基于Monte-Carlo随机有限元方法的随机边界条件下自然对流换热不确定性研究

为分析边界条件不确定性对方腔内自然对流换热的影响,发展了一种求解随机边界条件下自然对流换热不确定性传播的Monte-Carlo随机有限元方法.通过对输入参数场随机边界条件进行Karhunen-Loeve展开及基于Latin(拉丁)抽样法生成边界条件随机样本,数值计算了不同边界条件随机样本下方腔内自然对流换热流场与温度场,并用采样统计方法计算了随机输出场的平均值与标准偏差.根据计算框架编写了求解随机边界条件下方腔内自然对流换热不确定性的MATLAB随机有限元程序,分析了随机边界条件相关长度与方差对自然对流不确定性的影响.结果表明:平均温度场及流场与确定性温度场及流场分布基本相同;随机边界条件下Nu数概率分布基本呈现正态分布,平均Nu数随着相关长度和方差增加而增大;方差对自然对流换热的影响强于相关长度的影响.     

Central limit theorems for non-linear functionals of Gaussian fields

In the present paper it is shown that the central limit theorem holds for some non-linear functionals of stationary Gaussian fields if the correlation function of the underlying field tends fast enough to zero. The results are formulated in terms of the Hermite rank of the functional and of the rate of the correlation function. Then we show an example when the limit field is self-similar and Gaussian but not necessarily consisting of independent elements.     

Stochastic model of digit transfer in computing

This paper describes a stochastic model of digit transfer. The main characteristics of the transfer process are the number of transfers, the number of groups of consecutive transfers, and the maximum number of consecutive transfers. Two binary numbers with a digit transfer form a triplet, and a sequence of these triplets generates a Markov chain. In our model, the above-mentioned characteristics can be described by functionals on trajectories of this chain: the number of events, the number of runs of these events, and the maximum run length. These characteristics can be efficiently used for estimating the computation speed.     

Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields

We introduce a general method, which combines the one developed by authors in 1997 and one derived from the work of Malevich,⁽¹⁷⁾ Cuzick⁽⁷⁾ and mainly Berman,⁽³⁾ to provide in an easy way a CLT for level functionals of a Gaussian process, as well as a CLT for the length of a level curve of a Gaussian field.     

Effects of chemical reaction and radiation on an unsteady MHD flow past an accelerated infinite vertical plate with variable temperature and mass transfer

This paper deals with the study of the effects of first order chemical reaction and radiation on an unsteady MHD flow of an incompressible viscous electrically conducting fluid past an accelerated infinite vertical plate with variable temperature and mass transfer. The resulting approximate dimensionless system of governing partial differential equations are integrated in closed form by the Laplace transform technique A uniform magnetic field is assumed to be applied transversely to the direction of the flow. Rosseland model of radiation has been chosen in the investigation, the expressions for the velocity field, temperature field and concentration field and skin-friction in the direction of the flow, coefficient of heat transfer and mass flux at the plate have been obtained in non-dimensional form and these are illustrated graphically for various physical parameters involved in the study. Investigation reveals that the fluid velocity is decelerated in the region adjacent to the plate, due to the effect of first order chemical reaction and the rate of heat transfer (from plate to the fluid) decreases due to the absorption of thermal radiation. The results obtained in this work are consistent with physical situation of the problem.     

Coefficient inverse extremum problems for stationary heat and mass transfer equations

A technique is developed for analyzing coefficient inverse extremum problems for a stationary model of heat and mass transfer. The model consists of the Navier-Stokes equations and the convection-diffusion equations for temperature and the pollutant concentration that are nonlinearly related via buoyancy in the Boussinesq approximation and via convective heat and mass transfer. The inverse problems are stated as the minimization of certain cost functionals at weak solutions to the original boundary value problem. Their solvability is proved, and optimality systems describing the necessary optimality conditions are derived. An analysis of the latter is used to establish sufficient conditions ensuring the local uniqueness and stability of solutions to the inverse extremum problems for particular cost functionals.     

Numerical investigation of transient heat transfer to hydromagnetic channel flow with radiative heat and convective cooling

This present study consists of a numerical investigation of transient heat transfer in channel flow of an electrically conducting variable viscosity Boussinesq fluid in the presence of a magnetic field and thermal radiation. The temperature dependent nature of viscosity is assumed to follow an exponentially model and the system exchanges heat with the ambient following Newton’s law of cooling. The governing nonlinear equations of momentum and energy transport are solved numerically using a semi-implicit finite difference method. Solutions are presented in graphical form and given in terms of fluid velocity, fluid temperature, skin friction and heat transfer rate for various parametric values. Our results reveal that combined effect of thermal radiation, magnetic field, viscosity variation and convective cooling have significant impact in controlling the rate of heat transfer in the boundary layer region.     

Monte Carlo Estimation of Functional Characteristics of Field Intensity of Radiation Passing through a Random Medium

Numerical-statistical estimates of correlation characteristics and averaged angular distributions of field intensity of radiation passing through a randommedium are obtained. Comparative investigations are performed for an elementary Poisson field and for a “realistic” field of optical density of the medium. The estimates obtained confirm the hypothesis that the quantities being investigated are strongly dependent on the correlation scale and the one-dimensional distribution of the density field.     

Influence of temperature-dependent viscosity and thermal radiation on MHD forced convection over a non-isothermal wedge

An analysis has been carried out to study heat transfer characteristics of an incompressible Newtonian electrically conducting and heat generating/absorbing fluid having temperature-dependent viscosity over a non-isothermal wedge in the presence of thermal radiation. The Rosseland approximation is used to describe the radiative heat flux in the energy equation. The wedge surface is assumed to be permeable so as to allow for possible wall suction or injection. The effects of viscous dissipation, Joule heating, stress work and thermal radiation are included in the model. The governing differential equations are derived and transformed using a non-similarity transformation. The transformed equations are solved numerically by applying a fifth-order Runge-Kutta-Fehlberg scheme with shooting technique. Favorable comparisons with previously published work on various special cases of the problem are obtained. Numerical results for the velocity and temperature profiles for a prescribed magnetic field parameter as well as the development of the local skin-friction coefficient and local Nusselt number with the magnetic field and radiation parameters are presented graphically and in tabulated form to elucidate the influence of the various physical parameters.     

Condition of quasi-periodicity in imaginary time as a constraint at functional integration and the time-dependent ZZ-correlator of the XX Heisenberg magnet

We treat the functional integration approach for calculation of longitudinal correlation functions of the XY Heisenberg magnet in a constant homogeneous magnetic field. Generating functionals of the correlators are defined in the form of functional integrals over anti-commuting variables. The peculiarity of the functional integrals consists of the fact that integration variables depend on the imaginary time quasi-periodically. The corresponding boundary conditions are accounted for as constraints which reduce the integration domain. For the XX Heisenberg magnet, an application of the approach is given in the case of a two-point correlator of the third components of spins with an explicit dependence on time. Bibliography: 24 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 317, 2004, pp. 142–173.     

A gradient structure for systems coupling reaction–diffusion effects in bulk and interfaces

We derive gradient-flow formulations for systems describing drift-diffusion processes of a finite number of species which undergo mass-action type reversible reactions. Our investigations cover heterostructures, where material parameter may depend in a nonsmooth way on the space variable. The main results concern a gradient-flow formulation for electro-reaction–diffusion systems with active interfaces permitting drift-diffusion processes and reactions of species living on the interface and transfer mechanisms allowing bulk species to jump into an interface or to pass through interfaces. The gradient flows are formulated in terms of two functionals: the free energy and the dissipation potential. Both functionals consist of a bulk and an interface integral. The interface integrals determine the interface dynamics as well as the self-consistent coupling to the model in the bulk. The advantage of the gradient structure is that it automatically generates thermodynamically consistent models.     

Parametric weighted minimax estimates in Monte Carlo methods

In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities.     

Normal approximation on Poisson spaces: Mehler’s formula,second order Poincaré inequalities and stabilization

We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of the classical Poincaré inequality, as well as on the use of Malliavin operators, of Stein’s method, and of an (integrated) Mehler’s formula, providing a representation of the Ornstein-Uhlenbeck semigroup in terms of thinned Poisson processes. Our estimates only involve first and second order difference operators, and have consequently a clear geometric interpretation. In particular we will show that our results are perfectly tailored to deal with the normal approximation of geometric functionals displaying a weak form of stabilization, and with non-linear functionals of Poisson shot-noise processes. We discuss two examples of stabilizing functionals in great detail: (i) the edge length of the k-nearest neighbour graph, (ii) intrinsic volumes of k-faces of Voronoi tessellations. In all these examples we obtain rates of convergence (in the Kolmogorov and the Wasserstein distance) that one can reasonably conjecture to be optimal, thus significantly improving previous findings in the literature. As a necessary step in our analysis, we also derive new lower bounds for variances of Poisson functionals.     

Diffraction tomography: Construction and interpretation of tomographic functionals

On the basis of a linearized model of propagation of seismic wave fields the notion of tomographic functionals is introduced. The physical interpretation of tomographic functionals is that their integral kernels are spatial functions of the influence of variations of the medium parameters in question upon particular measurements of the wave field of the sounding signal. The norm of a tomographic functional is determined by the intensity of the influence function related to the interaction operator. The field is generated by a “source” with the dependence on time determined by the apparatus function of the seismic channel. The analysis of tomographic functionals makes it possible to mathematically design tomographic experiments for monitoring active seismic zones by controlling the parameters of tomographic functionals. The richness in content of a tomographic experiments is determined not only by the norms of tomographic functionals, but also by the region where their supports overlap. Tomographic functionals for the wave and Lamé equations are analyzed. Bibliography:14 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 218, 1994, pp. 176–196. This work was supported by the Russian Foundation of Fundamental Research (Grant 93059961) and by the ISF. Translated by V. N. Troyan.     

Transfer pricing in a dynamic marketing-operations interface

A transfer price mechanism is proposed to coordinate the strategies of the marketing and operations functional areas operating in a dynamic interface environment in a decentralized firm. Marketing and operations are strategic decision-makers in a differential game, in which marketing has price and advertising and operations has production as control variables, and advertising goodwill and production backlog are state variables. A constant transfer price is entered into the objective functionals for marketing and operations, and subgame perfect feedback strategies are derived for price, advertising, and production as functions of the state variables. The feedback strategies allow a solution for the dynamic system involving goodwill and backlog, and the total payoff to the firm, the sum of the payoffs to marketing and operations, is determined as a function of the transfer price. Finally, for certain parameter conditions an interior maximum of the payoff function is achieved, and the optimal transfer price is identified.     

Cloaking via impedance boundary condition for the 2-D Helmholtz equation

We consider control problems for the 2-D Helmholtz equation in an unbounded domain with partially coated boundary. Dirichlet boundary condition is given on one part of the boundary and the impedance boundary condition is imposed on another its part. The role of control in control problem under study is played by boundary impedance. Quadratic tracking–type functionals for the field play the role of cost functionals. Solvability of control problems is proved. The uniqueness and stability of optimal solutions with respect to certain perturbations of both cost functional and incident field are established.     

Co-generators for algebras over fields and commutative applications

Let R be an algebra over a field k. We say that an ideal I of R is co-generated by a set F of k-linear functionals R → k if I is the largest ideal of R that is contained in the kernels of all the functionals in F;. We will state sufficient conditions for an ideal of a free k-algebra to be co-generated by finitely many functionals. We then get as a corollary that every ideal of the polynomial algebra over a field in finitely many variables is finitely co-generated. This is a known result, but the way we construct the co-generators in the general case, leads to that we get a tight bound on how many co-generators are needed for such ideals.     

Estimation of a non-negative function

It is pointed out that the problem of estimating a function from the values of a finite number of functionals is often posed, at least partially, as an aesthetic problem rather than as a mathematical one.A particular problem of interpretation of experimental results, arising in the study of radiation source distribution in a plasma, is formulated mathematically in two different ways. Although the two formulations are different in character, they both rely on the idea of imposing a relative likelihood distribution on an appropriate function space; this is particularly fruitful when observational errors are taken into account.     

Hydromagnetic non-Darcy flow and heat transfer over a stretching sheet in the presence of thermal radiation and Ohmic dissipation

Non-Darcy flow and heat characteristics over a stretching sheet is presented here by taking into account of Ohmic dissipation and thermal radiation effects. The governing fundamental equations are first transformed into system of ordinary differential equations using self-similarity transformation and they are then solved numerically by using the fifth-order Runge–Kutta–Fehlberg method with shooting technique for some values of the physical parameters. Important features of the flow and heat transfer characteristic for different values of thermal radiation, magnetic and electric fields are analyzed and discussed. Favorable comparisons with previously published work on various special cases of the problem are obtained. Numerical results for the velocity and temperature profiles for a prescribed magnetic field and electric field parameter as well as the development of the local skin-friction coefficient and local Nusselt number with radiation parameters are reported graphically for various parametric conditions to show interesting aspects of the numerical solution.     

Heat transfer in MHD viscoelastic boundary layer flow over a stretching sheet with thermal radiation and non-uniform heat source/sink

An analysis has been carried out to study the flow and heat transfer characteristics for MHD viscoelastic boundary layer flow over an impermeable stretching sheet with space and temperature dependent internal heat generation/absorption (non-uniform heat source/sink), viscous dissipation, thermal radiation and magnetic field due to frictional heating. The flow is generated due to linear stretching of the sheet and influenced by uniform magnetic field, which is applied vertically in the flow region. The governing partial differential equations for the flow and heat transfer are transformed into ordinary differential equations by a suitable similarity transformation. The governing equations with the appropriate conditions are solved exactly. The effects of viscoelastic parameter and magnetic parameter on skin friction and the effects of viscous dissipation, non-uniform heat source/sink and the thermal radiation on heat transfer characteristics for two general cases namely, the prescribed surface temperature (PST) case and the prescribed wall heat flux (PHF) case are presented graphically and discussed. The numerical results for the wall temperature gradient (the Nusselt number) are presented in tables and are discussed.