Microwave heating of carbon-coated ceramic fibres: A mathematical model

The microwave heating of a thinly carbon-coated ceramic fibreis modelled and analysed in the small Biot number regime. Theelectric field is assumed known and uniform throughout the cross-section,and constant along the axis of the cylinder. The mathematicalmodel consists of a nonlinear heat equation with an idealizedsource term that models the thin carbon coating and simplifiedreaction kinetics. The analysis yields an asymptotic approximationof the heating process on two time scales. The first capturesthe initial heating of the carbon coating and the ceramic, andthe carbon reaction, while the second determines the long timebehaviour of the sample. The results show a qualitative relationshipbetween the coating thickness and the final temperature of thefibre. If the coating thickness is not uniform along the fibreaxis, then the model explains the mechanism for the formationand propagation of hot-spots.     

Computation of turbulent reactive flows in industrial burners

This paper presents models that are suitable for computing steady and unsteady gaseous combustion with finite rate chemistry. Reynold averaging and large eddy simulation (LES) techniques are used to model turbulence for the steady and unsteady cases, respectively. In LES, the Reynold stress terms are modelled by a linear combination of the scale-similarity and eddy dissipation models while the cross terms are of the scale-similarity type. In Reynold averaging, the conventional k–ε two-equation model is used. For the chemical reactions, a 3-step mechanism is used for methane oxidation and the extended Zeldovich and N₂O mechanism are used for NO formation. The combustion model is a hybrid model of the Arrhenius type and a modified eddy dissipation model to take into account the effects of reaction rate, flame stretch and turbulent intensity and scale. Numerical simulations of a flat pulse burner and a swirling burner are discussed.     

Analysis of the dynamics of fuel spray using asymptotic methods: The method of integral invariant manifolds

The current research deals with the thermal explosion and ignition of a mixture of carbon and air. The size distribution of the carbon particles is taken to be continuous and is characterized by a probability density function. The chemical reaction term is presented in the Arrhenius form with variable pre-exponential factor. Transforming the new model to a dimensionless form enables us to rewrite the model in a singular perturbed system of ordinary differential equations. This form of the model enables us to apply the method of integral manifold (MIM). As a result of this method we can derive an explicit expression for the thermal explosion limit which depends on the initial probability density function. Comparing our numerical results to the analytical results, we observe that the effect of the thermal radiation is significant, especially at high temperatures, and cannot be ignored in the analysis of the phenomena of the explosion and ignition.     

Analysis of a history-dependent frictional contact problem

We consider a mathematical model which describes the quasistatic contact between a viscoelastic body and a foundation. The material’s behaviour is modelled with a constitutive law with long memory. The contact is frictional and is modelled with normal compliance and memory term, associated to the Coulomb’s law of dry friction. We present the classical formulation of the problem, list the assumptions on the data and derive a variational formulation of the model. Then we prove the unique weak solvability of the problem. The proof is based on arguments of history-dependent variational inequalities. We also study the dependence of the weak solution with respect to the data and prove a convergence result.     

Flow of a non‐linear (density‐gradient‐dependent) viscous fluid with heat generation,viscous dissipation and radiation

In this paper, we study the flow of a compressible (density‐gradient‐dependent) non‐linear fluid down an inclined plane, subject to radiation boundary condition. The convective heat transfer is also considered where a source term, similar to the Arrhenius type reaction, is included. The non‐dimensional forms of the equations are solved numerically and the competing effects of conduction, dissipation, heat generation and radiation are discussed. Copyright © 2008 John Wiley & Sons, Ltd.     

A spectral method for numerical modeling of radial microwave heating in cylindrical samples with temperature dependent dielectric properties

In this paper, we develop a numerical model based on spectral methods for the simulation of heat transfer due to radial irradiation microwave applied to samples in cylindrical geometry. We solve the Maxwell’s equations and the resulting electric field distribution is incorporated as a source term in the heat transfer equation. The model includes the temperature dependence of the dielectric properties. The numerical model is validated with experimental temperature data from literature.     

Learning dynamics in second order networks

A model of a second order neural network incorporating a weight adjusting learning component and time delays in processing and transmission is formulated. Delay-independent sufficient conditions are derived for the existence of an asymptotically and exponentially stable equilibrium state. The learning dynamics is modelled with an unsupervised Hebbian-type learning algorithm together with a forgetting term. If there is nothing for the network to learn or if there are no second order synaptic interactions, then our analysis will correspond to one of the standard model of neural networks.     

Stochastic evolution equations in locally convex space

Ito’s stochastic integral is defined with respect to a Wiener process taking values in a locally convex space and Ito’s formula is proved. Existence and uniqueness theorem is proved in a locally convex space for a class of stochastic evolution equations with white noise as a stochastic forcing term. The stochastic forcing term is modelled by a locally convex space valued stochastic integral.     

A prognosis model for wear prediction based on oil-based monitoring

This paper reports on the development of a wear prediction model based on stochastic filtering and hidden Markov theory. It is assumed that observations at discrete time points are available such as metal concentrations from oil-based monitoring, which are related to the true underlying state of the system which is unobservable. The system state is represented by a generic term of wear which is modelled by a continuous hidden Markov Chain using a Beta distribution. We formulated a recursive model to predict the current and future system state given past observed monitoring information to date. The model is useful to wear-based monitoring such as oil analysis. Numerical examples are presented in the paper based on simulated and real data.     

具有跳扩散的美式期权二叉树计算格式的收敛速率

American put option with jump-diffusion can be modelled as a vari- ational inequality problem with an integral term.Under the stability condition (σ~2Δt)/(Δx~2)≤1,whereΔx=ln(S_n 1)/(S_n),the convergence rate O((Δx)~(2/3) (Δt)~(1/3))of the explicit finite scheme for this problem is obtained by using penalization technique. The binomial tree scheme of this model,which is equivalent to the explicit scheme, is convergent by the same rate.     

Modelling the semi-batch vinyl acetate emulsion polymerization in a real-life industrial reactor

A detailed dynamic model of the polymerization reaction of vinyl acetate in a real-life industrial reactor is presented. With the recipe and the operating procedures observed in the factory as inputs, the model predicts with reasonable accuracy the final conversion, the average particle diameter, the solid content and the viscosity. The manual and semi-manual operations, and the decision process followed by the operator, are also modelled in order to replicate closely the process carried out in the factory. The model provides further insight into the reaction kinetics and allows us to make knowledge-based decisions. The model is intended to be used for the optimization of the policy of adding monomer in order to reduce the batch time.     

Study of the Norton-Hoff operator coupled with the evolutive heat equation

We are interested in the study of quasistatic visco-plastic flows with thermal effects. The fluid motion is governed by the incompressible Norton-Hoff model coupled with the time-dependent heat equation where the dissipated mechanical power is the source term. The viscosity of the fluid is modeled by the non-linear Arrhenius law. The well-posedness of each decoupled system is given. The optimal regularities of the heat solution and of the scale factor are supplied. A non-linear operator describing the stand coupling is provided. The existence of a solution to the considered problem is established. We prove the compactness result of the set solutions.     

Valuation under technological change

This paper presents a valuation model, which includes the possibility of a future change in technology that affects in the short term the level of net cash flows receivable. The user can consider the effects of such a change on the flows, depending on whether the company is an innovator itself, or a follower of the innovations of others. The model is based upon a number of assumptions. The cash flows before the technological breakthrough follow a geometric Brownian motion. The breakthrough is modelled by a Poisson jump. For the innovator, cash flows are boosted, then decline through competition. By contrast, for the technological follower the breakthrough has an immediate depressing effect on cash flows, but subsequent cash flows rise and are modelled by an upward logistic curve.     

吸波材料与微波暗室问题的数学建模

为了分析微波暗室的性能,采用几何光学的方法,用虚像延拓来刻画辐射波在暗室诸墙面上的反射过程,从而建立微波暗室模型.问题一考虑单个尖劈几何空缺间反射过程的数学模型,利用平面镜成像原理,采用延拓的方法,将尖劈几何空缺空间延拓到一个圆柱上,将入射波在尖劈空缺间的反射过程等价地看成入射波在一个圆柱内的空间直线传播过程,称为"虚像传播直线".问题二中要分析微波暗室的性能,主要采用的指标是静区从诸墙面得到的反射信号的功率之和与从信号源直接得到的微波功率之比y.采用静区延拓的方法,将微波暗室暗箱化,首先建立一个余弦辐射体的点辐射源到一有界平面的辐射模型,然后通过该模型计算点辐射源到各个静区虚像的辐射功率总和作为静区从诸墙面得到的总功率,建立微波暗室的反射模型.实验证明,当采用平板吸波材料时(垂直反射率为0.5),无法满足导引仿真要求,当采用性能较好的尖劈形吸波体时(垂直反射率为0.05),能够满足仿真要求.     

Local maxima of solutions to some nonsymmetric reaction‐diffusion systems

In this study, we examine the solution profile of some reaction‐diffusion systems. The systems are derived after approximating the Arrhenius term in our system which models the sintering process and consists of two coupled equations in terms of two unknowns. The unknowns describe the temperature of the solid and the concentration of the fuel. We show the evolution over time of local temperature hot spots. The key idea is to use ‘microscopic scaling’ around the temperature hot spot at the initial time along with asymptotic analysis. We also provide some numerical results that support the efficiency of our analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

The Effects of Combining Observation Periods in Time Series

This paper considers what happens when 'monthly' data, which can be modelled by a linear transform function together with a noise or error term, are aggregated to form 'annual' data. It is assumed that in the monthly model noise and input are independent, and it is shown that if the parameters of the annual model are so chosen that the input and noise are uncorrelated at all lags, then the parameters are functions of the structure generating the input series. However, if the annual noise and input are uncorrelated, the resulting model leads to the same estimate of gain and average lag as the monthly model. It is pointed out that this is at variance with reported empirical studies where annual models lead to much greater average lags. An example is given to show that the explanation may lie in the over-simplification of annual models. It is frequently assumed that a monthly Koyck model implies a similar annual model. This is not so, and the omission of a lagged term in the input series accounts for the bias in the average lag.     

Asymptotic analysis and reaction-diffusion approximation forBGK kinetic models of chemical processes in multispecies gas mixtures

A BGK-type model is derived to describe the interaction between transport and chemical reactions in multispecies gas mixtures, at the kinetic level. The underlying kinetic process is modelled by a Fokker-Planck-type equation, in the Kramers-Smoluchowski limit. When the reaction terms in the kinetic equation are properly scaled, an expansion in powers of a small parameter related to the mean collison time yields a reaction-diffusion equation for the densities of the chemical species involved. For different scalings of the reaction terms, the related macroscopic equations describe the prevailing of transport processes on chemical reactions, orvice versa. The spatially homogeneous case with its own peculiarities is addressed, and the Selkov model is considered as an example.     

Application of a non-asymptotic approach to prediction of the propagation of a flame through a fuel and/or oxidant droplet cloud

The mathematical analysis of laminar premixed spray propagation has generally been based on exploiting the inverse of the large chemical activation energy as an appropriate parameter for asymptotic analysis. In the current work we apply a modification of a recently suggested non-asymptotic approach for gaseous flames which makes use of a different approximation. In it, only the Arrhenius exponential term in the reaction rate expression is approximated using a step function chosen so that the two functions are in proximity in an integral sense. Application of this approach is more amenable and is shown to yield a simple formula for the burning velocity of a flame propagating through a cloud of fuel and/or oxidant droplets, for the fuel rich off-stoichiometric case in which the only reactant present in the chemical reaction term is the deficient oxidant which appears linearly. Results computed with the new analytical solutions are presented and a comparison is made with the predictions using the usual large activation energy approach. In addition, a double spray is considered for the first time in which both liquid oxidant and liquid fuel feature as sprays of droplets in the unburned pre-mixture. Such a situation arises in rocket engines in which two initially separate spray streams mix in a turbulent shear flow so that locally one dimensionally propagating double spray premixed flames are created. The analysis leads to an analytical expression for the laminar burning velocity dependent on the spray- and gas-related parameters. Typical thermal and velocity maps in parametric space are presented.     

Averaging in non-linear advective transport problems

Advective transport in a tidal basin is modelled by a non-linear parabolic equation with initial-boundary values. The model includes small effects such as diffusion, the reststream, reaction effects and sources. For a given periodic flow field, the long-time behaviour of the solutions is approximated by using the averaging method. We show the existence of a periodic solution and we demonstrate the asymptotic validity of the approximations for all time using maximum principles.