Dynamic Response of Non-Linear Systems to Random Trains of Non-Overlapping Pulses

The stochastic excitation considered is a random train of rectangular, non-overlapping pulses, with random durations completed at latest at the next pulse arrival. For Erlang distributed interarrival times and for the actual distributions of pulse durations determined from the primitive Erlang distribution, the formulation of the problem in terms of a Markov chain allows to evaluate the mean value, the autocorrelation function and the characteristic function of the excitation process. However, the state vector of the dynamical system is a non-Markov process. The train of non-overlapping pulses with parameters , 1 and , 1 is then demonstrated to be a process governed by a stochastic equation driven by two independent Poisson processes, with parameters and , respectively. Hence, the state vector of the dynamical system augmented by this additional variable becomes a Markov process. The generalized Itôs differential rule is then used to derive the equations for the characteristic function and for moments of the response of a non-linear oscillator.     

径向积分边界元法确定非均质土石坝渗流自由面

浸润面位置的确定是无压渗流分析中非常重要的问题,本文将径向积分边界单元法应用到渗流问题中,通过直接将区域积分转化为边界积分的技术,克服了传统边界元解决该类问题的缺陷,编写了迭代计算程序,并用二、三维算例证明了算法的有效性。     

结构内力概率密度演化的向量马氏过程方法

本文提出了位移加载机制下求解无启发持性结构结点力的概率密度演化规律的方法。该方法将力与非线性构形状态演化联合起来。组成力-状态混合向量马氏过程。采用分离式分析方法进行状态转移概率速度分析。然后建立力-状态联合概率密度演化方程。求解这一方程可分别得到非线性构形状态演化和结点力随机演化的概率结构。意味深长的是，非线性构形状态的演化方程可以直接由力-状态联合演化方程推导出来。而力的概率演化方程则不能实现力与状态之间的解耦。     

Markovian risk process

A Markovian risk process is considered in this paper,which is the gener- alization of the classical risk model.It is proper that a risk process with large claims is modelled as the Markovian risk model.In such a model,the occurrence of claims is described by a point process {N(t)}_(t≥0) with N(t) being the number of jumps during the interval(0,t]for a Markov jump process.The ruin probabilityΨ(u)of a company facing such a risk model is mainly studied.An integral equation satisfied by the ruin probability functionΨ(u)is obtained and the bounds for the convergence rate of the ruin probabilityΨ(u)are given by using a generalized renewal technique developed in the paper.     

Probabilistic solution of non-linear random ship roll motion by path integration

This paper investigates the probability density function (PDF) of non-linear random ship roll motion using a previously developed path integration method. The mathematical model of ship rolling motion consists of a linear-plus-cubic damping and a non-linear restoring moment in the form of odd-order polynomials up to fifth-order terms. In the path integration method, the interpolation scheme is based on the Gauss–Legendre quadrature integration rule and the short-time transition probability density function is formulated by short-time Gaussian approximation. The present work extends the path integration method to the case of non-linear random ship roll motion. Different values of non-linearity coefficient and excitation intensity are used to examine the effectiveness of the path integration method. Numerical analysis shows that the results of the path integration method agree well with the simulation results, even in the tail region. The path integration method is effective and it is simply implemented in the examined cases. Due to the presence of non-linear damping terms and non-linear restoring moment terms, the PDFs of roll angle and angular velocity exhibit highly non-Gaussian behaviors.     

非均质中厚板的无网格LRPIM动力学分析

用局部加权残值法建立了非均质中厚板的局部径向点插值离散系统方程,采用无网格局部径向点插值法分析了非均质中厚板的自由振动和强迫振动问题。用径向基函数耦合多项式基函数来近似试函数,用四次样条函数做为加权残值法中的权函数。所构造的形函数具有Kronecker delta性质,可以很方便地施加本质边界条件。该方法不需要任何形式的网格划分,所有的积分都在规则形状的子域及其边界上进行。在计算过程中,取积分中的高斯点的材料参数来模拟问题域材料特性的变化。计算结果表明,利用该方法计算非均质中厚板的自由振动和强迫振动问题可以得到具有较高精度的解。     

Theoretical analysis of dehumidification process in a desiccant wheel

A mathematical model based on the one-dimensional Navier–Stokes equation is described. The current model is capable of predicting the transient and steady-state transport in a desiccant wheel. It reveals the moisture and temperature in both the airflow channels and the sorbent felt, in detail, as a function of time. The predicted results are validated against the data taken from experimental results, with reasonable accuracy. Therefore, the numerical model is a practical tool for understanding and accounting for the complicated coupled operational process inside the wheel. Consequently, it is useful for parameter studies. As a demonstration of its utility, the model is employed to study the effect of felt thickness and passage shape on the performance of a desiccant wheel.     

Random vibrations with strongly inelastic impacts: Response PDF by the path integration method

This paper presents a study of SDOF stochastic vibroimpact problems using numerical path integration (PI). This is a challenging problem due to discontinuities in the state space paths of displacement and velocity response. It is shown that by introducing a suitable transformation of the state space variables, PI can be much simplified, and very accurate numerical results can be obtained. This is verified by comparison with extensive Monte Carlo simulation results.     

Numerical simulations of nozzle starting process

The starting process of two-dimensional nozzle flow is investigated both experimentally and numerically. Discussions are made on the comparison between experimental and numerical results. Performances of two numerical methods which are used in the present study of unsteady flow problem are also discussed and indications for future development of numerical tools to study nozzle problems are obtained. Received 16 June 1998 / Accepted 17 August 1998     

Response probability density functions of strongly non-linear systems by the path integration method

The paper discusses challenges in numerical analysis and numerical/analytical results for strongly non-linear systems—systems with “signum”-type non-linearities. Such non-linearities are implemented for instantaneous variations of the systems’ parameters, to reduce their mean energy response when subjected to random excitations. Numerical results for displacement and velocity response probability density functions (PDFs), energy response PDFs and various order moments are obtained by the path integration technique. Attention is also given to evaluation of mean upcrossing rate, related to the system's half period, via Rice's formula informally applied to discontinuous response PDFs.     

Stochastic Vibration Model of Gear Transmission Systems Considering Speed-Dependent Random Errors

A dynamic and stochastic simulation model is developed for analyzing the vibration of gear transmission systems with consideration of the influence of the time-variant stiffness, loads, and gear transmission errors. The gear transmission system is viewed as a non-linear, time-correlated and stationary stochastic system. The transmission errors of gears are decomposed into harmonic and random components based on the spectral analysis. To simulate the random component, a second order Markov process with time-variant parameters considering influence of rotational speed is proposed and the method to determine the model parameters based on the random error of measured gear transmission error is developed. A simulation system is developed. The input to the simulation system is a white Gaussian noise process and harmonic errors, and the output is the rotational vibration acceleration of gears. Experiments are carried out to verify the proposed model. The influences of the random error on vibration acceleration are examined using the developed simulation system.     

Numerical simulation and analysis of the effects of water-film morphological changes on the aerodynamic lift of stay cables

The cables in cable-stayed bridges can vibrate at large amplitudes during rain and windy conditions, a phenomenon known as rain-wind induced vibration (RWIV). Previous studies have demonstrated that the formation and oscillation of rivulets on stay cable surfaces play an important role in RWIV.This paper presents a new numerical method for simulating the evolution of rivulets on stay cable surfaces based on a combination of the gas–liquid two-phase theory and the volume of fluid method (VOF method), which allows for the straightforward determination of the cables’ aerodynamic lift when RWIV occurs. To verify the accuracy of this method and analyze the effects of wind velocity on the water film and the aerodynamic lift around the cable, three cases with different loadings were investigated using the computational fluid dynamics (CFD) software CFX. To verify the method’s accuracy, the aerodynamic lifts calculated from these cases were applied to the cable to obtain its vibrational response. In accordance with the experimental results, the numerical results demonstrated that an upper rivulet with a periodic oscillation was formed at a specific wind speed, causing the aerodynamic lift to change with a similar periodicity. The aerodynamic lift’s frequency was approximately the cable’s natural frequency, and induced large vibrations in the cable. No obvious upper rivulets were formed at sufficiently low wind speeds. The frequency of an aerodynamic lift that was significantly larger than the cable’s natural frequency induced small vibrations in the cable. When the wind speed was sufficiently high, despite the eventual formation of a continuous upper rivulet, the frequencies of the upper rivulet’s oscillation and the aerodynamic lift remained distinct from the natural frequency, and the cable continued to exhibit small-amplitude vibrations. These observations confirmed the conclusion that periodic variations in the water film morphology could lead to periodic changes in the aerodynamic lift that would induce RWIV.     

简支梁非线性响应的三维路径积分法分析

采用基于Gauss-Legendre积分公式的三维路径积分法,分析了在过滤高斯白噪声激励下的简支梁非线性随机振动响应的概率密度函数;联立一阶滤波方程与简支梁一阶模态的振动模型,得到在过滤高斯白噪声激励下的简支梁随机振动模型,基于Gauss-Legendre积分公式的积分法和短时高斯近似法求解响应的概率密度函数值。结果表明,三维路径积分法计算值与蒙特卡洛模拟值符合良好,即使在尾部区域也符合良好。三维路径积分法比等效线性化法的计算精度更高。     

Numerical investigation of transient nozzle flow

Abstract. The starting process of two-dimensional and axisymmetric nozzle flows has been investigated numerically. Special attention has been paid to the early phase of the starting process and to the appearance of a strong secondary shock wave. For both cases, shock intensities and velocities are obtained and discussed. The flow evolution in the axisymmetric case is proved to be more complex and the transient starting process is slower than in the plane case. Finally, the effects of changing the nozzle angle and the incident shock wave Mach number on the transient flow are addressed. It is shown that a faster start-up can be induced either by decreasing the nozzle angle or increasing the Mach number of the incident shock wave. Received 16 November 2001 / Accepted 24 September 2002 / Published online 4 December 2002 Correspondence to:A.-S. Mouronval (e-mail: mouronv@coria.fr)     

A Markov Chain Model for Effective Relative Permeabilities and Capillary Pressure

We present a new method for calculating the effective two-phase parameters of one-dimensional randomly heterogeneous porous media, which avoids the timeconsuming use of simulations on explicit realizations. The procedure is based on the steady state saturation distribution. The idea is to model the local variation of saturation and saturation dependent parameters as Markov chains, in such a way that the effective parameters are given by the asymptotic expectations of the chains. We derive the exact asymptotic moment equations and solve them numerically, based on their second order approximation. The method determines the effective parameters to a high degree of accuracy, even with large variations in rock properties. In particular, the capillary limit and viscous limit effective parameters are recovered exactly. The applicability of the effective parameters in the unsteady state case is studied by comparing the displacement production profiles in heterogeneous media and their homogenized counterpart.     

Numerical method and models for anti-plane strain of a system with a thin elastic wedge

The paper presents a general method to find asymptotics for a (multi-)wedge system containing a thin wedge. It employs separation of the symmetric and anti-symmetric parts of the boundary displacements and tractions of the wedge. The method is applicable when the angle of the thin wedge turns to zero. A physical interpretation of the derived equations is obtained by using power expansions of non-polynomial functions, which appear after the Mellin transform. We establish that the first term in the expansion of the symmetric part corresponds to shear, while the first term of the anti-symmetric part describes deflection of the wedge axis. Numerical experiments, performed by using a code developed on the basis of the theory, show that using only the first terms of the expansions insignificantly influence accuracy: the approximate results coincide with the exact values of roots to the third significant digit even for the wedge angle of 30°.     

Robust numerical analysis of the dynamic bubble formation process in a viscous liquid

The dynamics of bubble formation from a submerged nozzle in a highly viscous liquid with relatively fast inflow gas velocity is studied numerically. The numerical simulations are carried out using a sharp interface coupled level set/volume-of-fluid (CLSVOF) method and the governing equations are solved through a hydrodynamic scheme with formal second-order accuracy. Numerical results agree well with experimental results and it is shown that the sharp interface CLSVOF method enables one to reproduce the bubble formation process for a wide range of inflow gas velocities. From numerical results, one can improve their understanding of the mechanisms regarding the dynamics of bubble formation. For example, it is found that for some sets of parameters that the bubble formation process reaches steady state after several bubbles are released from the nozzle. At steady state, bubbles uniformly rise freely in the viscous liquid. It is observed that the fluid flow around a formed bubble has a significant role in determining the overall dynamic process of bubble formation; e.g. the effect of the fluid flow from the preceding bubble can be seen on newly formed bubbles.     

Numerical perturbation method for approximate solution of poisson's equation on a moderately deforming grid

In problems such as the computation of incompressible flows with moving boundaries, it may be necessary to solve Poisson's equation on a large sequence of related grids. In this paper the LU decomposition of the matrix A ₀ representing Poisson's equation discretized on one grid is used to efficiently obtain an approximate solution on a perturbation of that grid. Instead of doing an LU decomposition of the new matrix A , the RHS is perturbed by a Taylor expansion of A ^?1 about A ₀. Each term in the resulting series requires one ‘backsolve’ using the original LU . Tests using Laplace's equation on a square/rectangle deformation look promising; three and seven correction terms for deformations of 20% and 40% respectively yielded better than 1% accuracy. As another test, Poisson's equation was solved in an ellipse (fully developed flow in a duct) of aspect ratio 2/3 by perturbing about a circle; one correction term yielded better than 1% accuracy. Envisioned applications other than the computation of unsteady incompressible flow include: three-dimensional parabolic problems in tubes of varying cross-section, use of ‘elimination’ techniques other than LU decomposition, and the solution of PDEs other than Poisson's equation.     

Numerical investigations on dynamic process of muzzle flow

The integrative process of a quiescent projectile accelerated by high-pressure gas to shoot out at a supersonic speed and beyond the range of a precursor flow field was simulated numerically. The calculation was based on ALE equations and a second-order precision Roe method that adopted chimera grids and a dynamic mesh. From the predicted results, the coupling and interaction among the precursor flow field, propellant gas flow field and high-speed projectile were discussed in detail. The shock-vortex interaction, shockwave reflection, shock-projectile interaction with shock diffraction, and shock focus were clearly demonstrated to explain the effect on the acceleration of the projectile.     

Numerical simulation of heat transfer in a pipe with non-homogeneous thermal boundary conditions

Direct numerical simulations of heat transfer in a fully-developed turbulent pipe flow with circumferentially-varying thermal boundary conditions are reported. Three cases have been considered for friction Reynolds number in the range 180–360 and Prandtl number in the range 0.7–4. The temperature statistics under these heating conditions are characterized. Eddy diffusivities and turbulent Prandtl numbers for radial and circumferential directions are evaluated and compared to the values predicted by simple models. It is found that the usual assumptions made in these models provide reasonable predictions far from the wall and that corrections to the models are needed near the wall.