A coupled finite element-differential quadrature element method and its accuracy for moving load problem

In this paper a mixed method, which combines the finite element method and the differential quadrature element method (DQEM), is presented for solving the time dependent problems. In this study, the finite element method is first used to discretize the spatial domain. The DQEM is then employed as a step-by-step DQM in time domain to solve the resulting initial value problem. The resulting algebraic equations can be solved by either direct or iterative methods. Two general formulations using the DQM are also presented for solving a system of linear second-order ordinary differential equations in time. The application of the formulation is then shown by solving a sample moving load problem. Numerical results show that the present mixed method is very efficient and reliable.     

Differential quadrature method for pricing American options

In this article, differential quadrature method (DQM), a highly accurate and efficient numerical method for solving nonlinear problems, is used to overcome the difficulty in determining the optimal exercise boundary of American option. The following three parts of the problem in pricing American options are solved. The first part is how to treat the uncertainty of the early exercise boundary, or free boundary in the language of the PDE treatment of the American option, because American options can be exercised before the date of expiration. The second part is how to solve the nonlinear problem, because the problem of pricing American options is nonlinear. And the third part is how to treat the initial value condition with the singularity and the boundary conditions in the DQM. Numerical results for the free boundary of American option obtained by both DQM and finite difference method (FDM) are given and from which it can be seen the computational efficiency is greatly improved by DQM. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 711–725, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10028.     

Phase-Locked loops lock-in range in Frequency Modulated-Atomic Force Microscope nonlinear control system

Since the mid 1980s the Atomic Force Microscope is one the most powerful tools to perform surface investigation, and since 1995 Non-Contact AFM achieved true atomic resolution. The Frequency-Modulated Atomic Force Microscope (FM-AFM) operates in the dynamic mode, which means that the control system of the FM-AFM must force the microcantilever to oscillate with constant amplitude and frequency. However, tip-sample interaction forces cause modulations in the microcantilever motion. A Phase-Locked loop (PLL) is used to demodulate the tip-sample interaction forces from the microcantilever motion. The demodulated signal is used as the feedback signal to the control system, and to generate both topographic and dissipation images. As a consequence, a proper design of the PLL is vital to the FM-AFM performance. In this work, using bifurcation analysis, the lock-in range of the PLL is determined as a function of the frequency shift (Ω) of the microcantilever and of the other design parameters, providing a technique to properly design the PLL in the FM-AFM system.     

Nonlinear dynamic analysis of a V-shaped microcantilever of an atomic force microscope

This paper is devoted to investigate the nonlinear behaviors of a V-shaped microcantilever of an atomic force microscope (AFM) operating in its two major modes: amplitude modulation and frequency modulation. The nonlinear behavior of the AFM is due to the nonlinear nature of the AFM tip–sample interaction caused by the Van der Waals attraction/repulsion force. Considering the V-shaped microcantilever as a flexible continuous system, the resonant frequencies, mode shapes, governing nonlinear partial and ordinary differential equations (PDE and ODE) of motion, boundary conditions, frequency and time responses, potential function and phase-plane of the system are obtained analytically. The governing PDE is determined by employing the Hamilton principle. Subsequently, the Galerkin method is utilized to gain the governing nonlinear ODE. Afterward, the resulting ODE is analytically solved by means of some perturbation techniques including the method of multiple scales and the Lindsted–Poincare method. In addition, the effects of different parameters including geometrical one on the frequency response of the system are assessed.     

A two-dimensional layerwise-differential quadrature static analysis of thick laminated composite circular arches

In this paper, a high accuracy and rapid convergence hybrid approach is developed for two-dimensional static analyses of circular arches with different boundary conditions. The method essentially consists of a layerwise technique in the thickness direction in conjunction with differential quadrature method (DQM) in the axial direction. Hence, the high accuracy and fast convergence of DQM with generality of layerwise formulations for modeling the transverse deformations of arbitrary laminated composite thick arches are combined. This results in superior accuracy with fewer degrees of freedom than conventional finite element method (FEM) or finite difference method (FDM). The convergence behavior of the method is shown and to verify its accuracy, the results are compared with those obtained based on the first order shear deformation Reissner–Naghdi type shell theory and also higher order shear deformation theory. The effects of opening angles, ply angle, boundary conditions, and thickness-to-length ratio on the stress and displacement components are studied.     

Variational treatment of electrostatic interaction force in atomic force microscopy

In this paper we introduce the mathematical model for the electrostatic interaction force between an atomic force microscope (AFM) tip and a sample surface. We formulate the electrostatic potential problem in Sobolev spaces and find the corresponding weak solution in terms of the integral potential, which can be approximated numerically by generalized Fourier series and used to find the interaction force between an AFM tip and a sample surface. The formulation of the problem in a weak (Sobolev) space setting allows us to determine the force for AFM tips of arbitrary shape. Efficiency of the method is illustrated using numerical examples for the spherical and tetrahedral AFM tips.     

Variational treatment of electrostatic interaction force in atomic force microscopy

In this paper we introduce the mathematical model for the electrostatic interaction force between an atomic force microscope (AFM) tip and a sample surface. We formulate the electrostatic potential problem in Sobolev spaces and find the corresponding weak solution in terms of the integral potential, which can be approximated numerically by generalized Fourier series and used to find the interaction force between an AFM tip and a sample surface. The formulation of the problem in a weak (Sobolev) space setting allows us to determine the force for AFM tips of arbitrary shape. Efficiency of the method is illustrated using numerical examples for the spherical and tetrahedral AFM tips.      

Static and dynamic response of CNT nanobeam using nonlocal strain and velocity gradient theory

This paper examines the length-scale effect on the nonlinear response of an electrically actuated Carbon Nanotube (CNT) based nano-actuator using a nonlocal strain and velocity gradient (NSVG) theory. The nano-actuator is modeled within the framework of a doubly-clamped Euler–Bernoulli beam which accounts for the nonlinear von-Karman strain and the electric actuating forcing. The NSVG theory includes three length-scale parameters which describe two completely different size-dependent phenomena, namely, the inter-atomic long-range force and the nano-structure deformation mechanisms. Hamilton’s principle is employed to obtain the equation of motion of the nonlinear nanobeam in addition to its respective classical and non-classical boundary conditions. The differential quadrature method (DQM) is used to discretize the governing equations. The key aim of this research is to numerically investigate the influence of the nonlocal parameter and the strain and velocity gradient parameters on the nonlinear structural behavior of the carbon nanotube based nanobeam. It is found that these three length-scale parameters can largely impact the performance of the CNT based nano-actuator and qualitatively alter its resultant response. The main goal of this investigation is to understand the highly nonlinear response of these miniature structures to improve their overall performance.     

Fundamental frequency analysis of microtubules under different boundary conditions using differential quadrature method

Microtubules (MTs) are a central part of the cytoskeleton in eukaryotic cells. The dynamic behaviors of MTs are of great interest in biomechanics. Many researchers have studied the vibration analysis of MTs by modeling them as an orthotropic cylindrical elastic shell and the exact solution to its displacements is investigated under simply supported boundary conditions. Other boundary conditions lead to some coupled equations, which there are no exact solution to them. Considering various boundary conditions requires implementing semi-analytic or numerical methods. In this study, the differential quadrature method (DQM) has been used to solve the nonlinear problem of seeking fundamental frequency. At first to verify the DQM results, this method has been applied to the equations of MTs under simply supported boundary condition. The coincidence of the exact solution results and the results of DQM shows the effectiveness and precision of this method. After verification, DQM has been used for the other boundary conditions. These boundary conditions are including clamped–clamped (CC), clamped–simply (CS), clamped–free (CF) and free–free (FF) constraints. Finally, the effect of edges boundary condition, radius of MTs and half wave numbers on the vibration behavior of MTs is considered.     

有色噪声激励下双稳态电磁式振动能量捕获器动力学特性研究

随着微机电科技的进步,利用环境振动进行系统自供电已经成为目前非线性动力学研究的热点.以附加线性振子的双稳态电磁式振动能量捕获器为研究对象,建立系统的动力学方程,通过数值仿真研究了有色噪声激励作用下双稳态能量捕获系统的动力学行为,分别从有色噪声强度、质量比和调频比3个方面研究了双稳态系统动力学响应,获得了上述参数对双稳态能量捕获系统动力学特性的影响规律,上述研究结果为双稳态电磁式振动能量捕获系统的相关研究提供理论基础.     

Partially observed optimal stopping problem for discrete-time Markov processes

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization procedure based on optimal quantization. First, we discretize the state space of the unobserved variable by quantizing an underlying reference measure. Then we jointly discretize the resulting approximate filter and the observation process. We obtain a fully computable approximation of the value function with explicit error bounds for its convergence towards the true value function.     

Persistence and propagation of a discrete-time map and PDE hybrid model with strong Allee effect

Persistence and propagation of species are fundamental questions in spatial ecology. This paper focuses on the impact of Allee effect on the persistence and propagation of a population with birth pulse. We investigate the threshold dynamics of an impulsive reaction–diffusion model and provide the existence of bistable traveling waves connecting two stable equilibria. To prove the existence of bistable waves, we extend the method of monotone semiflows to impulsive reaction–diffusion systems. We use the methods of upper and lower solutions and the convergence theorem for monotone semiflows to prove the global stability of traveling waves and their uniqueness up to translation. Then we enhance the stability of bistable traveling waves to global exponential stability. Numerical simulations illustrate our theoretical results.     

Differential quadrature domain decomposition method for problems on a triangular domain

The differential quadrature method (DQM) has been studied for years and it has been shown by many researchers that the DQM is an attractive numerical method with high efficiency and accuracy. The conventional DQM is mostly effective for one‐dimensional and multidimensional problems with geometrically regular domains. But to deal with problems on a triangular domain, we will meet difficulties. In this article we will study how to solve problems on a triangular domain by using DQM combined with the domain decomposition method (DDM). © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Numerical conformal mapping of multiply connected domains to regions with circular boundaries

We propose a method to map a multiply connected bounded planar region conformally to a bounded region with circular boundaries. The norm of the derivative of such a conformal map satisfies the Laplace equation with a nonlinear Neumann type boundary condition. We analyze the singular behavior at corners of the boundary and separate the major singular part. The remaining smooth part solves a variational problem which is easy to discretize. We use a finite element method and a gradient descent method to find an approximate solution. The conformal map is then constructed from this norm function. We tested our algorithm on a polygonal region and a curvilinear smooth region.     

Photothermal response of polymer microcantilever with metal coating in fluids

Cantilever beams are used as sensors in a great variety of applications. It is a promising research to study the vibration characteristics of microcantilever for biological and chemical detections. In this paper, a (a a) theoretical model was used to calculate the photothermal vibration frequency spectra of coating polymer microcantilever, which immersed in fluids and excited by an intensity-modulated laser beam. The comparison was made among the response of vibration in different fluids. Theoretical analysis demonstrated that a great distortion occurred to the vibration frequency spectra due to the high density and viscosity of liquids. In addition, it can be concluded from theoretical calculation that the coating has significant effect on the dynamic response of microcantilever.     

A differential quadrature analysis of unsteady open channel flow

A rapid, convergent and accurate differential quadrature method (DQM) is employed for numerical simulation of unsteady open channel flow. To the best of authors’ knowledge, this is the first attempt to use the DQM in open channel hydraulics. The Saint-Venant equations and the related nonhomogenous, time dependent boundary conditions are discretized in spatial and temporal domain by DQ rules. The unknowns in the entire domain are computed by satisfying governing equations, boundary and initial conditions simultaneously. By employing DQM, accurate results can be obtained using dramatically less grid points in spatial and time domain. The stability of DQM solution is not sensitive to choosing time step or Courant number unlike other methods. Although numerical problems such as instability, oscillation and underestimation near critical depth can be seen by using other methods but DQM solution is smooth and accurate in this case. The results are sensitive to grid distribution in time domain. In light of this, Chebyshev–Gauss–Lobatto distribution performance is excellent. To validate the DQM solutions, the obtained results are compared with those of the characteristic method. In conclusion, DQM is a potential powerful method with minimum computational effort for unsteady flow simulation.     

Crankshaft-bearing evolution indexes investigation and asperity contact identification based on neural network

The dynamic and lubrication characteristic analyses of the crankshaft–bearing system is quite a complex problem, and it is important to avoid asperity contact which may lead to bearing wear and increase of friction loss significantly in dynamic lubrication condition. In this paper, the dynamic characteristic that has an essential impact on lubrication was investigated over an inline six-cylinder engine. Multi-body dynamics method, tribology, finite element method (FEM), finite difference method (FDM) and component mode synthesis method (CMS) were combined to analyze the dynamic characteristic of crankshaft, oil leakage, oil film pressure, asperity contact pressure and friction loss. Then the orthogonal experiment that included 5 levels and 6 factors was conducted to obtain the training sample sets for neural network, and the probabilistic neural network (PNN) was employed to identify weather the asperity contact happened or not according to its nonlinear characteristic. The analyses which can provide the guidance for the design of main bearing, and avoid the asperity contact in the lubrication are significant to the design of the bearing at the development stage of the engine.     

附加非线性振子的双稳态电磁式振动能量捕获器动力学特性研究

随着微机电科技的进步,利用环境振动进行系统自供电已经成为目前非线性动力学研究的热点.将质量-弹簧-阻尼系统与双稳态振动能量捕获系统相结合,提出了附加非线性振子的双稳态电磁式振动能量捕获器,建立系统的力学模型及控制方程.通过数值仿真研究了简谐激励下质量比和调频比发生变化时附加非线性振子的双稳态电磁式振动能量捕获器的动力学响应.通过与附加线性振子双稳态系统的对比,获得了上述参数对附加非线性振子的双稳态电磁式振动能量捕获器发生大幅运动的影响规律,显示出附加非线性振子的双稳态电磁式振动能量捕获器的优越性,并获得了附加非线性振子的双稳态电磁式振动能量捕获器发生连续大幅混沌运动的最优参数配合.上述研究结果为双稳态电磁式振动能量捕获系统的相关研究提供了理论基础.     

Optimum design of laminated composite plates under dynamic excitation

An integrated model for optimum weight design of symmetrically laminated composite plates subjected to dynamic excitation is presented in this work. Optimum design procedure based on flexibility and strength criteria is presented. The objective is to determine the optimum thicknesses of the laminate layers and its optimum orientations without exhibiting any failure according to Tsai-Wu failure criterion. The finite element method, based on Mindlin plate theory, is used in conjunction with an optimization method in order to determine the optimum design. Newmark algorithm, as an implicit time integration scheme, is used to discretize the time domain and calculate the transient response of the laminated composite plate. Exterior penalty method is exploited for the constrained minimization procedure. Fletcher-Powell algorithm is used for the unconstrained minimization process. To verify the capability and efficiency of the proposed model, three examples are solved. The examples deal with flexibility and stress constraints for different boundary conditions under various dynamic excitations.     

Radiofrequency ablation planning: An application of semi-infinite modelling techniques

In radiofrequency (RF) ablation a needle-shaped probe is inserted into the patient’s body in order to heat and subsequently destroy the malignant tissue around the needle tip. The determination of the optimal probe position poses an intricate problem, as it requires the modelling of the tumour destruction depending on the attained temperature as well as the incorporation of constraints that prohibit puncturing bones or other risk structures.In this work we present a new optimization procedure that reflects both aspects adequately. We assess tumour destruction by solving the underlying system of partial differential equations using a finite element method. Next we show how the probe’s position and orientation can be optimized by gradient-based methods. Ensuring that risk structures are not harmed by the probe is easily modelled using semi-infinite constraints in the optimization problem.Techniques to reduce the semi-infinite problem to a standard nonlinear constrained optimization problem are introduced and demonstrated as a proof-of-concept on real clinical data. The results indicate the high potential of this combination of PDE-based simulation and numerical optimization for RF ablation planning.