The Higher Frequency of Free Vibrations of Thin Annular Plates Made of Functionally Graded Material

Subject of this paper is a thin plate with a characteristic geometry: periodic in one direction and smoothly varying along the other. The aim of the contribution is to formulate and apply the averaged model which can describe higher frequencies of free vibrations. Problem of finding frequencies of free vibrations is very important. It could be applied to many engineering problems such as resonance phenomena, wave propagation, absorption of vibrations and many others. When the considered plate is made of an isotropic material, we can find the first, the second and the others frequencies in simply way. But if we consider plate made of a functionally graded material [1], which have varying properties and which is made of two components, this problem is more complicated. In this cause, apart from family of the base frequencies (first, second, etc), which depend on macroscopic properties of the plate, we have the higher frequency, which depends on a microscopic structure. We can find many papers describing the base frequencies of free vibrations for many different types of structures (for example [2] for considered type of plate). In this paper, we find the higher frequency. For solving this problem, we use the tolerance averaging technique described in [3]. This theory allows to take into account the microstructure size and to find the higher frequency of free vibrations. The equations have smooth coefficients. They can be solved numerically with help of the finite difference method, in polar coordinates for an annular plate. Next, we use special procedure for selecting of the higher frequencies of free vibrations, which depend on the microstructure size, from the list of all frequencies. After that we analyze an influence of ratios of material properties and the microstructure size on the higher frequency of free vibrations. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

We prove a result of existence and uniqueness of solutions to forward–backward stochastic differential equations, with non-degeneracy of the diffusion matrix and boundedness of the coefficients as functions of x as main assumptions.This result is proved in two steps. The first part studies the problem of existence and uniqueness over a small enough time duration, whereas the second one explains, by using the connection with quasi-linear parabolic system of PDEs, how we can deduce, from this local result, the existence and uniqueness of a solution over an arbitrarily prescribed time duration. Improving this method, we obtain a result of existence and uniqueness of classical solutions to non-degenerate quasi-linear parabolic systems of PDEs.This approach relaxes the regularity assumptions required on the coefficients by the Four-Step scheme.     

Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

We consider a semilinear partial differential equation (PDE) of non-divergence form perturbed by a small parameter. We then study the asymptotic behavior of Sobolev solutions in the case where the coefficients admit limits in C?esaro sense. Neither periodicity nor ergodicity will be needed for the coefficients. In our situation, the limit (or averaged or effective) coefficients may have discontinuity. Our approach combines both probabilistic and PDEs arguments. The probabilistic one uses the weak convergence of solutions of backward stochastic differential equations (BSDE) in the Jakubowski S-topology, while the PDEs argument consists to built a solution, in a suitable Sobolev space, for the PDE limit. We finally show the existence and uniqueness for the associated averaged BSDE, then we deduce the uniqueness of the limit PDE from the uniqueness of the averaged BSDE.     

Some remarks on solvability and various indices for implicit differential equations

It has been shown [17,18,21] that the notion of index for DAEs (Differential Algebraic Equations), or more generally implicit differential equations, could be interpreted in the framework of the formal theory of PDEs. Such an approach has at least two decisive advantages: on the one hand, its definition is not restricted to a “state-space” formulation (order one systems), so that it may be computed on “natural” model equations coming from physics (which can be, for example, second or fourth order in mechanics, second order in electricity, etc.) and there is no need to destroy this natural way through a first order rewriting. On the other hand, this formal framework allows for a straightforward generalization of the index to the case of PDEs (either “ordinary” or “algebraic”). In the present work, we analyze several notions of index that appeared in the literature and give a simple interpretation of each of them in the same general framework and exhibit the links they have with each other, from the formal point of view. Namely, we shall revisit the notions of differential, perturbation, local, global indices and try to give some clarification on the solvability of DAEs, with examples on time-varying implicit linear DAEs. No algorithmic results will be given here (see [34,35] for computational issues) but it has to be said that the complexity of computing the index, whatever approach is taken, is that of differential elimination, which makes it a difficult problem. We show that in fact one essential concept for our approach is that of formal integrability for usual DAEs and that of involution for PDEs. We concentrate here on the first, for the sake of simplicity. Last, because of the huge amount of work on DAEs in the past two decades, we shall mainly mention the most recent results. This revised version was published online in June 2006 with corrections to the Cover Date.     

An adaptive boundary collocation method for linear PDEs

The article proposes an adaptive algorithm based on a boundary collocation method for linear PDEs satisfying the maximal principle with possibly nonlinear boundary conditions. Given the error tolerance and an initial number of terms in the solution expansion, the algorithm computes expansion coefficients by collocation of boundary conditions and evaluates the maximum absolute error on the boundary. If error exceeds the error tolerance, additional expansion terms and boundary collocation points are added and the process repeated until the tolerance is satisfied. The performance of the algorithm is illustrated by an example of the potential flow past a cylinder placed between parallel walls. © 1995 John Wiley & Sons, Inc.     

Free vibrations of thin annular plates made from functionally graded material

Subject of the consideration is thin annular plate made of a two-phase functionally graded composte. The plate has periodically inhomogeneous microstructure slowly varying in space: the λ-periodic structure along circular coordinate, but smoothly graded apparent (averaged) properties in the perpendicular, radial direction. The aim of the contribution is to derive and apply a deterministic macroscopic model describing the free vibrations of this plate. Modeling procedure is based on tolerance averaging technique. We received, equations system with smooth coefficients. We made numerical solution of this problem, using finite difference method, and analyze influence of material proportion and microstructure size on first frequency of free vibrations. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps

Coarse spaces are instrumental in obtaining scalability for domain decomposition methods for partial differential equations (PDEs). However, it is known that most popular choices of coarse spaces perform rather weakly in the presence of heterogeneities in the PDE coefficients, especially for systems of PDEs. Here, we introduce in a variational setting a new coarse space that is robust even when there are such heterogeneities. We achieve this by solving local generalized eigenvalue problems in the overlaps of subdomains that isolate the terms responsible for slow convergence. We prove a general theoretical result that rigorously establishes the robustness of the new coarse space and give some numerical examples on two and three dimensional heterogeneous PDEs and systems of PDEs that confirm this property.     

Uncertainty quantification for linear elastic bodies with two fluctuating input parameters

In this work, we present a numerical method for solving partial differential equations (PDEs) with stochastic coefficients for a linear elastic body. To this end, a stochastic finite element method is applied. We distinguish two different cases for an isotropic material with two fluctuating input parameters in order to analyse the optimal choice of input parameters. Using the GALERKIN projection, the final stochastic equation system is reduced to a system of deterministic PDEs. Subsequently, the solution is determined iteratively. Finally, a numerical example for a plate with a ring hole is presented. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Some analysis of a stochastic logistic growth model

We derive several new results on a well-known stochastic logistic equation. For the martingale case, we compute the distribution of the solution, mean passage times, and the distribution of hitting times, all in closed form. For the case of constant coefficients, we also find mean passage times and for the general equation we give the weak solution expressed in terms of stochastic quadratures. We also show how these quadratures may be considerably simplified using the results for the martingale case. As it turns out, the martingale case has a particularly elegant weak solution, and to a large degree its structure carries over to the general case.     

Analytical approximation of the transition density in a local volatility model

We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.     

The generalized Dirichlet–Neumann map for linear elliptic PDEs and its numerical implementation

A new approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was introduced in Fokas [A unified transform method for solving linear and certain nonlinear PDEs, Proc. Roy. Soc. London Ser. A 53 (1997) 1411–1443]. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet to Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. This is based on the analysis of the so-called global relation, an equation which couples known and unknown components of the derivative on the boundary and which is valid for all values of a complex parameter k. A collocation-type numerical method for solving the global relation for the Laplace equation in an arbitrary bounded convex polygon was introduced in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. Here, by choosing a different set of the “collocation points” (values for k), we present a significant improvement of the results in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. The new collocation points lead to well-conditioned collocation methods. Their combination with sine basis functions leads to a collocation matrix whose diagonal blocks are point diagonal matrices yielding efficient implementation of iterative methods; numerical experimentation suggests quadratic convergence. The choice of Chebyshev basis functions leads to higher order convergence, which for regular polygons appear to be exponential.     

The parametrix method for parabolic SPDEs

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in Hölder classes and estimates from above and below of the fundamental solution. This result is applied to SPDEs by means of the Itô–Wentzell formula, through a random change of variables which transforms the SPDE into a PDE with random coefficients.     

The Qualitative Analysis and the Critical Hypersurfaces of Elliptic and Hyperbolic PDEs

Many boundary value problems of PDEs of the applied mathematics lead to the solving of equivalent elliptic and hyperbolic quadratic algebraic equations (QAEs) with variable coefficients. The qualitative analysis of elliptic and hyperbolic QAEs is started here by the determination of their behaviors by systematical variation of their free and linear terms, from −∞ to +∞ and by their visualization. It comes out that, for these variations of their coefficients, the elliptic and hyperbolic QAEs have critical hypersurfaces, which are obtained by cancellation of their great determinant as in [1], [2]. The critical hypersurface can be considered as a limit of existence of real solutions of an elliptic QAE. The hyperbolic QAE degenerates jumps and breaks along its critical hypersurface, which is also its asymptote. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Fundamental solutions, transition densities and the integration of Lie symmetries

In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition densities. The method we use relies upon the fact that Lie symmetries can be integrated with respect to the group parameter. We obtain new results which show that for PDEs with nontrivial Lie symmetry algebras, the Lie symmetries naturally yield Fourier and Laplace transforms of fundamental solutions, and we derive explicit formulas for such transforms in terms of the coefficients of the PDE.     

A probabilistic model of thermal explosion in polydisperse fuel spray

This work is concerned with an analysis of polydisperse spray droplets distribution on the thermal explosion processes. In many engineering applications it is usual to relate to the practical polydisperse spray as a monodisperse spray. The Sauter Mean Diameter (SMD) and its variations are frequently used for this purpose [13]. The SMD and its modifications depend only on “integral” characterization of polydisperse sprays and can be the same for very different types of polydisperse spray distributions.The current work presents a new, simplified model of the thermal explosion in a combustible gaseous mixture containing vaporizing fuel droplets of different radii (polydisperse). The polydispersity is modeled using a probability density function (PDF) that corresponds to the initial distribution of fuel droplets size. This approximation of polydisperse spray is more accurate than the traditional ‘parcel’ approximation and permits an analytical treatment of the simplified model. Since the system of the governing equations represents a multi-scale problem, the method of invariant (integral) manifolds is applied.An explicit expression of the critical condition for thermal explosion limit is derived analytically. Numerical simulations demonstrate an essential dependence of these thermal explosion conditions on the PDF type and represent a natural generalization of the thermal explosion conditions of the classical Semenov theory.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

On the Drinfeld-Sokolov hierarchy of type E_6~((1)) and its topological solution

In this paper we report some explicit evolutionary PDEs of the Drinfeld-Sokolov hierarchy of type E_6~((1)), and show how the unknown functions in these PDEs are related to the tau function. Moreover, for this hierarchy we compute its topological solution of formal series up to a certain degree, whose coefficients of monomials give the Fan-Jarvis-Ruan-Witten invariants for the E_6 simple singularity. Based on such results we also derive several explicit evolutionary PDEs and some low-degree terms of the topological solution for the Drinfeld-Sokolov hierarchy of type F_4~((1)).     

A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients

We propose a multiscale multilevel Monte Carlo(MsMLMC) method to solve multiscale elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage,we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the pre-computed multiscale basis.The MsMLMC method can be applied to multiscale RPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallestscale of the solution. We have performed complexity analysis and shown that the MsMLMC offers considerable savings in solving multiscale elliptic PDEs with random coefficients. Moreover, we provide convergence analysis of the proposed method. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.     

A non-stationary problem coupling PDEs and ODEs modelizing an automotive catalytic converter

In this article we prove the existence and uniqueness of the solution of a non-stationary problem that modelizes the behavior of the concentrations and the temperature of gases going through a cylindrical passage of an automotive catalytic converter. This problem couples parabolic partial differential equations (PDEs) in a domain with one parabolic partial differential equation and some ordinary differential equations (ODEs) on a part of its boundary.     

Neuron phase shift adaptive to time delay in locomotor control

Based on neurophysiological evidence, theoretical studies have shown that walking can be generated by mutual entrainment of oscillations of a central pattern generator (CPG) and a body. However, it has also been shown that the time delay in the sensorimotor loop destabilizes mutual entrainment, and results in the failure to walk. Recently, it has been reported that if (a) the neuron model used to construct the CPG is replaced by physiologically faithful neuron model (Bonhoeffer–Van der Pol type) and (b) the mechanical impedance of the body (muscle viscoelasticity) is controlled depending on the angle between two legs, the phase relationship between CPG activity and body motion could be flexibly locked according to the loop delay and, therefore, mutual entrainment can be stabilized. That is, locomotor control adaptive to the loop delay can emerge from the coupling between CPG and body. Here, we call this mechanism flexible-phase locking. In this paper, we construct a system of coupled oscillators as a simplified model of a walking system to theoretically investigate the mechanism of flexible-phase locking, and to analyze the simplified model. The analysis suggests that the following are required as the essential mechanism: (i) an asymptotically stable limit cycle of the coupling system of CPG and body and (ii) a sign difference between afferent and efferent coupling coefficients.