectric response of graded spherical composites

The effective dielectric response of composites containing graded material is investigated when an external uniform electric field E-0 is applied to it. For a spherical particle with gradient dielectric constant, epsilon(i) (r) = b + cr, randomly embedded in a host with dielectric constant epsilon(m), we have obtained the exact solution of local electric potential in the composite media regions, which obey a linear constitutive relation D = epsilonE, using hypergeometric function. In dilute limit, the effective dielectric response of the linear graded composite media is derived. Furthermore, for larger volume fraction, we have given an effective medium approximation to estimate the effective dielectric response of the graded composite media. (C) 2003 Elsevier B.V All rights reserved.