Investigation on effects of stochastic loading at the boundary under thermoelasticity with two relaxation parameters

The main objective of the present work is to study the responses of stochastic type mechanical distribution at the boundary of an elastic half space in the context of generalized thermoelasticity. In order to compare the results under the stochastic mechanical distribution, we have also considered the case of deterministic mechanical distribution prescribed at the boundary. The stochastic mechanical distribution is considered in such a way that it reduces to a deterministic type distribution as a special case. Laplace transform technique is used to solve the problem and its inversion is carried out by using asymptotic expansions valid for short times to obtain the solution of all the physical field variables like, stress and temperature distributions in the physical domain. Numerical results are found out to compare the effects of stochastic and deterministic load prescribed at the boundary of the elastic half space.     

Stochastic thermal shock problem in generalized thermoelasticity

In this work, we consider the problem of a half space in the context of the theory of generalized thermoelasticity with one relaxation time. Realistically, the boundary conditions of the problem are considered to be stochastic. Laplace transform technique is used to solve the problem. The boundary conditions are considered to be of a type white noise. The inverse transforms are obtained in an approximate manner using asymptotic expansions valid for small values of time. Numerical results are given and represented graphically. Finally, a comparison with the ideal case when the boundary conditions are deterministic is carried out.     

Three-dimensional thermal shock problem of generalized thermoelastic half-space

A three-dimensional model of the generalized thermoelasticity with one relaxation time is established. The resulting non-dimensional coupled equations together with the Laplace and double Fourier transforms techniques are applied to a specific problem of a half space subjected to thermal shock and traction free surface. The inverses of Fourier transforms and Laplace transforms are obtained numerically by using the complex inversion formula of the transform together with Fourier expansion techniques. Numerical results for the temperature, thermal stress, strain and displacement distributions are represented graphically.     

Fundamental solution of generalized thermo-viscoelasticity using the finite element method

The present paper is aimed at an investigation of the temperature, displacement, and stress in a viscoelastic half space of Kelven–Voigt type. The formulation is applied according to three theories of generalized thermoelasticity: Lord–Shulman with one relaxation time, Green–Lindsay with two relaxation times, as well as the coupled theory. The nondimensional governing equations are solved by the finite element method. Numerical results for the temperature distribution, displacement, and thermal stress are represented graphically. Comparisons are made with the results predicted by the CD, L-S, and G-L theories in the presence and absence of the viscoelastic relaxation time.     

State space approach to thermoelastic problem with vibrational stress

In this work the equations of thermoelasticity with two relaxation times for one-dimensional problem are cast into matrix form using the state space and the Laplace transform techniques. The resulting formulation is applied to a half-space problem with thermal shock and vibrational stress. The inversion of the Laplace transforms is carried out using a numerical approach. Numerical results for temperature, displacement, and stress distributions are given and illustrated graphically.     

A GN model for thermoelastic interaction in an unbounded fiber-reinforced anisotropic medium with a circular hole

In this work, we have constructed the equations for generalized thermoelasticity of an unbounded fiber-reinforced anisotropic medium with a circular hole. The formulation is applied in the context of Green and Naghdi (GN) theory. The thermoelastic interactions are caused by (I) a uniform step in stress applied to the boundary of the hole with zero temperature change and (II) a uniform step in temperature applied to the boundary of the hole which is stress-free. The solutions for displacement, temperature and stresses are obtained with the help of the finite element procedure. The effects of the reinforcement on temperature, stress and displacement are studied. Results obtained in this work can be used for designing various fiber-reinforced anisotropic elements under mechanical or thermal load to meet special engineering requirements.     

Thermal shock problem in a homogeneous isotropic hollow cylinder with energy dissipation

In this work, we constructed the equations of generalized thermoelasticity of a homogeneous isotropic hollow cylinder. The formulation is applied in the context of the Green and Naghdi theory of types II and III. The material of the cylinder is assumed to be homogeneous isotropic both mechanically and thermally. The problem has been solved numerically using a finite-element method. Numerical results for the temperature distribution, displacement, radial stress, and hoop stress are represented graphically. Comparisons are made with the results predicted by the types II and III. The results obtained in this paper can be used to design various homogeneous thermoelastic elements under thermal load to meet special engineering requirements.     

Comparison Method of Stability Analysis of Semilinear Time-Delay Stochastic Evolution Equation

Abstract

In this paper, we set up the comparison theorem between the mild solution of semilinear time-delay stochastic evolution equation with general time-delay variable and the solution of a class (1-dimension) deterministic functional differential equation, by using the Razumikhin–Lyapunov type functional and the theory of functional differential inequalities. By applying this comparison theorem, we give various types of the stability comparison criteria for the semilinear time-delay stochastic evolution equations. With the aid of these comparison criteria, one can reduce the stability analysis of semilinear time-delay stochastic evolution equations in Hilbert space to that of a class (1-dimension) deterministic functional differential equations. Furthermore, these comparison criteria in special case have been applied to derive sufficient conditions for various stability of the mild solution of semilinear time-delay stochastic evolution equations. Finally, the theories are illustrated with some examples.     

Confidence regional method of stochastic spanning tree problem

We consider a P model version of stochastic spanning tree problems with random edge costs. Parameters of underling probability distribution of edge costs are unknown and so they are estimated by a confidence region from statistical data. The problem is first transformed into a deterministic equivalent problem with a minimax type objective function and a confidence region of means and variances, since we assume normal distributions with respect to random edge costs. Our model reflects the situation that the maximum possible damage due to an unknown parameter should be minimized. We show the problem can be reduced to the deterministic equivalent problem of another stochastic spanning tree problem, which is already investigated by us. Thus, we can find an optimal spanning tree of the original problem very efficiently by this reduction.     

Solving parabolic Wick-stochastic boundary value problems using a finite element method

A class of linear parabolic stochastic boundary value problems of Wick-type is studied. The equations are understood in a weak sense on a suitable stochastic distribution space, and existence and uniqueness results are provided. The paper continues to discuss a numerical method for this type of problem, based on a Galerkin type of approximation. Estimates showing linear convergence in time and space are derived, and rate of convergence results for the stochastic dimension are reported.     

Stochastic heat conduction analysis of a functionally graded annular disc with spatially random heat transfer coefficients

The mean and variance of the temperature are analytically obtained in a functionally graded annular disc with spatially random heat transfer coefficients (HTCs) on the upper and lower surfaces. This annular disc has arbitrary variations in the HTCs (i.e., arbitrary thermal interaction with the surroundings) and gradient material composition only along the radial direction and is subjected to deterministic axisymmetrical heating at the lateral surfaces. The stochastic temperature field is analysed by considering the annular disc to be multilayered with spatially constant material properties and spatially constant but random HTCs in each layer. A type of integral transform method and a perturbation method are employed in order to obtain the analytical solutions for the statistics. The correlation coefficients of the random HTCs are expressed in the form of a linear function with respect to the radial distance as a non-homogeneous random field of discrete space. Numerical calculations are performed for functionally graded annular discs composed of stainless steel and ceramic, which comprise two types of material composition distributions. The effects of the magnitude of the means of HTCs, volume fraction distributions of the constitutive materials and correlation strengths of the HTCs on the standard deviation of the temperature are discussed.     

Amplification of surface ground motion by an inclusion of arbitrary shape for harmonic surface line loading

The plane strain model for the Lamb's problem with an elastic inclusion of arbitrary shape embedded completely within an elastic half space is investigated by using an indirect boundary integral equation method for steady-state elastodynamics. The surface of the half space is subjected to vertical or horizontal harmonic line loads. The displacement field is evaluated throughout the elastic medium so that the continuity of the displacement and traction fields along the interface between the half space and the inclusion is satisfied in a least-square sense. The numerical results demonstrate that the presence of the inclusion may cause locally very large amplification of the surface ground motion and that the amplification pattern depends upon the frequency and the type of the input load, the impedance contrast between the half space and the inclusion, the type of the inclusion, and the location of the observation point at the surface of the half space.     

Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion

We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control problem. This result is applied to semilinear (reaction-diffusion) equations driven by a fractional Brownian motion. We establish the equivalence of continuous dependence of laws of solutions to semilinear equations on the initial datum in the topology of pointwise convergence of measures and null controllability for the corresponding deterministic control problem.     

Skorohod problem and multivalued stochastic evolution equations in Banach spaces

By solving a deterministic Skorohod problem in the framework of evolutional triple, we prove the existence and uniqueness of solutions to multivalued stochastic evolution equations involving maximal monotone operators. The existence and uniqueness of invariant measures associated with the solutions as Markov processes are also considered in the present paper. Moreover, we apply the results to stochastic differential equations with normal reflecting boundary conditions and with singular drift terms, as well as a class of multivalued nonlinear stochastic partial differential equations with possibly discontinuous coefficients.     

A methodology to create robust job rotation schedules

This research proposes a methodology for developing robust job rotation schedules to reduce the likelihood of low back injury due to lifting. We consider settings that have uncertain task demands and different worker profiles in order to simulate real settings. We begin by considering deterministic versions of the problem and solve these using mathematical programming. Because mathematical programming cannot be readily applied to stochastic versions of the problem, heuristic solution methods are developed. The effectiveness of these methods is demonstrated by comparing the results with provably optimal solutions from the deterministic problems and with an enumerative approach that is applied to the stochastic version of the problem. Across the test problems, the proposed heuristics are effective at finding good job rotation solutions. The proposed methods could also be applied to solve other job rotation objectives such as maximizing productivity and reducing exposure to other work environmental factors such as excessive noise.     

包含—受扭迴转轴的半空间的性质*

本文研究包含有一根部份嵌入的迴转轴的半空间的性质.不用知道一给定的嵌入的轴的扭转问题的精确解,这些性质能指出此半空间的位移或应力场的某些特点并且有时可以用来检查数值解.文中给出嵌入半空间的受扭的刚性圆柱的轴的表面上的正确的应力分布的检查的例子.     

A new probabilistic approach to the path criticality in stochastic PERT

The notion of critical path is a key issue in the temporal analysis of project scheduling in deterministic setting. The very essence of the CPM consists in identifying the critical path, i.e., the longest path in a project network, because this path conveys information on how long it should take to complete the project to the project manager. The problem how can a stochastic counterpart of the deterministic critical path be defined is an important question in stochastic PERT. However, in the literature of stochastic PERT this question has so far almost been ignored, and the research into the random nature of a project duration has mainly been concentrated on the completion time in stochastic PERT in which any concrete special path is not specified. In the present paper we attempt to take first steps to fill this gap. We first developed a probabilistic background theory for univariate and bivariate marginal distributions of path durations of stochastic PERT whose joint path durations are modelled by multivariate normal distribution. Then, a new probabilistic approach to the comparison of path durations is introduced, and based on this comparison we define the concept of probabilistically critical path as a stochastic counterpart of the deterministic critical path. Also, an illustrative simple example of PCP and numerical results on the established probability bounds are presented.     

Accurate stress analysis of sandwich panels by the differential quadrature method

Sandwich structures are widely used in many engineering fields. It is possible but not easy for an engineering theory to recover all stresses accurately. In this paper, a modeling strategy is proposed to simplify the formulation. A classical sandwich panel is firstly divided into three parts, equations of the top and bottom face sheets are used as the boundary conditions of the two-dimensional core and then only the core needs to be analyzed by the differential quadrature method (DQM). In this way, both displacement and stress can be accurately obtained. Detailed formulations are worked out. Three boundary conditions and three types of loading, including the concentrated load regarded as a challenging problem for point discrete methods such as the DQM, are considered to investigate the effect of boundary conditions and loading on the distributions of displacement and stress. For verification, results are compared with theoretical solutions or/and numerical data. Presented data may be a reference for other investigators to develop more accurate engineering beam theory or new numerical method.     

A stochastic programming approach to cash management in banking

The treasurer of a bank is responsible for the cash management of several banking activities. In this work, we focus on two of them: cash management in automatic teller machines (ATMs), and in the compensation of credit card transactions. In both cases a decision must be taken according to a future customers demand, which is uncertain. From historical data we can obtain a discrete probability distribution of this demand, which allows the application of stochastic programming techniques. We present stochastic programming models for each problem. Two short-term and one mid-term models are presented for ATMs. The short-term model with fixed costs results in an integer problem which is solved by a fast (i.e. linear running time) algorithm. The short-term model with fixed and staircase costs is solved through its MILP equivalent deterministic formulation. The mid-term model with fixed and staircase costs gives rise to a multi-stage stochastic problem, which is also solved by its MILP deterministic equivalent. The model for compensation of credit card transactions results in a closed form solution. The optimal solutions of those models are the best decisions to be taken by the bank, and provide the basis for a decision support system.     

Stochastic scheduling to minimize expected maximum lateness

This paper is concerned with the problems in scheduling a set of jobs associated with random due dates on a single machine so as to minimize the expected maximum lateness in stochastic environment. This is a difficult problem and few efforts have been reported on its solution in the literature. In this paper, we first derive a deterministic equivalent to the expected maximum lateness and then propose a dynamic programming algorithm to obtain the optimal solutions. The procedures to compute optimal solutions are initially developed in the case of deterministic processing times, and then extended to stochastic processing times following arbitrary probability distributions. Moreover, several heuristic rules are suggested to compute near-optimal solutions, which are shown to be highly efficient and accurate by computer-based experiments.