Integral Transformations of Volterra Gaussian Processes

We study integral representations of Gaussian processes with a pre-specified law in terms of other Gaussian processes. The dissertation consists of an introduction and of four research articles. In the introduction, we provide an overview about Volterra Gaussian processes in general, and fractional Brownian motion in particular. In the first article, we derive a finite interval integral transformation, which changes fractional Brownian motion with a given Hurst index into fractional Brownian motion with an other Hurst index. Based on this transformation, we construct a prelimit which formally converges to an analogous, infinite interval integral transformation. In the second article, we prove this convergence rigorously and show that the infinite interval transformation is a direct consequence of the finite interval transformation. In the third article, we consider general Volterra Gaussian processes. We derive measure-preserving transformations of these processes and their inherently related bridges. Also, as a related result, we obtain a Fourier-Laguerre series expansion for the first Wiener chaos of a Gaussian martingale. In the fourth article, we derive a class of ergodic transformations of self-similar Volterra Gaussian processes.

Integral isobaric heat of vaporization of benzene-1,2-dichloroethane system

Abstract is not available.

Block- and strand-multiplexing for fast computation of a class of transforms

The transforms dealt with in this paper are defined in terms of the transform kernels which are Kroneeker products of the two or more component kernels. The signal flow-graph for the computation of such a transform is obtained with the flow-graphs for the component transforms as building blocks.

Relation between Chandrasekhar's X-function and the eigenvalues of integral operators with difference kernels

Abstract is not available.

Beyond fractional derivatives: local approximation of other convolution integrals

Dynamic systems involving convolution integrals with decaying kernels, of which fractionally damped systems form a special case, are non-local in time and hence infinite dimensional. Straightforward numerical solution of such systems up to time t needs O(t(2)) computations owing to the repeated evaluation of integrals over intervals that grow like t. Finite-dimensional and local approximations are thus desirable. We present here an approximation method which first rewrites the evolution equation as a coupled in finite-dimensional system with no convolution, and then uses Galerkin approximation with finite elements to obtain linear, finite-dimensional, constant coefficient approximations for the convolution. This paper is a broad generalization, based on a new insight, of our prior work with fractional order derivatives (Singh & Chatterjee 2006 Nonlinear Dyn. 45, 183-206). In particular, the decaying kernels we can address are now generalized to the Laplace transforms of known functions; of these, the power law kernel of fractional order differentiation is a special case. The approximation can be refined easily. The local nature of the approximation allows numerical solution up to time t with O(t) computations. Examples with several different kernels show excellent performance. A key feature of our approach is that the dynamic system in which the convolution integral appears is itself approximated using another system, as distinct from numerically approximating just the solution for the given initial values; this allows non-standard uses of the approximation, e. g. in stability analyses.

Computation of Thermal Stress Intensity Factors for Bimaterial Interface Cracks Using Domain Integral Method

The concept of domain integral used extensively for J integral has been applied in this work for the formulation of J(2) integral for linear elastic bimaterial body containing a crack at the interface and subjected to thermal loading. It is shown that, in the presence of thermal stresses, the J(k) domain integral over a closed path, which does not enclose singularities, is a function of temperature and body force. A method is proposed to compute the stress intensity factors for bimaterial interface crack subjected to thermal loading by combining this domain integral with the J(k) integral. The proposed method is validated by solving standard problems with known solutions.

Effect of residual stresses and metallographic stability on the over all performance of integral diaphragm material

The integral diaphragm pressure transducer consists of a diaphragm machined from precipitation hardened martensitic (APX4) steel. Its performance is quite significant as it depends upon various factors such as mechanical properties including induced residual stress levels, metallurgical and physical parameters due to different stages of processing involved. Hence, the measurement and analysis of residual stress becomes very important from the point of in-service assessment of a component. In the present work, the stress measurements have been done using the X-ray diffraction (XRD) technique, which is a non-destructive test (NDT). This method is more reliable and widely used compared to the other NDT techniques. The metallurgical aspects have been studied by adopting the conventional metallographic practices including examination of microstructure using light microscope. The dimensional measurements have been carried out using dimensional gauge. The results of the present investigation reveals that the diaphragm material after undergoing series of realization processes has yielded good amount of retained austenite in it. Also, the presence of higher compressive stresses induced in the transducer results in non-linearity, zero shift and dimensional instability. The problem of higher retained austenite content and higher compressive stress have been overcome by adopting a new realization process involving machining and cold and hot stabilization soak which has brought down the retained austenite content to about 5–6% and acceptable level of compressive stress in the range −100 to −150 MPa with fine tempered martensitic phase structure and good dimensional stability. The new realization process seems to be quite effective in terms of controlling retained austenite content, residual stress, metallurgical phase as well as dimensional stability and this may result in minimum zero shift of the diaphragm system.

Block Convolution Using Discrete Trigonometric Transforms and Discrete Fourier Transform

We derive expressions for convolution multiplication properties of discrete cosine transform II (DCT II) starting from equivalent discrete Fourier transform (DFT) representations. Using these expressions, a method for implementing linear filtering through block convolution in the DCT II domain is presented. For the case of nonsymmetric impulse response, additional discrete sine transform II (DST II) is required for implementing the filter in DCT II domain, where as for a symmetric impulse response, the additional transform is not required. Comparison with recently proposed circular convolution technique in DCT II domain shows that the proposed new method is computationally more efficient.

Testing and Modeling of MR Damper and Its Application to SDOF Systems Using Integral Backstepping Technique

Magnetorheological dampers are intrinsically nonlinear devices, which make the modeling and design of a suitable control algorithm an interesting and challenging task. To evaluate the potential of magnetorheological (MR) dampers in control applications and to take full advantages of its unique features, a mathematical model to accurately reproduce its dynamic behavior has to be developed and then a proper control strategy has to be taken that is implementable and can fully utilize their capabilities as a semi-active control device. The present paper focuses on both the aspects. First, the paper reports the testing of a magnetorheological damper with an universal testing machine, for a set of frequency, amplitude, and current. A modified Bouc-Wen model considering the amplitude and input current dependence of the damper parameters has been proposed. It has been shown that the damper response can be satisfactorily predicted with this model. Second, a backstepping based nonlinear current monitoring of magnetorheological dampers for semi-active control of structures under earthquakes has been developed. It provides a stable nonlinear magnetorheological damper current monitoring directly based on system feedback such that current change in magnetorheological damper is gradual. Unlike other MR damper control techniques available in literature, the main advantage of the proposed technique lies in its current input prediction directly based on system feedback and smooth update of input current. Furthermore, while developing the proposed semi-active algorithm, the dynamics of the supplied and commanded current to the damper has been considered. The efficiency of the proposed technique has been shown taking a base isolated three story building under a set of seismic excitation. Comparison with widely used clipped-optimal strategy has also been shown.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

Use of Abel integral equations in water wave scattering by two surface-piercing barriers

In this paper the classical problem of water wave scattering by two partially immersed plane vertical barriers submerged in deep water up to the same depth is investigated. This problem has an exact but complicated solution and an approximate solution in the literature of linearised theory of water waves. Using the Havelock expansion for the water wave potential, the problem is reduced here to solving Abel integral equations having exact solutions. Utilising these solutions,two sets of expressions for the reflection and transmission coefficients are obtained in closed forms in terms of computable integrals in contrast to the results given in the literature which,involved six complicated integrals in terms of elliptic functions. The two different expressions for each coefficient produce almost the same numerical results although it has not been possible to prove their equivalence analytically. The reflection coefficient is depicted against the wave number in a number of figures which almost coincide with the figures available in the literature wherein the problem was solved approximately by employing complementary approximations. (C) 2009 Elsevier B.V. All rights reserved.

On some integral properties of hypergeometric functions

In this note certain integrals involving hypergeometric functions have been evaluated in convenient and elegant forms. © 1971 Indian Academy of Sciences.