Random extremal solutions of differential inclusions

Given a Lipschitz continuous multifunction $F$ on ${\mathbb{R}}^{n}$, we construct a probability measure on the set of all solutions to the Cauchy problem $\dot x\in F(x)$ with $x(0)=0$. With probability one, the derivatives of these random solutions take values within the set $ext F(x)$ of extreme points for a.e.~time $t$. This provides an alternative approach in the analysis of solutions to differential inclusions with non-convex right hand side.

Magnetic properties of TlCu2-xFexSe2 crystals

The magnetic properties of two compositions of random solutions in the TlCu2-xFexSe2 system with x = 0.2 and 0.45 have been investigated by superconducting quantum interference device magnetometry. The crystal structure is of a layer type and ordering due to the iron atoms occurs at low temperatures, with T-c = 85 K for x = 0.2 and T-c = 130 K for x = 0.45. The samples were highly textured crystals and the magnetic moments of both compositions were found to align along the c axis of the structure. The saturation moments were found to be 1.5 mu(B)/Fe x = 0.2 and 0.66 mu(B)/Fe for x = 0.45. (c) 2005 American Institute of Physics.

Reconfiguração de sistemas de distribuição de energia elétrica utilizando uma metodologia multipartida

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An evolutionary squeaky wheel optimisation approach to personnel scheduling

The quest for robust heuristics that are able to solve more than one problem is ongoing. In this paper, we present, discuss and analyse a technique called Evolutionary Squeaky Wheel Optimisation and apply it to two different personnel scheduling problems. Evolutionary Squeaky Wheel Optimisation improves the original Squeaky Wheel Optimisation’s effectiveness and execution speed by incorporating two additional steps (Selection and Mutation) for added evolution. In the Evolutionary Squeaky Wheel Optimisation, a cycle of Analysis-Selection-Mutation-Prioritization-Construction continues until stopping conditions are reached. The aim of the Analysis step is to identify below average solution components by calculating a fitness value for all components. The Selection step then chooses amongst these underperformers and discards some probabilistically based on fitness. The Mutation step further discards a few components at random. Solutions can become incomplete and thus repairs may be required. The repair is carried out by using the Prioritization step to first produce priorities that determine an order by which the following Construction step then schedules the remaining components. Therefore, improvements in the Evolutionary Squeaky Wheel Optimisation is achieved by selective solution disruption mixed with iterative improvement and constructive repair. Strong experimental results are reported on two different domains of personnel scheduling: bus and rail driver scheduling and hospital nurse scheduling.

The effects of random surface waves on the steady Ekman current solutions

The response of near-surface current profiles to wind and random surface waves are studied based on the approach of Jenkins [1989. The use of a wave prediction model for driving a near surface current model. Dtsch. Hydrogr. Z. 42,134-149] and Tang et al. [2007. Observation and modeling of surface currents on the Grand Banks: a study of the wave effects on surface currents. J. Geophys. Res. 112, C10025, doi:10.1029/2006JC004028]. Analytic steady solutions are presented for wave-modified Ekman equations resulting from Stokes drift, wind input and wave dissipation for a depth-independent constant eddy viscosity coefficient and one that varies linearly with depth. The parameters involved in the solutions can be determined by the two-dimensional wavenumber spectrum of ocean waves, wind speed, the Coriolis parameter and the densities of air and water, and the solutions reduce to those of Lewis and Belcher [2004. Time-dependent, coupled, Ekman boundary layer solutions incorporating Stokes drift. Dyn. Atmos. Oceans. 37, 313-351] when only the effects of Stokes drift are included. As illustrative examples, for a fully developed wind-generated sea with different wind speeds, wave-modified current profiles are calculated and compared with the classical Ekman theory and Lewis and Belcher's [2004. Time-dependent, coupled, Ekman boundary layer solutions incorporating Stokes drift. Dyn. Atmos. Oceans 37, 313-351] modification by using the Donelan and Pierson [1987. Radar scattering and equilibrium ranges in wind-generated waves with application to scatterometry. J. Geophys. Res. 92, 4971-5029] wavenumber spectrum, the WAM wave model formulation for wind input energy to waves, and wave energy dissipation converted to currents. Illustrative examples for a fully developed sea and the comparisons between observations and the theoretical predictions demonstrate that the effects of the random surface waves on the classical Ekman current are important, as they change qualitatively the nature of the Ekman layer. But the effects of the wind input and wave dissipation on surface current are small, relative to the impact of the Stokes drift. (C) 2008 Elsevier Ltd. All rights reserved.

Second-order solutions for random interfacial waves under steady uniform currents

In the present research, the study of Song (2004) for random interfacial waves in two-layer fluid is extended to the case of fluids moving at different steady uniform speeds. The equations describing the random displacements of the density interface and the associated velocity potentials in two-layer fluid are solved to the second order, and the wave-wave interactions of the wave components and the interactions between the waves and currents are described. As expected, the extended solutions include those obtained by Song (2004) as one special case where the steady uniform currents of the two fluids are taken as zero, and the solutions reduce to those derived by Sharma and Dean (1979) for random surface waves if the density of the upper fluid and the current of the lower fluid are both taken as zero.

Second-order solutions for random interfacial waves in N-layer density-stratified fluid with steady uniform currents

In the present paper, the random inter facial waves in N-layer density-stratified fluids moving at different steady uniform speeds are researched by using an expansion technique, and the second-order a symptotic solutions of the random displacements of the density interfaces and the associated velocity potentials in N-layer fluid are presented based on the small amplitude wave theory. The obtained results indicate that the wave-wave second-order nonlinear interactions of the wave components and the second-order nonlinear interactions between the waves and currents are described. As expected, the solutions include those derived by Chen (2006) as a special case where the steady uniform currents of the N-layer fluids are taken as zero, and the solutions also reduce to those obtained by Song (2005) for second-order solutions for random interfacial waves with steady uniform currents if N=2.

A Nonlinear System Under Combined Periodic and Random Excitation

The anharmonic oscillator under combined sinusoidal and white noise excitation is studied using the Gaussian closure approximation. The mean response and the steady-state variance of the system is obtained by the WKBJ approximation and also by the Fokker Planck equation. The multiple steadystate solutions are obtained and their stability analysis is presented. Numerical results are obtained for a particular set of system parameters. The theoretical results are compared with a digital simulation study to bring out the usefulness of the present approximate theory.

Random existence of charge ordered stripes and its influence on the magnetotransport properties of La0.6Sr0.4MnO3 perovskite substituted with diamagnetic ions at Mn sublattice

Phase-singular solid solutions of La0.6Sr0.4Mn1-yMeyO3 (0 <= y <= 0.3) [Me=Li1+, Mg2+, Al3+, Ti4+, Nb5+, Mo6+ or W6+] [LSMey] perovskite of rhombohedral symmetry (space group: R (3) over barc) have been prepared wherein the valence of the diamagnetic substituent at Mn site ranged from 1 to 6. With increasing y-content in LSMey, the metal-insulator (TM-I) transition in resistivity-temperature rho(T) curves shifted to low temperatures. The magnetization studies M(H) as well as the M(T) indicated two groups for LSMey. (1) Group A with Me=Mg, Al, Ti, or Nb which are paramagnetic insulators (PIs) at room temperature with low values of M (< 0.5 mu(B)/Mn); the magnetic transition [ferromagnetic insulator (FMI)-PI] temperature (T-C) shifts to low temperatures and nearly coincides with that of TM-I and the maximum magnetoresistance (MR) of similar to 50% prevails near T-C (approximate to TM-I). (2) Group-B samples with Me=Li, Mo, or W which are FMIs with M-s=3.3-3.58 mu(B)/Mn and marginal reduction in T-C similar to 350 K as compared to the undoped LSMO (T-C similar to 378 K). The latter samples show large temperature differences Delta T=T-c-TM-I, reaching up to similar to 288 K. The maximum MR (similar to 60%) prevails at low temperatures corresponding to the M-I transition TM-I rather than around T-C. High resolution lattice images as well as microscopy analysis revealed the prevalence of inhomogeneous phase mixtures of randomly distributed charge ordered-insulating (COI) bistripes (similar to 3-5 nm width) within FMI charge-disordered regions, yet maintaining crystallographically single phase with no secondary precipitate formation. The averaged ionic radius < r(B)>, valency, or charge/radius ratio < CRR > cannot be correlated with that of large Delta T; hence cannot be used to parametrize the discrepancy between T-C and TM-I. The M-I transition is controlled by the charge conduction within the electronically heterogeneous mixtures (COI bistripes+FMI charge disordered); large MR at TM-I suggests that the spin-ordered FM-insulating regions assist the charge transport, whereas the T-C is associated with the bulk spin ordered regions corresponding to the FMI phase of higher volume fraction of which anchors the T-C to higher temperatures. The present analysis showed that the double-exchange model alone cannot account for the wide bifurcation of the magnetic and electric transitions, contributions from the charge as well as lattice degrees of freedom to be separated from spin/orbital ordering. The heterogeneous phase mixtures (COI+FMI) cannot be treated as of granular composite behavior. (c) 2008 American Institute of Physics.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Narrowband random excitation of a limit cycle system

The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

Rocking response of rectangular rigid blocks under random noise base excitations

The response of a rigid rectangular block resting on a rigid foundation and acted upon simultaneously by a horizontal and a vertical random white-noise excitation is considered. In the equation of motion, the energy dissipation is modeled through a viscous damping term. Under the assumption that the body does not topple, the steady-state joint probability density function of the rotation and the rotational velocity is obtained using the Fokker-Planck equation approach. Closed form solution is obtained for a specific combination of system parameters. A more general but approximate solution to the joint probability density function based on the method of equivalent non-linearization is also presented. Further, the problem of overturning of the block is approached in the framework of the diffusion methods for first passage failure studies. The overturning of the block is deemed incipient when the response trajectories in the phase plane cross the separatrix of the conservative unforced system. Expressions for the moments of first passage time are obtained via a series solution to the governing generalized Pontriagin-Vitt equations. Numerical results illustra- tive of the theoretical solutions are presented and their validity is examined through limited amount of digital simulations.

The concentration dependent cooperative friction coefficient of dilute polymer solutions at the theta point

We combine multiple scattering and renormalization group methods to calculate the leading order dimensionless virial coefficient k(s) for the friction coefficient of dilute polymer solutions under conditions where the osmotic second virial coefficient vanishes (i.e., at the theta point T-theta). Our calculations are formulated in terms of coupled kinetic equations for the polymer and solvent, in which the polymers are modeled as continuous chains whose configurations evolve under the action of random forces in, the velocity field of the solvent. To lowest order in epsilon=4-d, we find that k(s) = 1.06. This result compares satisfactorily with existing experimental estimates of k(s), which are in the range 0.7-0.8. It is also in good agreement with other theoretical results on chains and suspensions at T-theta. Our calculated k(s) is also found to be identical to the leading order virial coefficient of the tracer friction coefficient at the theta point. We discuss possible reasons for the difficulties encountered when attempting to evaluate k(s) by extrapolating prior renormalization group calculations from semidilute concentrations to the infinitely dilute limit. (C) 1996 American Institute of Physics.

An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.

The accuracy of Kirchhoff's approximation in describing the far field speckles produced by random self-affine fractal surfaces

Based on the rigorous formulation of integral equations for the propagations of light waves at the medium interface, we carry out the numerical solutions of the random light field scattered from self-affine fractal surface samples. The light intensities produced by the same surface samples are also calculated in Kirchhoff's approximation, and their comparisons with the corresponding rigorous results show directly the degree of the accuracy of the approximation. It is indicated that Kirchhoff's approximation is of good accuracy for random surfaces with small roughness value w and large roughness exponent alpha. For random surfaces with larger w and smaller alpha, the approximation results in considerable errors, and detailed calculations show that the inaccuracy comes from the simplification that the transmitted light field is proportional to the incident field and from the neglect of light field derivative at the interface.