Critical Stability Effects in Epidemiology

Basic properties of the epidemic and endemic version of the SIR model are described and the stability behaviour of the deterministic equilibria under random perturbations is studied. Domain restrictions of the dynamical variables lead to stochastic differential equations with boundary conditions, for which some characteristic numerical results are presented.     

Modal and characteristics-based approaches for modeling elastic waves induced by time-dependent boundary conditions

In this paper, we present a characteristics-based approach for solving elastic wave problems with time-dependent traction boundary conditions. A generalized mathematical model for this important class of problems is expressed as a set of first-order, linear, hyperbolic partial differential equations. We analyze the mathematical structure of this first-order linear system, verify its hyperbolicity, derive its characteristic form, and deduce its eigenvalues, eigenvectors, and Riemann invariants. The eigenvalues correspond to the wave speeds, while the Riemann invariants are used to construct a solution by the method of characteristics.     

Regular and singular perturbation expansions in the analysis of extensional vibrations of plates

The Kane-Mindlin differential equations appropriate for the study of low and high frequency extensional vibrations in elastic plate strips are solved by means of perturbation techniques. These procedures permit the development of simple expressions that can be used for the rapid calculation of the natural frequencies of vibration as a function of material and geometric parameters. A regular perturbation expansion yields an approximate form of the frequency relationship that is useful in the high frequency range, whereas in the low frequency range a singular perturbation procedure is used since the expansion parameter appears in the coefficient of the highest order derivative in the fundamental differential equation. Approximate formulas and some numerical results are presented for three types of boundary conditions.     

蒙特卡罗方法在解微分方程边值问题中的应用

介绍了蒙特卡罗方法的基本原理以及随机数的产生方法。基于蒙特卡罗方法的思想,结合有限差分方法,建立了求解微分方程边值问题的随机概率模型,并以第一类边界条件的拉普拉斯方程和一个给定初值及边界条件的非稳态热传导方程为数值算例,研究了蒙特卡罗方法在求解微分方程边值问题中的应用。结果表明:利用蒙特卡罗方法,不仅可以有效解决给定边界条件的微分方程,对于给定初值条件的微分方程,也可以从时域有限差分方程出发,采用蒙特卡罗方法进行求解。数值模拟和对误差的理论分析均表明,增加蒙特卡罗试验中的模拟粒子点数,可以提高计算结果的精度。     

A Stochastic Collocation Method for Delay Differential Equations with Random Input

In this work, we concern with the numerical approach for delay differential equations with random coefficients. We first show that the exact solution of the problem considered admits good regularity in the random space, provided that the given data satisfy some reasonable assumptions. A stochastic collocation method is proposed to approximate the solution in the random space, and we use the Legendre spectral collocation method to solve the resulting deterministic delay differential equations. Convergence property of the proposed method is analyzed. It is shown that the numerical method yields the familiar exponential order of convergence in both the random space and the time space. Numerical examples are given to illustrate the theoretical results.     

Nonlocal three-dimensional theory of elasticity with application to free vibration of functionally graded nanoplates on elastic foundations

In the present work, a three-dimensional (3D) elastic plate model capturing the small scale effects is developed for the free vibration of functionally graded (FG) nanoplates resting on elastic foundations. The theoretical model is formulated employing the nonlocal differential constitutive relations of Eringen in conjunction with the 3D equations of motion of elasticity.The material properties are assumed to vary continuously along the thickness of the nanoplate in accordance with the power law formulation. Through extending the generalized differential quadrature (GDQ) method to the three-dimensional case, the governing equations are simultaneously discretized in every three coordinate directions and are then recast to the standard form of an eigen value problem. Solving the acquired problem, the natural frequencies of the nanoplates with different boundary conditions are calculated. The convergence behavior of the numerical results is checked out and comparison studies are conducted to make sure of the accuracy and reliability of the present model. Finally, the dependence of the vibration behavior of the nanoplate on edge conditions, elastic coefficients of the foundation, scale coefficient, mode number, material and geometric parameters are discussed.     

A modified Fourier series solution for vibration analysis of truncated conical shells with general boundary conditions

Free vibration analysis of truncated conical shells with general elastic boundary conditions is presented in this paper. An accurate modified Fourier series solution is developed, in which, regardless of the boundary conditions, each displacement of the conical shell is invariantly expressed as a new form of improved series expansions composed of a standard Fourier series and closed-form auxiliary functions introduced to ensure and accelerate the convergence of the series expansion. All the expansion coefficients are treated as the generalized coordinates and determined using the Rayleigh–Ritz method. By using the present method, conical shells with arbitrary boundary conditions including all classical and elastic end restraints can be solved in a unified form. The accuracy and convergence of the current approach are validated by numerical examples and comparison with FEM results and those from the literature, and excellent accuracy is demonstrated. Comprehensive studies on the effects of elastic restraint parameters, semi-vertex angle and the ratio of length to radius are also reported. Some new results are presented for cases with elastic boundary restraints which may serve as benchmark solution for future researches.     

Numerical analysis of uncertain temperature field by stochastic finite difference method

Based on the combination of stochastic mathematics and conventional finite difference method,a new numerical computing technique named stochastic finite difference for solving heat conduction problems with random physical parameters,initial and boundary conditions is discussed.Begin with the analysis of steady-state heat conduction problems,difference discrete equations with random parameters are established,and then the computing formulas for the mean value and variance of temperature field are derived by the second-order stochastic parameter perturbation method.Subsequently,the proposed random model and method are extended to the field of transient heat conduction and the new analysis theory of stability applicable to stochastic difference schemes is developed.The layer-by-layer recursive equations for the first two probabilistic moments of the transient temperature field at different time points are quickly obtained and easily solved by programming.Finally,by comparing the results with traditional Monte Carlo simulation,two numerical examples are given to demonstrate the feasibility and effectiveness of the presented method for solving both steady-state and transient heat conduction problems.     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.