Microscopic theory of brownian motion: III. The nonlinear Fokker-Planck equation

The nonlinear Fokker-Planck equation for the momentum distribution of a brownian particle of mass M in a bath of particles of mass m is derived. The contribution to this equation arising from initial deviation from bath equilibrium is analysed. This contribution is free of slow M-dependent decays and with certain restrictions leads to an effective shift in the initial value of the B particle momentum. The nonlinear Fokker-Planck equation for an initial bath equilibrium state is analyzed in terms of its predictions for momentum relaxation and mode coupling effects. It is found that in addition to nonlinear renormalization of the type previously found for the momentum correlation function, mode coupling leads to long-lived memory of the initial momentum state.     

Large amplitude vibration of an initially stressed cross ply laminated plates

In this paper, nonlinear equations of large amplitude vibration for a laminated plate in a general state of nonuniform initial stress are derived. The equations include the effects of transverse shear and rotary inertia. Using these derived governing equations, the large amplitude vibration behaviour of an initially stressed cross-ply laminated plate is studied. The initial stress is taken to be a combination of pure bending stress plus an extensional stress in the plane of the plate. The Galerkin method is used to reduce the governing nonlinear partial differential equations to ordinary nonlinear differential equations and the Runge-Kutta method is used to obtain the nonlinear to linear frequencies. The frequency responses of nonlinear vibration are sensitive of the vibration amplitude, aspect ratio, thickness ratio, modulus ratio, stack sequence, layer number and state of initial stresses. The effects of various parameters on the large amplitude free vibrations are presented.     

A quantum model of option pricing: When Black-Scholes meets Schrödinger and its semi-classical limit

The Black-Scholes equation can be interpreted from the point of view of quantum mechanics, as the imaginary time Schrödinger equation of a free particle. When deviations of this state of equilibrium are considered, as a product of some market imperfection, such as: Transaction cost, asymmetric information issues, short-term volatility, extreme discontinuities, or serial correlations; the classical non-arbitrage assumption of the Black-Scholes model is violated, implying a non-risk-free portfolio. From Haven (2002) [1] we know that an arbitrage environment is a necessary condition to embedding the Black-Scholes option pricing model in a more general quantum physics setting. The aim of this paper is to propose a new Black-Scholes-Schrödinger model based on the endogenous arbitrage option pricing formulation introduced by Contreras et al. (2010) [2]. Hence, we derive a more general quantum model of option pricing, that incorporates arbitrage as an external time dependent force, which has an associated potential related to the random dynamic of the underlying asset price. This new resultant model can be interpreted as a Schrödinger equation in imaginary time for a particle of mass 1/σ² with a wave function in an external field force generated by the arbitrage potential. As pointed out above, this new model can be seen as a more general formulation, where the perfect market equilibrium state postulated by the Black-Scholes model represent a particular case. Finally, since the Schrödinger equation is in place, we can apply semiclassical methods, of common use in theoretical physics, to find an approximate analytical solution of the Black-Scholes equation in the presence of market imperfections, as it is the case of an arbitrage bubble. Here, as a numerical illustration of the potential of this Schrödinger equation analogy, the semiclassical approximation is performed for different arbitrage bubble forms (step, linear and parabolic) and compare with the exact solution of our general quantum model of option pricing.     

Influence of initial geometrical imperfections on vibrations of axially compressed stiffened cylindrical shells

The vibrations of stiffened cylindrical shells having axisymmetric or asymmetric initial geometrical imperfections and axial preload are analyzed. The analysis is based on a solution of the von Kárman-Donnell non-linear shell equations, an “exact” solution of the compatibility equation, and a first order approximation by the Galerkin method of the equilibrium equation. The stiffeners are closely spaced and “smeared” stiffener theory is employed. The results of an extensive parametric study carried out on shells similar to those used in vibration and buckling tests at the Technion show that stiffening of the shell will lower the imperfection-sensitivity of its free vibrations, but the decrease depends on the type of stiffening (stringers or rings), the mode shapes of the vibration and the imperfection, the stiffener strength and eccentricity. The imperfection-sensitivity decrease, caused by the stiffeners, is greater for vibration mode shapes with high imperfection-sensitivity than for other vibration mode shapes. The sensitivity differences between stringer and ring-stiffened shells depend especially on the vibration and the imperfection mode shapes, and on their coupling. Small imperfections change the natural frequencies of stiffened shells in the same directions as for isotropic shells, but to a smaller extent. The frequency dependence on the external load is also strongly affected by the imperfection mode shape. The results correlate well with earlier ones for isotropic shells.     

NON-LINEAR FREE VIBRATION ANALYSIS OF A STRING UNDER BENDING MOMENT EFFECTS USING THE PERTURBATION METHOD

In this paper, the non-linear free vibration of a string with large amplitude is considered. The initial tension, lateral vibration amplitude, cross-section diameter and the modulus of elasticity of the string have main effects on its natural frequencies. Increasing the lateral vibration amplitude makes the assumption of constant initial tension invalid. Therefore, it is impossible to use the classical equation of transverse motion assuming a small amplitude. On the other hand, by increasing the string cross-sectional diameter, the bending moment effect will increase dramatically, and it will act as an impressive restoring moment. Considering the effects of the bending moments, the non-linear equation governing the large amplitude transverse vibration of a string is derived. The time-dependent portion of the governing equation has the form of the Duffing equation. Due to the complexity and non-linearity of the derived equation and the fact that there is no established exact solution method, the equation is solved using the perturbation method. The results of the analysis are shown in appropriate graphs, and the natural frequencies of the string due to the non-linear factors are compared with the natural frequencies of the linear vibration of a string without bending moment effects.     

Vibrations of initially imperfect circular plates including the shear and rotatory inertia effects

An analysis of the free flexural vibrations of elastic circular plates with initial imperfections is presented. The analysis includes the effects of transverse shear and rotatory inertia. The vibration amplitudes are assumed to be large, and two non-linear differential equations are obtained for free vibration of the plate and solved numerically. The period of the plate has been calculated as a function of the initial amplitude for four typical supporting conditions.     

幂函数型环形聚能器径向振动的等效电路

基于机电类比原理和变厚度薄圆环的平面应力方程,推导了幂函数型环形聚能器径向振动的等效电路、共振频率方程和位移放大系数。讨论了第一、二阶径向共振频率及相应的位移放大系数随圆环半径比的变化关系。结果表明,幂函数型环形聚能器径向振动的等效电路是一种非互易二端口等效网络;一阶和二阶共振频率随圆环内外半径比的增大而增大;一阶径向共振模式下位移放大系数随圆环半径比的增大先降低后升高,二阶径向共振模式下位移放大系数随圆环半径比的增大而降低,但二阶时的位移放大系数整体大于一阶,因此二阶径向共振模式具有更好的径向振动性能。用COMSOL有限元软件对解析理论分析结果进行了验证,仿真模拟结果与解析理论符合良好。根据幂函数型环形聚能器的等效电路模型,进一步设计了一种压电环形换能器,计算了第一、二阶径向共振频率、反共振频率及有效机电耦合系数,通过与COMSOL有限元软件模拟结果对比,符合良好。本文研究结果为幂函数型环形聚能器及压电环形换能器的工程应用提供了简明设计理论,文中研究结论可作为一种径向超声切割刀在超声工程中获得重要应用。      

Quantum mechanics of relativistic spinless particles

A relativistic one-particle, quantum theory for spin-zero particles is constructed uponL ²(x, ct), resulting in a positive definite spacetime probability density. A generalized Schrödinger equation having a Hermitian HamiltonianH onL ²(x, ct) for an arbitrary four-vector potential is derived. In this formalism the rest mass is an observable and a scalar particle is described by a wave packet that is a superposition of mass states. The requirements of macroscopic causality are shown to be satisfied by the most probable trajectory of a free tardyon and a nontrivial framework for charged and neutral particles is provided. The Klein paradox is resolved and a link to the free particle field operators of quantum field theory is established. A charged particle interacting with a static magnetic field is discussed as an example of the formalism.     

Use of Lagrangian statistics for the analysis of the scale separation hypothesis in turbulent channel flow

Turbulence models often involve Reynolds averaging, with a closure providing the Reynolds stress tensor as function of mean velocity gradients, through a turbulence constitutive equation. The main limitation of this linear closure is that it rests on an analogy with kinetic theory. For this analogy to be valid there has to be a scale separation between the mean velocity variations and the turbulent Lagrangian free path whose mean value is the turbulent mixing length. The aim of this work is to better understand this hypothesis from a microscopic point of view. Therefore, fluid elements are tracked in a turbulent channel flow. The flow is resolved by direct numerical simulation (DNS). Statistics on particle trajectories ending on a certain distance y₀ from the wall are computed, leading to estimations of the turbulent mixing length scale and the Knudsen number. Comparing the computed values to the Knudsen number in the case of scale separation, we may know in which region of the flow and to what extent the turbulence constitutive equation is not verified. Finally, a new non-local formulation for predicting the Reynolds stress is proposed.     

A multiperipheral model with continued cross channel unitarity

We derive, by using a spectral representation in momentum transfer, t, an integral equation, similar in structure to a multipheral equation, with continued cross channel unitarity, for the absorptive part for a composite particle scattering amplitude from a Bethe-Salpeter equation describing composite particle scattering in the s channel. At high energy in the t channel, the equation becomes homogeneous and has a Reggeized solution. We indicate how this equation may be solved using determinental techniques. We also show how the composite particle amplitude resulting from the original equation may be used to construct production and three body amplitudes. We also infer the possibility of studying, using the amplitude from the cross channel problem, the effect of extra unitarity on Reggeon-Reggeon-particle vertices.     

Vibration characteristics of a cantilever plate with attached spring-mass system

Coupled free vibration analysis has been performed on a cantilever thin plate carrying a spring-mass system attached on an arbitrary point by using Rayleigh-Ritz method. Influence of an attached ‘spring-mass’ system, i.e., attached position, relative values of mass and spring constant, on the coupled vibration characteristics of the system has been clarified comparing with those of uncoupled ones. Optimal attached position to maximize coupled plate natural frequency is also investigated and shown in contour diagrams. The influence of an attached mass has also been investigated, as the limiting case whereby the spring stiffness of the ‘spring-mass’ system approaches infinity.     

The influence of mass imperfections on the evolution of standing waves in slowly rotating spherical bodies

Standing waves can exist as stable vibrating patterns in perfect structures such as spherical bodies, and inertial rotation of the body causes precession (Bryan's effect). However, an imperfection such as light mass anisotropy destroys the standing waves. In this paper, an imperfection is introduced in the form of light mass anisotropy for a vibrating, slowly rotating spherical body. Assuming this light mass imperfection throughout this paper, the effects of slow rotation and light isotropic viscous damping are considered in a system of variables consisting of the amplitudes of principal and quadrature vibrating patterns, the angle of the rotation of the vibrating pattern (called the precession angle) and the phase shift of the vibrating pattern. We demonstrate how a combination of both qualitative and quantitative analysis (using, inter alia, the method of averaging) predicts that the inertial angular rate does not influence changes with time in the amplitudes of the principal and quadrature vibrations or the phase shift. The light mass imperfection causes changes with time which appear to be of a damped oscillatory nature for both the quadrature component as well as the principal component. The precession angular rate appears to depend on the inertial angular rate as well as the quadrature component of the vibration but is not influenced by the damping factor. It is not directly proportional to the inertial angular rate as is the case for a perfect isotropically damped structure. If the quadrature component is not suppressed, then a “capture effect” appears to occur, namely that the precession angle will not grow at a constant rate but is “captured” and shows periodic behaviour. It is evident that the damping factor does not influence changes with time in the phase shift and that the mass imperfection substantially influences these changes. The phase shift appears to be negative, strictly decreasing and unbounded.     

Design optimization of a damped hybrid vibration absorber

In this article, the H_∞ optimization design of a hybrid vibration absorber (HVA), including both passive and active elements, for the minimization of the resonant vibration amplitude of a single degree-of-freedom (sdof) vibrating structure is derived by using the fixed-points theory. The optimum tuning parameters are the feedback gain, the tuning frequency, damping and mass ratios of the absorber. The effects of these parameters on the vibration reduction of the primary structure are revealed based on the analytical model. Design parameters of both passive and active elements of the HVA are optimized for the minimization of the resonant vibration amplitude of the primary system. One of the inherent limitations of the traditional passive vibration absorber is that its vibration absorption is low if the mass ratio between the absorber mass and the mass of the primary structure is low. The proposed HVA overcomes this limitation and provides very good vibration reduction performance even at a low mass ratio. The proposed optimized HVA is compared to a recently published HVA designed for similar propose and it shows that the present design requires less energy for the active element of the HVA than the compared design.     

Optimization of a hybrid vibration absorber for vibration control of structures under random force excitation

A recently reported design of a hybrid vibration absorber (HVA) which is optimized to suppress resonant vibration of a single degree-of-freedom (SDOF) system is re-optimized for suppressing wide frequency band vibration of the SDOF system under stationary random force excitation. The proposed HVA makes use of the feedback signals from the displacement and velocity of the absorber mass for minimizing the vibration response of the dynamic structure based on the H₂ optimization criterion. The objective of the optimal design is to minimize the mean square vibration amplitude of a dynamic structure under a wideband excitation, i.e., the total area under the vibration response spectrum is minimized in this criterion. One of the inherent limitations of the traditional passive vibration absorber is that its vibration suppression is low if the mass ratio between the absorber mass and the mass of the primary structure is low. The active element of the proposed HVA helps further reduce the vibration of the controlled structure and it can provide significant vibration absorption performance even at a low mass ratio. Both the passive and active elements are optimized together for the minimization of the mean square vibration amplitude of the primary system. The proposed HVA are tested on a SDOF system and continuous vibrating structures with comparisons to the traditional passive vibration absorber.     

H-infinity optimization of a variant design of the dynamic vibration absorber—Revisited and new results

The H_∞ optimum parameters of a dynamic vibration absorber (DVA) with ground-support are derived to minimize the resonant vibration amplitude of a single degree-of-freedom (sdof) system under harmonic force excitation. The optimum parameters which are derived based on the classical fixed-points theory and reported in literature for this non-traditional DVA are shown to be not leading to the minimum resonant vibration amplitude of the controlled mass. A new procedure is proposed for the H_∞ optimization of such a dynamic vibration absorber. A new set of optimum tuning frequency and damping of the absorber is derived, thereby resulting in lower maximum amplitude responses than those reported in the literature. The proposed optimized variant DVA is also compared to a ground-hooked damper of the same damping capacity of the damper in the DVA. It is proved that the proposed optimized DVA has better suppression of the resonant vibration amplitude of the controlled system than both the traditional DVA and also the ground-hooked damper if the proposed design procedure of the variant DVA is followed.     

Modeling and analysis of laminate composite plates with embedded active-passive piezoelectric networks

The objective of this work is to present the finite element modeling of laminate composite plates with embedded piezoelectric patches or layers that are then connected to active-passive resonant shunt circuits, composed of resistance, inductance and voltage source. Applications to passive vibration control and active control authority enhancement are also presented and discussed. The finite element model is based on an equivalent single layer theory combined with a third-order shear deformation theory. A stress-voltage electromechanical model is considered for the piezoelectric materials fully coupled to the electrical circuits. To this end, the electrical circuit equations are also included in the variational formulation. Hence, conservation of charge and full electromechanical coupling are guaranteed. The formulation results in a coupled finite element model with mechanical (displacements) and electrical (charges at electrodes) degrees of freedom. For a Graphite-Epoxy (Carbon-Fibre Reinforced) laminate composite plate, a parametric analysis is performed to evaluate optimal locations along the plate plane (xy) and thickness (z) that maximize the effective modal electromechanical coupling coefficient. Then, the passive vibration control performance is evaluated for a network of optimally located shunted piezoelectric patches embedded in the plate, through the design of resistance and inductance values of each circuit, to reduce the vibration amplitude of the first four vibration modes. A vibration amplitude reduction of at least 10 dB for all vibration modes was observed. Then, an analysis of the control authority enhancement due to the resonant shunt circuit, when the piezoelectric patches are used as actuators, is performed. It is shown that the control authority can indeed be improved near a selected resonance even with multiple pairs of piezoelectric patches and active-passive circuits acting simultaneously.     

An investigation into the vibration analysis of a plate with a surface crack of variable angular orientation

An analytical approach is presented for the forced vibration analysis of a plate containing a surface crack of variable angular orientation, based on three different boundary conditions. The method is based on classical plate theory. Firstly, the equation of motion is derived for the plate containing the angled surface crack with respect to one side of the plate and subjected to transverse harmonic excitation. The crack formulation representing the angled surface crack is based on a simplified line-spring model. Then, by employing the Berger formulation, the derived governing equation of motion of the cracked plate model is transformed into a cubic nonlinear system. The nonlinear behaviour of the cracked plate model is thus investigated from the amplitude–frequency equation by use of the multiple scales perturbation method. For both cracked square and rectangular plate models, the influence of the boundary conditions, the crack orientation angle, crack length, and location of the point load is demonstrated. It is found that the vibration characteristics and nonlinear characteristics of the plate structure can be greatly affected by the orientation of the crack in the plate. Finally the validity of the developed model is shown through comparison of the results with experimental work.     

Free vibration analysis of the completely free rectangular plate by the method of superposition

While the subject of free vibration analysis of the completely free rectangular plate has a history which goes back nearly two centuries it remains a fact that most theoretical solutions to this classical problem are considered to be at best approximate in nature. This is because of the difficulties which have been encountered in trying to obtain solutions which satisfy the free edge conditions as well as the governing differential equation. In a new approach to this problem, by using the method of superposition, it is shown that solutions which satisfy identically the differential equation and which satisfy the boundary conditions with any desired degree of accuracy are obtained. Eigenvalues of four digit accuracy are provided for a wide range of plate aspect ratios and modal shapes. Exact delineation is made between the three families of modes which are characteristic of this plate vibration problem. Accurate modal shapes are provided for the response of completely free square plates.     

Damping of flexural vibrations in rectangular plates using the acoustic black hole effect

The reduction of flexural vibration in plate structures has been investigated using the recently reported acoustic black hole effect for flexural wave reflection in plates with the local thickness varying according to h(x)=εx^m and m≥2. Since sharp edges of such plates (wedges) are always truncated before x=0, the real reflection coefficients are relatively high, therefore the application of a small amount of damping is required to achieve large reductions in vibration amplitude. This paper presents a numerical model of a plate incorporating an acoustic black hole wedge, with predictions for vibration amplitudes. These are compared to equivalent experimental measurements for a range of applied damping layers. It is concluded that the above-mentioned power-law wedges can be used as effective vibration dampers in plate structures over a wide frequency range of interest.     

An explicit approximate solution to the Duffing-harmonic oscillator by a cubication method

The nonlinear oscillations of a Duffing-harmonic oscillator are investigated by an approximated method based on the ‘cubication’ of the initial nonlinear differential equation. In this cubication method the restoring force is expanded in Chebyshev polynomials and the original nonlinear differential equation is approximated by a Duffing equation in which the coefficients for the linear and cubic terms depend on the initial amplitude, A. The replacement of the original nonlinear equation by an approximate Duffing equation allows us to obtain explicit approximate formulas for the frequency and the solution as a function of the complete elliptic integral of the first kind and the Jacobi elliptic function, respectively. These explicit formulas are valid for all values of the initial amplitude and we conclude this cubication method works very well for the whole range of initial amplitudes. Excellent agreement of the approximate frequencies and periodic solutions with the exact ones is demonstrated and discussed and the relative error for the approximate frequency is as low as 0.071%. Unlike other approximate methods applied to this oscillator, which are not capable to reproduce exactly the behaviour of the approximate frequency when A tends to zero, the cubication method used in this Letter predicts exactly the behaviour of the approximate frequency not only when A tends to infinity, but also when A tends to zero. Finally, a closed-form expression for the approximate frequency is obtained in terms of elementary functions. To do this, the relationship between the complete elliptic integral of the first kind and the arithmetic-geometric mean as well as Legendre's formula to approximately obtain this mean are used.