Approximate controllability for the semilinear heat equation in RN involving gradient terms

We prove the approximate controllability of the semilinear heat equation in R^N, when the nonlinear term is globally Lipschitz and depends both on the state u and its spatial gradient Ñu. The approximate controllability is viewed as the limit of a sequence of optimal control problems. In order to avoid the difficulties related to the lack of compactness of the Sobolev embeddings, we work with the similarity variables and use weighted Sobolev spaces.

On the ignition and extinction problems in forced convection systems

In this paper the problem of ignition and extinction has been formulated for the flow of a compressible fluid with Prandtl and Schmidt numbers taken as unity. In particular, the problems of (i) a jet impinging on a wall of combustible material and (ii) the opposed jet diffusion flame have been studied. In the wall jet case, three approximations in the momentum equation namely, (i) potential flow, (ii) viscous flow, (ii) viscous incompressible with k = 1 and (iii) Lees' approximation (taking pressure gradient terms zero) are studied. It is shown that the predictions of the mass flow rates at extinction are not very sensitive to the approximations made in the momentum equation. The effects of varying the wall temperature in the case (i) and the jet temperature in the case (ii) on the extinction speeds have been studied. The effects of varying the activation energy and the free stream oxidant concentration in case (ii), have also been investigated.

2D PIV measurements in the near field of grid turbulence using stitched fields from multiple cameras

We present measurements of grid turbulence using 2D particle image velocimetry taken immediately downstream from the grid at a Reynolds number of Re M = 16500 where M is the rod spacing. A long field of view of 14M x 4M in the down- and cross-stream directions was achieved by stitching multiple cameras together. Two uniform biplanar grids were selected to have the same M and pressure drop but different rod diameter D and crosssection. A large data set (10 4 vector fields) was obtained to ensure good convergence of second-order statistics. Estimations of the dissipation rate ε of turbulent kinetic energy (TKE) were found to be sensitive to the number of meansquared velocity gradient terms included and not whether the turbulence was assumed to adhere to isotropy or axisymmetry. The resolution dependency of different turbulence statistics was assessed with a procedure that does not rely on the dissipation scale η. The streamwise evolution of the TKE components and ε was found to collapse across grids when the rod diameter was included in the normalisation. We argue that this should be the case between all regular grids when the other relevant dimensionless quantities are matched and the flow has become homogeneous across the stream. Two-point space correlation functions at x/M = 1 show evidence of complex wake interactions which exhibit a strong Reynolds number dependence. However, these changes in initial conditions disappear indicating rapid cross-stream homogenisation. On the other hand, isotropy was, as expected, not found to be established by x/M = 12 for any case studied. © Springer-Verlag 2012.

Intrinsic dielectric response in ferroelectric nano-capacitors

Measurements on 'free-standing' single-crystal barium titanate capacitors with thickness down to 75 nm show a dielectric response typical of large single crystals, rather than conventional thin films. There is a notable absence of any broadening or temperature shift of the dielectric peak or loss tangent. Peak dielectric constants of similar to25 000 are observed, and Curie-Weiss analysis demonstrates first order transformation behaviour. This is in dramatic contrast to results on conventionally deposited thin film capacitor heterostructures, which show large dielectric peak broadening and temperature shifts (e.g. Parker et al 2002 Appl. Phys. Lett. 81 340), as well as an apparent change in the nature-of the paraelectric-ferroelectric transition from first to second order. Our data are compatible with a recent model by Bratkovsky and Levanyuk (2004 Preprint cond-mat/0402100), which attributes dielectric peak broadening to gradient terms that will exist in any thin film capacitor heterostructure. The observed recovery of first order transformation behaviour is consistent with the absence of significant substrate clamping in our experiment, as modelled by Pertsev et al (1998,Phys. Rev. Lett. 80 1988), and illustrates that the second order behaviour seen in conventionally deposited thin films cannot be attributed to the effects of reduced dimensionality in the system, nor to the influence of an intrinsic universal interfacial capacitance associated with the electrode- ferroelectric interface.

Self-trapping of Fermi and Bose gases under spatially modulated repulsive nonlinearity and transverse confinement

We show that self-localized ground states can be created in the spin-balanced gas of fermions with repulsion between the spin components, whose strength grows from the center to periphery, in combination with the harmonic-oscillator (HO) trapping potential acting in one or two transverse directions. We also consider the ground state in the noninteracting Fermi gas under the action of the spatially growing tightness of the one- or two-dimensional (1D or 2D) HO confinement. These settings are considered in the framework of the Thomas-Fermi-von Weizsäcker (TF-vW) density functional. It is found that the vW correction to the simple TF approximation (the gradient term) is nearly negligible in all situations. The properties of the ground state under the action of the 2D and 1D HO confinement with the tightness growing in the transverse directions are investigated too for the Bose-Einstein condensate with the self-repulsive nonlinearity. © 2013 American Physical Society.

A model for diffusive and displacive phase transitions in steels

Heat treatment of steels is a process of fundamental importance in tailoring the properties of a material to the desired application; developing a model able to describe such process would allow to predict the microstructure obtained from the treatment and the consequent mechanical properties of the material. A steel, during a heat treatment, can undergo two different kinds of phase transitions [p.t.]: diffusive (second order p.t.) and displacive (first order p.t.); in this thesis, an attempt to describe both in a thermodynamically consistent framework is made; a phase field, diffuse interface model accounting for the coupling between thermal, chemical and mechanical effects is developed, and a way to overcome the difficulties arising from the treatment of the non-local effects (gradient terms) is proposed. The governing equations are the balance of linear momentum equation, the Cahn-Hilliard equation and the balance of internal energy equation. The model is completed with a suitable description of the free energy, from which constitutive relations are drawn. The equations are then cast in a variational form and different numerical techniques are used to deal with the principal features of the model: time-dependency, non-linearity and presence of high order spatial derivatives. Simulations are performed using DOLFIN, a C++ library for the automated solution of partial differential equations by means of the finite element method; results are shown for different test-cases. The analysis is reduced to a two dimensional setting, which is simpler than a three dimensional one, but still meaningful.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Strain localisation patterns under equal-channel angular pressing

Instabilities of plastic flow in the form of localised shear bands were experimentally observed to result from equal-channel angular pressing (ECAP) of magnesium alloy AZ31. The appearance of shear bands and their spacing were dependent on velocity of the pressing and applied back-pressure. A generic gradient plasticity theory involving second-order strain gradient terms in a constitutive model was applied to the case of AZ31 deformed by ECAP. Linear stability analysis was applied to the set of equations describing the deformation behaviour in the process zone idealised as a planar shear zone. A full analytical solution providing a dispersion relation between the rate of growth of a perturbation and the wave number was obtained. It was shown that the pattern of incipient localised shear bands exhibits a spectrum of characteristic lengths corresponding to admissible wave numbers. The interval of the spectrum of wave numbers of viable, i.e. growing, perturbations predicted by linear stability analysis was shown to be in good agreement with the experimentally observed spectrum. The effect of back-pressure applied during ECAP was also considered. The predicted displacement of the shear band spectrum towards lower wave numbers, shown to be a result of the decreased shear strain rate in the shear zone, was consistent with the experimentally observed increase of the band spacing with increased back-pressure. A good predictive capability of the general modelling frame used in conjunction with linear stability analysis was thus demonstrated in the instance of the particular alloy system and the specific processing conditions considered.

Comparative study of symmetric and asymmetric cylindrical MRI gradient Y-coils in terms of induced eddy currents

We have recently introduced the concept of whole-body asymmetric MRI systems [1]. In this theoretical study, we investigate the PNS characteristics of whole-body asymmetric gradient systems as compared to conventional symmetric systems. Recent experimental evidence [2] supports the hypothesis of transverse gradients being the largest contributor of PNS due to induced electric currents. Asymmetric head gradient coils have demonstrated benefits in the past [3]. The numerical results are based on an anatomically-accurate 2mm-human voxel-phantom NORMAN [4]. The results of this study can facilitate the optimization of whole-body asymmetric gradients in terms of patient comfort/safety (less PNS), while prospering the use of asymmetric MRI systems for in-vivo medical interventions.

Infinite-horizon policy-gradient estimation

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP, a simulation-based algorithm for generating a biased estimate of the gradient of the average reward in Partially Observable Markov Decision Processes (POMDPs) controlled by parameterized stochastic policies. A similar algorithm was proposed by Kimura, Yamamura, and Kobayashi (1995). The algorithm's chief advantages are that it requires storage of only twice the number of policy parameters, uses one free parameter β ∈ [0,1) (which has a natural interpretation in terms of bias-variance trade-off), and requires no knowledge of the underlying state. We prove convergence of GPOMDP, and show how the correct choice of the parameter β is related to the mixing time of the controlled POMDP. We briefly describe extensions of GPOMDP to controlled Markov chains, continuous state, observation and control spaces, multiple-agents, higher-order derivatives, and a version for training stochastic policies with internal states. In a companion paper (Baxter, Bartlett, & Weaver, 2001) we show how the gradient estimates generated by GPOMDP can be used in both a traditional stochastic gradient algorithm and a conjugate-gradient procedure to find local optima of the average reward. ©2001 AI Access Foundation and Morgan Kaufmann Publishers. All rights reserved.

Determination of skin friction in strong pressure-gradient equilibrium and near-equilibrium turbulent boundary layers

The conventional Clauser-chart method for determination of local skin friction in zero or weak pressure-gradient turbulent boundary layer flows fails entirely in strong pressure-gradient situations. This failure occurs due to the large departure of the mean velocity profile from the universal logarithmic law upon which the conventional Clauser-chart method is based. It is possible to extend this method,even for strong pressure-gradient situations involving equilibrium or near-equilibrium turbulent boundary layers by making use of the so-called non-universal logarithmic laws. These non-universal log laws depend on the local strength of the pressure gradient and may be regarded as perturbations of the universal log law.The present paper shows that the modified Clauser-chart method, so developed, yields quit satisfactory results in terms of estimation of local skin friction in strongly accelerated or retarded equilibrium and near-equilibrium turbulent boundary layers that are not very close to relaminarization or separation.

Theoretical Analysis of the Electromotive Force of a Cell Incorporating a Composition Gradient Solid Electrolyte

New composition gradient solid electrolytes have been designed for application in high temperature solid-state galvanic sensors and in thermodynamic measurements. The functionally gradient electrolyte consists of a solid solution between two or more ionic conductors with a common ion and gradual variation in composition of the other ionic species. Unequal rates of migration of the ions, caused by the presence of the concentration gradient, may result in the development of space charge, manifesting as diffusion potential. Presented is a theoretical analysis of the EMF of cells incorporating gradient solid electrolytes. An analytical expression is derived for diffusion potential, using the thermodynamics of irreversible processes, for different types of concentration gradients and boundary conditions at the electrode/electrolyte interfaces. The diffusion potential of an isothermal cell incorporating these gradient electrolytes becomes negligible if there is only one mobile ion and the transport numbers of the relatively immobile polyionic species and electrons approach zero. The analysis of the EMF of a nonisothermal cell incorporating a composition gradient solid electrolyte indicates that the cell EMF can be expressed in terms of the thermodynamic parameters at the electrodes and the Seebeck coefficient of the gradient electrolyte under standard conditions when the transport number of one of the ions approaches unity.

Characterization of groundwater chemistry under the influence of lithologic and anthropogenic factors along a climatic gradient in Upper Cauvery basin, South India

Hydrogeological and climatic effect on chemical behavior of groundwater along a climatic gradient is studied along a river basin. `Semi-arid' (500-800 mm of mean annual rainfall), `sub-humid' (800-1,200 mm/year) and `humid' (1,200-1,500 mm/year) are the climatic zones chosen along the granito-gneissic plains of Kabini basin in South India for the present analysis. Data on groundwater chemistry is initially checked for its quality using NICB ratio (<+/- 5 %), EC versus TZ+ (similar to 0.85 correlation), EC versus TDS and EC versus TH analysis. Groundwater in the three climatic zones is `hard' to `very hard' in terms of Ca-Mg hardness. Polluted wells are identified (> 40 % of pollution) and eliminated for the characterization. Piper's diagram with mean concentrations indicates the evolution of CaNaHCO3 (semi-arid) from CaHCO3 (humid zone) along the climatic gradient. Carbonates dominate other anions and strong acids exceeded weak acids in the region. Mule Hole SEW, an experimental watershed in sub-humid zone, is characterized initially using hydrogeochemistry and is observed to be a replica of entire sub-humid zone (with 25 wells). Extension of the studies for the entire basin (120 wells) showed a chemical gradient along the climatic gradient with sub-humid zone bridging semi-arid and humid zones. Ca/Na molar ratio varies by more than 100 times from semi-arid to humid zones. Semi-arid zone is more silicaceous than sub-humid while humid zone is more carbonaceous (Ca/Cl similar to 14). Along the climatic gradient, groundwater is undersaturated (humid), saturated (sub-humid) and slightly supersaturated (semi-arid) with calcite and dolomite. Concentration-depth profiles are in support of the geological stratification i.e., not approximate to 18 m of saprolite and similar to 25 m of fracture rock with parent gneiss beneath. All the wells are classified into four groups based on groundwater fluctuations and further into `deep' and `shallow' based on the depth to groundwater. Higher the fluctuations, larger is its impact on groundwater chemistry. Actual seasonal patterns are identified using `recharge-discharge' concept based on rainfall intensity instead of traditional monsoon-non-monsoon concept. Non-pumped wells have low Na/Cl and Ca/Cl ratios in recharge period than in discharge period (Dilution). Few other wells, which are subjected to pumping, still exhibit dilution chemistry though water level fluctuations are high due to annual recharge. Other wells which do not receive sufficient rainfall and are constantly pumped showed high concentrations in recharge period rather than in discharge period (Anti-dilution). In summary, recharge-discharge concept demarcates the pumped wells from natural deep wells thus, characterizing the basin.

A simple approach to solve boundary-value problems in gradient elasticity

We outline a procedure for obtaining solutions of certain boundary value problems of a recently proposed theory of gradient elasticity in terms of solutions of classical elasticity. The method is applied to illustrate, among other things, how the gradient theory can remove the strain singularity from some typical examples of the classical theory.

Defects in U3+: CaF2 single crystals grown under different conditions by the temperature gradient technique

Defects in as-grown U3+ : CaF2 crystals grown with or without PbF2 as an oxygen scavenger were studied using Raman spectra, thermoluminescence glow curves, and additional absorption (AA) spectra induced by heating and gamma-irradiation. The effects of heating and irradiation on as-grown U3+: CaF2 crystals are similar, accompanied by the elimination of H-type centers and production of F-type centers. U3+ is demonstrated to act as an electron donor in the CaF2 lattice, which is oxidized to the tetravalent form by thermal activation or gamma-irradiation. In the absence of PbF(2)as an oxygen scavenger, the as-grown U3+:CaF2 crystals contain many more lattice defects in terms of both quantity and type, due to the presence of O2- impurities. Some of these defects can recombine with each other in the process of heating and gamma-irradiation. (c) 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.