Integral Representations of Increments of Stochastic Processes

A formulation is presented in which the increment of a stochastic process is represented as an integral of the derivative of the process. It is shown that this representation is an alternative to the more common approach of writing equations for the differentials of stochastic processes. A possible advantage of the integral formulation is that its reliance on derivatives, rather than differentials, makes the operations of stochastic calculus more closely resemble those of ordinary deterministic calculus. This similarity to well-known mathematics may serve to make stochastic calculus accessible to a broader audience than in the past. The integral formulation is herein shown to be compatible with the Itô differential rule for non-Gaussian processes and is used to describe the increment of the nonstationary response of a system governed by a vector stochastic equation with parametric delta-correlated excitation.     

Analytic solution for axisymmetric flow over a nonlinearly stretching sheet

An analysis is performed for the boundary-layer flow of a viscous fluid over a nonlinear axisymmetric stretching sheet. By introducing new nonlinear similarity transformations, the partial differential equations governing the flow are reduced to an ordinary differential equation. The resulting ordinary differential equation is solved using the homotopy analysis method (HAM). Analytic solution is given in the form of an infinite series. Convergence of the obtained series solution is explicitly established. The solution for an axisymmetric linear stretching sheet is obtained as a special case.     

An index 0 differential-algebraic equation formulation for multibody dynamics: Nonholonomic constraints

A method is presented for formulating and numerically integrating index 0 differential-algebraic equations of motion for multibody systems with holonomic and nonholonomic constraints. Tangent space coordinates are defined in configuration and velocity spaces as independent generalized coordinates that serve as state variables in the formulation. Orthogonal dependent coordinates and velocities are used to enforce position, velocity, and acceleration constraints to within specified error tolerances. Explicit and implicit numerical integration algorithms are presented and used in solution of three examples: one planar and two spatial. Numerical results verify that accurate results are obtained, satisfying all three forms of kinematic constraint to within error tolerances embedded in the formulation.     

Symbolic computation of normal form for Hopf bifurcation in a neutral delay differential equation and an application to a controlled crane

A symbolic computation scheme and its corresponding Maple program are developed to compute the normal form for the Hopf bifurcation in a neutral delay differential equation. In the symbolic computation scheme, the neutral delay differential equation is considered as an ordinary differential equation in an appropriate infinite-dimensional phase space so that both center manifold reduction and normal form computation can be simultaneously conducted without computing center manifold beforehand. The Maple program is proved to provide an easy way to compute the normal form of the neutral delay differential equation automatically by only inputting some basic information of the equation. As an illustrative example, the application of the Maple program to a container crane with a delayed position feedback control is given. The results reveal that the normal form obtained by using the center manifold reduction and the normal form computation is in a full agreement with the result derived by applying the method of multiple scales. Moreover, numerical analysis is presented to validate the analytical results.     

Solution of the incompressible Navier–Stokes equations by the method of lines

The numerical method of lines (NUMOL) is a numerical technique used to solve efficiently partial differential equations. In this paper, the NUMOL is applied to the solution of the two‐dimensional unsteady Navier–Stokes equations for incompressible laminar flows in Cartesian coordinates. The Navier–Stokes equations are first discretized (in space) on a staggered grid as in the Marker and Cell scheme. The discretized Navier–Stokes equations form an index 2 system of differential algebraic equations, which are afterwards reduced to a system of ordinary differential equations (ODEs), using the discretized form of the continuity equation. The pressure field is computed solving a discrete pressure Poisson equation. Finally, the resulting ODEs are solved using the backward differentiation formulas. The proposed method is illustrated with Dirichlet boundary conditions through applications to the driven cavity flow and to the backward facing step flow. Copyright © 2015 John Wiley & Sons, Ltd.     

Isospectral Euler-Bernoulli beams via factorization and the Lie method

We obtain isospectral Euler-Bernoulli beams by using factorization and Lie symmetry techniques. The canonical Euler-Bernoulli beam operator is factorized as the product of a second-order linear differential operator and its adjoint. The factors are then reversed to obtain isospectral beams. The factorization is possible provided the coefficients of the factors satisfy a system of non-linear ordinary differential equations. The uncoupling of this system yields a single non-linear third-order ordinary differential equation. This ordinary differential equation, called the principal equation, is analyzed, reduced or solved using Lie group methods. We show that the principal equation may admit a one-dimensional or three-dimensional symmetry Lie algebra. When the principal system admits a unique symmetry, the best we can do is to depress its order by one. We obtain a one-parameter family of invariant solutions in this case. The maximally symmetric case is shown to be isomorphic to a Chazy equation which is solved in closed form to derive the general solution of the principal equation. The transformations connecting isospectral pairs are obtained by numerically solving systems of ordinary differential equations using the fourth-order Runge-Kutta method.     

A further study on the non-linear dynamics of simply supported pipes conveying pulsating fluid

In this paper, the non-linear dynamics of simply supported pipes conveying pulsating fluid is further investigated, by considering the effect of motion constraints modeled as cubic springs. The partial differential equation, after transformed into a set of ordinary differential equations (ODEs) using the Galerkin method with N=2, is solved by a fourth order Runge-Kutta scheme. Attention is concentrated on the possible motions of the system with a higher mean flow velocity. Phase portraits, bifurcation diagrams and power spectrum diagrams are presented, showing some interesting and sometimes unexpected results. The analytical model is found to exhibit rich and variegated dynamical behaviors that include quasi-periodic and chaotic motions. The route to chaos is shown to be via period-doubling bifurcations. Finally, the cumulative effect of two non-linearities on the dynamics of the system is discussed.     

An investigation of an Emden-Fowler equation from thin film flow

A third-order ordinary differential equation (ODE) for thin film flow with both Neumann and Dirichlet boundary conditions is transformed into a second-order nonlinear ODE with Dirichlet boundary conditions.Numerical solutions of the nonlinear second-order ODE are investigated using finite difference schemes.A finite difference formulation to an Emden-Fowler representation of the second-order nonlinear ODE is shown to converge faster than a finite difference formulation of the standard form of the second-order nonlinear ODE.Both finite difference schemes satisfy the von Neumann stability criteria.When mapping the numerical solution of the second-order ODE back to the variables of the original third-order ODE we recover the position of the contact line.A nonlinear relationship between the position of the contact line and physical parameters is obtained.     

Symmetry and ordinary differential constraints

The representative generalized symmetries of any ordinary differential equation are described in terms of its invariants. This identifies the evolution equations compatible with a given constraint. The restriction of the flow of a compatible equation to the solution space of the constraint is generated by the corresponding internal symmetry. This reduces the evolution equation to a finite dimensional system of first-order ordinary differential equations. The Euler–Lagrange equation of any conserved density of a given evolution equation yields such a reduction. Other examples include the generalized method of separation of variables, the characterization of separable evolution equations, and the characterization of equations with complete families of wave solutions. A Newton equation is compatible with an ordinary differential constraint if and only if the constraint is affine, with force field symmetry, in which case the equation reduces to a finite-dimensional dynamical system. Newton equations with complete families of characteristic solutions reduce to central force problems on solution spaces of linear constraints.     

层状层电介质空间轴对称问题的状态空间解

从横观各向同性压电介质空间轴对称问题的基本方程出发,建立了压电介质空间轴对称问题的状态变量方程,对状态变量方程进行Hankel变换,得到以状态变量表示的单层压电介质在Hankel变换空间中的解,讨论了3种不同特征根的情况,利用提出的解得到了半无限压电体在垂直集中载荷和点电荷作出下的Boussinesq解。利用传递矩阵方法导出了多层压电介质空间轴对称问题解一般解析式。     

Control structure interaction in the nonlinear analysis of flexible mechanical systems

The effect of the control structure interaction on the feedforward control law as well as the dynamics of flexible mechanical systems is examined in this investigation. An inverse dynamics procedure is developed for the analysis of the dynamic motion of interconnected rigid and flexible bodies. This method is used to examine the effect of the elastic deformation on the driving forces in flexible mechanical systems. The driving forces are expressed in terms of the specified motion trajectories and the deformations of the elastic members. The system equations of motion are formulated using Lagrange's equation. A finite element discretization of the flexible bodies is used to define the deformation degrees of freedom. The algebraic constraint equations that describe the motion trajectories and joint constraints between adjacent bodies are adjoined to the system differential equations of motion using the vector of Lagrange multipliers. A unique displacement field is then identified by imposing an appropriate set of reference conditions. The effect of the nonlinear centrifugal and Coriolis forces that depend on the body displacements and velocities are taken into consideration. A direct numerical integration method coupled with a Newton-Raphson algorithm is used to solve the resulting nonlinear differential and algebraic equations of motion. The formulation obtained for the flexible mechanical system is compared with the rigid body dynamic formulation. The effect of the sampling time, number of vibration modes, the viscous damping, and the selection of the constrained modes are examined. The results presented in this numerical study demonstrate that the use of the driving forees obtained using the rigid body analysis can lead to a significant error when these forces are used as the feedforward control law for the flexible mechanical system. The analysis presented in this investigation differs significantly from previously published work in many ways. It includes the effect of the structural flexibility on the centrifugal and Coriolis forces, it accounts for all inertia nonlinearities resulting from the coupling between the rigid body and elastic displacements, it uses a precise definition of the equipollent systems of forces in flexible body dynamics, it demonstrates the use of general purpose multibody computer codes in the feedforward control of flexible mechanical systems, and it demonstrates numerically the effect of the selected set of constrained modes on the feedforward control law.     

A geometric solution to the general single contact frictionless problem by combining concepts of analytical dynamics and b-calculus

This study presents a systematic approach, leading to a new set of equations of motion for a class of mechanical systems subject to a single frictionless contact constraint. To achieve this goal, some fundamental concepts of b-geometry are utilized and adapted to the general framework of Analytical Dynamics. These concepts refer to the theory of manifolds with boundary and provide a suitable and strong theoretical foundation. First, the boundary is defined within the original configuration manifold of the system by the equality in the unilateral constraint. Then, an appropriate vector bundle is considered, involving only smooth vector fields, even at the boundary. After determining the essential geometric properties (i.e., the metric and the connection) near the boundary, Newton’s law of motion is applied. In this way, the equations of motion during the contact phase are derived as a system of ordinary differential equations. These equations possess a special form inside a thin boundary layer. In particular, the essential dynamics of the systems examined is found to be governed by a single second order ordinary differential equation, which is investigated fully. Moreover, a critical comparison of the present formulation with the classical formulations applied to systems with a frictionless contact is performed. Finally, the effect of the dominant parameters on the dynamics during the contact phase and the steps for the application process to mechanical systems are illustrated by two selected examples, referring to contact of a particle and a rigid body with a plane.     

Study of an MHD Flow of the Carreau Fluid Flow Over a Stretching Sheet with a Variable Thickness by Using an Implicit Finite Difference Scheme

The present analysis deals with a two-dimensional MHD flow of the Carreau fluid over a stretching sheet with a variable thickness. The governing partial differential equations are converted into an ordinary differential equation by using the similarity approach. The solution of the differential equation is calculated by using the Keller box method. The solution is studied for different values of the Hartmann number, Weissenberg number, wall thickness parameter, and power-law index. The skin friction coefficient is calculated. The present results are compared with available relevant data.     

Stability analysis of a fractional viscoelastic plate strip in supersonic flow under axial loading

The stability of a viscoelastic plate strip, subjected to an axial load with the Kelvin–Voigt fractional order constitutive relationship is studied. Based on the classical plate theory, the structural formulation of the plate is obtained by using the Newton’s second law and the aerodynamic force due to the fluid flow is evaluated by piston theory. The Galerkin method is employed to discretize the equation of motion into a set of ordinary differential equations. To determine the stability margin of plate the obtained set of ordinary differential equations are solved using the Laplace transform method. The effects of variation of the governing parameters such as axial force, retardation time, fractional order and boundary conditions on the stability margin of fractional viscoelastic panel are investigated and finally some conclusions are outlined.     

On axisymmetric flow of Sisko fluid over a radially stretching sheet

This study presents an analysis of the axisymmetric flow of a non-Newtonian fluid over a radially stretching sheet. The momentum equations for two-dimensional flow are first modeled for Sisko fluid constitutive model, which is a combination of power-law and Newtonian fluids. The general momentum equations are then simplified by invoking the boundary layer analysis. Then a non-linear ordinary differential equation governing the axisymmetric boundary layer flow of Sisko fluid over a radially stretching sheet is obtained by introducing new suitable similarity transformations. The resulting non-linear ordinary differential equation is solved analytically via the homotopy analysis method (HAM). Closed form exact solution is then also obtained for the cases n=0 and 1. Analytical results are presented for the velocity profiles for some values of governing parameters such as power-law index, material parameter and stretching parameter. In addition, the local skin friction coefficient for several sets of the values of physical parameter is tabulated and analyzed. It is shown that the results presented in this study for the axisymmetric flow over a radially non-linear stretching sheet of Sisko fluid are quite general so that the corresponding results for the Newtonian fluid and the power-law fluid can be obtained as two limiting cases.     

Geometric Proof of Lie's Linearization Theorem

In 1883, S. Lie found the general form of all second-order ordinary differential equations transformable to the linear equation by a change of variables and proved that their solution reduces to integration of a linear third-order ordinary differential equation. He showed that the linearizable equations are at most cubic in the first-order derivative and described a general procedure for constructing linearizing transformations by using an over-determined system of four equations. We present here a simple geometric proof of the theorem, known as Lie's linearization test, stating that the compatibility of Lie's four auxiliary equations furnishes a necessary and sufficient condition for linearization.     

Unsteady hydroplaning and motion of a profile with trailing vortices

In the present paper we consider in the Sedov formulation the problems of unsteady motion of a profile with trailing vortices, rebounding, and non-self-similar hydroplaning contact. The basic integral equation for determining the vortex distribution density is reduced to the Abel equation by solving an auxiliary system of ordinary differential equations. The rebounding limit is determined for a flat plate.     

A Conservative Difference Scheme for Conservative Differential Equation with Periodic Boundary

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A variational analytical approach to time dependent flow of oldroyd B fluid in circular tube

In the present investigation the time dependent flow of an Oldroyd fluid B in a horizontal cylindrical pipe is stuided by the variational analytical approach developed by author. The time dependent problem is mathematically reduced to a partial differential equation of third order. Using the improved variational approach due to Kantorovich the partial differential equation can be reduced to a system of ordinary differential equations for different approximations. The ordinary differential equations are solved by the method of the Laplace transform which is led to an analytical form of the solutions. Project supported by TWAS and Chinese Academy of Sciences and the National Science Foundation of China     

Multi-Body Analysis of a Tiltrotor Configuration

The paper describes the aeroelastic analysis of a tiltrotor configuration. The 1/5 scale wind tunnel semispan model of the V-22 tiltrotor aircraft is considered. The analysis is performed by means of a multi-body code, based on an original formulation. The differential equilibrium problem is stated in terms of first-order differential equations. The equilibrium equations of every rigid body are written together with the definitions of the momenta. The bodies are connected by kinematic constraints applied in the form of Lagrangian multipliers. Deformable components are mainly modelled by means of beam elements based on an original finite volume formulation. Multi-disciplinary problems can be solved by adding user-defined differential equations. In the presented analysis, the equations related to the control of the swash-plate of the model are considered. Advantages of a multi-body aeroelastic code over existing comprehensive rotorcraft codes include the exact modelling of the kinematics of the hub, the detailed modelling of the flexibility of critical hub components, and the possibility to simulate steady flight conditions as well as wind-up and maneuvers. The simulations described in the paper include (1) the analysis of the aeroelastic stability, with particular regard to the proprotor/pylon instability that is peculiar to tiltrotors, (2) the determination of the dynamic behavior of the system and of the loads due to typical maneuvers, with particular regard to the conversion from helicopter to airplane mode, and (3) the stress evaluation in critical components, such as the pitch links and the conversion downstop spring.