Hydrogeological boundary settings in SR 97. Uncertainties in regional boundary settings and transfer of boundary conditions to site-scale models

International Nuclear Information System (INIS)

Follin, S.

1999-06-01

The SR 97 project presents a performance assessment (PA) of the overall safety of a hypothetical deep repository at three sites in Sweden arbitrarily named Aberg, Beberg and Ceberg. One component of this PA assesses the uncertainties in the hydrogeological modelling. This study focuses on uncertainties in boundary settings (size of model domain and boundary conditions) in the regional and site-scale hydrogeological modelling of the three sites used to simulating the possible transport of radionuclides from the emplacement waste packages through the host rock to the accessible environment. Model uncertainties associated with, for instance, parameter heterogeneity and structural interpretations are addressed in other studies. This study concludes that the regional modelling of the SR 97 project addresses uncertainties in the choice of boundary conditions and size of model domain differently at each site, although the overall handling is acceptable and in accordance with common modelling practice. For example, the treatment of uncertainties with regard to the ongoing post-glacial flushing of the Baltic Shield is creditably addressed although not exhaustive from a modelling point of view. A significant contribution of the performed modelling is the study of nested numerical models, i.e., the numerical interplay between regional and site-scale numerical models. In the site-scale modelling great efforts are made to address problems associated with (i) the telescopic mesh refinement (TMR) technique with regard to the stochastic continuum approach, and (ii) the transfer of boundary conditions between variable-density flow systems and flow systems that are constrained to treat uniform density flow. This study concludes that the efforts made to handle these problems are acceptable with regards to the objectives of the SR 97 project

A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

Directory of Open Access Journals (Sweden)

O. H. Galal

2013-01-01

Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.

Stochastic B-series and order conditions for exponential integrators

DEFF Research Database (Denmark)

Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne

2018-01-01

We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...

Consistent boundary conditions for open strings

International Nuclear Information System (INIS)

Lindstroem, Ulf; Rocek, Martin; Nieuwenhuizen, Peter van

2003-01-01

We study boundary conditions for the bosonic, spinning (NSR) and Green-Schwarz open string, as well as for (1+1)-dimensional supergravity. We consider boundary conditions that arise from (1) extremizing the action, (2) BRST, rigid or local supersymmetry, or κ(Siegel)-symmetry of the action, (3) closure of the set of boundary conditions under the symmetry transformations, and (4) the boundary limits of bulk Euler-Lagrange equations that are 'conjugate' to other boundary conditions. We find corrections to Neumann boundary conditions in the presence of a bulk tachyon field. We discuss a boundary superspace formalism. We also find that path integral quantization of the open string requires an infinite tower of boundary conditions that can be interpreted as a smoothness condition on the doubled interval; we interpret this to mean that for a path-integral formulation of open strings with only Neuman boundary conditions, the description in terms of orientifolds is not just natural, but is actually fundamental

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

International Nuclear Information System (INIS)

Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia

2014-01-01

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased

Evaluating the impact of built environment characteristics on urban boundary layer dynamics using an advanced stochastic approach

Directory of Open Access Journals (Sweden)

J. Song

2016-05-01

Full Text Available Urban land–atmosphere interactions can be captured by numerical modeling framework with coupled land surface and atmospheric processes, while the model performance depends largely on accurate input parameters. In this study, we use an advanced stochastic approach to quantify parameter uncertainty and model sensitivity of a coupled numerical framework for urban land–atmosphere interactions. It is found that the development of urban boundary layer is highly sensitive to surface characteristics of built terrains. Changes of both urban land use and geometry impose significant impact on the overlying urban boundary layer dynamics through modification on bottom boundary conditions, i.e., by altering surface energy partitioning and surface aerodynamic resistance, respectively. Hydrothermal properties of conventional and green roofs have different impacts on atmospheric dynamics due to different surface energy partitioning mechanisms. Urban geometry (represented by the canyon aspect ratio, however, has a significant nonlinear impact on boundary layer structure and temperature. Besides, managing rooftop roughness provides an alternative option to change the boundary layer thermal state through modification of the vertical turbulent transport. The sensitivity analysis deepens our insight into the fundamental physics of urban land–atmosphere interactions and provides useful guidance for urban planning under challenges of changing climate and continuous global urbanization.

Stochastic conditional intensity processes

DEFF Research Database (Denmark)

Bauwens, Luc; Hautsch, Nikolaus

2006-01-01

model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...

Boundary induced phase transition with stochastic entrance and exit

International Nuclear Information System (INIS)

Mitra, Mithun Kumar; Chatterjee, Sakuntala

2014-01-01

We study an open-chain totally asymmetric exclusion process (TASEP) with stochastic gates present at the two boundaries. The gating dynamics has been modeled with the physical system of ion-channel gating in mind. These gates can randomly switch between an open state and a closed state. In the open state, the gates are highly permeable such that any particle arriving at the gate immediately passes through. In the closed state, a particle becomes trapped at the gate and cannot pass through until the gate switches open again. We calculate the phase-diagram of the system and find important and non-trivial differences with the phase-diagram of a regular open-chain TASEP. In particular, depending on the switching rates of the two gates, the system may or may not admit a maximal current phase. Our analytic calculations within mean-field theory capture the main qualitative features of our Monte Carlo simulation results. We also perform a refined mean-field calculation where the correlations at the boundaries are taken into account. This theory shows significantly better quantitative agreement with our simulation results. (paper)

Reconstruction of boundary conditions from internal conditions using viability theory

KAUST Repository

Hofleitner, Aude; Claudel, Christian G.; Bayen, Alexandre M.

2012-01-01

This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

Reconstruction of boundary conditions from internal conditions using viability theory

KAUST Repository

Hofleitner, Aude

2012-06-01

This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

Stochastic spin-one massive field

International Nuclear Information System (INIS)

Lim, S.C.

1984-01-01

Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)

Boundary conditions in random sequential adsorption

Science.gov (United States)

Cieśla, Michał; Ziff, Robert M.

2018-04-01

The influence of different boundary conditions on the density of random packings of disks is studied. Packings are generated using the random sequential adsorption algorithm with three different types of boundary conditions: periodic, open, and wall. It is found that the finite size effects are smallest for periodic boundary conditions, as expected. On the other hand, in the case of open and wall boundaries it is possible to introduce an effective packing size and a constant correction term to significantly improve the packing densities.

Quantum “violation” of Dirichlet boundary condition

Directory of Open Access Journals (Sweden)

I.Y. Park

2017-02-01

Full Text Available Dirichlet boundary conditions have been widely used in general relativity. They seem at odds with the holographic property of gravity simply because a boundary configuration can be varying and dynamic instead of dying out as required by the conditions. In this work we report what should be a tension between the Dirichlet boundary conditions and quantum gravitational effects, and show that a quantum-corrected black hole solution of the 1PI action no longer obeys, in the naive manner one may expect, the Dirichlet boundary conditions imposed at the classical level. We attribute the ‘violation’ of the Dirichlet boundary conditions to a certain mechanism of the information storage on the boundary.

Quantum “violation” of Dirichlet boundary condition

Energy Technology Data Exchange (ETDEWEB)

Park, I.Y., E-mail: inyongpark05@gmail.com

2017-02-10

Dirichlet boundary conditions have been widely used in general relativity. They seem at odds with the holographic property of gravity simply because a boundary configuration can be varying and dynamic instead of dying out as required by the conditions. In this work we report what should be a tension between the Dirichlet boundary conditions and quantum gravitational effects, and show that a quantum-corrected black hole solution of the 1PI action no longer obeys, in the naive manner one may expect, the Dirichlet boundary conditions imposed at the classical level. We attribute the ‘violation’ of the Dirichlet boundary conditions to a certain mechanism of the information storage on the boundary.

Stochastic models for atmospheric dispersion

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2003-01-01

Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...

Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition

Directory of Open Access Journals (Sweden)

Marek T. Malinowski

2016-01-01

Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.

Hopf bifurcation of the stochastic model on business cycle

International Nuclear Information System (INIS)

Xu, J; Wang, H; Ge, G

2008-01-01

A stochastic model on business cycle was presented in thas paper. Simplifying the model through the quasi Hamiltonian theory, the Ito diffusion process was obtained. According to Oseledec multiplicative ergodic theory and singular boundary theory, the conditions of local and global stability were acquired. Solving the stationary FPK equation and analyzing the stationary probability density, the stochastic Hopf bifurcation was explained. The result indicated that the change of parameter awas the key factor to the appearance of the stochastic Hopf bifurcation

Conditional Stochastic Processes Applied to Wave Load Predictions

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2015-01-01

The concept of conditional stochastic processes provides a powerful tool for evaluation and estimation of wave loads on ships and offshore structures. This article first considers conditional waves with a focus on critical wave episodes. Then the inherent uncertainty in the results is illustrated...

Boundary Value Problems Arising in Kalman Filtering

Directory of Open Access Journals (Sweden)

Sinem Ertürk

2009-01-01

Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

Boundary Value Problems Arising in Kalman Filtering

Directory of Open Access Journals (Sweden)

Bashirov Agamirza

2008-01-01

Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.

Linear stochastic differential equations with anticipating initial conditions

DEFF Research Database (Denmark)

Khalifa, Narjess; Kuo, Hui-Hsiung; Ouerdiane, Habib

In this paper we use the new stochastic integral introduced by Ayed and Kuo (2008) and the results obtained by Kuo et al. (2012b) to find a solution to a drift-free linear stochastic differential equation with anticipating initial condition. Our solution is based on well-known results from...... classical Itô theory and anticipative Itô formula results from Kue et al. (2012b). We also show that the solution obtained by our method is consistent with the solution obtained by the methods of Malliavin calculus, e.g. Buckdahn and Nualart (1994)....

On Hydroelastic Body-Boundary Condition of Floating Structures

DEFF Research Database (Denmark)

Xia, Jinzhu

1996-01-01

A general linear body boundary condition of hydroelastic analysis of arbitrary shaped floating structures generalizes the classic kinematic rigid-body (Timman-Newman) boundary condition for seakeeping problems. The new boundary condition is consistent with the existing theories under certain...

Application of Monte Carlo method to solving boundary value problem of differential equations

International Nuclear Information System (INIS)

Zuo Yinghong; Wang Jianguo

2012-01-01

This paper introduces the foundation of the Monte Carlo method and the way how to generate the random numbers. Based on the basic thought of the Monte Carlo method and finite differential method, the stochastic model for solving the boundary value problem of differential equations is built. To investigate the application of the Monte Carlo method to solving the boundary value problem of differential equations, the model is used to solve Laplace's equations with the first boundary condition and the unsteady heat transfer equation with initial values and boundary conditions. The results show that the boundary value problem of differential equations can be effectively solved with the Monte Carlo method, and the differential equations with initial condition can also be calculated by using a stochastic probability model which is based on the time-domain finite differential equations. Both the simulation results and theoretical analyses show that the errors of numerical results are lowered as the number of simulation particles is increased. (authors)

Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics.

Science.gov (United States)

D'Onofrio, Giuseppe; Pirozzi, Enrica

2017-05-01

We consider a stochastic differential equation in a strip, with coefficients suitably chosen to describe the acto-myosin interaction subject to time-varying forces. By simulating trajectories of the stochastic dynamics via an Euler discretization-based algorithm, we fit experimental data and determine the values of involved parameters. The steps of the myosin are represented by the exit events from the strip. Motivated by these results, we propose a specific stochastic model based on the corresponding time-inhomogeneous Gauss-Markov and diffusion process evolving between two absorbing boundaries. We specify the mean and covariance functions of the stochastic modeling process taking into account time-dependent forces including the effect of an external load. We accurately determine the probability density function (pdf) of the first exit time (FET) from the strip by solving a system of two non singular second-type Volterra integral equations via a numerical quadrature. We provide numerical estimations of the mean of FET as approximations of the dwell-time of the proteins dynamics. The percentage of backward steps is given in agreement to experimental data. Numerical and simulation results are compared and discussed.

A non-local computational boundary condition for duct acoustics

Science.gov (United States)

Zorumski, William E.; Watson, Willie R.; Hodge, Steve L.

1994-01-01

A non-local boundary condition is formulated for acoustic waves in ducts without flow. The ducts are two dimensional with constant area, but with variable impedance wall lining. Extension of the formulation to three dimensional and variable area ducts is straightforward in principle, but requires significantly more computation. The boundary condition simulates a nonreflecting wave field in an infinite duct. It is implemented by a constant matrix operator which is applied at the boundary of the computational domain. An efficient computational solution scheme is developed which allows calculations for high frequencies and long duct lengths. This computational solution utilizes the boundary condition to limit the computational space while preserving the radiation boundary condition. The boundary condition is tested for several sources. It is demonstrated that the boundary condition can be applied close to the sound sources, rendering the computational domain small. Computational solutions with the new non-local boundary condition are shown to be consistent with the known solutions for nonreflecting wavefields in an infinite uniform duct.

Antireflective Boundary Conditions for Deblurring Problems

Directory of Open Access Journals (Sweden)

Marco Donatelli

2010-01-01

Full Text Available This survey paper deals with the use of antireflective boundary conditions for deblurring problems where the issues that we consider are the precision of the reconstruction when the noise is not present, the linear algebra related to these boundary conditions, the iterative and noniterative regularization solvers when the noise is considered, both from the viewpoint of the computational cost and from the viewpoint of the quality of the reconstruction. In the latter case, we consider a reblurring approach that replaces the transposition operation with correlation. For many of the considered items, the anti-reflective algebra coming from the given boundary conditions is the optimal choice. Numerical experiments corroborating the previous statement and a conclusion section end the paper.

Stochastic models for transport in a fluidized bed

NARCIS (Netherlands)

Dehling, H.G; Hoffmann, A.C; Stuut, H.W.

1999-01-01

In this paper we study stochastic models for the transport of particles in a fluidized bed reactor and compute the associated residence time distribution (RTD). Our main model is basically a diffusion process in [0;A] with reflecting/absorbing boundary conditions, modified by allowing jumps to the

Integral Method of Boundary Characteristics: Neumann Condition

Science.gov (United States)

Kot, V. A.

2018-05-01

A new algorithm, based on systems of identical equalities with integral and differential boundary characteristics, is proposed for solving boundary-value problems on the heat conduction in bodies canonical in shape at a Neumann boundary condition. Results of a numerical analysis of the accuracy of solving heat-conduction problems with variable boundary conditions with the use of this algorithm are presented. The solutions obtained with it can be considered as exact because their errors comprise hundredths and ten-thousandths of a persent for a wide range of change in the parameters of a problem.

Solution of moving boundary problems with implicit boundary condition

International Nuclear Information System (INIS)

Moyano, E.A.

1990-01-01

An algorithm that solves numerically a model for studying one dimensional moving boundary problems, with implicit boundary condition, is described. Landau's transformation is used, in order to work with a fixed number of nodes at each instant. Then, it is necessary to deal with a parabolic partial differential equation, whose diffusive and convective terms have variable coefficients. The partial differential equation is implicitly discretized, using Laasonen's scheme, always stable, instead of employing Crank-Nicholson sheme, as it has been done by Ferris and Hill. Fixed time and space steps (Δt, Δξ) are used, and the iteration is made with variable positions of the interface, i.e. varying δs until a boundary condition is satisfied. The model has the same features of the oxygen diffusion in absorbing tissue. It would be capable of estimating time variant radiation treatments of cancerous tumors. (Author) [es

Surface free energy for systems with integrable boundary conditions

International Nuclear Information System (INIS)

Goehmann, Frank; Bortz, Michael; Frahm, Holger

2005-01-01

The surface free energy is the difference between the free energies for a system with open boundary conditions and the same system with periodic boundary conditions. We use the quantum transfer matrix formalism to express the surface free energy in the thermodynamic limit of systems with integrable boundary conditions as a matrix element of certain projection operators. Specializing to the XXZ spin-1/2 chain we introduce a novel 'finite temperature boundary operator' which characterizes the thermodynamical properties of surfaces related to integrable boundary conditions

Nonlinear Elliptic Boundary Value Problems at Resonance with Nonlinear Wentzell Boundary Conditions

Directory of Open Access Journals (Sweden)

Ciprian G. Gal

2017-01-01

Full Text Available Given a bounded domain Ω⊂RN with a Lipschitz boundary ∂Ω and p,q∈(1,+∞, we consider the quasilinear elliptic equation -Δpu+α1u=f in Ω complemented with the generalized Wentzell-Robin type boundary conditions of the form bx∇up-2∂nu-ρbxΔq,Γu+α2u=g on ∂Ω. In the first part of the article, we give necessary and sufficient conditions in terms of the given functions f, g and the nonlinearities α1, α2, for the solvability of the above nonlinear elliptic boundary value problems with the nonlinear boundary conditions. In other words, we establish a sort of “nonlinear Fredholm alternative” for our problem which extends the corresponding Landesman and Lazer result for elliptic problems with linear homogeneous boundary conditions. In the second part, we give some additional results on existence and uniqueness and we study the regularity of the weak solutions for these classes of nonlinear problems. More precisely, we show some global a priori estimates for these weak solutions in an L∞-setting.

Stochastic analysis of uncertain thermal characteristic of foundation soils surrounding the crude oil pipeline in permafrost regions

International Nuclear Information System (INIS)

Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhao, Xiaodong

2016-01-01

Highlights: • The influence of stochastic properties and conditions on permafrost foundation was investigated. • A stochastic analysis for the uncertain thermal characteristic of crude oil pipe is presented. • The mean temperature and standard deviation of foundation soils are obtained and analyzed. • Average standard deviation and maximum standard deviation of foundation soils increase with time. - Abstract: For foundation soils surrounding the crude oil pipeline in permafrost regions, the soil properties and the upper boundary conditions are stochastic because of complex geological processes and changeable atmospheric environment. The conventional finite element analysis of thermal characteristics for crude oil pipeline is always deterministic, rather than taking stochastic parameters and conditions into account. This study investigated the stochastic influence of an underground crude oil pipeline on the thermal stability of the permafrost foundation on the basis of a stochastic analysis model and the stochastic finite element method. A stochastic finite element program is compiled by Matrix Laboratory (MATLAB) software, and the random temperature fields of foundation soils surrounding a crude oil pipeline in a permafrost region are obtained and analyzed by Neumann stochastic finite element method (NSFEM). The results provide a new way to predict the thermal effects of the crude oil pipeline in permafrost regions, and it shows that the standard deviations in temperature increase with time when considering the stochastic effect of soil properties and boundary conditions, which imply that the results of conventional deterministic analysis may be far from the true value, even if in different seasons. It can improve our understanding of the random temperature field of foundation soils surrounding the crude oil pipeline and provide a theoretical basis for actual engineering design in permafrost regions.

Development of boundary layers

International Nuclear Information System (INIS)

Herbst, R.

1980-01-01

Boundary layers develop along the blade surfaces on both the pressure and the suction side in a non-stationary flow field. This is due to the fact that there is a strongly fluctuating flow on the downstream blade row, especially as a result of the wakes of the upstream blade row. The author investigates the formation of boundary layers under non-stationary flow conditions and tries to establish a model describing the non-stationary boundary layer. For this purpose, plate boundary layers are measured, at constant flow rates but different interferent frequency and variable pressure gradients. By introducing the sample technique, measurements of the non-stationary boundary layer become possible, and the flow rate fluctuation can be divided in its components, i.e. stochastic turbulence and periodical fluctuation. (GL) [de

Stochastic models: theory and simulation.

Energy Technology Data Exchange (ETDEWEB)

Field, Richard V., Jr.

2008-03-01

Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

Discrete transparent boundary conditions for Schroedinger-type equations

International Nuclear Information System (INIS)

Schmidt, F.; Yevick, D.

1997-01-01

We present a general technique for constructing nonlocal transparent boundary conditions for one-dimensional Schroedinger-type equations. Our method supplies boundary conditions for the θ-family of implicit one-step discretizations of Schroedinger's equation in time. The use of Mikusinski's operator approach in time avoids direct and inverse transforms between time and frequency domains and thus implements the boundary conditions in a direct manner. 14 refs., 9 figs

Stochastic continuum simulation of mass arrival using a synthetic data set. The effect of hard and soft conditioning

International Nuclear Information System (INIS)

Kung Chen Shan; Wen Xian Huan; Cvetkovic, V.; Winberg, A.

1992-06-01

The non-parametric and parametric stochastic continuum approaches were applied to a realistic synthetic exhaustive hydraulic conductivity field to study the effects of hard and soft conditioning. From the reference domain, a number of data points were selected, either in a random or designed fashion, to form sample data sets. Based on established experimental variograms and the conditioning data, 100 realizations each of the studied domain were generated. The flow field was calculated for each realization, and particle arrival time and arrival position along the discharge boundary were evaluated. It was shown that conditioning on soft data reduces the uncertainty of solute arrival time, and that conditioning on soft data suggests an improvement in characterizing channeling effects. It was found that the improvement in the prediction of the breakthrough was moderate when conditioning on 25 hard and 100 soft data compared to 25 hard data only. (au)

Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution

Science.gov (United States)

Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V.

2012-10-01

A singular boundary value problem for a second-order linear integrodifferential equation with Volterra and non-Volterra integral operators is formulated and analyzed. The equation is defined on ℝ+, has a weak singularity at zero and a strong singularity at infinity, and depends on several positive parameters. Under natural constraints on the coefficients of the equation, existence and uniqueness theorems for this problem with given limit boundary conditions at singular points are proved, asymptotic representations of the solution are given, and an algorithm for its numerical determination is described. Numerical computations are performed and their interpretation is given. The problem arises in the study of the survival probability of an insurance company over infinite time (as a function of its initial surplus) in a dynamic insurance model that is a modification of the classical Cramer-Lundberg model with a stochastic process rate of premium under a certain investment strategy in the financial market. A comparative analysis of the results with those produced by the model with deterministic premiums is given.

Temperature jump boundary conditions in radiation diffusion

International Nuclear Information System (INIS)

Alonso, C.T.

1976-12-01

The radiation diffusion approximation greatly simplifies radiation transport problems. Yet the application of this method has often been unnecessarily restricted to optically thick regions, or has been extended through the use of such ad hoc devices as flux limiters. The purpose of this paper is to review and draw attention to the use of the more physically appropriate temperature jump boundary conditions for extending the range of validity of the diffusion approximation. Pioneering work has shown that temperature jump boundary conditions remove the singularity in flux that occurs in ordinary diffusion at small optical thicknesses. In this review paper Deissler's equations for frequency-dependent jump boundary conditions are presented and specific geometric examples are calculated analytically for steady state radiation transfer. When jump boundary conditions are applied to radiation diffusion, they yield exact solutions which are naturally flux- limited and geometry-corrected. We believe that the presence of temperature jumps on source boundaries is probably responsible in some cases for the past need for imposing ad hoc flux-limiting constraints on pure diffusion solutions. The solution for transfer between plane slabs, which is exact to all orders of optical thickness, also provides a useful tool for studying the accuracy of computer codes

Boundary condition histograms for modulated phases

International Nuclear Information System (INIS)

Benakli, M.; Gabay, M.; Saslow, W.M.

1997-11-01

Boundary conditions strongly affect the results of numerical computations for finite size inhomogeneous or incommensurate structures. We present a method which allows to deal with this problem, both for ground state and for critical properties: it combines fluctuating boundary conditions and specific histogram techniques. Our approach concerns classical as well as quantum systems. In particular, current-current correlation functions, which probe large scale coherence of the states, can be accurately evaluated. We illustrate our method on a frustrated two dimensional XY model. (author)

Prospective national and regional environmental performance: Boundary estimations using a combined data envelopment - stochastic frontier analysis approach

International Nuclear Information System (INIS)

Vaninsky, Alexander

2010-01-01

The environmental performance of regions and largest economies of the world - actually, the efficiency of their energy sectors - is estimated for the period 2010-2030 by using forecasted values of main economic indicators. Two essentially different methodologies, data envelopment analysis and stochastic frontier analysis, are used to obtain upper and lower boundaries of the environmental efficiency index. Greenhouse gas emission per unit of area is used as a resulting indicator, with GDP, energy consumption, and population forming a background of comparable estimations. The dynamics of the upper and lower boundaries and their average is analyzed. Regions and national economies having low level or negative dynamics of environmental efficiency are determined.

Casimir pistons with general boundary conditions

Directory of Open Access Journals (Sweden)

Guglielmo Fucci

2015-02-01

Full Text Available In this work we analyze the Casimir energy and force for a scalar field endowed with general self-adjoint boundary conditions propagating in a higher dimensional piston configuration. The piston is constructed as a direct product I×N, with I=[0,L]⊂R and N a smooth, compact Riemannian manifold with or without boundary. The study of the Casimir energy and force for this configuration is performed by employing the spectral zeta function regularization technique. The obtained analytic results depend explicitly on the spectral zeta function associated with the manifold N and the parameters describing the general boundary conditions imposed. These results are then specialized to the case in which the manifold N is a d-dimensional sphere.

A Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer

Science.gov (United States)

Parsakhoo, Zahra; Shao, Yaping

2017-04-01

Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).

Stochastic and superharmonic stochastic resonances of a confined overdamped harmonic oscillator

Science.gov (United States)

Zhang, Lu; Lai, Li; Peng, Hao; Tu, Zhe; Zhong, Suchuan

2018-01-01

The dynamics of many soft condensed matter and biological systems is affected by space limitations, which produce some peculiar effects on the systems' stochastic resonance (SR) behavior. In this study, we propose a model where SR can be observed: a confined overdamped harmonic oscillator that is subjected to a sinusoidal driving force and is under the influence of a multiplicative white noise. The output response of the system is a periodic signal with harmonic frequencies that are odd multiples of the driving frequency. We verify the amplitude resonances at the driving frequencies and superharmonic frequencies that are equal to three, five, and seven times the driving frequency, using a numerical method based on the stochastic Taylor expansion. The synergistic effect of the multiplicative white noise, constant boundaries, and periodic driving force that can induce a SR in the output amplitude at the driving and superharmonic frequencies is found. The SR phenomenon found in this paper is sensitive to the driving amplitude and frequency, inherent potential parameter, and boundary width, thus leading to various resonance conditions. Therefore, the mechanism found could be beneficial for the characterization of these confined systems and could constitute an important tool for controlling their basic properties.

Modelling classroom conditions with different boundary conditions

DEFF Research Database (Denmark)

Marbjerg, Gerd Høy; Jeong, Cheol-Ho; Brunskog, Jonas

2014-01-01

A model that combines image source modelling and acoustical radiosity with complex boundary condition, thus including phase shifts on reflection has been developed. The model is called PARISM (Phased Acoustical Radiosity and Image Source Model). It has been developed in order to be able to model...

Absorbing boundary conditions for Einstein's field equations

Energy Technology Data Exchange (ETDEWEB)

Sarbach, Olivier [Instituto de Fisica y Matematicas, Universidad Michoacana de San Nicolas de Hidalgo, Edificio C-3, Cd. Universitaria. C. P. 58040 Morelia, Michoacan (Mexico)

2007-11-15

A common approach for the numerical simulation of wave propagation on a spatially unbounded domain is to truncate the domain via an artificial boundary, thus forming a finite computational domain with an outer boundary. Absorbing boundary conditions must then be specified at the boundary such that the resulting initial-boundary value problem is well posed and such that the amount of spurious reflection is minimized. In this article, we review recent results on the construction of absorbing boundary conditions in General Relativity and their application to numerical relativity.

Trickle-down boundary conditions in aeolian dune-field pattern formation

Science.gov (United States)

Ewing, R. C.; Kocurek, G.

2015-12-01

One the one hand, wind-blown dune-field patterns emerge within the overarching boundary conditions of climate, tectonics and eustasy implying the presence of these signals in the aeolian geomorphic and stratigraphic record. On the other hand, dune-field patterns are a poster-child of self-organization, in which autogenic processes give rise to patterned landscapes despite remarkable differences in the geologic setting (i.e., Earth, Mars and Titan). How important are climate, tectonics and eustasy in aeolian dune field pattern formation? Here we develop the hypothesis that, in terms of pattern development, dune fields evolve largely independent of the direct influence of 'system-scale' boundary conditions, such as climate, tectonics and eustasy. Rather, these boundary conditions set the stage for smaller-scale, faster-evolving 'event-scale' boundary conditions. This 'trickle-down' effect, in which system-scale boundary conditions indirectly influence the event scale boundary conditions provides the uniqueness and richness of dune-field patterned landscapes. The trickle-down effect means that the architecture of the stratigraphic record of dune-field pattern formation archives boundary conditions, which are spatially and temporally removed from the overarching geologic setting. In contrast, the presence of an aeolian stratigraphic record itself, reflects changes in system-scale boundary conditions that drive accumulation and preservation of aeolian strata.

Integrable boundary conditions and modified Lax equations

International Nuclear Information System (INIS)

Avan, Jean; Doikou, Anastasia

2008-01-01

We consider integrable boundary conditions for both discrete and continuum classical integrable models. Local integrals of motion generated by the corresponding 'transfer' matrices give rise to time evolution equations for the initial Lax operator. We systematically identify the modified Lax pairs for both discrete and continuum boundary integrable models, depending on the classical r-matrix and the boundary matrix

Energy principle with included boundary conditions

International Nuclear Information System (INIS)

Lehnert, B.

1994-01-01

Earlier comments by the author on the limitations of the classical form of the extended energy principle are supported by a complementary analysis on the potential energy change arising from free-boundary displacements of a magnetically confined plasma. In the final formulation of the extended principle, restricted displacements, satisfying pressure continuity by means of plasma volume currents in a thin boundary layer, are replaced by unrestricted (arbitrary) displacements which can give rise to induced surface currents. It is found that these currents contribute to the change in potential energy, and that their contribution is not taken into account by such a formulation. A general expression is further given for surface currents induced by arbitrary displacements. The expression is used to reformulate the energy principle for the class of displacements which satisfy all necessary boundary conditions, including that of the pressure balance. This makes a minimization procedure of the potential energy possible, for the class of all physically relevant test functions which include the constraints imposed by the boundary conditions. Such a procedure is also consistent with a corresponding variational calculus. (Author)

Integrability and boundary conditions of supersymmetric systems

International Nuclear Information System (INIS)

Yue Ruihong; Liang Hong

1996-01-01

By studying the solutions of the reflection equations, we find out a series of integrable supersymmetric systems with different boundary conditions. The Hamiltonian contains four free parameters which describe the contribution of the boundary terms

Stochastic Analysis of Advection-diffusion-Reactive Systems with Applications to Reactive Transport in Porous Media

Energy Technology Data Exchange (ETDEWEB)

Tartakovsky, Daniel

2013-08-30

We developed new CDF and PDF methods for solving non-linear stochastic hyperbolic equations that does not rely on linearization approximations and allows for rigorous formulation of the boundary conditions.

Boundary conditions in rational conformal field theories

International Nuclear Information System (INIS)

Behrend, Roger E.; Pearce, Paul A.; Petkova, Valentina B.; Zuber, Jean-Bernard

2000-01-01

We develop further the theory of Rational Conformal Field Theories (RCFTs) on a cylinder with specified boundary conditions emphasizing the role of a triplet of algebras: the Verlinde, graph fusion and Pasquier algebras. We show that solving Cardy's equation, expressing consistency of a RCFT on a cylinder, is equivalent to finding integer valued matrix representations of the Verlinde algebra. These matrices allow us to naturally associate a graph G to each RCFT such that the conformal boundary conditions are labelled by the nodes of G. This approach is carried to completion for sl(2) theories leading to complete sets of conformal boundary conditions, their associated cylinder partition functions and the A-D-E classification. We also review the current status for WZW sl(3) theories. Finally, a systematic generalisation of the formalism of Cardy-Lewellen is developed to allow for multiplicities arising from more general representations of the Verlinde algebra. We obtain information on the bulk-boundary coefficients and reproduce the relevant algebraic structures from the sewing constraints

Einstein boundary conditions for the 3+1 Einstein equations

International Nuclear Information System (INIS)

Frittelli, Simonetta; Gomez, Roberto

2003-01-01

In the 3+1 framework of the Einstein equations for the case of a vanishing shift vector and arbitrary lapse, we calculate explicitly the four boundary equations arising from the vanishing of the projection of the Einstein tensor along the normal to the boundary surface of the initial-boundary value problem. Such conditions take the form of evolution equations along (as opposed to across) the boundary for certain components of the extrinsic curvature and for certain space derivatives of the three-metric. We argue that, in general, such boundary conditions do not follow necessarily from the evolution equations and the initial data, but need to be imposed on the boundary values of the fundamental variables. Using the Einstein-Christoffel formulation, which is strongly hyperbolic, we show how three of the boundary equations up to linear combinations should be used to prescribe the values of some incoming characteristic fields. Additionally, we show that the fourth one imposes conditions on some outgoing fields

Optimal condition-based maintenance decisions for systems with dependent stochastic degradation of components

International Nuclear Information System (INIS)

Hong, H.P.; Zhou, W.; Zhang, S.; Ye, W.

2014-01-01

Components in engineered systems are subjected to stochastic deterioration due to the operating environmental conditions, and the uncertainty in material properties. The components need to be inspected and possibly replaced based on preventive or failure replacement criteria to provide the intended and safe operation of the system. In the present study, we investigate the influence of dependent stochastic degradation of multiple components on the optimal maintenance decisions. We use copula to model the dependent stochastic degradation of components, and formulate the optimal decision problem based on the minimum expected cost rule and the stochastic dominance rules. The latter is used to cope with decision maker's risk attitude. We illustrate the developed probabilistic analysis approach and the influence of the dependency of the stochastic degradation on the preferred decisions through numerical examples

On the Boussinesq-Burgers equations driven by dynamic boundary conditions

Science.gov (United States)

Zhu, Neng; Liu, Zhengrong; Zhao, Kun

2018-02-01

We study the qualitative behavior of the Boussinesq-Burgers equations on a finite interval subject to the Dirichlet type dynamic boundary conditions. Assuming H1 ×H2 initial data which are compatible with boundary conditions and utilizing energy methods, we show that under appropriate conditions on the dynamic boundary data, there exist unique global-in-time solutions to the initial-boundary value problem, and the solutions converge to the boundary data as time goes to infinity, regardless of the magnitude of the initial data.

Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

Directory of Open Access Journals (Sweden)

Rashad O. Mastaliev

2016-12-01

Full Text Available The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered. Assuming that the concerned region is open for the control by the first and the second variation (classical sense of the quality functional we obtain the necessary optimality condition of the first and the second order. In the particular case we receive the stochastic analog of the Legendre—Clebsch condition and some constructively verified conclusions from the second order necessary condition. We investigate the Legendre–Clebsch conditions for the degeneration case and obtain the necessary conditions of optimality for a special control, in the classical sense.

Quadratic Functionals with General Boundary Conditions

International Nuclear Information System (INIS)

Dosla, Z.; Dosly, O.

1997-01-01

The purpose of this paper is to give the Reid 'Roundabout Theorem' for quadratic functionals with general boundary conditions. In particular, we describe the so-called coupled point and regularity condition introduced in terms of Riccati equation solutions

On filter boundary conditions in topology optimization

DEFF Research Database (Denmark)

Clausen, Anders; Andreassen, Erik

2017-01-01

Most research papers on topology optimization involve filters for regularization. Typically, boundary effects from the filters are ignored. Despite significant drawbacks the inappropriate homogeneous Neumann boundary conditions are used, probably because they are trivial to implement. In this paper...

Boundary conditions for the gravitational field

International Nuclear Information System (INIS)

Winicour, Jeffrey

2012-01-01

A review of the treatment of boundaries in general relativity is presented with the emphasis on application to the formulations of Einstein's equations used in numerical relativity. At present, it is known how to treat boundaries in the harmonic formulation of Einstein's equations and a tetrad formulation of the Einstein-Bianchi system. However, a universal approach valid for other formulations is not in hand. In particular, there is no satisfactory boundary theory for the 3+1 formulations which have been highly successful in binary black hole simulation. I discuss the underlying problems that make the initial-boundary-value problem much more complicated than the Cauchy problem. I review the progress that has been made and the important open questions that remain. Science is a differential equation. Religion is a boundary condition. (Alan Turing, quoted in J D Barrow, 'Theories of Everything') (topical review)

Stochastic modelling of conjugate heat transfer in near-wall turbulence

International Nuclear Information System (INIS)

Pozorski, Jacek; Minier, Jean-Pierre

2006-01-01

The paper addresses the conjugate heat transfer in turbulent flows with temperature assumed to be a passive scalar. The Lagrangian approach is applied and the heat transfer is modelled with the use of stochastic particles. The intensity of thermal fluctuations in near-wall turbulence is determined from the scalar probability density function (PDF) with externally provided dynamical statistics. A stochastic model for the temperature field in the wall material is proposed and boundary conditions for stochastic particles at the solid-fluid interface are formulated. The heated channel flow with finite-thickness walls is considered as a validation case. Computation results for the mean temperature profiles and the variance of thermal fluctuations are presented and compared with available DNS data

Stochastic modelling of conjugate heat transfer in near-wall turbulence

Energy Technology Data Exchange (ETDEWEB)

Pozorski, Jacek [Institute of Fluid-Flow Machinery, Polish Academy of Sciences, Fiszera 14, 80952 Gdansk (Poland)]. E-mail: jp@imp.gda.pl; Minier, Jean-Pierre [Research and Development Division, Electricite de France, 6 quai Watier, 78400 Chatou (France)

2006-10-15

The paper addresses the conjugate heat transfer in turbulent flows with temperature assumed to be a passive scalar. The Lagrangian approach is applied and the heat transfer is modelled with the use of stochastic particles. The intensity of thermal fluctuations in near-wall turbulence is determined from the scalar probability density function (PDF) with externally provided dynamical statistics. A stochastic model for the temperature field in the wall material is proposed and boundary conditions for stochastic particles at the solid-fluid interface are formulated. The heated channel flow with finite-thickness walls is considered as a validation case. Computation results for the mean temperature profiles and the variance of thermal fluctuations are presented and compared with available DNS data.

Application of stochastic Galerkin FEM to the complete electrode model of electrical impedance tomography

International Nuclear Information System (INIS)

Leinonen, Matti; Hakula, Harri; Hyvönen, Nuutti

2014-01-01

The aim of electrical impedance tomography is to determine the internal conductivity distribution of some physical body from boundary measurements of current and voltage. The most accurate forward model for impedance tomography is the complete electrode model, which consists of the conductivity equation coupled with boundary conditions that take into account the electrode shapes and the contact resistances at the corresponding interfaces. If the reconstruction task of impedance tomography is recast as a Bayesian inference problem, it is essential to be able to solve the complete electrode model forward problem with the conductivity and the contact resistances treated as a random field and random variables, respectively. In this work, we apply a stochastic Galerkin finite element method to the ensuing elliptic stochastic boundary value problem and compare the results with Monte Carlo simulations

Asymptotic boundary conditions for dissipative waves: General theory

Science.gov (United States)

Hagstrom, Thomas

1990-01-01

An outstanding issue in the computational analysis of time dependent problems is the imposition of appropriate radiation boundary conditions at artificial boundaries. Accurate conditions are developed which are based on the asymptotic analysis of wave propagation over long ranges. Employing the method of steepest descents, dominant wave groups are identified and simple approximations to the dispersion relation are considered in order to derive local boundary operators. The existence of a small number of dominant wave groups may be expected for systems with dissipation. Estimates of the error as a function of domain size are derived under general hypotheses, leading to convergence results. Some practical aspects of the numerical construction of the asymptotic boundary operators are also discussed.

Asymptotic boundary conditions for dissipative waves - General theory

Science.gov (United States)

Hagstrom, Thomas

1991-01-01

An outstanding issue in computational analysis of time dependent problems is the imposition of appropriate radiation boundary conditions at artificial boundaries. Accurate conditions are developed which are based on the asymptotic analysis of wave propagation over long ranges. Employing the method of steepest descents, dominant wave groups are identified and simple approximations to the dispersion relation are considered in order to derive local boundary operators. The existence of a small number of dominant wave groups may be expected for systems with dissipation. Estimates of the error as a function of domain size are derived under general hypotheses, leading to convergence results. Some practical aspects of the numerical construction of the asymptotic boundary operators are also discussed.

Stochastic simulation of PWR vessel integrity for pressurized thermal shock conditions

International Nuclear Information System (INIS)

Jackson, P.S.; Moelling, D.S.

1984-01-01

A stochastic simulation methodology is presented for performing probabilistic analyses of Pressurized Water Reactor vessel integrity. Application of the methodology to vessel-specific integrity analyses is described in the context of Pressurized Thermal Shock (PTS) conditions. A Bayesian method is described for developing vessel-specific models of the density of undetected volumetric flaws from ultrasonic inservice inspection results. Uncertainty limits on the probabilistic results due to sampling errors are determined from the results of the stochastic simulation. An example is provided to illustrate the methodology

A Stochastic Delay Model For Pricing Debt And Loan Guarantees: Theoretical Results

OpenAIRE

Kemajou, Elisabeth; Mohammed, Salah-Eldin; Tambue, Antoine

2012-01-01

We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation. Using self-financed strategy and replication we are able to derive a Random Partial Differential Equation (RPDE) satisfied by any corporate claim whose value is a function of firm value and time. Under specific final and boundary conditions, we solve the RPDE...

Modelling of diesel spray flames under engine-like conditions using an accelerated Eulerian Stochastic Field method

DEFF Research Database (Denmark)

Pang, Kar Mun; Jangi, Mehdi; Bai, Xue-Song

2018-01-01

This paper aims to simulate diesel spray flames across a wide range of engine-like conditions using the Eulerian Stochastic Field probability density function (ESF-PDF) model. The ESF model is coupled with the Chemistry Coordinate Mapping approach to expedite the calculation. A convergence study...... is carried out for a number of stochastic fields at five different conditions, covering both conventional diesel combustion and low-temperature combustion regimes. Ignition delay time, flame lift-off length as well as distributions of temperature and various combustion products are used to evaluate...... the performance of the model. The peak values of these properties generated using thirty-two stochastic fields are found to converge, with a maximum relative difference of 27% as compared to those from a greater number of stochastic fields. The ESF-PDF model with thirty-two stochastic fields performs reasonably...

Boundary conditions and subelliptic estimates for geometric Kramers-Fokker-Planck operators on manifolds with boundaries

CERN Document Server

Nier, Francis

2018-01-01

This article is concerned with the maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic laplacian.

Adaptive boundary conditions for exterior flow problems

CERN Document Server

Boenisch, V; Wittwer, S

2003-01-01

We consider the problem of solving numerically the stationary incompressible Navier-Stokes equations in an exterior domain in two dimensions. This corresponds to studying the stationary fluid flow past a body. The necessity to truncate for numerical purposes the infinite exterior domain to a finite domain leads to the problem of finding appropriate boundary conditions on the surface of the truncated domain. We solve this problem by providing a vector field describing the leading asymptotic behavior of the solution. This vector field is given in the form of an explicit expression depending on a real parameter. We show that this parameter can be determined from the total drag exerted on the body. Using this fact we set up a self-consistent numerical scheme that determines the parameter, and hence the boundary conditions and the drag, as part of the solution process. We compare the values of the drag obtained with our adaptive scheme with the results from using traditional constant boundary conditions. Computati...

Lyapunov Based Estimation of Flight Stability Boundary under Icing Conditions

Directory of Open Access Journals (Sweden)

Binbin Pei

2017-01-01

Full Text Available Current fight boundary of the envelope protection in icing conditions is usually defined by the critical values of state parameters; however, such method does not take the interrelationship of each parameter and the effect of the external disturbance into consideration. This paper proposes constructing the stability boundary of the aircraft in icing conditions through analyzing the region of attraction (ROA around the equilibrium point. Nonlinear icing effect model is proposed according to existing wind tunnel test results. On this basis, the iced polynomial short period model can be deduced further to obtain the stability boundary under icing conditions using ROA analysis. Simulation results for a series of icing severity demonstrate that, regardless of the icing severity, the boundary of the calculated ROA can be treated as an estimation of the stability boundary around an equilibrium point. The proposed methodology is believed to be a promising way for ROA analysis and stability boundary construction of the aircraft in icing conditions, and it will provide theoretical support for multiple boundary protection of icing tolerant flight.

Minimization of heat slab nodes with higher order boundary conditions

International Nuclear Information System (INIS)

Solbrig, C.W.

1992-01-01

The accuracy of a numerical solution can be limited by the numerical approximation to the boundary conditions rather than the accuracy of the equations which describe the interior. The study presented in this paper compares the results from two different numerical formulations of the convective boundary condition on the face of a heat transfer slab. The standard representation of the boundary condition in a test problem yielded an unacceptable error even when the heat transfer slab was partitioned into over 300 nodes. A higher order boundary condition representation was obtained by using a second order approximation for the first derivative at the boundary and combining it with the general equation used for inner nodes. This latter formulation produced reasonable results when as few as ten nodes were used

Transport synthetic acceleration with opposing reflecting boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Zika, M R; Adams, M L

2000-02-01

The transport synthetic acceleration (TSA) scheme is extended to problems with opposing reflecting boundary conditions. This synthetic method employs a simplified transport operator as its low-order approximation. A procedure is developed that allows the use of the conjugate gradient (CG) method to solve the resulting low-order system of equations. Several well-known transport iteration algorithms are cast in a linear algebraic form to show their equivalence to standard iterative techniques. Source iteration in the presence of opposing reflecting boundary conditions is shown to be equivalent to a (poorly) preconditioned stationary Richardson iteration, with the preconditioner defined by the method of iterating on the incident fluxes on the reflecting boundaries. The TSA method (and any synthetic method) amounts to a further preconditioning of the Richardson iteration. The presence of opposing reflecting boundary conditions requires special consideration when developing a procedure to realize the CG method for the proposed system of equations. The CG iteration may be applied only to symmetric positive definite matrices; this condition requires the algebraic elimination of the boundary angular corrections from the low-order equations. As a consequence of this elimination, evaluating the action of the resulting matrix on an arbitrary vector involves two transport sweeps and a transmission iteration. Results of applying the acceleration scheme to a simple test problem are presented.

Revisit boundary conditions for the self-adjoint angular flux formulation

Energy Technology Data Exchange (ETDEWEB)

Wang, Yaqi [Idaho National Lab. (INL), Idaho Falls, ID (United States); Gleicher, Frederick N. [Idaho National Lab. (INL), Idaho Falls, ID (United States)

2015-03-01

We revisit the boundary conditions for SAAF. We derived the equivalent parity variational form ready for coding up. The more rigorous approach of evaluating odd parity should be solving the odd parity equation coupled with the even parity. We proposed a symmetric reflecting boundary condition although neither positive definiteness nor even-odd decoupling is achieved. A simple numerical test verifies the validity of these boundary conditions.

On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

KAUST Repository

Pettersson, Per

2013-05-01

The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.

On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

KAUST Repository

Pettersson, Per; Doostan, Alireza; Nordströ m, Jan

2013-01-01

The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

Directory of Open Access Journals (Sweden)

Malinowski Marek T.

2015-01-01

Full Text Available We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the Hilbert space L2 (consisting of square integrable random vectors. The coefficients of the equations are assumed to satisfy the Osgood type condition that is a generalization of the Lipschitz condition. Continuous dependence of solutions with respect to data of the equation is also presented. We consider equations driven by semimartingale Z and equations driven by processes A;M from decomposition of Z, where A is a process of finite variation and M is a local martingale. These equations are not equivalent. Finally, we show that the analysis of the set-valued stochastic integral equations can be extended to a case of fuzzy stochastic integral equations driven by semimartingales under Osgood type condition. To obtain our results we use the set-valued and fuzzy Maruyama type approximations and Bihari’s inequality.

Evaluation of general non-reflecting boundary conditions for industrial CFD applications

Science.gov (United States)

Basara, Branislav; Frolov, Sergei; Lidskii, Boris; Posvyanskii, Vladimir

2007-11-01

The importance of having proper boundary conditions for the calculation domain is a known issue in Computational Fluid Dynamics (CFD). In many situations, it is very difficult to define a correct boundary condition. The flow may enter and leave the computational domain at the same time and at the same boundary. In such circumstances, it is important that numerical implementation of boundary conditions enforces certain physical constraints leading to correct results which then ensures a better convergence rate. The aim of this paper is to evaluate recently proposed non-reflecting boundary conditions (Frolov et al., 2001, Advances in Chemical Propulsion) on industrial CFD applications. Derivation of the local non-reflecting boundary conditions at the open boundary is based on finding the solution of linearized Euler equations vanishing at infinity for both incompressible and compressible formulations. This is implemented into the in-house CFD package AVL FIRE and some numerical details will be presented as well. The key applications in this paper are from automotive industry, e.g. an external car aerodynamics, an intake port, etc. The results will show benefits of using effective non-reflecting boundary conditions.

Thermal Simulations, Open Boundary Conditions and Switches

Science.gov (United States)

Burnier, Yannis; Florio, Adrien; Kaczmarek, Olaf; Mazur, Lukas

2018-03-01

SU(N) gauge theories on compact spaces have a non-trivial vacuum structure characterized by a countable set of topological sectors and their topological charge. In lattice simulations, every topological sector needs to be explored a number of times which reflects its weight in the path integral. Current lattice simulations are impeded by the so-called freezing of the topological charge problem. As the continuum is approached, energy barriers between topological sectors become well defined and the simulations get trapped in a given sector. A possible way out was introduced by Lüscher and Schaefer using open boundary condition in the time extent. However, this solution cannot be used for thermal simulations, where the time direction is required to be periodic. In this proceedings, we present results obtained using open boundary conditions in space, at non-zero temperature. With these conditions, the topological charge is not quantized and the topological barriers are lifted. A downside of this method are the strong finite-size effects introduced by the boundary conditions. We also present some exploratory results which show how these conditions could be used on an algorithmic level to reshuffle the system and generate periodic configurations with non-zero topological charge.

Thermal Simulations, Open Boundary Conditions and Switches

Directory of Open Access Journals (Sweden)

Burnier Yannis

2018-01-01

Full Text Available SU(N gauge theories on compact spaces have a non-trivial vacuum structure characterized by a countable set of topological sectors and their topological charge. In lattice simulations, every topological sector needs to be explored a number of times which reflects its weight in the path integral. Current lattice simulations are impeded by the so-called freezing of the topological charge problem. As the continuum is approached, energy barriers between topological sectors become well defined and the simulations get trapped in a given sector. A possible way out was introduced by Lüscher and Schaefer using open boundary condition in the time extent. However, this solution cannot be used for thermal simulations, where the time direction is required to be periodic. In this proceedings, we present results obtained using open boundary conditions in space, at non-zero temperature. With these conditions, the topological charge is not quantized and the topological barriers are lifted. A downside of this method are the strong finite-size effects introduced by the boundary conditions. We also present some exploratory results which show how these conditions could be used on an algorithmic level to reshuffle the system and generate periodic configurations with non-zero topological charge.

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

Energy Technology Data Exchange (ETDEWEB)

Berezhkovskii, Alexander M. [Mathematical and Statistical Computing Laboratory, Division of Computational Bioscience, Center for Information Technology, National Institutes of Health, Bethesda, Maryland 20892 (United States); Shvartsman, Stanislav Y. [Department of Chemical and Biological Engineering and Lewis-Sigler Institute for Integrative Genomics, Princeton University, Princeton, New Jersey 08544 (United States)

2016-05-28

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

Open boundary condition, Wilson flow and the scalar glueball mass

International Nuclear Information System (INIS)

Chowdhury, Abhishek; Harindranath, A.; Maiti, Jyotirmoy

2014-01-01

A major problem with periodic boundary condition on the gauge fields used in current lattice gauge theory simulations is the trapping of topological charge in a particular sector as the continuum limit is approached. To overcome this problem open boundary condition in the temporal direction has been proposed recently. One may ask whether open boundary condition can reproduce the observables calculated with periodic boundary condition. In this work we find that the extracted lowest glueball mass using open and periodic boundary conditions at the same lattice volume and lattice spacing agree for the range of lattice scales explored in the range 3 GeV≤(1/a)≤5 GeV. The problem of trapping is overcome to a large extent with open boundary and we are able to extract the glueball mass at even larger lattice scale ≈ 5.7 GeV. To smoothen the gauge fields we have used recently proposed Wilson flow which, compared to HYP smearing, exhibits better systematics in the extraction of glueball mass. The extracted glueball mass shows remarkable insensitivity to the lattice spacings in the range explored in this work, 3 GeV≤(1/a)≤5.7 GeV.

Entropy Stability and the No-Slip Wall Boundary Condition

KAUST Repository

Svä rd, Magnus; Carpenter, Mark H.; Parsani, Matteo

2018-01-01

We present an entropy stable numerical scheme subject to no-slip wall boundary conditions. To enforce entropy stability only the no-penetration boundary condition and a temperature condition are needed at a wall, and this leads to an L bound on the conservative variables. In this article, we take the next step and design a finite difference scheme that also bounds the velocity gradients. This necessitates the use of the full no-slip conditions.

Entropy Stability and the No-Slip Wall Boundary Condition

KAUST Repository

Svärd, Magnus

2018-01-18

We present an entropy stable numerical scheme subject to no-slip wall boundary conditions. To enforce entropy stability only the no-penetration boundary condition and a temperature condition are needed at a wall, and this leads to an L bound on the conservative variables. In this article, we take the next step and design a finite difference scheme that also bounds the velocity gradients. This necessitates the use of the full no-slip conditions.

Exploring exotic states with twisted boundary conditions

International Nuclear Information System (INIS)

Agadjanov, Dimitri

2017-01-01

he goal of this thesis is to develop methods to study the nature and properties of exotic hadrons from lattice simulations. The main focus lies in the application of twisted boundary conditions. The thesis consists of a general introduction and the collection of three papers, represented respectively in three chapters. The introduction of the thesis reviews the theoretical background, which is further used in the rest of the thesis. Further implementing partially twisted boundary conditions in the scalar sector of lattice QCD is studied. Then we develop a method to study the content of the exotic hadrons by determining the wave function renormalization constant from lattice simulations, exploiting the dependence of the spectrum on the twisted boundary conditions. The final chapter deals with a novel method to study the multi-channel scattering problem in a finite volume, which is relevant for exotic states. Its key idea is to extract the complex hadron-hadron optical potential, avoiding the difficulties, associated with the solution of the multi-channel Luescher equation.

Exploring exotic states with twisted boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Agadjanov, Dimitri

2017-09-11

he goal of this thesis is to develop methods to study the nature and properties of exotic hadrons from lattice simulations. The main focus lies in the application of twisted boundary conditions. The thesis consists of a general introduction and the collection of three papers, represented respectively in three chapters. The introduction of the thesis reviews the theoretical background, which is further used in the rest of the thesis. Further implementing partially twisted boundary conditions in the scalar sector of lattice QCD is studied. Then we develop a method to study the content of the exotic hadrons by determining the wave function renormalization constant from lattice simulations, exploiting the dependence of the spectrum on the twisted boundary conditions. The final chapter deals with a novel method to study the multi-channel scattering problem in a finite volume, which is relevant for exotic states. Its key idea is to extract the complex hadron-hadron optical potential, avoiding the difficulties, associated with the solution of the multi-channel Luescher equation.

Stochastic dynamic modeling of regular and slow earthquakes

Science.gov (United States)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal

Divergence-Free Wavelets on the Hypercube : General Boundary Conditions

NARCIS (Netherlands)

Stevenson, R.

2016-01-01

On the n-dimensional hypercube, for given k∈N, wavelet Riesz bases are constructed for the subspace of divergence-free vector fields of the Sobolev space Hk((0,1)n)n with general homogeneous Dirichlet boundary conditions, including slip or no-slip boundary conditions. Both primal and suitable dual

Spectral asymmetry for bag boundary conditions

International Nuclear Information System (INIS)

Beneventano, C G; Santangelo, E M; Wipf, A

2002-01-01

We give an expression, in terms of boundary spectral functions, for the spectral asymmetry of the Euclidean Dirac operator in two dimensions, when its domain is determined by local boundary conditions and the manifold is of product type. As an application, we explicitly evaluate the asymmetry in the case of a finite-length cylinder and check that the outcome is consistent with our general result. Finally, we study the asymmetry in a disc, which is a non-product case, and propose an interpretation

Large deviations for solutions to stochastic recurrence equations under Kesten's condition

DEFF Research Database (Denmark)

Buraczewski, Dariusz; Damek, Ewa; Mikosch, Thomas Valentin

2013-01-01

In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten’s condition [17] under which the solution of the stochastic recurrence equation has a marginal distribution with power law tails, while the noise...... sequence of the equations can have light tails. The results of the paper are analogs of those obtained by A.V. and S.V. Nagaev [21, 22] in the case of partial sums of iid random variables. In the latter case, the large deviation probabilities of the partial sums are essentially determined by the largest...... step size of the partial sum. For the solution to a stochastic recurrence equation, the magnitude of the large deviation probabilities is again given by the tail of the maximum summand, but the exact asymptotic tail behavior is also influenced by clusters of extreme values, due to dependencies...

Diffusive growth of a single droplet with three different boundary conditions

Science.gov (United States)

Tavassoli, Z.; Rodgers, G. J.

2000-02-01

We study a single, motionless three-dimensional droplet growing by adsorption of diffusing monomers on a 2D substrate. The diffusing monomers are adsorbed at the aggregate perimeter of the droplet with different boundary conditions. Models with both an adsorption boundary condition and a radiation boundary condition, as well as a phenomenological model, are considered and solved in a quasistatic approximation. The latter two models allow particle detachment. In the short time limit, the droplet radius grows as a power of the time with exponents of 1/4, 1/2 and 3/4 for the models with adsorption, radiation and phenomenological boundary conditions, respectively. In the long time limit a universal growth rate as $[t/\\ln(t)]^{1/3}$ is observed for the radius of the droplet for all models independent of the boundary conditions. This asymptotic behaviour was obtained by Krapivsky \\cite{krapquasi} where a similarity variable approach was used to treat the growth of a droplet with an adsorption boundary condition based on a quasistatic approximation. Another boundary condition with a constant flux of monomers at the aggregate perimeter is also examined. The results exhibit a power law growth rate with an exponent of 1/3 for all times.

Classically integrable boundary conditions for symmetric-space sigma models

International Nuclear Information System (INIS)

MacKay, N.J.; Young, C.A.S.

2004-01-01

We investigate boundary conditions for the non-linear sigma model on the compact symmetric space G/H. The Poisson brackets and the classical local conserved charges necessary for integrability are preserved by boundary conditions which correspond to involutions which commute with the involution defining H. Applied to SO(3)/SO(2), the non-linear sigma model on S 2 , these yield the great circles as boundary submanifolds. Applied to GxG/G, they reproduce known results for the principal chiral model

A stochastic collocation method for the second order wave equation with a discontinuous random speed

KAUST Repository

Motamed, Mohammad; Nobile, Fabio; Tempone, Raul

2012-01-01

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical

A suitable boundary condition for bounded plasma simulation without sheath resolution

International Nuclear Information System (INIS)

Parker, S.E.; Procassini, R.J.; Birdsall, C.K.; Cohen, B.I.

1993-01-01

We have developed a technique that allows for a sheath boundary layer without having to resolve the inherently small space and time scales of the sheath region. We refer to this technique as the logical sheath boundary condition. This boundary condition, when incorporated into a direct-implicit particle code, permits large space- and time-scale simulations of bounded systems, which would otherwise be impractical on current supercomputers. The lack of resolution of the collector sheath potential drop obtained from conventional implicit simulations at moderate values of ω pe Δt and Δz/λ De provides the motivation for the development of the logical sheath boundary condition. The algorithm for use of the logical sheath boundary condition in a particle simulation is presented. Results from simulations which use the logical sheath boundary condition are shown to compare reasonably well with those from an analytic theory and simulations in which the sheath is resolved

Nested Bethe Ansatz for Spin Ladder Model with Open Boundary Conditions

International Nuclear Information System (INIS)

Wu Junfang; Zhang Chunmin; Yue Ruihong; Li Runling

2005-01-01

The nested Bethe ansatz (BA) method is applied to find the eigenvalues and the eigenvectors of the transfer matrix for spin-ladder model with open boundary conditions. Based on the reflection equation, we find the general diagonal solution, which determines the general boundary interaction in the Hamiltonian. We introduce the spin-ladder model with open boundary conditions. By finding the solution K ± of the reflection equation which determines the nontrivial boundary terms in the Hamiltonian, we diagonalize the transfer matrix of the spin-ladder model with open boundary conditions in the framework of nested BA.

Effective Stress Law in Unconventional Reservoirs under Different Boundary Conditions

Science.gov (United States)

Saurabh, S.; Harpalani, S.

2017-12-01

Unconventional reservoirs have attracted a great deal of research interest worldwide during the past two decades. Low permeability and specialized techniques required to exploit these resources present opportunities for improvement in both production rates and ultimate recovery. Understanding subsurface stress modifications and permeability evolution are valuable when evaluating the prospects of unconventional reservoirs. These reservoir properties are functions of effective stress. As a part of this study, effective stress law, specifically the variation of anisotropic Biot's coefficient under various boundary conditions believed to exist in gas reservoirs by different researchers, has been established. Pressure-dependent-permeability (PdK) experiments were carried out on San Juan coal under different boundary conditions, that is, uniaxial strain condition and constant volume condition. Stress and strain in the vertical and horizontal directions were monitored throughout the experiment. Data collected during the experiments was used to determine the Biot's coefficient in vertical and horizontal directions under these two boundary conditions, treating coal as transversely isotropic. The variation of Biot's coefficient was found to be well correlated with the variation in coal permeability. Based on the estimated values of Biot's coefficients, a theory of variation in its value is presented for other boundary conditions. The findings of the study shed light on the inherent behavior of Biot's coefficient under different reservoir boundary conditions. This knowledge can improve the modeling work requiring estimation of effective stress in reservoirs, such as, pressure-/stress- dependent permeability. At the same time, if the effective stresses are known with more certainty by other methods, it enables assessment of the unknown reservoir boundary conditions.

An(1) affine Toda field theories with integrable boundary conditions revisited

International Nuclear Information System (INIS)

Doikou, Anastasia

2008-01-01

Generic classically integrable boundary conditions for the A n (1) affine Toda field theories (ATFT) are investigated. The present analysis rests primarily on the underlying algebra, defined by the classical version of the reflection equation. We use as a prototype example the first non-trivial model of the hierarchy i.e. the A 2 (1) ATFT, however our results may be generalized for any A n (1) (n > 1). We assume here two distinct types of boundary conditions called some times soliton preserving (SP), and soliton non-preserving (SNP) associated to two distinct algebras, i.e. the reflection algebra and the (q) twisted Yangian respectively. The boundary local integrals of motion are then systematically extracted from the asymptotic expansion of the associated transfer matrix. In the case of SNP boundary conditions we recover previously known results. The other type of boundary conditions (SP), associated to the reflection algebra, are novel in this context and lead to a different set of conserved quantities that depend on free boundary parameters. It also turns out that the number of local integrals of motion for SP boundary conditions is 'double' compared to those of the SNP case.

Entropy Stable Wall Boundary Conditions for the Compressible Navier-Stokes Equations

Science.gov (United States)

Parsani, Matteo; Carpenter, Mark H.; Nielsen, Eric J.

2014-01-01

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite volume, finite difference, discontinuous Galerkin, and flux reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

On boundary conditions in three-dimensional AdS gravity

Energy Technology Data Exchange (ETDEWEB)

Miskovic, Olivera [Instituto de Fisica, P. Universidad Catolica de Valparaiso, Casilla 4059, Valparaiso (Chile) and Departamento de Fisica, P. Universidad Catolica de Chile, Casilla 306, Santiago 22 (Chile)]. E-mail: olivera.miskovic@ucv.cl; Olea, Rodrigo [Departamento de Fisica, P. Universidad Catolica de Chile, Casilla 306, Santiago 22 (Chile) and Centro Multidisciplinar de Astrofisica, CENTRA, Departamento de Fisica, Instituto Superior Tecnico, Universidade Tecnica de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisbon (Portugal)]. E-mail: rolea@fisica.ist.utl.pt

2006-09-07

A finite action principle for three-dimensional gravity with negative cosmological constant, based on a boundary condition for the asymptotic extrinsic curvature, is considered. The bulk action appears naturally supplemented by a boundary term that is one half the Gibbons-Hawking term, that makes the Euclidean action and the Noether charges finite without additional Dirichlet counterterms. The consistency of this boundary condition with the Dirichlet problem in AdS gravity and the Chern-Simons formulation in three dimensions, and its suitability for the higher odd-dimensional case, are also discussed.

Automated Boundary Conditions for Wind Tunnel Simulations

Science.gov (United States)

Carlson, Jan-Renee

2018-01-01

Computational fluid dynamic (CFD) simulations of models tested in wind tunnels require a high level of fidelity and accuracy particularly for the purposes of CFD validation efforts. Considerable effort is required to ensure the proper characterization of both the physical geometry of the wind tunnel and recreating the correct flow conditions inside the wind tunnel. The typical trial-and-error effort used for determining the boundary condition values for a particular tunnel configuration are time and computer resource intensive. This paper describes a method for calculating and updating the back pressure boundary condition in wind tunnel simulations by using a proportional-integral-derivative controller. The controller methodology and equations are discussed, and simulations using the controller to set a tunnel Mach number in the NASA Langley 14- by 22-Foot Subsonic Tunnel are demonstrated.

Simulation of conditional diffusions via forward-reverse stochastic representations

KAUST Repository

Bayer, Christian

2015-01-01

We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

Simulation of conditional diffusions via forward-reverse stochastic representations

KAUST Repository

Bayer, Christian

2015-01-07

We derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval,conditioned on the terminal state. The conditioning can be with respect to a fixed measurement point or more generally with respect to some subset. The representations rely on a reverse process connected with the given (forward) diffusion as introduced by Milstein, Schoenmakers and Spokoiny in the context of density estimation. The corresponding Monte Carlo estimators have essentially root-N accuracy, and hence they do not suffer from the curse of dimensionality. We also present an application in statistics, in the context of the EM algorithm.

Boundary conditions for the numerical solution of elliptic equations in exterior regions

International Nuclear Information System (INIS)

Bayliss, A.; Gunzburger, M.; Turkel, E.

1982-01-01

Elliptic equations in exterior regions frequently require a boundary condition at infinity to ensure the well-posedness of the problem. Examples of practical applications include the Helmholtz equation and Laplace's equation. Computational procedures based on a direct discretization of the elliptic problem require the replacement of the condition at infinity by a boundary condition on a finite artificial surface. Direct imposition of the condition at infinity along the finite boundary results in large errors. A sequence of boundary conditions is developed which provides increasingly accurate approximations to the problem in the infinite domain. Estimates of the error due to the finite boundary are obtained for several cases. Computations are presented which demonstrate the increased accuracy that can be obtained by the use of the higher order boundary conditions. The examples are based on a finite element formulation but finite difference methods can also be used

On domain wall boundary conditions for the XXZ spin Hamiltonian

DEFF Research Database (Denmark)

Orlando, Domenico; Reffert, Susanne; Reshetikhin, Nicolai

In this note, we derive the spectrum of the infinite quantum XXZ spin chain with domain wall boundary conditions. The eigenstates are constructed as limits of Bethe states for the finite XXZ spin chain with quantum sl(2) invariant boundary conditions....

Solution of a Problem Linear Plane Elasticity with Mixed Boundary Conditions by the Method of Boundary Integrals

Directory of Open Access Journals (Sweden)

Nahed S. Hussein

2014-01-01

Full Text Available A numerical boundary integral scheme is proposed for the solution to the system of …eld equations of plane. The stresses are prescribed on one-half of the circle, while the displacements are given. The considered problem with mixed boundary conditions in the circle is replaced by two problems with homogeneous boundary conditions, one of each type, having a common solution. The equations are reduced to a system of boundary integral equations, which is then discretized in the usual way, and the problem at this stage is reduced to the solution to a rectangular linear system of algebraic equations. The unknowns in this system of equations are the boundary values of four harmonic functions which define the full elastic solution and the unknown boundary values of stresses or displacements on proper parts of the boundary. On the basis of the obtained results, it is inferred that a stress component has a singularity at each of the two separation points, thought to be of logarithmic type. The results are discussed and boundary plots are given. We have also calculated the unknown functions in the bulk directly from the given boundary conditions using the boundary collocation method. The obtained results in the bulk are discussed and three-dimensional plots are given. A tentative form for the singular solution is proposed and the corresponding singular stresses and displacements are plotted in the bulk. The form of the singular tangential stress is seen to be compatible with the boundary values obtained earlier. The efficiency of the used numerical schemes is discussed.

Simulations of QCD and QED with C* boundary conditions

Science.gov (United States)

Hansen, Martin; Lucini, Biagio; Patella, Agostino; Tantalo, Nazario

2018-03-01

We present exploratory results from dynamical simulations of QCD in isolation, as well as QCD coupled to QED, with C* boundary conditions. In finite volume, the use of C* boundary conditions allows for a gauge invariant and local formulation of QED without zero modes. In particular we show that the simulations reproduce known results and that masses of charged mesons can be extracted in a completely gauge invariant way. For the simulations we use a modified version of the HiRep code. The primary features of the simulation code are presented and we discuss some details regarding the implementation of C* boundary conditions and the simulated lattice action. Preprint: CP3-Origins-2017-046 DNRF90, CERN-TH-2017-214

Critical effects of downstream boundary conditions on vortex breakdown

Science.gov (United States)

Kandil, Osama; Kandil, Hamdy A.; Liu, C. H.

1992-01-01

The unsteady, compressible, full Navier-Stokes (NS) equations are used to study the critical effects of the downstream boundary conditions on the supersonic vortex breakdown. The present study is applied to two supersonic vortex breakdown cases. In the first case, quasi-axisymmetric supersonic swirling flow is considered in a configured circular duct, and in the second case, quasi-axisymmetric supersonic swirling jet, that is issued from a nozzle into a supersonic jet of lower Mach number, is considered. For the configured duct flow, four different types of downstream boundary conditions are used, and for the swirling jet flow from the nozzle, two types of downstream boundary conditions are used. The solutions are time accurate which are obtained using an implicit, upwind, flux-difference splitting, finite-volume scheme.

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

Boundary conditions for plasma fluid models at the magnetic presheath entrance

International Nuclear Information System (INIS)

Loizu, J.; Ricci, P.; Halpern, F. D.; Jolliet, S.

2012-01-01

The proper boundary conditions at the magnetic presheath entrance for plasma fluid turbulence models based on the drift approximation are derived, focusing on a weakly collisional plasma sheath with T i ≪T e and a magnetic field oblique to a totally absorbing wall. First, the location of the magnetic presheath entrance is rigorously derived. Then boundary conditions at the magnetic presheath entrance are analytically deduced for v ||i , v ||e , n, φ, T e , and for the vorticity ω=∇ ⊥ 2 φ. The effects of E × B and diamagnetic drifts on the boundary conditions are also investigated. Kinetic simulations are performed that confirm the analytical results. Finally, the new set of boundary conditions is implemented in a three-dimensional global fluid code for the simulation of plasma turbulence and, as an example, the results of a tokamak scrape-off layer simulation are discussed. The framework presented can be generalized to obtain boundary conditions at the magnetic presheath entrance in more complex scenarios.

A device adaptive inflow boundary condition for Wigner equations of quantum transport

International Nuclear Information System (INIS)

Jiang, Haiyan; Lu, Tiao; Cai, Wei

2014-01-01

In this paper, an improved inflow boundary condition is proposed for Wigner equations in simulating a resonant tunneling diode (RTD), which takes into consideration the band structure of the device. The original Frensley inflow boundary condition prescribes the Wigner distribution function at the device boundary to be the semi-classical Fermi–Dirac distribution for free electrons in the device contacts without considering the effect of the quantum interaction inside the quantum device. The proposed device adaptive inflow boundary condition includes this effect by assigning the Wigner distribution to the value obtained from the Wigner transform of wave functions inside the device at zero external bias voltage, thus including the dominant effect on the electron distribution in the contacts due to the device internal band energy profile. Numerical results on computing the electron density inside the RTD under various incident waves and non-zero bias conditions show much improvement by the new boundary condition over the traditional Frensley inflow boundary condition

Positive solutions of nonlinear fractional boundary value problems with Dirichlet boundary conditions

Directory of Open Access Journals (Sweden)

Qingkai Kong

2012-02-01

Full Text Available In this paper, we study the existence and multiplicity of positive solutions of a class of nonlinear fractional boundary value problems with  Dirichlet boundary conditions. By applying the fixed point theory on cones we establish a series of criteria for the existence of one, two, any arbitrary finite number, and an infinite number of positive solutions. A criterion for the nonexistence of positive solutions is also derived. Several examples are given for demonstration.

On the symmetry of the boundary conditions of the volume potential

Science.gov (United States)

Kal'menov, Tynysbek Sh.; Arepova, Gaukhar; Suragan, Durvudkhan

2017-09-01

It is well known that the volume potential determines the mass or the charge distributed over the domain with density f. The volume potential is extensively used in function theory and embedding theorems. It is also well known that the volume potential gives a solution to an inhomogeneous equation. And it generates a linear self-adjoint operator. It is known that self-adjoint differential operators are generated by boundary conditions. In our previous papers for an arbitrary domain a boundary condition on the volume potential is given. In the past, it was not possible to prove the self-adjointness of these obtained boundary conditions. In the present paper, we prove the symmetry of boundary condition for the volume potential.

Neutron transport assembly calculation with non-zero net current boundary condition

International Nuclear Information System (INIS)

Jo, Chang Keun

1993-02-01

Fuel assembly calculation for the homogenized group constants is one of the most important parts in the reactor core analysis. The homogenized group constants of one a quarter assembly are usually generated for the nodal calculation of the reactor core. In the current nodal calculation, one or a quarter of the fuel assembly corresponds to a unit node. The homogenized group constant calculation for a fuel assembly proceeds through cell spectrum calculations, group condensation and cell homogenization calculations, two dimensional fuel assembly calculation, and then depletion calculations of fuel rods. To obtain the assembly wise homogenized group constants, the two dimensional transport calculation is usually performed. Most codes for the assembly wise homogenized group constants employ a zero net current boundary condition. CASMO-3 is such a code that is in wide use. The zero net current boundary condition is plausible and valid in an infinite reactor composed of the same kind of assemblies. However, the reactor is finite and the core is constructed by different kinds of assemblies. Hence, the assumption of the zero net current boundary condition is not valid in the actual reactor. The objective of this study is to develop a homogenization methodology that can treat any actual boundary condition, i.e. non-zero net current boundary condition. In order to treat the non-zero net current boundary condition, we modify CASMO-3. For the two-dimensional treatment in CASMO-3, a multigroup integral transport routine based on the method of transmission probability is used. The code performs assembly calculation with zero net current boundary condition. CASMO-3 is modified to consider the inhomogeneous source at the assembly boundary surface due to the non-zero net current. The modified version of CASMO-3 is called CASMO-3M. CASMO-3M is applied to several benchmark problems. In order to obtain the inhomogeneous source, the global calculation is performed. The local calculation

The analytical solution for drug delivery system with nonhomogeneous moving boundary condition

Science.gov (United States)

Saudi, Muhamad Hakimi; Mahali, Shalela Mohd; Harun, Fatimah Noor

2017-08-01

This paper discusses the development and the analytical solution of a mathematical model based on drug release system from a swelling delivery device. The mathematical model is represented by a one-dimensional advection-diffusion equation with nonhomogeneous moving boundary condition. The solution procedures consist of three major steps. Firstly, the application of steady state solution method, which is used to transform the nonhomogeneous moving boundary condition to homogeneous boundary condition. Secondly, the application of the Landau transformation technique that gives a significant impact in removing the advection term in the system of equation and transforming the moving boundary condition to a fixed boundary condition. Thirdly, the used of separation of variables method to find the analytical solution for the resulted initial boundary value problem. The results show that the swelling rate of delivery device and drug release rate is influenced by value of growth factor r.

Classically integrable boundary conditions for affine Toda field theories

International Nuclear Information System (INIS)

Bowcock, P.; Corrigan, E.; Dorey, P.E.; Rietdijk, R.H.

1995-01-01

Boundary conditions compatible with classical integrability are studied both directly, using an approach based on the explicit construction of conserved quantities, and indirectly by first developing a generalisation of the Lax pair idea. The latter approach is closer to the spirit of earlier work by Sklyanin and yields a complete set of conjectures for permissible boundary conditions for any affine Toda field theory. (orig.)

Facilitating conditions for boundary-spanning behavior in governance networks

OpenAIRE

Meerkerk, Ingmar; Edelenbos, Jurian

2017-01-01

textabstractThis article examines the impact of two facilitating conditions for boundary-spanning behaviour in urban governance networks. While research on boundary spanning is growing, there is little attention for antecedents. Combining governance network literature on project management and organizational literature on facilitative and servant leadership, we examine two potential conditions: a facilitative project management style and executive support. We conducted survey research among p...

A simple and efficient outflow boundary condition for the incompressible Navier–Stokes equations

Directory of Open Access Journals (Sweden)

Yibao Li

2017-01-01

Full Text Available Many researchers have proposed special treatments for outlet boundary conditions owing to lack of information at the outlet. Among them, the simplest method requires a large enough computational domain to prevent or reduce numerical errors at the boundaries. However, an efficient method generally requires special treatment to overcome the problems raised by the outlet boundary condition used. For example, mass flux is not conserved and the fluid field is not divergence-free at the outlet boundary. Overcoming these problems requires additional computational cost. In this paper, we present a simple and efficient outflow boundary condition for the incompressible Navier–Stokes equations, aiming to reduce the computational domain for simulating flow inside a long channel in the streamwise direction. The proposed outflow boundary condition is based on the transparent equation, where a weak formulation is used. The pressure boundary condition is derived by using the Navier–Stokes equations and the outlet flow boundary condition. In the numerical algorithm, a staggered marker-and-cell grid is used and temporal discretization is based on a projection method. The intermediate velocity boundary condition is consistently adopted to handle the velocity–pressure coupling. Characteristic numerical experiments are presented to demonstrate the robustness and accuracy of the proposed numerical scheme. Furthermore, the agreement of computational results from small and large domains suggests that our proposed outflow boundary condition can significantly reduce computational domain sizes.

Oblique radiation lateral open boundary conditions for a regional climate atmospheric model

Science.gov (United States)

Cabos Narvaez, William; De Frutos Redondo, Jose Antonio; Perez Sanz, Juan Ignacio; Sein, Dmitry

2013-04-01

The prescription of lateral boundary conditions in regional atmospheric models represent a very important issue for limited area models. The ill-posed nature of the open boundary conditions makes it necessary to devise schemes in order to filter spurious wave reflections at boundaries, being desirable to have one boundary condition per variable. On the other side, due to the essentially hyperbolic nature of the equations solved in state of the art atmospheric models, external data is required only for inward boundary fluxes. These circumstances make radiation lateral boundary conditions a good choice for the filtering of spurious wave reflections. Here we apply the adaptive oblique radiation modification proposed by Mikoyada and Roseti to each of the prognostic variables of the REMO regional atmospheric model and compare it to the more common normal radiation condition used in REMO. In the proposed scheme, special attention is paid to the estimation of the radiation phase speed, essential to detecting the direction of boundary fluxes. One of the differences with the classical scheme is that in case of outward propagation, the adaptive nudging imposed in the boundaries allows to minimize under and over specifications problems, adequately incorporating the external information.

Spectral distribution of scalar particles created by a moving boundary with Robin boundary condition

International Nuclear Information System (INIS)

Mintz, B.; Farina, C; Maia Neto, P.A.; Rodrigues, R.B.

2006-01-01

We consider a massless scalar field in 1+1 dimensions satisfying a Robin boundary condition (BC) at a non-relativistic boundary. By deriving a Bogoliubov transformation between the input and output bosonic field operators, we calculate the spectral distribution of created particles. The particular cases of Dirichlet and Neumann BC may be obtained from our result as limiting cases, yielding equal spectra (this result is valid only in this space-time dimensionality). The creation effect for the field under Dirichlet BC turns out to be an upper bound for the spectra derived for Robin BC. Also, we show that the particle creation phenomenon with Robin conditions can be considerably reduced (with respect to the Dirichlet or Neumann cases) by selecting a particular mechanical oscillation frequency of the moving boundary. (author)

Scattering through a straight quantum waveguide with combined boundary conditions

Czech Academy of Sciences Publication Activity Database

Briet, Ph.; Dittrich, Jaroslav; Soccorsi, E.

2014-01-01

Roč. 55, č. 11 (2014), s. 112104 ISSN 0022-2488 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : quantum waveguide * scattering * Dirichlet boundary condition * Neumann boundary condition Subject RIV: BE - Theoretical Physics Impact factor: 1.243, year: 2014

'Duality twisted'boundary conditions in n-state Potts Models

International Nuclear Information System (INIS)

Schuetz, G.

1992-11-01

We discuss a new class of toroidal boundary conditions for one-dimensional quantum Hamiltonian with S n symmetry which are related to two-dimensional n-state Potts models in the extreme anisotropic Hamiltonian limit. At their self-dual point (a point were a second-order phase transition occurs for n=2,3,4) the duality transformation is shown to be an additional symmetry giving rise to a new class of 'duality twisted' toroidal boundary conditions. This corresponding Hamiltonians are given in terms of generators of the periodic Temprely-Lieb algebra with an odd number of generators. We discuss as an example the critical Ising model. Here the complete spectrum for the new boundary conditions can be obtained from a projection mechanism in the spin-1/2 XXZ Heisenberg chain. (author)

Temperature field conduction solution by incomplete boundary condition

Energy Technology Data Exchange (ETDEWEB)

Novakovic, M; Petrasinovic, Lj; Djuric, M [Tehnoloski fakultet, Novi Sad (Yugoslavia); Perovic, N [Institut za Nuklearne Nauke Boris Kidric, Belgrade (Yugoslavia)

1977-01-01

The problem of determination of one part boundary conditions temperatures for Fourier partial differential equation when the other part of boundary condition and derivates (heat fluxes) are known is a practical interest as it enables one to determine and accessible temperature by measuring temperatures on other side, of the wall. Method developed and applied here consist of transforming the Fourier partial differential equation by time discretisation in sets of pairs of ordinary differential equations for temperature and heat flux. Such pair of differential equations of first order was solved by Runge-Kutta method. The integration proceeds along space interval simultaneosly for all time intervals. It is interesting to note that this procedure does not require the initial condition.

Einstein boundary conditions in relation to constraint propagation for the initial-boundary value problem of the Einstein equations

International Nuclear Information System (INIS)

Frittelli, Simonetta; Gomez, Roberto

2004-01-01

We show how the use of the normal projection of the Einstein tensor as a set of boundary conditions relates to the propagation of the constraints, for two representations of the Einstein equations with vanishing shift vector: the Arnowitt-Deser-Misner formulation, which is ill posed, and the Einstein-Christoffel formulation, which is symmetric hyperbolic. Essentially, the components of the normal projection of the Einstein tensor that act as nontrivial boundary conditions are linear combinations of the evolution equations with the constraints that are not preserved at the boundary, in both cases. In the process, the relationship of the normal projection of the Einstein tensor to the recently introduced 'constraint-preserving' boundary conditions becomes apparent

Downstream-Conditioned Maximum Entropy Method for Exit Boundary Conditions in the Lattice Boltzmann Method

Directory of Open Access Journals (Sweden)

Javier A. Dottori

2015-01-01

Full Text Available A method for modeling outflow boundary conditions in the lattice Boltzmann method (LBM based on the maximization of the local entropy is presented. The maximization procedure is constrained by macroscopic values and downstream components. The method is applied to fully developed boundary conditions of the Navier-Stokes equations in rectangular channels. Comparisons are made with other alternative methods. In addition, the new downstream-conditioned entropy is studied and it was found that there is a correlation with the velocity gradient during the flow development.

Experimental verification of free-space singular boundary conditions in an invisibility cloak

International Nuclear Information System (INIS)

Wu, Qiannan; Gao, Fei; Song, Zhengyong; Lin, Xiao; Zhang, Youming; Zhang, Baile; Chen, Huanyang

2016-01-01

A major issue in invisibility cloaking, which caused intense mathematical discussions in the past few years but still remains physically elusive, is the plausible singular boundary conditions associated with the singular metamaterials at the inner boundary of an invisibility cloak. The perfect cloaking phenomenon, as originally proposed by Pendry et al for electromagnetic waves, cannot be treated as physical before a realistic inner boundary of a cloak is demonstrated. Although a recent demonstration has been done in a waveguide environment, the exotic singular boundary conditions should apply to a general environment as in free space. Here we fabricate a metamaterial surface that exhibits the singular boundary conditions and demonstrate its performance in free space. Particularly, the phase information of waves reflected from this metamaterial surface is explicitly measured, confirming the singular responses of boundary conditions for an invisibility cloak. (paper)

Experimental verification of free-space singular boundary conditions in an invisibility cloak

Science.gov (United States)

Wu, Qiannan; Gao, Fei; Song, Zhengyong; Lin, Xiao; Zhang, Youming; Chen, Huanyang; Zhang, Baile

2016-04-01

A major issue in invisibility cloaking, which caused intense mathematical discussions in the past few years but still remains physically elusive, is the plausible singular boundary conditions associated with the singular metamaterials at the inner boundary of an invisibility cloak. The perfect cloaking phenomenon, as originally proposed by Pendry et al for electromagnetic waves, cannot be treated as physical before a realistic inner boundary of a cloak is demonstrated. Although a recent demonstration has been done in a waveguide environment, the exotic singular boundary conditions should apply to a general environment as in free space. Here we fabricate a metamaterial surface that exhibits the singular boundary conditions and demonstrate its performance in free space. Particularly, the phase information of waves reflected from this metamaterial surface is explicitly measured, confirming the singular responses of boundary conditions for an invisibility cloak.

Dynamical Analysis of a Class of Prey-Predator Model with Beddington-DeAngelis Functional Response, Stochastic Perturbation, and Impulsive Toxicant Input

Directory of Open Access Journals (Sweden)

Feifei Bian

2017-01-01

Full Text Available A stochastic prey-predator system in a polluted environment with Beddington-DeAngelis functional response is proposed and analyzed. Firstly, for the system with white noise perturbation, by analyzing the limit system, the existence of boundary periodic solutions and positive periodic solutions is proved and the sufficient conditions for the existence of boundary periodic solutions and positive periodic solutions are derived. And then for the stochastic system, by introducing Markov regime switching, the sufficient conditions for extinction or persistence of such system are obtained. Furthermore, we proved that the system is ergodic and has a stationary distribution when the concentration of toxicant is a positive constant. Finally, two examples with numerical simulations are carried out in order to illustrate the theoretical results.

A new approach to implement absorbing boundary condition in biomolecular electrostatics.

Science.gov (United States)

Goni, Md Osman

2013-01-01

This paper discusses a novel approach to employ the absorbing boundary condition in conjunction with the finite-element method (FEM) in biomolecular electrostatics. The introduction of Bayliss-Turkel absorbing boundary operators in electromagnetic scattering problem has been incorporated by few researchers. However, in the area of biomolecular electrostatics, this boundary condition has not been investigated yet. The objective of this paper is twofold. First, to solve nonlinear Poisson-Boltzmann equation using Newton's method and second, to find an efficient and acceptable solution with minimum number of unknowns. In this work, a Galerkin finite-element formulation is used along with a Bayliss-Turkel absorbing boundary operator that explicitly accounts for the open field problem by mapping the Sommerfeld radiation condition from the far field to near field. While the Bayliss-Turkel condition works well when the artificial boundary is far from the scatterer, an acceptable tolerance of error can be achieved with the second order operator. Numerical results on test case with simple sphere show that the treatment is able to reach the same level of accuracy achieved by the analytical method while using a lower grid density. Bayliss-Turkel absorbing boundary condition (BTABC) combined with the FEM converges to the exact solution of scattering problems to within discretization error.

Boundary conditions for the diffusion equation in radiative transfer

International Nuclear Information System (INIS)

Haskell, R.C.; Svaasand, L.O.; Tsay, T.; Feng, T.; McAdams, M.S.; Tromberg, B.J.

1994-01-01

Using the method of images, we examine the three boundary conditions commonly applied to the surface of a semi-infinite turbid medium. We find that the image-charge configurations of the partial-current and extrapolated-boundary conditions have the same dipole and quadrupole moments and that the two corresponding solutions to the diffusion equation are approximately equal. In the application of diffusion theory to frequency-domain photon-migration (FDPM) data, these two approaches yield values for the scattering and absorption coefficients that are equal to within 3%. Moreover, the two boundary conditions can be combined to yield a remarkably simple, accurate, and computationally fast method for extracting values for optical parameters from FDPM data. FDPM data were taken both at the surface and deep inside tissue phantoms, and the difference in data between the two geometries is striking. If one analyzes the surface data without accounting for the boundary, values deduced for the optical coefficients are in error by 50% or more. As expected, when aluminum foil was placed on the surface of a tissue phantom, phase and modulation data were closer to the results for an infinite-medium geometry. Raising the reflectivity of a tissue surface can, in principle, eliminate the effect of the boundary. However, we find that phase and modulation data are highly sensitive to the reflectivity in the range of 80--100%, and a minimum value of 98% is needed to mimic an infinite-medium geometry reliably. We conclude that noninvasive measurements of optically thick tissue require a rigorous treatment of the tissue boundary, and we suggest a unified partial-current--extrapolated boundary approach

On Stable Wall Boundary Conditions for the Hermite Discretization of the Linearised Boltzmann Equation

Science.gov (United States)

Sarna, Neeraj; Torrilhon, Manuel

2018-01-01

We define certain criteria, using the characteristic decomposition of the boundary conditions and energy estimates, which a set of stable boundary conditions for a linear initial boundary value problem, involving a symmetric hyperbolic system, must satisfy. We first use these stability criteria to show the instability of the Maxwell boundary conditions proposed by Grad (Commun Pure Appl Math 2(4):331-407, 1949). We then recognise a special block structure of the moment equations which arises due to the recursion relations and the orthogonality of the Hermite polynomials; the block structure will help us in formulating stable boundary conditions for an arbitrary order Hermite discretization of the Boltzmann equation. The formulation of stable boundary conditions relies upon an Onsager matrix which will be constructed such that the newly proposed boundary conditions stay close to the Maxwell boundary conditions at least in the lower order moments.

Essential Boundary Conditions with Straight C1 Finite Elements in Curved Domains

International Nuclear Information System (INIS)

Ferraro, N.M.; Jardin, S.C.; Luo, X.

2010-01-01

The implementation of essential boundary conditions in C1 finite element analysis requires proper treatment of both the boundary conditions on second-order differentials of the solution and the curvature of the domain boundary. A method for the imposition of essential boundary conditions using straight elements (where the elements are not deformed to approximate a curved domain) is described. It is shown that pre-multiplication of the matrix equation by the local rotation matrix at each boundary node is not the optimal transformation. The uniquely optimal transformation is found, which does not take the form of a similarity transformation due to the non-orthogonality of the transformation to curved coordinates.

The boundary conditions for point transformed electromagnetic invisibility cloaks

International Nuclear Information System (INIS)

Weder, Ricardo

2008-01-01

In this paper we study point transformed electromagnetic invisibility cloaks in transformation media that are obtained by transformation from general anisotropic media. We assume that there are several point transformed electromagnetic cloaks located in different points in space. Our results apply in particular to the first-order invisibility cloaks introduced by Pendry et al and to the high-order invisibility cloaks introduced by Hendi et al and by Cai et al. We identify the appropriate cloaking boundary conditions that the solutions of Maxwell equations have to satisfy at the outside, ∂K + , and at the inside, ∂K - , of the boundary of the cloaked object K in the case where the permittivity and the permeability are bounded below and above in K. Namely, that the tangential components of the electric and the magnetic fields have to vanish at ∂K + -which is always true-and that the normal components of the curl of the electric and the magnetic fields have to vanish at ∂K - . These results are proven requiring that energy be conserved. In the case of one spherical cloak with a spherically stratified K and a radial current at ∂K we verify by an explicit calculation that our cloaking boundary conditions are satisfied and that cloaking of active devices holds, even if the current is at the boundary of the cloaked object. As we prove our results for media that are obtained by transformation from general anisotropic media, our results apply to the cloaking of objects with passive and active devices contained in general anisotropic media, in particular to objects with passive and active devices contained inside general crystals. Our results suggest a method to enhance cloaking in the approximate transformation media that are used in practice. Namely, to coat the boundary of the cloaked object (the inner boundary of the cloak) with a material that imposes the boundary conditions above. As these boundary conditions have to be satisfied for exact transformation

Canonical group quantization and boundary conditions

International Nuclear Information System (INIS)

Jung, Florian

2012-01-01

In the present thesis, we study quantization of classical systems with non-trivial phase spaces using the group-theoretical quantization technique proposed by Isham. Our main goal is a better understanding of global and topological aspects of quantum theory. In practice, the group-theoretical approach enables direct quantization of systems subject to constraints and boundary conditions in a natural and physically transparent manner -- cases for which the canonical quantization method of Dirac fails. First, we provide a clarification of the quantization formalism. In contrast to prior treatments, we introduce a sharp distinction between the two group structures that are involved and explain their physical meaning. The benefit is a consistent and conceptually much clearer construction of the Canonical Group. In particular, we shed light upon the 'pathological' case for which the Canonical Group must be defined via a central Lie algebra extension and emphasise the role of the central extension in general. In addition, we study direct quantization of a particle restricted to a half-line with 'hard wall' boundary condition. Despite the apparent simplicity of this example, we show that a naive quantization attempt based on the cotangent bundle over the half-line as classical phase space leads to an incomplete quantum theory; the reflection which is a characteristic aspect of the 'hard wall' is not reproduced. Instead, we propose a different phase space that realises the necessary boundary condition as a topological feature and demonstrate that quantization yields a suitable quantum theory for the half-line model. The insights gained in the present special case improve our understanding of the relation between classical and quantum theory and illustrate how contact interactions may be incorporated.

Periodic Boundary Conditions in the ALEGRA Finite Element Code

International Nuclear Information System (INIS)

Aidun, John B.; Robinson, Allen C.; Weatherby, Joe R.

1999-01-01

This document describes the implementation of periodic boundary conditions in the ALEGRA finite element code. ALEGRA is an arbitrary Lagrangian-Eulerian multi-physics code with both explicit and implicit numerical algorithms. The periodic boundary implementation requires a consistent set of boundary input sets which are used to describe virtual periodic regions. The implementation is noninvasive to the majority of the ALEGRA coding and is based on the distributed memory parallel framework in ALEGRA. The technique involves extending the ghost element concept for interprocessor boundary communications in ALEGRA to additionally support on- and off-processor periodic boundary communications. The user interface, algorithmic details and sample computations are given

Discrete Green's Theorem, Green's Functions and Stable Radiative FDTD Boundary Conditions

NARCIS (Netherlands)

Arnold, J.M.; Hon, de B.P.

2007-01-01

We propose a radiative boundary condition for the discrete-grid formulation of Helmholtz’ equation, based on rational approximation in the frequency domain of a Green’s function for the discretised system. This boundary condition is free from instabilities.

Repulsive Casimir force from fractional Neumann boundary conditions

International Nuclear Information System (INIS)

Lim, S.C.; Teo, L.P.

2009-01-01

This Letter studies the finite temperature Casimir force acting on a rectangular piston associated with a massless fractional Klein-Gordon field at finite temperature. Dirichlet boundary conditions are imposed on the walls of a d-dimensional rectangular cavity, and a fractional Neumann condition is imposed on the piston that moves freely inside the cavity. The fractional Neumann condition gives an interpolation between the Dirichlet and Neumann conditions, where the Casimir force is known to be always attractive and always repulsive respectively. For the fractional Neumann boundary condition, the attractive or repulsive nature of the Casimir force is governed by the fractional order which takes values from zero (Dirichlet) to one (Neumann). When the fractional order is larger than 1/2, the Casimir force is always repulsive. For some fractional orders that are less than but close to 1/2, it is shown that the Casimir force can be either attractive or repulsive depending on the aspect ratio of the cavity and the temperature.

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

The influence of the magnetic boundary conditions on the nature of astrophysical convection

International Nuclear Information System (INIS)

Lopez, J.M.; Murphy, J.O.

1983-01-01

The effects of employing two forms of the boundary conditions for the magnetic field disturbance, H, are demonstrated. The appropriate conditions on H for current-free boundaries can be written as DHt-aH=0. The second case uses the conditions DH=0 at the lower and upper boundaries

Stochastic ground-water flow analysis FY-81 status report. Assessment of effectiveness of geologic isolation systems

International Nuclear Information System (INIS)

Kincaid, C.T.; Vail, L.W.; Devary, J.L.

1983-07-01

Research was conducted at Pacific Northwest Laboratory to develop a research computational package for the stochastic analysis of ground-water flow. Both unsteady and steady-state analysis were examined, and a steady-state research code was developed for the study of stochastic processes. This report describes the theoretical development of both unsteady and steady analyses, and presents the preliminary studies undertaken to verify and exercise the encoded algorithm. The stochastic analysis of ground-water flow is a promising new method which can supply more comprehensive analyses of the ground-water environment. The work reported herein provided experience in the methodology while producing a research-oriented stochastic analysis capability. Single-layer aquifers of horizontal extent were selected for this effort. Kriging has been employed to describe the uncertainty in field data. The resulting stochastic parameters enter the problem physics through boundary conditions and Darcy's equation. The mean and variance of the piezometric head are estimated by the stochastic analysis

Canonical group quantization and boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Jung, Florian

2012-07-16

In the present thesis, we study quantization of classical systems with non-trivial phase spaces using the group-theoretical quantization technique proposed by Isham. Our main goal is a better understanding of global and topological aspects of quantum theory. In practice, the group-theoretical approach enables direct quantization of systems subject to constraints and boundary conditions in a natural and physically transparent manner -- cases for which the canonical quantization method of Dirac fails. First, we provide a clarification of the quantization formalism. In contrast to prior treatments, we introduce a sharp distinction between the two group structures that are involved and explain their physical meaning. The benefit is a consistent and conceptually much clearer construction of the Canonical Group. In particular, we shed light upon the 'pathological' case for which the Canonical Group must be defined via a central Lie algebra extension and emphasise the role of the central extension in general. In addition, we study direct quantization of a particle restricted to a half-line with 'hard wall' boundary condition. Despite the apparent simplicity of this example, we show that a naive quantization attempt based on the cotangent bundle over the half-line as classical phase space leads to an incomplete quantum theory; the reflection which is a characteristic aspect of the 'hard wall' is not reproduced. Instead, we propose a different phase space that realises the necessary boundary condition as a topological feature and demonstrate that quantization yields a suitable quantum theory for the half-line model. The insights gained in the present special case improve our understanding of the relation between classical and quantum theory and illustrate how contact interactions may be incorporated.

Stochastic biomathematical models with applications to neuronal modeling

CERN Document Server

Batzel, Jerry; Ditlevsen, Susanne

2013-01-01

Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

On two-point boundary correlations in the six-vertex model with domain wall boundary conditions

Science.gov (United States)

Colomo, F.; Pronko, A. G.

2005-05-01

The six-vertex model with domain wall boundary conditions on an N × N square lattice is considered. The two-point correlation function describing the probability of having two vertices in a given state at opposite (top and bottom) boundaries of the lattice is calculated. It is shown that this two-point boundary correlator is expressible in a very simple way in terms of the one-point boundary correlators of the model on N × N and (N - 1) × (N - 1) lattices. In alternating sign matrix (ASM) language this result implies that the doubly refined x-enumerations of ASMs are just appropriate combinations of the singly refined ones.

An effective absorbing layer for the boundary condition in acoustic seismic wave simulation

Science.gov (United States)

Yao, Gang; da Silva, Nuno V.; Wu, Di

2018-04-01

Efficient numerical simulation of seismic wavefields generally involves truncating the Earth model in order to keep computing time and memory requirements down. Absorbing boundary conditions, therefore, are applied to remove the boundary reflections caused by this truncation, thereby allowing for accurate modeling of wavefields. In this paper, we derive an effective absorbing boundary condition for both acoustic and elastic wave simulation, through the simplification of the damping term of the split perfectly matched layer (SPML) boundary condition. This new boundary condition is accurate, cost-effective, and easily implemented, especially for high-performance computing. Stability analysis shows that this boundary condition is effectively as stable as normal (non-absorbing) wave equations for explicit time-stepping finite differences. We found that for full-waveform inversion (FWI), the strengths of the effective absorbing layer—a reduction of the computational and memory cost coupled with a simplistic implementation—significantly outweighs the limitation of incomplete absorption of outgoing waves relative to the SPML. More importantly, we demonstrate that this limitation can easily be overcome through the use of two strategies in FWI, namely variable cell size and model extension thereby fully compensating for the imperfectness of the proposed absorbing boundary condition.

Nonlinear dynamics of mushy layers induced by external stochastic fluctuations.

Science.gov (United States)

Alexandrov, Dmitri V; Bashkirtseva, Irina A; Ryashko, Lev B

2018-02-28

The time-dependent process of directional crystallization in the presence of a mushy layer is considered with allowance for arbitrary fluctuations in the atmospheric temperature and friction velocity. A nonlinear set of mushy layer equations and boundary conditions is solved analytically when the heat and mass fluxes at the boundary between the mushy layer and liquid phase are induced by turbulent motion in the liquid and, as a result, have the corresponding convective form. Namely, the 'solid phase-mushy layer' and 'mushy layer-liquid phase' phase transition boundaries as well as the solid fraction, temperature and concentration (salinity) distributions are found. If the atmospheric temperature and friction velocity are constant, the analytical solution takes a parametric form. In the more common case when they represent arbitrary functions of time, the analytical solution is given by means of the standard Cauchy problem. The deterministic and stochastic behaviour of the phase transition process is analysed on the basis of the obtained analytical solutions. In the case of stochastic fluctuations in the atmospheric temperature and friction velocity, the phase transition interfaces (mushy layer boundaries) move faster than in the deterministic case. A cumulative effect of these noise contributions is revealed as well. In other words, when the atmospheric temperature and friction velocity fluctuate simultaneously due to the influence of different external processes and phenomena, the phase transition boundaries move even faster. This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'.This article is part of the theme issue 'From atomistic interfaces to dendritic patterns'. © 2018 The Author(s).

Single particle nonlocality, geometric phases and time-dependent boundary conditions

Science.gov (United States)

Matzkin, A.

2018-03-01

We investigate the issue of single particle nonlocality in a quantum system subjected to time-dependent boundary conditions. We discuss earlier claims according to which the quantum state of a particle remaining localized at the center of an infinite well with moving walls would be specifically modified by the change in boundary conditions due to the wall’s motion. We first prove that the evolution of an initially localized Gaussian state is not affected nonlocally by a linearly moving wall: as long as the quantum state has negligible amplitude near the wall, the boundary motion has no effect. This result is further extended to related confined time-dependent oscillators in which the boundary’s motion is known to give rise to geometric phases: for a Gaussian state remaining localized far from the boundaries, the effect of the geometric phases is washed out and the particle dynamics shows no traces of a nonlocal influence that would be induced by the moving boundaries.

Preconditioned characteristic boundary conditions based on artificial compressibility method for solution of incompressible flows

Science.gov (United States)

Hejranfar, Kazem; Parseh, Kaveh

2017-09-01

The preconditioned characteristic boundary conditions based on the artificial compressibility (AC) method are implemented at artificial boundaries for the solution of two- and three-dimensional incompressible viscous flows in the generalized curvilinear coordinates. The compatibility equations and the corresponding characteristic variables (or the Riemann invariants) are mathematically derived and then applied as suitable boundary conditions in a high-order accurate incompressible flow solver. The spatial discretization of the resulting system of equations is carried out by the fourth-order compact finite-difference (FD) scheme. In the preconditioning applied here, the value of AC parameter in the flow field and also at the far-field boundary is automatically calculated based on the local flow conditions to enhance the robustness and performance of the solution algorithm. The code is fully parallelized using the Concurrency Runtime standard and Parallel Patterns Library (PPL) and its performance on a multi-core CPU is analyzed. The incompressible viscous flows around a 2-D circular cylinder, a 2-D NACA0012 airfoil and also a 3-D wavy cylinder are simulated and the accuracy and performance of the preconditioned characteristic boundary conditions applied at the far-field boundaries are evaluated in comparison to the simplified boundary conditions and the non-preconditioned characteristic boundary conditions. It is indicated that the preconditioned characteristic boundary conditions considerably improve the convergence rate of the solution of incompressible flows compared to the other boundary conditions and the computational costs are significantly decreased.

Second order bounce back boundary condition for the lattice Boltzmann fluid simulation

International Nuclear Information System (INIS)

Kim, In Chan

2000-01-01

A new bounce back boundary method of the second order in error is proposed for the lattice Boltzmann fluid simulation. This new method can be used for the arbitrarily irregular lattice geometry of a non-slip boundary. The traditional bounce back boundary condition for the lattice Boltzmann simulation is of the first order in error. Since the lattice Boltzmann method is the second order scheme by itself, a boundary technique of the second order has been desired to replace the first order bounce back method. This study shows that, contrary to the common belief that the bounce back boundary condition is unilaterally of the first order, the second order bounce back boundary condition can be realized. This study also shows that there exists a generalized bounce back technique that can be characterized by a single interpolation parameter. The second order bounce back method can be obtained by proper selection of this parameter in accordance with the detailed lattice geometry of the boundary. For an illustrative purpose, the transient Couette and the plane Poiseuille flows are solved by the lattice Boltzmann simulation with various boundary conditions. The results show that the generalized bounce back method yields the second order behavior in the error of the solution, provided that the interpolation parameter is properly selected. Coupled with its intuitive nature and the ease of implementation, the bounce back method can be as good as any second order boundary method

Vibration Analysis of Annular Sector Plates under Different Boundary Conditions

Directory of Open Access Journals (Sweden)

Dongyan Shi

2014-01-01

Full Text Available An analytical framework is developed for the vibration analysis of annular sector plates with general elastic restraints along each edge of plates. Regardless of boundary conditions, the displacement solution is invariably expressed as a new form of trigonometric expansion with accelerated convergence. The expansion coefficients are treated as the generalized coordinates and determined using the Rayleigh-Ritz technique. This work allows a capability of modeling annular sector plates under a variety of boundary conditions and changing the boundary conditions as easily as modifying the material properties or dimensions of the plates. Of equal importance, the proposed approach is universally applicable to annular sector plates of any inclusion angles up to 2π. The reliability and accuracy of the current method are adequately validated through numerical examples.

Decoupling in an expanding universe boundary RG-flow affects initial conditions for inflation

CERN Document Server

Schalm, K; Van der Schaar, J P; Schalm, Koenraad; Shiu, Gary; Schaar, Jan Pieter van der

2004-01-01

We study decoupling in FRW spacetimes, emphasizing a Lagrangian description throughout. To account for the vacuum choice ambiguity in cosmological settings, we introduce an arbitrary boundary action representing the initial conditions. RG flow in these spacetimes naturally affects the boundary interactions. As a consequence the boundary conditions are sensitive to high-energy physics through irrelevant terms in the boundary action. Using scalar field theory as an example, we derive the leading dimension four irrelevant boundary operators. We discuss how the known vacuum choices, e.g. the Bunch-Davies vacuum, appear in the Lagrangian description and square with decoupling. For all choices of boundary conditions encoded by relevant boundary operators, of which the known ones are a subset, backreaction is under control. All, moreover, will generically feel the influence of high-energy physics through irrelevant (dimension four) boundary corrections. Having established a coherent effective field theory framework ...

Galerkin methods for Boltzmann-Poisson transport with reflection conditions on rough boundaries

Science.gov (United States)

Morales Escalante, José A.; Gamba, Irene M.

2018-06-01

We consider in this paper the mathematical and numerical modeling of reflective boundary conditions (BC) associated to Boltzmann-Poisson systems, including diffusive reflection in addition to specularity, in the context of electron transport in semiconductor device modeling at nano scales, and their implementation in Discontinuous Galerkin (DG) schemes. We study these BC on the physical boundaries of the device and develop a numerical approximation to model an insulating boundary condition, or equivalently, a pointwise zero flux mathematical condition for the electron transport equation. Such condition balances the incident and reflective momentum flux at the microscopic level, pointwise at the boundary, in the case of a more general mixed reflection with momentum dependant specularity probability p (k →). We compare the computational prediction of physical observables given by the numerical implementation of these different reflection conditions in our DG scheme for BP models, and observe that the diffusive condition influences the kinetic moments over the whole domain in position space.

δ'-function perturbations and Neumann boundary-conditions by path integration

International Nuclear Information System (INIS)

Grosche, C.

1994-02-01

δ'-function perturbations and Neumann boundary conditions are incorporated into the path integral formalism. The starting point is the consideration of the path integral representation for the one dimensional Dirac particle together with a relativistic point interaction. The non-relativistic limit yields either a usual δ-function or a δ'-function perturbation; making their strengths infinitely repulsive one obtains Dirichlet, respectively Neumann boundary conditions in the path integral. (orig.)

Matrix albedo for discrete ordinates infinite-medium boundary condition

International Nuclear Information System (INIS)

Mathews, K.; Dishaw, J.

2007-01-01

Discrete ordinates problems with an infinite exterior medium (reflector) can be more efficiently computed by eliminating grid cells in the exterior medium and applying a matrix albedo boundary condition. The albedo matrix is a discretized bidirectional reflection distribution function (BRDF) that accounts for the angular quadrature set, spatial quadrature method, and spatial grid that would have been used to model a portion of the exterior medium. The method is exact in slab geometry, and could be used as an approximation in multiple dimensions or curvilinear coordinates. We present an adequate method for computing albedo matrices and demonstrate their use in verifying a discrete ordinates code in slab geometry by comparison with Ganapol's infinite medium semi-analytic TIEL benchmark. With sufficient resolution in the spatial and angular grids and iteration tolerance to yield solutions converged to 6 digits, the conventional (scalar) albedo boundary condition yielded 2-digit accuracy at the boundary, but the matrix albedo solution reproduced the benchmark scalar flux at the boundary to all 6 digits. (authors)

The influence of boundary conditions on domain structure stability in spin wave approximation

International Nuclear Information System (INIS)

Wachinewski, A.

1974-01-01

Instead of the usually used Born-Karman cyclic conditions, boundary conditions which take into account the situation of the boundary lattice sites lying on the crystal's surface are assumed. It is shown that the particular choice of the boundary conditions secures the stability of domain structure in ferromagnet (positive spin wave energies), without including the Winter term in Hamiltonian. (author)

Magnetohydrodynamic boundary layer flow past a porous substrate with Beavers-Joseph boundary condition

International Nuclear Information System (INIS)

Jat, R.N.; Chaudhary, Santosh

2009-01-01

The flow of an electrically conducting fluid past a porous substrate attached to the flat plate with Beavers-Joseph boundary condition under the influence of a uniform transverse magnetic field has been studied. Taking suitable similar variables, the momentum equation is transformed to ordinary differential equation and solved by standard techniques. The energy equation is solved by considering two boundary layers, one in the porous substrate and the other above the porous substrate. The velocity and temperature distributions along with Nusselt number are discussed numerically and presented through graphs. (author)

The exact solution to the one-dimensional Poisson–Boltzmann equation with asymmetric boundary conditions

DEFF Research Database (Denmark)

Johannessen, Kim

2014-01-01

The exact solution to the one-dimensional Poisson–Boltzmann equation with asymmetric boundary conditions can be expressed in terms of the Jacobi elliptic functions. The boundary conditions determine the modulus of the Jacobi elliptic functions. The boundary conditions can not be solved analytically...

Effects of boundary conditions on thermomechanical calculations: Spent fuel test - climax

International Nuclear Information System (INIS)

Butkovich, T.R.

1982-10-01

The effects of varying certain boundary conditions on the results of finite-element calculations were studied in relation to the Spent Fuel Test - Climax. The study employed a thermomechanical model with the ADINA structural analysis. Nodal temperature histories were generated with the compatible ADINAT heat flow codes. The boundary conditions studied included: (1) The effect of boundary loading on three progressively larger meshes. (2) Plane strain vs plane stress conditions. (3) The effect of isothermal boundaries on a small mesh and on a significantly larger mesh. The results showed that different mesh sizes had an insignificant effect on isothermal boundaries up to 5 y, while on the smallest and largest mesh, the maximum temperature difference in the mesh was 0 C. In the corresponding ADINA calculation, these different mesh sizes produce insignificant changes in the stress field and displacements in the region of interest near the heat sources and excavations. On the other hand, plane stress produces horizontal and vertical stress differences approx. 9% higher than does plane strain

Fuzzy Stochastic Unit Commitment Model with Wind Power and Demand Response under Conditional Value-At-Risk Assessment

Directory of Open Access Journals (Sweden)

Jiafu Yin

2018-02-01

Full Text Available With the increasing penetration of wind power and demand response integrated into the grid, the combined uncertainties from wind power and demand response have been a challenging concern for system operators. It is necessary to develop an approach to accommodate the combined uncertainties in the source side and load side. In this paper, the fuzzy stochastic conditional value-at-risk criterions are proposed as the risk measure of the combination of both wind power uncertainty and demand response uncertainty. To improve the computational tractability without sacrificing the accuracy, the fuzzy stochastic chance-constrained goal programming is proposed to transfer the fuzzy stochastic conditional value-at-risk to a deterministic equivalent. The operational risk of forecast error under fuzzy stochastic conditional value-at-risk assessment is represented by the shortage of reserve resource, which can be further divided into the load-shedding risk and the wind curtailment risk. To identify different priority levels for the different objective functions, the three-stage day-ahead unit commitment model is proposed through preemptive goal programming, in which the reliability requirement has the priority over the economic operation. Finally, a case simulation is performed on the IEEE 39-bus system to verify the effectiveness and efficiency of the proposed model.

Influence of different boundary conditions on analysis of SSI

International Nuclear Information System (INIS)

Wang Jiachun

2005-01-01

In the discussions of structural response to earthquakes, it has been assumed that the foundation medium is very stiff and that the seismic motions applied at the structure support points are the same as the free-field earthquake motions at those locations; in other words, the effects of soil structure interaction (SSI) have been neglected. However, its effects can be significant when the structure supported on a soft soil. Structures on the ground are affected by ground motion when there is seismic loading. The inability of the foundation to resist to deformation of soil would cause huge damages on the structures. The different codes and boundary conditions affect on analysis results of SSI. A comparison of the reactor buildings response as predicted by CLASSI and FLUSH shows substantial differences. To absorb, rather than reflect, the outwardly radiated energy, transmitting boundary conditions and soil structure interface should be taken into consideration in analysis of SSI. The paper discusses influence of several different boundary conditions on analysis of SSI. (author)

On Impulsive Boundary Value Problems of Fractional Differential Equations with Irregular Boundary Conditions

Directory of Open Access Journals (Sweden)

Guotao Wang

2012-01-01

Full Text Available We study nonlinear impulsive differential equations of fractional order with irregular boundary conditions. Some existence and uniqueness results are obtained by applying standard fixed-point theorems. For illustration of the results, some examples are discussed.

Entropy Stable Wall Boundary Conditions for the Three-Dimensional Compressible Navier-Stokes Equations

Science.gov (United States)

Parsani, Matteo; Carpenter, Mark H.; Nielsen, Eric J.

2015-01-01

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the three-dimensional compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators on unstructured grids are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction/correction procedure via reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

An outgoing energy flux boundary condition for finite difference ICRP antenna models

International Nuclear Information System (INIS)

Batchelor, D.B.; Carter, M.D.

1992-11-01

For antennas at the ion cyclotron range of frequencies (ICRF) modeling in vacuum can now be carried out to a high level of detail such that shaping of the current straps, isolating septa, and discrete Faraday shield structures can be included. An efficient approach would be to solve for the fields in the vacuum region near the antenna in three dimensions by finite methods and to match this solution at the plasma-vacuum interface to a solution obtained in the plasma region in one dimension by Fourier methods. This approach has been difficult to carry out because boundary conditions must be imposed at the edge of the finite difference grid on a point-by-point basis, whereas the condition for outgoing energy flux into the plasma is known only in terms of the Fourier transform of the plasma fields. A technique is presented by which a boundary condition can be imposed on the computational grid of a three-dimensional finite difference, or finite element, code by constraining the discrete Fourier transform of the fields at the boundary points to satisfy an outgoing energy flux condition appropriate for the plasma. The boundary condition at a specific grid point appears as a coupling to other grid points on the boundary, with weighting determined by a kemel calctdated from the plasma surface impedance matrix for the various plasma Fourier modes. This boundary condition has been implemented in a finite difference solution of a simple problem in two dimensions, which can also be solved directly by Fourier transformation. Results are presented, and it is shown that the proposed boundary condition does enforce outgoing energy flux and yields the same solution as is obtained by Fourier methods

Effects of Uncertainties in Electric Field Boundary Conditions for Ring Current Simulations

Science.gov (United States)

Chen, Margaret W.; O'Brien, T. Paul; Lemon, Colby L.; Guild, Timothy B.

2018-01-01

Physics-based simulation results can vary widely depending on the applied boundary conditions. As a first step toward assessing the effect of boundary conditions on ring current simulations, we analyze the uncertainty of cross-polar cap potentials (CPCP) on electric field boundary conditions applied to the Rice Convection Model-Equilibrium (RCM-E). The empirical Weimer model of CPCP is chosen as the reference model and Defense Meteorological Satellite Program CPCP measurements as the reference data. Using temporal correlations from a statistical analysis of the "errors" between the reference model and data, we construct a Monte Carlo CPCP discrete time series model that can be generalized to other model boundary conditions. RCM-E simulations using electric field boundary conditions from the reference model and from 20 randomly generated Monte Carlo discrete time series of CPCP are performed for two large storms. During the 10 August 2000 storm main phase, the proton density at 10 RE at midnight was observed to be low (Dst index is bounded by the simulated Dst values. In contrast, the simulated Dst values during the recovery phases of the 10 August 2000 and 31 August 2005 storms tend to underestimate systematically the observed late Dst recovery. This suggests a need to improve the accuracy of particle loss calculations in the RCM-E model. Application of this technique can aid modelers to make efficient choices on either investing more effort on improving specification of boundary conditions or on improving descriptions of physical processes.

Three-party quantum teleportation using thermal states in Heisenberg XX model with open boundary condition

International Nuclear Information System (INIS)

Bhan, Jaemi; Kwon, Younghun

2007-01-01

Recently Yeo showed that thermal states in Heisenberg XX model with periodic boundary condition could be used for three-party quantum teleportation. However it is hard to implement the periodic boundary condition in spin chain. So instead of imposing the periodic boundary condition, we consider open boundary condition in Heisenberg XX model and investigate the possibility of using thermal states in Heisenberg XX model with open boundary condition. Using this way, we find the best fidelity conditions to three known protocols in three-party quantum teleportation. It turns out that the best fidelity in every protocol would be 23

New boundary conditions for 3D RF modelling

International Nuclear Information System (INIS)

Ko, K.; Nelson, E.; Fitze, H.

1990-01-01

The new capabilities are being implemented into the 3D particle-in-cell code, ARGUS, which will reduce substantially both problem size and computing time when modeling realistic geometries with high accuracies. In the time domain, a cylindrical radiative boundary condition will enable traveling wave propagation to be simulated in accelerator structures. An application of interest is the input coupler in the SLAC x-band high-gradient structure where local field gradients and impedance matching are important issues. In the frequency domain, a quasi-periodic boundary condition will facilitate the cold-test analysis of 3D periodic structures where many calculations are required to generate an ω β diagram. Present applications include the crossed-field amplifier cavity and the cluster klystron cavity

Antishocks in the ASEP with open boundaries conditioned on low current

International Nuclear Information System (INIS)

Belitsky, V; Schütz, G M

2013-01-01

We study the time evolution of the ASEP on a finite lattice with L sites and open boundaries, conditioned on an atypically low current up to a finite time t. By an exact computation, we show that for a one-parameter family of boundary densities and a special value of the conditioned current, an initial product measure with an antishock at site k evolves into a convex combination of such antishocks at sites k′. The weights p(k′, t|k, 0) are shown to be the transition probabilities of simple biased random walk with reflecting boundaries. We compute explicitly these transition rates. Our result implies that the antishock remains microscopically stable under the locally conditioned dynamics. (paper)

On the wave equation with semilinear porous acoustic boundary conditions

KAUST Repository

Graber, Philip Jameson; Said-Houari, Belkacem

2012-01-01

The goal of this work is to study a model of the wave equation with semilinear porous acoustic boundary conditions with nonlinear boundary/interior sources and a nonlinear boundary/interior damping. First, applying the nonlinear semigroup theory, we show the existence and uniqueness of local in time solutions. The main difficulty in proving the local existence result is that the Neumann boundary conditions experience loss of regularity due to boundary sources. Using an approximation method involving truncated sources and adapting the ideas in Lasiecka and Tataru (1993) [28], we show that the existence of solutions can still be obtained. Second, we prove that under some restrictions on the source terms, then the local solution can be extended to be global in time. In addition, it has been shown that the decay rates of the solution are given implicitly as solutions to a first order ODE and depends on the behavior of the damping terms. In several situations, the obtained ODE can be easily solved and the decay rates can be given explicitly. Third, we show that under some restrictions on the initial data and if the interior source dominates the interior damping term and if the boundary source dominates the boundary damping, then the solution ceases to exists and blows up in finite time. Moreover, in either the absence of the interior source or the boundary source, then we prove that the solution is unbounded and grows as an exponential function. © 2012 Elsevier Inc.

On the wave equation with semilinear porous acoustic boundary conditions

KAUST Repository

Graber, Philip Jameson

2012-05-01

The goal of this work is to study a model of the wave equation with semilinear porous acoustic boundary conditions with nonlinear boundary/interior sources and a nonlinear boundary/interior damping. First, applying the nonlinear semigroup theory, we show the existence and uniqueness of local in time solutions. The main difficulty in proving the local existence result is that the Neumann boundary conditions experience loss of regularity due to boundary sources. Using an approximation method involving truncated sources and adapting the ideas in Lasiecka and Tataru (1993) [28], we show that the existence of solutions can still be obtained. Second, we prove that under some restrictions on the source terms, then the local solution can be extended to be global in time. In addition, it has been shown that the decay rates of the solution are given implicitly as solutions to a first order ODE and depends on the behavior of the damping terms. In several situations, the obtained ODE can be easily solved and the decay rates can be given explicitly. Third, we show that under some restrictions on the initial data and if the interior source dominates the interior damping term and if the boundary source dominates the boundary damping, then the solution ceases to exists and blows up in finite time. Moreover, in either the absence of the interior source or the boundary source, then we prove that the solution is unbounded and grows as an exponential function. © 2012 Elsevier Inc.

''Free-space'' boundary conditions for the time-dependent wave equation

International Nuclear Information System (INIS)

Lindman, E.L.

1975-01-01

Boundary conditions for the discrete wave equation which act like an infinite region of free space in contact with the computational region can be constructed using projection operators. Propagating and evanescent waves coming from within the computational region generate no reflected waves as they cross the boundary. At the same time arbitrary waves may be launched into the computational region. Well known projection operators for one-dimensional waves may be used for this purpose in one dimension. Extensions of these operators to higher dimensions along with numerically efficient approximations to them are described for higher-dimensional problems. The separation of waves into ingoing and outgoing waves inherent in these boundary conditions greatly facilitates diagnostics

An Irrotational Flow Field That Approximates Flat Plate Boundary Conditions

OpenAIRE

Ruffa, Anthony A.

2004-01-01

An irrotational solution is derived for the steady-state Navier-Stokes equations that approximately satisfies the boundary conditions for flow over a finite flat plate. The nature of the flow differs substantially from boundary layer flow, with severe numerical difficulties in some regions.

Schrödinger functional boundary conditions and improvement for N > 3

DEFF Research Database (Denmark)

Hietanen, A.; Karavirta, T.; Vilaseca, P.

2014-01-01

The standard method to calculate non-perturbatively the evolution of the running coupling of a SU(N ) gauge theory is based on the Schrodinger functional (SF). In this paper we construct a family of boundary fields for general values of N which enter the standard definition of the SF coupling. We...... provide spatial boundary conditions for fermions in several representations which reduce the condition number of the squared Dirac operator. In addition, we calculate the improvement coefficients for N > 3 needed to remove boundary cutoff effects from the gauge action. After this, residual cutoff effects...

Solution to random differential equations with boundary conditions

Directory of Open Access Journals (Sweden)

Fairouz Tchier

2017-04-01

Full Text Available We study a family of random differential equations with boundary conditions. Using a random fixed point theorem, we prove an existence theorem that yields a unique random solution.

Casimir energy in d-dimensional rectangular geometries, under mixed boundary conditions

International Nuclear Information System (INIS)

Silva, J.C. da; Placido, Hebe Q.; Santana, A.E.; M Neto, Arthur

1997-01-01

The Casimir energy and its temperature corrections are presented for the electromagnetic field confined in a d-dimensional hypercavity. The expressions are derived considering Dirichlet boundary conditions for each pair of hyperplanes defining a confined direction (the homogeneous case); or yet, by choosing different boundary conditions (Dirichlet or Neumann) at each hyperplane of the pair (the mixed case). (author)

Bosonization relations as bag boundary conditions

International Nuclear Information System (INIS)

Nadkarni, S.; Nielsen, H.B.; Zahed, I.

1984-10-01

The more sophisticated bag models of hadrons become, the less precisely they seem to determine the bag radius. Idealizing this situation leads to the concept of exact bag models - ''Cheshire Cat'' models, CCM'S - where the physics is completely insensitive to changes in the bag radius. CCM's are constructed explitly in 1+1-dimensions, where exact bosonization relations are known. In the formalism of bag models, these relations appear as boundary conditions which ensure that the shifting of the bag wall has no physical effect. Other notable features of 1+1-dimensional CCM's are: (i) Fermion number, though classically confined, can escape the bag via a vector current anomaly at the surface. (ii) Essentially the same boundary action works for a variety of models and its symmetries determine those of the external boson fields. Remarkably enough, this 1+1-dimensional boundary action has precisely the same form as the one used in 3+1-dimensional chiral bag models, lending support to the belief that the latter are indeed approximateCCM's. These 1+1-dimensional results are expected to provide useful guidelines in the attempt to, at least approximately, besonize 3+1-dimensional QCD. (orig.)

Bifurcation of positive solutions to scalar reaction-diffusion equations with nonlinear boundary condition

Science.gov (United States)

Liu, Ping; Shi, Junping

2018-01-01

The bifurcation of non-trivial steady state solutions of a scalar reaction-diffusion equation with nonlinear boundary conditions is considered using several new abstract bifurcation theorems. The existence and stability of positive steady state solutions are proved using a unified approach. The general results are applied to a Laplace equation with nonlinear boundary condition and bistable nonlinearity, and an elliptic equation with superlinear nonlinearity and sublinear boundary conditions.

Interaction of stochastic boundary layer with plasma facing components

International Nuclear Information System (INIS)

Nguyen, F.; Ghendrih, P.; Grosman, A.

1997-01-01

To alleviate the plasma-wall interaction problems in magnetic confinement devices, a stochastic layer is used at the edge of the Tore Supra tokamak (ergodic divertor). A very important point is to determine the power deposition on the plasma facing components. Two different kinds of transport can be identified in such a configuration: Stochastic transport surrounding the confined plasma, with a random walk process, and scrape-off layer (SOL) like transport, a laminar transport, near the plasma facing components. The laminar regime is investigated in terms of a simple criterion, namely that the power deposition is proportional to the radial penetration of the laminar zone flux tubes over a finite parallel length. The magnetic connection properties of the first wall components are then determined. The connection lengths are quantified with two characteristic scales. The larger corresponds to one poloidal turn and appears to be the characteristic parallel length for laminar transport. A field line tracing code MASTOC (magnetic stochastic configuration) is used to computer the complex topology and the statistics of the connection in the real tokamak geometry. The numerical simulations are then compared with the experimental heat deposition on the modules and neutralizer plates of the Tore Supra ergodic divertor. Good agreement is found. Further evidence of laminar transport is also provided by the tangential view of such structures revealed from H α structures in detached plasma experiments. (author). 27 refs, 14 figs

Stochastic stability of four-wheel-steering system

International Nuclear Information System (INIS)

Huang Dongwei; Wang Hongli; Zhu Zhiwen; Feng Zhang

2007-01-01

A four-wheel-steering system subjected to white noise excitations was reduced to a two-degree-of-freedom quasi-non-integrable-Hamiltonian system. Subsequently we obtained an one-dimensional Ito stochastic differential equation for the averaged Hamiltonian of the system by using the stochastic averaging method for quasi-non-integrable-Hamiltonian systems. Thus, the stochastic stability of four-wheel-steering system was analyzed by analyzing the sample behaviors of the averaged Hamiltonian at the boundary H = 0 and calculating its Lyapunov exponent. An example given at the end demonstrated that the conclusion obtained is of considerable significance

Stochastic interaction between TAE and alpha particles

International Nuclear Information System (INIS)

Krlin, L.; Pavlo, P.; Malijevsky, I.

1996-01-01

The interaction of toroidicity-induced Alfven eigenmodes with thermonuclear alpha particles in the intrinsic stochasticity regime was investigated based on the numerical integration of the equation of motion of alpha particles in the tokamak. The first results obtained for the ITER parameters and moderate wave amplitudes indicate that the stochasticity is highest in the trapped/passing boundary region, where the alpha particles jump stochastically between the two regimes with an appreciable radial excursion (about 0.5 m amplitudes). A similar chaotic behavior was also found for substantially lower energies (about 350 keV). 7 figs., 15 refs

Boundary conditions for open quantum systems driven far from equilibrium

Science.gov (United States)

Frensley, William R.

1990-07-01

This is a study of simple kinetic models of open systems, in the sense of systems that can exchange conserved particles with their environment. The system is assumed to be one dimensional and situated between two particle reservoirs. Such a system is readily driven far from equilibrium if the chemical potentials of the reservoirs differ appreciably. The openness of the system modifies the spatial boundary conditions on the single-particle Liouville-von Neumann equation, leading to a non-Hermitian Liouville operator. If the open-system boundary conditions are time reversible, exponentially growing (unphysical) solutions are introduced into the time dependence of the density matrix. This problem is avoided by applying time-irreversible boundary conditions to the Wigner distribution function. These boundary conditions model the external environment as ideal particle reservoirs with properties analogous to those of a blackbody. This time-irreversible model may be numerically evaluated in a discrete approximation and has been applied to the study of a resonant-tunneling semiconductor diode. The physical and mathematical properties of the irreversible kinetic model, in both its discrete and its continuum formulations, are examined in detail. The model demonstrates the distinction in kinetic theory between commutator superoperators, which may become non-Hermitian to describe irreversible behavior, and anticommutator superoperators, which remain Hermitian and are used to evaluate physical observables.

An application of almost marginal conditional stochastic dominance (AMCSD) on forming efficient portfolios

Science.gov (United States)

Slamet, Isnandar; Mardiana Putri Carissa, Siska; Pratiwi, Hasih

2017-10-01

Investors always seek an efficient portfolio which is a portfolio that has a maximum return on specific risk or minimal risk on specific return. Almost marginal conditional stochastic dominance (AMCSD) criteria can be used to form the efficient portfolio. The aim of this research is to apply the AMCSD criteria to form an efficient portfolio of bank shares listed in the LQ-45. This criteria is used when there are areas that do not meet the criteria of marginal conditional stochastic dominance (MCSD). On the other words, this criteria can be derived from quotient of areas that violate the MCSD criteria with the area that violate and not violate the MCSD criteria. Based on the data bank stocks listed on LQ-45, it can be stated that there are 38 efficient portfolios of 420 portfolios where each portfolio comprises of 4 stocks and 315 efficient portfolios of 1710 portfolios with each of portfolio has 3 stocks.

Boundary condition effect on response modification factor of X-braced steel frames

Directory of Open Access Journals (Sweden)

Walid A. Attia

2018-04-01

Full Text Available Design of the structures to resist seismic force depends on the theory of dissipation in elastic energy that already exists in response modification factor “R-factor”. The main problem in codes gives a constant value for R-factor, since change in boundary conditions of building change in behavior of braced steel frame structures and that effects on R-factor. This study is an attempt to assess overstrength, ductility and response modification factor of X-braced steel frame under change in boundary conditions, as change in the direction of strong axis of column and connection support type of column besides variation in storey and bays numbers to be 21 frames and each frame has 8 different boundary conditions as sum of 168 cases for analysis. These frames were analyzed by using nonlinear static “pushover” analysis. As results of this study change in support type and direction of strong axis of column give large change in value of R-factor; the minimum value was 4.37 and maximum value 10.97. Minimum value is close to code value that’s mean the code is more conservative in suggesting of R-factor and gives a large factor of safety. Change in the location of bracing gives change in value of R-factor for all boundary conditions. Change in direction of strong axis of columns and support type didn’t give change in value of fundamental period, all boundary conditions. Keywords: Response modification factor, Ductility reduction factor, Overstrength factor, Boundary conditions, Brace frame, Nonlinear static analysis “Pushover”

A stochastic Galerkin method for the Euler equations with Roe variable transformation

KAUST Repository

Pettersson, Per; Iaccarino, Gianluca; Nordströ m, Jan

2014-01-01

The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion.In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation.The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy. © 2013 Elsevier Inc.

Time evolution of one-dimensional gapless models from a domain wall initial state: stochastic Loewner evolution continued?

International Nuclear Information System (INIS)

Calabrese, Pasquale; Hagendorf, Christian; Doussal, Pierre Le

2008-01-01

We study the time evolution of quantum one-dimensional gapless systems evolving from initial states with a domain wall. We generalize the path integral imaginary time approach that together with boundary conformal field theory allows us to derive the time and space dependence of general correlation functions. The latter are explicitly obtained for the Ising universality class, and the typical behavior of one- and two-point functions is derived for the general case. Possible connections with the stochastic Loewner evolution are discussed and explicit results for one-point time dependent averages are obtained for generic κ for boundary conditions corresponding to stochastic Loewner evolution. We use this set of results to predict the time evolution of the entanglement entropy and obtain the universal constant shift due to the presence of a domain wall in the initial state

Uniqueness theorems for differential pencils with eigenparameter boundary conditions and transmission conditions

Science.gov (United States)

Yang, Chuan-Fu

Inverse spectral problems are considered for differential pencils with boundary conditions depending polynomially on the spectral parameter and with a finite number of transmission conditions. We give formulations of the associated inverse problems such as Titchmarsh-Weyl theorem, Hochstadt-Lieberman theorem and Mochizuki-Trooshin theorem, and prove corresponding uniqueness theorems. The obtained results are generalizations of the similar results for the classical Sturm-Liouville operator on a finite interval.

Simple Navier’s slip boundary condition for the non-Newtonian Lattice Boltzmann fluid dynamics solver

DEFF Research Database (Denmark)

Svec, Oldrich; Skoček, Jan

2013-01-01

The ability of the Lattice Boltzmann method, as the fluid dynamics solver, to properly simulate macroscopic Navier’s slip boundary condition is investigated. An approximate equation relating the Lattice Boltzmann variable slip boundary condition with the macroscopic Navier’s slip boundary condition...

Solving free-plasma-boundary problems with the SIESTA MHD code

Science.gov (United States)

Sanchez, R.; Peraza-Rodriguez, H.; Reynolds-Barredo, J. M.; Tribaldos, V.; Geiger, J.; Hirshman, S. P.; Cianciosa, M.

2017-10-01

SIESTA is a recently developed MHD equilibrium code designed to perform fast and accurate calculations of ideal MHD equilibria for 3D magnetic configurations. It is an iterative code that uses the solution obtained by the VMEC code to provide a background coordinate system and an initial guess of the solution. The final solution that SIESTA finds can exhibit magnetic islands and stochastic regions. In its original implementation, SIESTA addressed only fixed-boundary problems. This fixed boundary condition somewhat restricts its possible applications. In this contribution we describe a recent extension of SIESTA that enables it to address free-plasma-boundary situations, opening up the possibility of investigating problems with SIESTA in which the plasma boundary is perturbed either externally or internally. As an illustration, the extended version of SIESTA is applied to a configuration of the W7-X stellarator.

Critical spare parts ordering decisions using conditional reliability and stochastic lead time

International Nuclear Information System (INIS)

Godoy, David R.; Pascual, Rodrigo; Knights, Peter

2013-01-01

Asset-intensive companies face great pressure to reduce operation costs and increase utilization. This scenario often leads to over-stress on critical equipment and its spare parts associated, affecting availability, reliability, and system performance. As these resources impact considerably on financial and operational structures, the opportunity is given by demand for decision-making methods for the management of spare parts processes. We proposed an ordering decision-aid technique which uses a measurement of spare performance, based on the stress–strength interference theory; which we have called Condition-Based Service Level (CBSL). We focus on Condition Managed Critical Spares (CMS), namely, spares which are expensive, highly reliable, with higher lead times, and are not available in store. As a mitigation measure, CMS are under condition monitoring. The aim of the paper is orienting the decision time for CMS ordering or just continuing the operation. The paper presents a graphic technique which considers a rule for decision based on both condition-based reliability function and a stochastic/fixed lead time. For the stochastic lead time case, results show that technique is effective to determine the time when the system operation is reliable and can withstand the lead time variability, satisfying a desired service level. Additionally, for the constant lead time case, the technique helps to define insurance spares. In conclusion, presented ordering decision rule is useful to asset managers for enhancing the operational continuity affected by spare parts

BOUNDARY CONDITIONS IN GAP GEOMETRY

Energy Technology Data Exchange (ETDEWEB)

Rothenstein, W.; Helholtz, J.

1963-11-15

The procedure for calculnting the monoenergetic angular flux density in lattice cells including voids between fuel and moderator is discussed. Boundary conditions describThe thermal energy of a nuclear reactor may be conserved by using as the reactor coolant a hydrocarbon fraction boiling within the range 220 to 650 deg C (preferably 340 to 550 deg C) and containing not more than 5% of extraneous materials having neutron cross sections of > 10 barns. The hot coolant may either be cracked outside of the reactor or used to heat another petroleum hydrocarbon which is to be converted. (D.L.C.)

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

International Nuclear Information System (INIS)

Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa

2015-01-01

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

Energy Technology Data Exchange (ETDEWEB)

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr [Laboratoire Jacques-Louis Lions, Université Paris-Diderot (Paris 7) UFR de Mathématiques - Bât. Sophie Germain (France); Picarelli, Athena, E-mail: athena.picarelli@inria.fr [Projet Commands, INRIA Saclay & ENSTA ParisTech (France); Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr [Unité de Mathématiques appliquées (UMA), ENSTA ParisTech (France)

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

Atmospheric-radiation boundary conditions for high-frequency waves in time-distance helioseismology

Science.gov (United States)

Fournier, D.; Leguèbe, M.; Hanson, C. S.; Gizon, L.; Barucq, H.; Chabassier, J.; Duruflé, M.

2017-12-01

The temporal covariance between seismic waves measured at two locations on the solar surface is the fundamental observable in time-distance helioseismology. Above the acoustic cut-off frequency ( 5.3 mHz), waves are not trapped in the solar interior and the covariance function can be used to probe the upper atmosphere. We wish to implement appropriate radiative boundary conditions for computing the propagation of high-frequency waves in the solar atmosphere. We consider recently developed and published radiative boundary conditions for atmospheres in which sound-speed is constant and density decreases exponentially with radius. We compute the cross-covariance function using a finite element method in spherical geometry and in the frequency domain. The ratio between first- and second-skip amplitudes in the time-distance diagram is used as a diagnostic to compare boundary conditions and to compare with observations. We find that a boundary condition applied 500 km above the photosphere and derived under the approximation of small angles of incidence accurately reproduces the "infinite atmosphere" solution for high-frequency waves. When the radiative boundary condition is applied 2 Mm above the photosphere, we find that the choice of atmospheric model affects the time-distance diagram. In particular, the time-distance diagram exhibits double-ridge structure when using a Vernazza Avrett Loeser atmospheric model.

Mixed problems for linear symmetric hyperbolic systems with characteristic boundary conditions

International Nuclear Information System (INIS)

Secchi, P.

1994-01-01

We consider the initial-boundary value problem for symmetric hyperbolic systems with characteristic boundary of constant multiplicity. In the linear case we give some results about the existence of regular solutions in suitable functions spaces which take in account the loss of regularity in the normal direction to the characteristic boundary. We also consider the equations of ideal magneto-hydrodynamics under perfectly conducting wall boundary conditions and give some results about the solvability of such mixed problem. (author). 16 refs

Flow boundary conditions for chain-end adsorbing polymer blends.

Science.gov (United States)

Zhou, Xin; Andrienko, Denis; Delle Site, Luigi; Kremer, Kurt

2005-09-08

Using the phenol-terminated polycarbonate blend as an example, we demonstrate that the hydrodynamic boundary conditions for a flow of an adsorbing polymer melt are extremely sensitive to the structure of the epitaxial layer. Under shear, the adsorbed parts (chain ends) of the polymer melt move along the equipotential lines of the surface potential whereas the adsorbed additives serve as the surface defects. In response to the increase of the number of the adsorbed additives the surface layer becomes thinner and solidifies. This results in a gradual transition from the slip to the no-slip boundary condition for the melt flow, with a nonmonotonic dependence of the slip length on the surface concentration of the adsorbed ends.

Scalar field dynamics in a BTZ background with generic boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Garbarz, Alan; La Madrid, Joan [UBA y IFIBA, CONICET, Departamento de Fisica, FCEyN, Buenos Aires (Argentina); Leston, Mauricio [Pabellon IAFE-CONICET, Instituto de Astronomia y Fisica del Espacio, Buenos Aires (Argentina)

2017-11-15

We revisit the dynamics of a massive scalar field in a Banados, Teitelboim, and Zanelli background taking into account the lack of global hyperbolicity of the spacetime. We approach this issue using the strategy of Ishibashi and Wald which finds a unique smooth solution as the causal evolution of initial data, each possible evolution corresponding to a positive self-adjoint extension of certain operator in a Hilbert space on the initial surface. Moreover, solutions obtained this way are the most general ones satisfying a few physically sensible requirements. This procedure is intimately related to the choice of boundary conditions and the existence of bound states. We find that the scalar field dynamics in the (effective) mass window -3/4 ≤ m{sub e}{sup 2}l{sup 2} < 0 can be well defined within a one-parametric family of distinct boundary conditions (-3/4 being the conformally coupled case), while for m{sub e}{sup 2}l{sup 2} ≥ 0 the boundary condition is unique (only one self-adjoint extension is possible). It is argued that there is no sensible evolution possible for m{sub e}{sup 2}l{sup 2} < -1, and also it is shown that in the range m{sub e}{sup 2}l{sup 2} element of [-1, -3/4) there is a U(1) family of allowed boundary conditions, however, the positivity of the self-adjoint extensions is only motivated but not proven. We focus mainly on describing the dynamics of such evolutions given the initial data and all possible boundary conditions, and in particular we show the energy is always positive and conserved. (orig.)

SMD-based numerical stochastic perturbation theory

Science.gov (United States)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

SMD-based numerical stochastic perturbation theory

Energy Technology Data Exchange (ETDEWEB)

Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)

2017-05-15

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)

SMD-based numerical stochastic perturbation theory

International Nuclear Information System (INIS)

Dalla Brida, Mattia; Luescher, Martin

2017-01-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)

Attractor of Beam Equation with Structural Damping under Nonlinear Boundary Conditions

Directory of Open Access Journals (Sweden)

Danxia Wang

2015-01-01

Full Text Available Simultaneously, considering the viscous effect of material, damping of medium, and rotational inertia, we study a kind of more general Kirchhoff-type extensible beam equation utt-uxxtt+uxxxx-σ(∫0l‍(ux2dxuxx-ϕ(∫0l‍(ux2dxuxxt=q(x, in  [0,L]×R+ with the structural damping and the rotational inertia term. Little attention is paid to the longtime behavior of the beam equation under nonlinear boundary conditions. In this paper, under nonlinear boundary conditions, we prove not only the existence and uniqueness of global solutions by prior estimates combined with some inequality skills, but also the existence of a global attractor by the existence of an absorbing set and asymptotic compactness of corresponding solution semigroup. In addition, the same results also can be proved under the other nonlinear boundary conditions.

Stabilizing local boundary conditions for two-dimensional shallow water equations

KAUST Repository

Dia, Ben Mansour

2018-03-27

In this article, we present a sub-critical two-dimensional shallow water flow regulation. From the energy estimate of a set of one-dimensional boundary stabilization problems, we obtain a set of polynomial equations with respect to the boundary values as a requirement for the energy decrease. Using the Riemann invariant analysis, we build stabilizing local boundary conditions that guarantee the stability of the hydrodynamical state around a given steady state. Numerical results for the controller applied to the nonlinear problem demonstrate the performance of the method.

Enhancement of single mode operation in coaxial optical waveguide using DB boundary conditions

Science.gov (United States)

Lohia, Pooja; Prajapati, Y.; Saini, J. P.; Rai, B. S.

2014-11-01

In this study, a competent numerical strategy to compute the dispersion of optical waveguides is presented and propagation of electromagnetic waves in a coaxial optical waveguide with DB boundary conditions is instigated. For this intend, cylindrical coordinates are here being used to derive the DB boundary conditions and to obtain field components for the modes. The propagation constant for the waveguide to be studied is determined by solving the Bessel and the modified Bessel functions. The cutoff frequencies for various lower order modes have been calculated and their dispersion characteristics are plotted correspondingly. The behavior of the coaxial optical waveguide under DB boundary conditions is shown to be significantly different from that of coaxial optical waveguide and conventional optical waveguide under traditional or tangential boundary conditions. Finally, the effect of waveguide dimensions on the mode cutoff frequencies and fabrication issues are also addressed.

Boundary conditions and dualities: vector fields in AdS/CFT

International Nuclear Information System (INIS)

Marolf, Donald; Ross, Simo F.

2006-01-01

In AdS, scalar fields with masses slightly above the Breitenlohner-Freedman bound admit a variety of possible boundary conditions which are reflected in the Lagrangian of the dual field theory. Generic small changes in the AdS boundary conditions correspond to deformations of the dual field theory by multi-trace operators. Here we extend this discussion to the case of vector gauge fields in the bulk spacetime using the results of Ishibashi and Wald [hep-th/0402184]. As in the context of scalar fields, general boundary conditions for vector fields involve multi-trace deformations which lead to renormalization-group flows. Such flows originate in ultra-violet CFTs which give new gauge/gravity dualities. At least for AdS 4 /CFT 3 , the dual of the bulk photon appears to be a propagating gauge field instead of the usual R-charge current. Applying similar reasoning to tensor fields suggests the existence of a duality between string theory on AdS 4 and a quantum gravity theory in three dimensions

Nonlinear fractional differential equations and inclusions of arbitrary order and multi-strip boundary conditions

Directory of Open Access Journals (Sweden)

Bashir Ahmad

2012-06-01

Full Text Available We study boundary value problems of nonlinear fractional differential equations and inclusions of order $q in (m-1, m]$, $m ge 2$ with multi-strip boundary conditions. Multi-strip boundary conditions may be regarded as the generalization of multi-point boundary conditions. Our problem is new in the sense that we consider a nonlocal strip condition of the form: $$ x(1=sum_{i=1}^{n-2}alpha_i int^{eta_i}_{zeta_i} x(sds, $$ which can be viewed as an extension of a multi-point nonlocal boundary condition: $$ x(1=sum_{i=1}^{n-2}alpha_i x(eta_i. $$ In fact, the strip condition corresponds to a continuous distribution of the values of the unknown function on arbitrary finite segments $(zeta_i,eta_i$ of the interval $[0,1]$ and the effect of these strips is accumulated at $x=1$. Such problems occur in the applied fields such as wave propagation and geophysics. Some new existence and uniqueness results are obtained by using a variety of fixed point theorems. Some illustrative examples are also discussed.

Transducer placement for robustness to variations in boundary conditions for active structural acoustic control

Science.gov (United States)

Sprofera, Joseph D.; Clark, Robert L.; Cabell, Randolph H.; Gibbs, Gary P.

2005-05-01

Turbulent boundary layer (TBL) noise is considered a primary contribution to the interior noise present in commercial airliners. There are numerous investigations of interior noise control devoted to aircraft panels; however, practical realization is a potential challenge since physical boundary conditions are uncertain at best. In most prior studies, pinned or clamped boundary conditions were assumed; however, realistic panels likely display a range of boundary conditions between these two limits. Uncertainty in boundary conditions is a challenge for control system designers, both in terms of the compensator implemented and the location of transducers required to achieve the desired control. The impact of model uncertainties, specifically uncertain boundaries, on the selection of transducer locations for structural acoustic control is considered herein. The final goal of this work is the design of an aircraft panel structure that can reduce TBL noise transmission through the use of a completely adaptive, single-input, single-output control system. The feasibility of this goal is demonstrated through the creation of a detailed analytical solution, followed by the implementation of a test model in a transmission loss apparatus. Successfully realizing a control system robust to variations in boundary conditions can lead to the design and implementation of practical adaptive structures that could be used to control the transmission of sound to the interior of aircraft. Results from this research effort indicate it is possible to optimize the design of actuator and sensor location and aperture, minimizing the impact of boundary conditions on the desired structural acoustic control.

Homogenized boundary conditions and resonance effects in Faraday cages

OpenAIRE

Hewett, DP; Hewitt, IJ

2016-01-01

We present a mathematical study of two-dimensional electrostatic and electromagnetic shielding by a cage of conducting wires (the so-called `Faraday cage e ect'). Taking the limit as the number of wires in the cage tends to in nity we use the asymptotic method of multiple scales to derive continuum models for the shielding, involving homogenized boundary conditions on an e ective cage boundary. We show how the resulting models depend on key cage parameters such as the...

Explicit treatment for Dirichlet, Neumann and Cauchy boundary conditions in POD-based reduction of groundwater models

Science.gov (United States)

Gosses, Moritz; Nowak, Wolfgang; Wöhling, Thomas

2018-05-01

In recent years, proper orthogonal decomposition (POD) has become a popular model reduction method in the field of groundwater modeling. It is used to mitigate the problem of long run times that are often associated with physically-based modeling of natural systems, especially for parameter estimation and uncertainty analysis. POD-based techniques reproduce groundwater head fields sufficiently accurate for a variety of applications. However, no study has investigated how POD techniques affect the accuracy of different boundary conditions found in groundwater models. We show that the current treatment of boundary conditions in POD causes inaccuracies for these boundaries in the reduced models. We provide an improved method that splits the POD projection space into a subspace orthogonal to the boundary conditions and a separate subspace that enforces the boundary conditions. To test the method for Dirichlet, Neumann and Cauchy boundary conditions, four simple transient 1D-groundwater models, as well as a more complex 3D model, are set up and reduced both by standard POD and POD with the new extension. We show that, in contrast to standard POD, the new method satisfies both Dirichlet and Neumann boundary conditions. It can also be applied to Cauchy boundaries, where the flux error of standard POD is reduced by its head-independent contribution. The extension essentially shifts the focus of the projection towards the boundary conditions. Therefore, we see a slight trade-off between errors at model boundaries and overall accuracy of the reduced model. The proposed POD extension is recommended where exact treatment of boundary conditions is required.

Stochastic stability and bifurcation in a macroeconomic model

International Nuclear Information System (INIS)

Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

2007-01-01

On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis

Stochastic goal-oriented error estimation with memory

Science.gov (United States)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Lattice Boltzmann simulations of pressure-driven flows in microchannels using Navier–Maxwell slip boundary conditions

KAUST Repository

Reis, Tim

2012-01-01

We present lattice Boltzmann simulations of rarefied flows driven by pressure drops along two-dimensional microchannels. Rarefied effects lead to non-zero cross-channel velocities, nonlinear variations in the pressure along the channel. Both effects are absent in flows driven by uniform body forces. We obtain second-order accuracy for the two components of velocity the pressure relative to asymptotic solutions of the compressible Navier-Stokes equations with slip boundary conditions. Since the common lattice Boltzmann formulations cannot capture Knudsen boundary layers, we replace the usual discrete analogs of the specular diffuse reflection conditions from continuous kinetic theory with a moment-based implementation of the first-order Navier-Maxwell slip boundary conditions that relate the tangential velocity to the strain rate at the boundary. We use these conditions to solve for the unknown distribution functions that propagate into the domain across the boundary. We achieve second-order accuracy by reformulating these conditions for the second set of distribution functions that arise in the derivation of the lattice Boltzmann method by an integration along characteristics. Our moment formalism is also valuable for analysing the existing boundary conditions. It reveals the origin of numerical slip in the bounce-back other common boundary conditions that impose conditions on the higher moments, not on the local tangential velocity itself. © 2012 American Institute of Physics.

Boundary conditions for quasiclassical Green's function for superfluid Fermi systems

International Nuclear Information System (INIS)

Nagai, K.; Hara, J.

1988-01-01

The authors show that the quasiclassical Green's Function for Fermi liquids can be constructed from the solutions of the Bogoliubov-de Gennes equation within the Andreev approximation and derive self-consistent relations to be satisfied by the quasiclassical Green's function at the surfaces. The so-called normalization condition for the quasiclassical Green's function is obtained from this self-consistent relation. They consider a specularly reflecting wall, a randomly rippled wall, and a proximity boundary as model surfaces. Their boundary condition for the randomly rippled wall is different from that derived by Buchholtz and Rainer and Buchholtz

The neutron transport with general boundary conditions (II)

International Nuclear Information System (INIS)

Boulanouar, Mohamed

2012-01-01

This Note deals with the one-dimensional transport operator, on an unbounded domain, endowed with general boundary conditions. We show the generation of a strongly continuous semigroup and we study its spectral properties. In particular, we prove the existence of a leading eigenvalue. (author)

Revisiting Johnson and Jackson boundary conditions for granular flows

Energy Technology Data Exchange (ETDEWEB)

Li, Tingwen; Benyahia, Sofiane

2012-07-01

In this article, we revisit Johnson and Jackson boundary conditions for granular flows. The oblique collision between a particle and a flat wall is analyzed by adopting the classic rigid-body theory and a more realistic semianalytical model. Based on the kinetic granular theory, the input parameter for the partial-slip boundary conditions, specularity coefficient, which is not measurable in experiments, is then interpreted as a function of the particle-wall restitution coefficient, the frictional coefficient, and the normalized slip velocity at the wall. An analytical expression for the specularity coefficient is suggested for a flat, frictional surface with a low frictional coefficient. The procedure for determining the specularity coefficient for a more general problem is outlined, and a working approximation is provided.

Nonlinear dynamics and bifurcation characteristics of shape memory alloy thin films subjected to in-plane stochastic excitation

International Nuclear Information System (INIS)

Zhu, Zhi-Wen; Zhang, Qing-Xin; Xu, Jia

2014-01-01

A kind of shape memory alloy (SMA) hysteretic nonlinear model was developed, and the nonlinear dynamics and bifurcation characteristics of the SMA thin film subjected to in-plane stochastic excitation were investigated. Van der Pol difference item was introduced to describe the hysteretic phenomena of the SMA strain–stress curves, and the nonlinear dynamic model of the SMA thin film subjected to in-plane stochastic excitation was developed. The conditions of global stochastic stability of the system were determined in singular boundary theory, and the probability density function of the system response was obtained. Finally, the conditions of stochastic Hopf bifurcation were analyzed. The results of theoretical analysis and numerical simulation indicate that self-excited vibration is induced by the hysteretic nonlinear characteristics of SMA, and stochastic Hopf bifurcation appears when the bifurcation parameter was changed; there are two limit cycles in the stationary probability density of the dynamic response of the system in some cases, which means that there are two vibration amplitudes whose probabilities are both very high, and jumping phenomena between the two vibration amplitudes appear with the change in conditions. The results obtained in this current paper are helpful for the application of the SMA thin film in stochastic vibration fields. - Highlights: • Hysteretic nonlinear model of shape memory alloy was developed. • Van der Pol item was introduced to interpret hysteretic strain–stress curves. • Nonlinear dynamic characteristics of the shape memory alloy film were analyzed. • Jumping phenomena were observed in the change of the parameters

Three Boundary Conditions for Computing the Fixed-Point Property in Binary Mixture Data.

Directory of Open Access Journals (Sweden)

Leendert van Maanen

Full Text Available The notion of "mixtures" has become pervasive in behavioral and cognitive sciences, due to the success of dual-process theories of cognition. However, providing support for such dual-process theories is not trivial, as it crucially requires properties in the data that are specific to mixture of cognitive processes. In theory, one such property could be the fixed-point property of binary mixture data, applied-for instance- to response times. In that case, the fixed-point property entails that response time distributions obtained in an experiment in which the mixture proportion is manipulated would have a common density point. In the current article, we discuss the application of the fixed-point property and identify three boundary conditions under which the fixed-point property will not be interpretable. In Boundary condition 1, a finding in support of the fixed-point will be mute because of a lack of difference between conditions. Boundary condition 2 refers to the case in which the extreme conditions are so different that a mixture may display bimodality. In this case, a mixture hypothesis is clearly supported, yet the fixed-point may not be found. In Boundary condition 3 the fixed-point may also not be present, yet a mixture might still exist but is occluded due to additional changes in behavior. Finding the fixed-property provides strong support for a dual-process account, yet the boundary conditions that we identify should be considered before making inferences about underlying psychological processes.

A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales

International Nuclear Information System (INIS)

Atzberger, Paul J.; Kramer, Peter R.; Peskin, Charles S.

2007-01-01

In modeling many biological systems, it is important to take into account flexible structures which interact with a fluid. At the length scale of cells and cell organelles, thermal fluctuations of the aqueous environment become significant. In this work, it is shown how the immersed boundary method of [C.S. Peskin, The immersed boundary method, Acta Num. 11 (2002) 1-39.] for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with stiffness in the system of equations by handling systematically the statistical contributions of the fastest dynamics of the fluid and immersed structures over long time steps. An important feature of the numerical method is that time steps can be taken in which the degrees of freedom of the fluid are completely underresolved, partially resolved, or fully resolved while retaining a good level of accuracy. Error estimates in each of these regimes are given for the method. A number of theoretical and numerical checks are furthermore performed to assess its physical fidelity. For a conservative force, the method is found to simulate particles with the correct Boltzmann equilibrium statistics. It is shown in three dimensions that the diffusion of immersed particles simulated with the method has the correct scaling in the physical parameters. The method is also shown to reproduce a well-known hydrodynamic effect of a Brownian particle in which the velocity autocorrelation function exhibits an algebraic (τ -3/2 ) decay for long times [B.J. Alder, T.E. Wainwright, Decay of the Velocity Autocorrelation Function, Phys. Rev. A 1(1) (1970) 18-21]. A few preliminary results are presented for more complex systems which demonstrate some potential application areas of the method. Specifically, we present simulations of osmotic effects of molecular dimers, worm-like chain polymer knots, and a basic model of a molecular motor immersed in fluid subject to a

The Hardy inequality with boundary or intermediate conditions

Czech Academy of Sciences Publication Activity Database

Kufner, Alois

2017-01-01

Roč. 8, č. 2 (2017), s. 105-109 ISSN 2077-9879 Institutional support: RVO:67985840 Keywords : Hardy's inequality * boundary conditions Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics http://www.mathnet.ru/ php /archive.phtml?wshow=paper&jrnid=emj&paperid=259&option_lang=eng

The Hardy inequality with boundary or intermediate conditions

Czech Academy of Sciences Publication Activity Database

Kufner, Alois

2017-01-01

Roč. 8, č. 2 (2017), s. 105-109 ISSN 2077-9879 Institutional support: RVO:67985840 Keywords : Hardy's inequality * boundary conditions Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=emj&paperid=259&option_lang=eng

Stochastic Differential Equations and Kondratiev Spaces

Energy Technology Data Exchange (ETDEWEB)

Vaage, G.

1995-05-01

The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.

An iterative kernel based method for fourth order nonlinear equation with nonlinear boundary condition

Science.gov (United States)

Azarnavid, Babak; Parand, Kourosh; Abbasbandy, Saeid

2018-06-01

This article discusses an iterative reproducing kernel method with respect to its effectiveness and capability of solving a fourth-order boundary value problem with nonlinear boundary conditions modeling beams on elastic foundations. Since there is no method of obtaining reproducing kernel which satisfies nonlinear boundary conditions, the standard reproducing kernel methods cannot be used directly to solve boundary value problems with nonlinear boundary conditions as there is no knowledge about the existence and uniqueness of the solution. The aim of this paper is, therefore, to construct an iterative method by the use of a combination of reproducing kernel Hilbert space method and a shooting-like technique to solve the mentioned problems. Error estimation for reproducing kernel Hilbert space methods for nonlinear boundary value problems have yet to be discussed in the literature. In this paper, we present error estimation for the reproducing kernel method to solve nonlinear boundary value problems probably for the first time. Some numerical results are given out to demonstrate the applicability of the method.

Dirac perturbations on Schwarzschild-anti-de Sitter spacetimes: Generic boundary conditions and new quasinormal modes

Science.gov (United States)

Wang, Mengjie; Herdeiro, Carlos; Jing, Jiliang

2017-11-01

We study Dirac quasinormal modes of Schwarzschild-anti-de Sitter (Schwarzschild-AdS) black holes, following the generic principle for allowed boundary conditions proposed in [M. Wang, C. Herdeiro, and M. O. P. Sampaio, Phys. Rev. D 92, 124006 (2015)., 10.1103/PhysRevD.92.124006]. After deriving the equations of motion for Dirac fields on the aforementioned background, we impose vanishing energy flux boundary conditions to solve these equations. We find a set of two Robin boundary conditions are allowed. These two boundary conditions are used to calculate Dirac normal modes on empty AdS and quasinormal modes on Schwarzschild-AdS black holes. In the former case, we recover the known normal modes of empty AdS; in the latter case, the two sets of Robin boundary conditions lead to two different branches of quasinormal modes. The impact on these modes of the black hole size, the angular momentum quantum number and the overtone number are discussed. Our results show that vanishing energy flux boundary conditions are a robust principle, applicable not only to bosonic fields but also to fermionic fields.

Quantum communication through a spin ring with twisted boundary conditions

International Nuclear Information System (INIS)

Bose, S.; Jin, B.-Q.; Korepin, V.E.

2005-01-01

We investigate quantum communication between the sites of a spin ring with twisted boundary conditions. Such boundary conditions can be achieved by a magnetic flux through the ring. We find that a nonzero twist can improve communication through finite odd-numbered rings and enable high-fidelity multiparty quantum communication through spin rings (working near perfectly for rings of five and seven spins). We show that in certain cases, the twist results in the complete blockage of quantum-information flow to a certain site of the ring. This effect can be exploited to interface and entangle a flux qubit and a spin qubit without embedding the latter in a magnetic field

A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

Science.gov (United States)

Hozman, J.; Tichý, T.

2017-12-01

Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.

The effects of external conditions in turbulent boundary layers

Science.gov (United States)

Brzek, Brian G.

The effects of multiple external conditions on turbulent boundary layers were studied in detail. These external conditions include: surface roughness, upstream turbulence intensity, and pressure gradient. Furthermore, the combined effects of these conditions show the complicated nature of many realistic flow conditions. It was found that the effects of surface roughness are difficult to generalize, given the importance of so many parameters. These parameters include: roughness geometry, roughness regime, roughness height to boundary layer thickness, (k/delta), roughness parameter, ( k+), Reynolds number, and roughness function (Delta B+). A further complication, is the difficulty in computing the wall shear stress, tauw/rho. For the sand grain type roughness, the mean velocity and Reynolds stresses were studied in inner and outer variables, as well as, boundary layer parameters, anisotropy tensor, production term, and viscous stress and form drag contributions. To explore the effects of roughness and Reynolds number dependence in the boundary layer, a new experiment was carefully designed to properly capture the x-dependence of the single-point statistics. It was found that roughness destroys the viscous layer near the wall, thus, reducing the contribution of the viscous stress in the wall region. As a result, the contribution in the skin friction due to form drag increases, while the viscous stress decreases. This yields Reynolds number invariance in the skin friction, near-wall roughness parameters, and inner velocity profiles as k + increases into the fully rough regime. However, in the transitionally rough regime, (i.e., 5 component shows the largest influence of roughness, where the high peak near the wall was decreased and became nearly flat for the fully rough regime profiles. In addition, the Reynolds stresses in outer variables show self-similarity for fixed experimental conditions. However, as the roughness parameter, k +, increases, all Reynolds stress

Eigenstates of a particle in an array of hexagons with periodic boundary condition

Directory of Open Access Journals (Sweden)

A Nemati

2013-10-01

Full Text Available In this paper the problem of a particle in an array of hexagons with periodic boundary condition is solved. Using the projection operators, we categorize eigenfunctions corresponding to each of the irreducible representations of the symmetry group . Based on these results, the Dirichlet and Neumann boundary conditions are discussed.

Molecular Dynamics with Helical Periodic Boundary Conditions

Czech Academy of Sciences Publication Activity Database

Kessler, Jiří; Bouř, Petr

2014-01-01

Roč. 35, č. 21 (2014), s. 1552-1559 ISSN 0192-8651 R&D Projects: GA ČR GAP208/11/0105; GA MŠk(CZ) LH11033 Grant - others:GA AV ČR(CZ) M200551205; GA MŠk(CZ) LM2010005 Institutional support: RVO:61388963 Keywords : periodic boundary conditions * helical symmetry * molecular dynamics * protein structure * amyloid fibrils Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 3.589, year: 2014

Boundary conditions in conformal and integrable theories

CERN Document Server

Petkova, V B

2000-01-01

The study of boundary conditions in rational conformal field theories is not only physically important. It also reveals a lot on the structure of the theory ``in the bulk''. The same graphs classify both the torus and the cylinder partition functions and provide data on their hidden ``quantum symmetry''. The Ocneanu triangular cells -- the 3j-symbols of these symmetries, admit various interpretations and make a link between different problems.

Boundary modulation effects on MHD instabilities in Heliotrons

International Nuclear Information System (INIS)

Nakajima, N.; Hudson, S.R.; Hegna, C.C.; Nakamura, Y.

2005-01-01

In three-dimensional configurations, the confinement region is surrounded by the stochastic magnetic field lines related to magnetic islands or separatrix, leading to the fact that the plasma-vacuum boundary is not so definite compared with tokamaks that the various modulations of the plasma-vacuum boundary will be induced around the stochastic region by a large Shafranov shift of the whole plasma, in especially high-β operations. To examine such the modulation effects of the plasma boundary on MHD instabilities, high-β plasmas allowing a large Shafranov shift are considered in the inward-shifted LHD configurations with the vacuum magnetic axis R ax of 3.6m, for which previous theoretical analyses indicate that pressure-driven modes are significantly more unstable compared with experimental observations. It is shown that the boundary modulation due to a free motion of the equilibrium plasma has not only significant stabilizing effects on ideal MHD instabilities, but also characteristics consistent to experimental observations. (author)

Boundary terms and junction conditions for the DGP π-Lagrangian and galileon

International Nuclear Information System (INIS)

Dyer, Ethan; Hinterbichler, Kurt

2009-01-01

In the decoupling limit of DGP, π describes the brane-bending degree of freedom. It obeys second order equations of motion, yet it is governed by a higher derivative Lagrangian. We show that, analogously to the Einstein-Hilbert action for GR, the π-Lagrangian requires Gibbons-Hawking-York type boundary terms to render the variational principle well-posed. These terms are important if there are other boundaries present besides the DGP brane, such as in higher dimensional cascading DGP models. We derive the necessary boundary terms in two ways. First, we derive them directly from the brane-localized π-Lagrangian by demanding well-posedness of the action. Second, we calculate them directly from the bulk, taking into account the Gibbons-Hawking-York terms in the bulk Einstein-Hilbert action. As an application, we use the new boundary terms to derive Israel junction conditions for π across a sheet-like source. In addition, we calculate boundary terms and junction conditions for the galileons which generalize the DGP π-Lagrangian, showing that the boundary term for the n-th order galileon is the (n-1)-th order galileon.

First-principle proof of the modified collision boundary conditions for the hard-sphere system

International Nuclear Information System (INIS)

Tessarotto, Massimo; Cremaschini, Claudio

2014-01-01

A fundamental issue lying at the foundation of classical statistical mechanics is the determination of the collision boundary conditions that characterize the dynamical evolution of multi-particle probability density functions (PDF) and are applicable to systems of hard-spheres undergoing multiple elastic collisions. In this paper it is proved that, when the deterministic N-body PDF is included in the class of admissible solutions of the Liouville equation, the customary form of collision boundary conditions adopted in previous literature becomes physically inconsistent and must actually be replaced by suitably modified collision boundary conditions.

Slarti: A boundary condition editor for a coupled climate model

Science.gov (United States)

Mickelson, S. A.; Jacob, R. L.; Pierrehumbert, R.

2006-12-01

One of the largest barriers to making climate models more flexible is the difficulty in creating new boundary conditions, especially for "deep time" paleoclimate cases where continents are in different positions. Climate models consist of several mutually-interacting component models and the boundary conditions must be consistent between them. We have developed a program called Slarti which uses a Graphical User Interface and a set of consistency rules to aid researchers in creating new, consistent, boundary condition files for the Fast Ocean Atmosphere Model (FOAM). Users can start from existing mask, topography, or bathymetry data or can build a "world" entirely from scratch (e.g. a single island continent). Once a case has been started, users can modify mask, vegetation, bathymetry, topography, and river flow fields by drawing new data through a "paint" interface. Users activate a synchronization button which goes through the fields to eliminate inconsistencies. When the changes are complete and save is selected, Slarti creates all the necessary files for an initial run of FOAM. The data is edited at the highest resolution (the ocean-land surface in FOAM) and then interpolated to the atmosphere resolution. Slarti was implemented in Java to maintain portability across platforms. We also relied heavily on Java Swing components to create the interface. This allowed us to create an object-oriented interface that could be used on many different systems. Since Slarti allows users to visualize their changes, they are able to see areas that may cause problems when the model is ran. Some examples would be lakes from the river flow field and narrow trenches within the bathymetry. Through different checks and options available through its interface, Slarti makes the process of creating new boundary conditions for FOAM easier and faster while reducing the chance for user errors.

How to approximate the heat equation with Neumann boundary conditions by nonlocal diffusion problems

OpenAIRE

Cortazar, C.; Elgueta, M.; Rossi, J. D.; Wolanski, N.

2006-01-01

We present a model for nonlocal diffusion with Neumann boundary conditions in a bounded smooth domain prescribing the flux through the boundary. We study the limit of this family of nonlocal diffusion operators when a rescaling parameter related to the kernel of the nonlocal operator goes to zero. We prove that the solutions of this family of problems converge to a solution of the heat equation with Neumann boundary conditions.

Reconsidering the boundary conditions for a dynamic, transient mode I crack problem

KAUST Repository

Leise, Tanya

2008-11-01

A careful examination of a dynamic mode I crack problem leads to the conclusion that the commonly used boundary conditions do not always hold in the case of an applied crack face loading, so that a modification is required to satisfy the equations. In particular, a transient compressive stress wave travels along the crack faces, moving outward from the loading region on the crack face. This does not occur in the quasistatic or steady state problems, and is a special feature of the transient dynamic problem that is important during the time interval immediately following the application of crack face loading. We demonstrate why the usual boundary conditions lead to a prediction of crack face interpenetration, and then examine how to modify the boundary condition for a semi-infinite crack with a cohesive zone. Numerical simulations illustrate the resulting approach.

Matrix factorisations for rational boundary conditions by defect fusion

International Nuclear Information System (INIS)

Behr, Nicolas; Fredenhagen, Stefan

2015-01-01

A large class of two-dimensional N=(2,2) superconformal field theories can be understood as IR fixed-points of Landau-Ginzburg models. In particular, there are rational conformal field theories that also have a Landau-Ginzburg description. To understand better the relation between the structures in the rational conformal field theory and in the Landau-Ginzburg theory, we investigate how rational B-type boundary conditions are realised as matrix factorisations in the SU(3)/U(2) Grassmannian Kazama-Suzuki model. As a tool to generate the matrix factorisations we make use of a particular interface between the Kazama-Suzuki model and products of minimal models, whose fusion can be realised as a simple functor on ring modules. This allows us to formulate a proposal for all matrix factorisations corresponding to rational boundary conditions in the SU(3)/U(2) model.

Matrix factorisations for rational boundary conditions by defect fusion

Energy Technology Data Exchange (ETDEWEB)

Behr, Nicolas [Department of Mathematics, Heriot-Watt University,Riccarton, Edinburgh, EH14 4AS (United Kingdom); Maxwell Institute for Mathematical Sciences,Edinburgh (United Kingdom); Fredenhagen, Stefan [Max-Planck-Institut für Gravitationsphysik, Albert-Einstein-Institut,D-14424 Golm (Germany)

2015-05-11

A large class of two-dimensional N=(2,2) superconformal field theories can be understood as IR fixed-points of Landau-Ginzburg models. In particular, there are rational conformal field theories that also have a Landau-Ginzburg description. To understand better the relation between the structures in the rational conformal field theory and in the Landau-Ginzburg theory, we investigate how rational B-type boundary conditions are realised as matrix factorisations in the SU(3)/U(2) Grassmannian Kazama-Suzuki model. As a tool to generate the matrix factorisations we make use of a particular interface between the Kazama-Suzuki model and products of minimal models, whose fusion can be realised as a simple functor on ring modules. This allows us to formulate a proposal for all matrix factorisations corresponding to rational boundary conditions in the SU(3)/U(2) model.

A Compositional Semantics for Stochastic Reo Connectors

Directory of Open Access Journals (Sweden)

Young-Joo Moon

2010-07-01

Full Text Available In this paper we present a compositional semantics for the channel-based coordination language Reo which enables the analysis of quality of service (QoS properties of service compositions. For this purpose, we annotate Reo channels with stochastic delay rates and explicitly model data-arrival rates at the boundary of a connector, to capture its interaction with the services that comprise its environment. We propose Stochastic Reo automata as an extension of Reo automata, in order to compositionally derive a QoS-aware semantics for Reo. We further present a translation of Stochastic Reo automata to Continuous-Time Markov Chains (CTMCs. This translation enables us to use third-party CTMC verification tools to do an end-to-end performance analysis of service compositions.

Operation of a wind turbine-flywheel energy storage system under conditions of stochastic change of wind energy.

Science.gov (United States)

Tomczewski, Andrzej

2014-01-01

The paper presents the issues of a wind turbine-flywheel energy storage system (WT-FESS) operation under real conditions. Stochastic changes of wind energy in time cause significant fluctuations of the system output power and as a result have a negative impact on the quality of the generated electrical energy. In the author's opinion it is possible to reduce the aforementioned effects by using an energy storage of an appropriate type and capacity. It was assumed that based on the technical parameters of a wind turbine-energy storage system and its geographical location one can determine the boundary capacity of the storage, which helps prevent power cuts to the grid at the assumed probability. Flywheel energy storage was selected due to its characteristics and technical parameters. The storage capacity was determined based on an empirical relationship using the results of the proposed statistical and energetic analysis of the measured wind velocity courses. A detailed algorithm of the WT-FESS with the power grid system was developed, eliminating short-term breaks in the turbine operation and periods when the wind turbine power was below the assumed level.

Comparison of mass transport using average and transient rainfall boundary conditions

International Nuclear Information System (INIS)

Duguid, J.O.; Reeves, M.

1976-01-01

A general two-dimensional model for simulation of saturated-unsaturated transport of radionuclides in ground water has been developed and is currently being tested. The model is being applied to study the transport of radionuclides from a waste-disposal site where field investigations are currently under way to obtain the necessary model parameters. A comparison of the amount of tritium transported is made using both average and transient rainfall boundary conditions. The simulations indicate that there is no substantial difference in the transport for the two conditions tested. However, the values of dispersivity used in the unsaturated zone caused more transport above the water table than has been observed under actual conditions. This deficiency should be corrected and further comparisons should be made before average rainfall boundary conditions are used for long-term transport simulations

Pan-European stochastic flood event set

Science.gov (United States)

Kadlec, Martin; Pinto, Joaquim G.; He, Yi; Punčochář, Petr; Kelemen, Fanni D.; Manful, Desmond; Palán, Ladislav

2017-04-01

Impact Forecasting (IF), the model development center of Aon Benfield, has been developing a large suite of catastrophe flood models on probabilistic bases for individual countries in Europe. Such natural catastrophes do not follow national boundaries: for example, the major flood in 2016 was responsible for the Europe's largest insured loss of USD3.4bn and affected Germany, France, Belgium, Austria and parts of several other countries. Reflecting such needs, IF initiated a pan-European flood event set development which combines cross-country exposures with country based loss distributions to provide more insightful data to re/insurers. Because the observed discharge data are not available across the whole Europe in sufficient quantity and quality to permit a detailed loss evaluation purposes, a top-down approach was chosen. This approach is based on simulating precipitation from a GCM/RCM model chain followed by a calculation of discharges using rainfall-runoff modelling. IF set up this project in a close collaboration with Karlsruhe Institute of Technology (KIT) regarding the precipitation estimates and with University of East Anglia (UEA) in terms of the rainfall-runoff modelling. KIT's main objective is to provide high resolution daily historical and stochastic time series of key meteorological variables. A purely dynamical downscaling approach with the regional climate model COSMO-CLM (CCLM) is used to generate the historical time series, using re-analysis data as boundary conditions. The resulting time series are validated against the gridded observational dataset E-OBS, and different bias-correction methods are employed. The generation of the stochastic time series requires transfer functions between large-scale atmospheric variables and regional temperature and precipitation fields. These transfer functions are developed for the historical time series using reanalysis data as predictors and bias-corrected CCLM simulated precipitation and temperature as

Natural frequency analysis of fluid conveying pipeline with different boundary conditions

International Nuclear Information System (INIS)

Huang Yimin; Liu Yongshou; Li Baohui; Li Yanjiang; Yue Zhufeng

2010-01-01

In this study, the natural frequency of fluid-structure interaction in pipeline conveying fluid is investigated by eliminated element-Galerkin method, and the natural frequency equations with different boundary conditions are obtained. Furthermore, the expressions of first natural frequency are simplified in the case of different boundary conditions. Taking into account the Coriolis force, as an example, the natural frequency of a straight pipe simply supported at both ends is studied. In a given boundary condition, the four components (mass, stiffness, length and flow velocity) which relate to the natural frequency of pipeline conveying fluid are studied in detail and the results indicate that the effect of Coriolis force on natural frequency is inappreciable. Then the relationship between natural frequency of the pipeline conveying fluid and that of Euler beam is analyzed. Finally, a dimensionless flow velocity and limit values are presented, and they can be used to estimate the effect of the flow velocity on natural frequency. All the conclusions are well suited to nuclear plant and other industry fields.

Boundary conditions for free surface inlet and outlet problems

KAUST Repository

Taroni, M.; Breward, C. J. W.; Howell, P. D.; Oliver, J. M.

2012-01-01

We investigate and compare the boundary conditions that are to be applied to free-surface problems involving inlet and outlets of Newtonian fluid, typically found in coating processes. The flux of fluid is a priori known at an inlet, but unknown

Boundary Conditions, Data Assimilation, and Predictability in Coastal Ocean Models

National Research Council Canada - National Science Library

Samelson, Roger M; Allen, John S; Egbert, Gary D; Kindle, John C; Snyder, Chris

2007-01-01

...: The specific objectives of this research are to determine the impact on coastal ocean circulation models of open ocean boundary conditions from Global Ocean Data Assimilation Experiment (GODAE...

Double diffusivity model under stochastic forcing

Science.gov (United States)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into

Rate-Independent Processes with Linear Growth Energies and Time-Dependent Boundary Conditions

Czech Academy of Sciences Publication Activity Database

Kružík, Martin; Zimmer, J.

2012-01-01

Roč. 5, č. 3 (2012), s. 591-604 ISSN 1937-1632 R&D Projects: GA AV ČR IAA100750802 Grant - others:GA ČR(CZ) GAP201/10/0357 Institutional research plan: CEZ:AV0Z10750506 Keywords : concentrations * oscillations * time - dependent boundary conditions * rate-independent evolution Subject RIV: BA - General Mathematics http://library.utia.cas.cz/separaty/2011/MTR/kruzik-rate-independent processes with linear growth energies and time - dependent boundary conditions.pdf

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Off-wall boundary conditions for turbulent flows obtained from buffer-layer minimal flow units

Science.gov (United States)

Garcia-Mayoral, Ricardo; Pierce, Brian; Wallace, James

2012-11-01

There is strong evidence that the transport processes in the buffer region of wall-bounded turbulence are common across various flow configurations, even in the embryonic turbulence in transition (Park et al., Phys. Fl. 24). We use this premise to develop off-wall boundary conditions for turbulent simulations. Boundary conditions are constructed from DNS databases using periodic minimal flow units and reduced order modeling. The DNS data was taken from a channel at Reτ = 400 and a zero-pressure gradient transitional boundary layer (Sayadi et al., submitted to J . FluidMech .) . Both types of boundary conditions were first tested on a DNS of the core of the channel flow with the aim of extending their application to LES and to spatially evolving flows. 2012 CTR Summer Program.

Construction of the Nuclear Effective Interaction from Energy Eigenstates and Boundary Conditions

Science.gov (United States)

McElvain, Kenneth; Haxton, Wick

2017-01-01

The original Harmonic Oscillator Based Effective Theory (HOBET) work by Haxton and Luu reduced H = T +VNN , with VNN a realistic potential, to Heff in a small basis defined by projection operator P while correctly including all scattering by H through an excluded space Q. Scattering by T is analytically included to all orders, leaving the ET expansion focused on the short range VNN. Results do not depend on the size P as the effect of scattering through Q is fully included, also distinguishing HOBET from other methods. In this talk we abandon VNN and determine the LECs of the ET expansion from energy levels and boundary conditions. In the infinite volume continuum case every energy is an eigenvalue of H with an associated scattering state. In the LQCD context boundary conditions are periodic. In either case the ET LECs can be determined from energy, boundary condition pairs. We show that the Cartesian HO ET LECs can be expressed in terms of the spherical ones, giving a spherical, infinite volume ET, bypassing the use of Luscher's method. The approach cleanly isolates operator mixing induced by the finite box, sequestering effects that vanish in the continuum limit in a Green's function constrained to match the boundary conditions. Supported by the DOE under contracts DE-SC00046548 and DE-AC02-98CH10886.

A fast Cauchy-Riemann solver. [differential equation solution for boundary conditions by finite difference approximation

Science.gov (United States)

Ghil, M.; Balgovind, R.

1979-01-01

The inhomogeneous Cauchy-Riemann equations in a rectangle are discretized by a finite difference approximation. Several different boundary conditions are treated explicitly, leading to algorithms which have overall second-order accuracy. All boundary conditions with either u or v prescribed along a side of the rectangle can be treated by similar methods. The algorithms presented here have nearly minimal time and storage requirements and seem suitable for development into a general-purpose direct Cauchy-Riemann solver for arbitrary boundary conditions.

Stochastic rocket dynamics under random nozzle side loads: Ornstein-Uhlenbeck boundary layer separation and its coarse grained connection to side loading and rocket response

Energy Technology Data Exchange (ETDEWEB)

Keanini, R.G.; Srivastava, N.; Tkacik, P.T. [Department of Mechanical Engineering, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28078 (United States); Weggel, D.C. [Department of Civil and Environmental Engineering, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28078 (United States); Knight, P.D. [Mitchell Aerospace and Engineering, Statesville, North Carolina 28677 (United States)

2011-06-15

A long-standing, though ill-understood problem in rocket dynamics, rocket response to random, altitude-dependent nozzle side-loads, is investigated. Side loads arise during low altitude flight due to random, asymmetric, shock-induced separation of in-nozzle boundary layers. In this paper, stochastic evolution of the in-nozzle boundary layer separation line, an essential feature underlying side load generation, is connected to random, altitude-dependent rotational and translational rocket response via a set of simple analytical models. Separation line motion, extant on a fast boundary layer time scale, is modeled as an Ornstein-Uhlenbeck process. Pitch and yaw responses, taking place on a long, rocket dynamics time scale, are shown to likewise evolve as OU processes. Stochastic, altitude-dependent rocket translational motion follows from linear, asymptotic versions of the full nonlinear equations of motion; the model is valid in the practical limit where random pitch, yaw, and roll rates all remain small. Computed altitude-dependent rotational and translational velocity and displacement statistics are compared against those obtained using recently reported high fidelity simulations [Srivastava, Tkacik, and Keanini, J. Appl. Phys. 108, 044911 (2010)]; in every case, reasonable agreement is observed. As an important prelude, evidence indicating the physical consistency of the model introduced in the above article is first presented: it is shown that the study's separation line model allows direct derivation of experimentally observed side load amplitude and direction densities. Finally, it is found that the analytical models proposed in this paper allow straightforward identification of practical approaches for: (i) reducing pitch/yaw response to side loads, and (ii) enhancing pitch/yaw damping once side loads cease. (Copyright copyright 2011 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Quantification of margins and mixed uncertainties using evidence theory and stochastic expansions

International Nuclear Information System (INIS)

Shah, Harsheel; Hosder, Serhat; Winter, Tyler

2015-01-01

The objective of this paper is to implement Dempster–Shafer Theory of Evidence (DSTE) in the presence of mixed (aleatory and multiple sources of epistemic) uncertainty to the reliability and performance assessment of complex engineering systems through the use of quantification of margins and uncertainties (QMU) methodology. This study focuses on quantifying the simulation uncertainties, both in the design condition and the performance boundaries along with the determination of margins. To address the possibility of multiple sources and intervals for epistemic uncertainty characterization, DSTE is used for uncertainty quantification. An approach to incorporate aleatory uncertainty in Dempster–Shafer structures is presented by discretizing the aleatory variable distributions into sets of intervals. In view of excessive computational costs for large scale applications and repetitive simulations needed for DSTE analysis, a stochastic response surface based on point-collocation non-intrusive polynomial chaos (NIPC) has been implemented as the surrogate for the model response. The technique is demonstrated on a model problem with non-linear analytical functions representing the outputs and performance boundaries of two coupled systems. Finally, the QMU approach is demonstrated on a multi-disciplinary analysis of a high speed civil transport (HSCT). - Highlights: • Quantification of margins and uncertainties (QMU) methodology with evidence theory. • Treatment of both inherent and epistemic uncertainties within evidence theory. • Stochastic expansions for representation of performance metrics and boundaries. • Demonstration of QMU on an analytical problem. • QMU analysis applied to an aerospace system (high speed civil transport)

Boundary conditions estimation of scoop dosimeter for primary sorting during earthworks

International Nuclear Information System (INIS)

Batij, V.G.; Pravdivyj, A.A.; Stoyanov, A.I.

2005-01-01

Simple method of radioactive waste first separation using collimated dosimeter, which is placed on boom of power shovel, is proposed, and separation process mathematic modeling for boundary conditions definition of sorting under 'Ukryttya' object high gamma background condition are carry out

An efficient realization of frequency dependent boundary conditions in an acoustic finite-difference time-domain model

DEFF Research Database (Denmark)

Escolano-Carrasco, José; Jacobsen, Finn; López, J.J.

2008-01-01

The finite-difference time-domain (FDTD) method provides a simple and accurate way of solving initial boundary value problems. However, most acoustic problems involve frequency dependent boundary conditions, and it is not easy to include such boundary conditions in an FDTD model. Although solutions...... to this problem exist, most of them have high computational costs, and stability cannot always be ensured. In this work, a solution is proposed based on "mixing modelling strategies"; this involves separating the FDTD mesh and the boundary conditions (a digital filter representation of the impedance...

Assessing predictability of a hydrological stochastic-dynamical system

Science.gov (United States)

Gelfan, Alexander

2014-05-01

The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar

Existence of the Optimal Control for Stochastic Boundary Control Problems Governed by Semilinear Parabolic Equations

Directory of Open Access Journals (Sweden)

Weifeng Wang

2014-01-01

Full Text Available We study an optimal control problem governed by a semilinear parabolic equation, whose control variable is contained only in the boundary condition. An existence theorem for the optimal control is obtained.

Variational multiscale enrichment method with mixed boundary conditions for elasto-viscoplastic problems

Science.gov (United States)

Zhang, Shuhai; Oskay, Caglar

2015-04-01

This manuscript presents the formulation and implementation of the variational multiscale enrichment (VME) method for the analysis of elasto-viscoplastic problems. VME is a global-local approach that allows accurate fine scale representation at small subdomains, where important physical phenomena are likely to occur. The response within far-fields is idealized using a coarse scale representation. The fine scale representation not only approximates the coarse grid residual, but also accounts for the material heterogeneity. A one-parameter family of mixed boundary conditions that range from Dirichlet to Neumann is employed to study the effect of the choice of the boundary conditions at the fine scale on accuracy. The inelastic material behavior is modeled using Perzyna type viscoplasticity coupled with flow stress evolution idealized by the Johnson-Cook model. Numerical verifications are performed to assess the performance of the proposed approach against the direct finite element simulations. The results of verification studies demonstrate that VME with proper boundary conditions accurately model the inelastic response accounting for material heterogeneity.

Challenges in conditioning a stochastic geological model of a heterogeneous glacial aquifer to a comprehensive soft data set

DEFF Research Database (Denmark)

Koch, Julian; He, Xin; Jensen, Karsten Høgh

2014-01-01

In traditional hydrogeological investigations, one geological model is often used based on subjective interpretations and sparse data availability. This deterministic approach usually does not account for any uncertainties. Stochastic simulation methods address this problem and can capture......TEM data set are derived from a histogram probability matching method, where resistivity is paired with the corresponding lithology from the categorized borehole data. This study integrates two distinct data sources into the stochastic modeling process that represent two extremes of the conditioning...

A new technique for observationally derived boundary conditions for space weather

Science.gov (United States)

Pagano, Paolo; Mackay, Duncan Hendry; Yeates, Anthony Robinson

2018-04-01

Context. In recent years, space weather research has focused on developing modelling techniques to predict the arrival time and properties of coronal mass ejections (CMEs) at the Earth. The aim of this paper is to propose a new modelling technique suitable for the next generation of Space Weather predictive tools that is both efficient and accurate. The aim of the new approach is to provide interplanetary space weather forecasting models with accurate time dependent boundary conditions of erupting magnetic flux ropes in the upper solar corona. Methods: To produce boundary conditions, we couple two different modelling techniques, MHD simulations and a quasi-static non-potential evolution model. Both are applied on a spatial domain that covers the entire solar surface, although they extend over a different radial distance. The non-potential model uses a time series of observed synoptic magnetograms to drive the non-potential quasi-static evolution of the coronal magnetic field. This allows us to follow the formation and loss of equilibrium of magnetic flux ropes. Following this a MHD simulation captures the dynamic evolution of the erupting flux rope, when it is ejected into interplanetary space. Results.The present paper focuses on the MHD simulations that follow the ejection of magnetic flux ropes to 4 R⊙. We first propose a technique for specifying the pre-eruptive plasma properties in the corona. Next, time dependent MHD simulations describe the ejection of two magnetic flux ropes, that produce time dependent boundary conditions for the magnetic field and plasma at 4 R⊙ that in future may be applied to interplanetary space weather prediction models. Conclusions: In the present paper, we show that the dual use of quasi-static non-potential magnetic field simulations and full time dependent MHD simulations can produce realistic inhomogeneous boundary conditions for space weather forecasting tools. Before a fully operational model can be produced there are a

Evolution of passive movement in advective environments: General boundary condition

Science.gov (United States)

Zhou, Peng; Zhao, Xiao-Qiang

2018-03-01

In a previous work [16], Lou et al. studied a Lotka-Volterra competition-diffusion-advection system, where two species are supposed to differ only in their advection rates and the environment is assumed to be spatially homogeneous and closed (no-flux boundary condition), and showed that weaker advective movements are more beneficial for species to win the competition. In this paper, we aim to extend this result to a more general situation, where the environmental heterogeneity is taken into account and the boundary condition at the downstream end becomes very flexible including the standard Dirichlet, Neumann and Robin type conditions as special cases. Our main approaches are to exclude the existence of co-existence (positive) steady state and to provide a clear picture on the stability of semi-trivial steady states, where we introduced new ideas and techniques to overcome the emerging difficulties. Based on these two aspects and the theory of abstract competitive systems, we achieve a complete understanding on the global dynamics.

Toward Isolation of Salient Features in Stable Boundary Layer Wind Fields that Influence Loads on Wind Turbines

Directory of Open Access Journals (Sweden)

Jinkyoo Park

2015-04-01

Full Text Available Neutral boundary layer (NBL flow fields, commonly used in turbine load studies and design, are generated using spectral procedures in stochastic simulation. For large utility-scale turbines, stable boundary layer (SBL flow fields are of great interest because they are often accompanied by enhanced wind shear, wind veer, and even low-level jets (LLJs. The generation of SBL flow fields, in contrast to simpler stochastic simulation for NBL, requires computational fluid dynamics (CFD procedures to capture the physics and noted characteristics—such as shear and veer—that are distinct from those seen in NBL flows. At present, large-eddy simulation (LES is the most efficient CFD procedure for SBL flow field generation and related wind turbine loads studies. Design standards, such as from the International Electrotechnical Commission (IEC, provide guidance albeit with simplifying assumptions (one such deals with assuming constant variance of turbulence over the rotor and recommend standard target turbulence power spectra and coherence functions to allow NBL flow field simulation. In contrast, a systematic SBL flow field simulation procedure has not been offered for design or for site assessment. It is instructive to compare LES-generated SBL flow fields with stochastic NBL flow fields and associated loads which we evaluate for a 5-MW turbine; in doing so, we seek to isolate distinguishing characteristics of wind shear, wind veer, and turbulence variation over the rotor plane in the alternative flow fields and in the turbine loads. Because of known differences in NBL-stochastic and SBL-LES wind fields but an industry preference for simpler stochastic simulation in design practice, this study investigates if one can reproduce stable atmospheric conditions using stochastic approaches with appropriate corrections for shear, veer, turbulence, etc. We find that such simple tuning cannot consistently match turbine target SBL load statistics, even though

Effect of boundary conditions on downstream vorticity from counter-rotating swirlers

Directory of Open Access Journals (Sweden)

Weiye Huo

2015-02-01

Full Text Available Particle image velocimetry (PIV is utilized to measure the non-reacting flow field in a reflow combustor with multiple and single swirlers. The velocity field, vortex structure and total vorticity levels are experimentally obtained using two different boundary conditions, representing a single confined swirler and multiple swirlers in an annular combustor. The influence of the boundary conditions on the flow field at several locations downstream of the swirlers is experimentally investigated, showing that the central vortex in the multi-swirler case is more concentrated than in the single-swirler case. The vorticity of the central vortex and average cross-sectional vorticity are relatively low at the swirler outlet in both cases. Both of these statistics gradually increase to the maximum values near 20 mm downstream of the swirler outlet, and subsequently decrease. It is also found that the central vortex in the multi-swirler case is consistently greater than the single-swirler case. These results demonstrate the critical influence of boundary conditions on flow characteristic of swirling flow, providing insight into the difference of the experiments on test-bed combustor and the full-scale annular combustors.

On solving wave equations on fixed bounded intervals involving Robin boundary conditions with time-dependent coefficients

Science.gov (United States)

van Horssen, Wim T.; Wang, Yandong; Cao, Guohua

2018-06-01

In this paper, it is shown how characteristic coordinates, or equivalently how the well-known formula of d'Alembert, can be used to solve initial-boundary value problems for wave equations on fixed, bounded intervals involving Robin type of boundary conditions with time-dependent coefficients. A Robin boundary condition is a condition that specifies a linear combination of the dependent variable and its first order space-derivative on a boundary of the interval. Analytical methods, such as the method of separation of variables (SOV) or the Laplace transform method, are not applicable to those types of problems. The obtained analytical results by applying the proposed method, are in complete agreement with those obtained by using the numerical, finite difference method. For problems with time-independent coefficients in the Robin boundary condition(s), the results of the proposed method also completely agree with those as for instance obtained by the method of separation of variables, or by the finite difference method.

Role of Boundary Conditions in Monte Carlo Simulation of MEMS Devices

Science.gov (United States)

Nance, Robert P.; Hash, David B.; Hassan, H. A.

1997-01-01

A study is made of the issues surrounding prediction of microchannel flows using the direct simulation Monte Carlo method. This investigation includes the introduction and use of new inflow and outflow boundary conditions suitable for subsonic flows. A series of test simulations for a moderate-size microchannel indicates that a high degree of grid under-resolution in the streamwise direction may be tolerated without loss of accuracy. In addition, the results demonstrate the importance of physically correct boundary conditions, as well as possibilities for reducing the time associated with the transient phase of a simulation. These results imply that simulations of longer ducts may be more feasible than previously envisioned.

The effect of external boundary conditions on condensation heat transfer in rotating heat pipes

Science.gov (United States)

Daniels, T. C.; Williams, R. J.

1979-01-01

Experimental evidence shows the importance of external boundary conditions on the overall performance of a rotating heat pipe condenser. Data are presented for the boundary conditions of constant heat flux and constant wall temperature for rotating heat pipes containing either pure vapor or a mixture of vapor and noncondensable gas as working fluid.

Modelling of diesel spray flame under engine-like conditions using an accelerated eulerian stochastic fields method: A convergence study of the number of stochastic fields

OpenAIRE

Pang, Kar Mun; Jangi, Mehdi; Bai, X.-S.; Schramm, Jesper; Walther, Jens Honore

2016-01-01

The use of transported Probability Density Function(PDF) methods allows a single model to compute the autoignition, premixed mode and diffusion flame of diesel combustion under engine-like conditions [1,2]. The Lagrangian particle based transported PDF models have been validated across a wide range of conditions [2,3]. Alternatively, the transported PDF model can also be formulated in the Eulerian framework[4]. The Eulerian PDF is commonly known as the Eulerian Stochastic Fields (ESF) model. ...

Models for Predicting Boundary Conditions in L-Mode Tokamak Plasma

International Nuclear Information System (INIS)

Siriwitpreecha, A.; Onjun, T.; Suwanna, S.; Poolyarat, N.; Picha, R.

2009-07-01

Full text: The models for predicting temperature and density of ions and electrons at boundary conditions in L-mode tokamak plasma are developed using an empirical approach and optimized against the experimental data obtained from the latest public version of the International Pedestal Database (version 3.2). It is assumed that the temperature and density at boundary of L-mode plasma are functions of engineering parameters such as plasma current, toroidal magnetic field, total heating power, line averaged density, hydrogenic particle mass (A H ), major radius, minor radius, and elongation at the separatrix. Multiple regression analysis is carried out for these parameters with 86 data points in L-mode from Aug (61) and JT60U (25). The RMSE of temperature and density at boundary of L-mode plasma are found to be 24.41% and 18.81%, respectively. These boundary models are implemented in BALDUR code, which will be used to simulate the L-mode plasma in the tokamak

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

Self-adjoint elliptic operators with boundary conditions on not closed hypersurfaces

Science.gov (United States)

Mantile, Andrea; Posilicano, Andrea; Sini, Mourad

2016-07-01

The theory of self-adjoint extensions of symmetric operators is used to construct self-adjoint realizations of a second-order elliptic differential operator on Rn with linear boundary conditions on (a relatively open part of) a compact hypersurface. Our approach allows to obtain Kreĭn-like resolvent formulae where the reference operator coincides with the ;free; operator with domain H2 (Rn); this provides an useful tool for the scattering problem from a hypersurface. Concrete examples of this construction are developed in connection with the standard boundary conditions, Dirichlet, Neumann, Robin, δ and δ‧-type, assigned either on a (n - 1) dimensional compact boundary Γ = ∂ Ω or on a relatively open part Σ ⊂ Γ. Schatten-von Neumann estimates for the difference of the powers of resolvents of the free and the perturbed operators are also proven; these give existence and completeness of the wave operators of the associated scattering systems.

Coupling the Gaussian Free Fields with Free and with Zero Boundary Conditions via Common Level Lines

Science.gov (United States)

Qian, Wei; Werner, Wendelin

2018-06-01

We point out a new simple way to couple the Gaussian Free Field (GFF) with free boundary conditions in a two-dimensional domain with the GFF with zero boundary conditions in the same domain: Starting from the latter, one just has to sample at random all the signs of the height gaps on its boundary-touching zero-level lines (these signs are alternating for the zero-boundary GFF) in order to obtain a free boundary GFF. Constructions and couplings of the free boundary GFF and its level lines via soups of reflected Brownian loops and their clusters are also discussed. Such considerations show for instance that in a domain with an axis of symmetry, if one looks at the overlay of a single usual Conformal Loop Ensemble CLE3 with its own symmetric image, one obtains the CLE4-type collection of level lines of a GFF with mixed zero/free boundary conditions in the half-domain.

Involving the Navier-Stokes equations in the derivation of boundary conditions for the lattice Boltzmann method.

Science.gov (United States)

Verschaeve, Joris C G

2011-06-13

By means of the continuity equation of the incompressible Navier-Stokes equations, additional physical arguments for the derivation of a formulation of the no-slip boundary condition for the lattice Boltzmann method for straight walls at rest are obtained. This leads to a boundary condition that is second-order accurate with respect to the grid spacing and conserves mass. In addition, the boundary condition is stable for relaxation frequencies close to two.

Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

KAUST Repository

Richtarik, Peter; Taká č, Martin

2017-01-01

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

KAUST Repository

Richtarik, Peter

2017-06-04

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

Probability distribution of magnetization in the one-dimensional Ising model: effects of boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Antal, T [Physics Department, Simon Fraser University, Burnaby, BC V5A 1S6 (Canada); Droz, M [Departement de Physique Theorique, Universite de Geneve, CH 1211 Geneva 4 (Switzerland); Racz, Z [Institute for Theoretical Physics, Eoetvoes University, 1117 Budapest, Pazmany setany 1/a (Hungary)

2004-02-06

Finite-size scaling functions are investigated both for the mean-square magnetization fluctuations and for the probability distribution of the magnetization in the one-dimensional Ising model. The scaling functions are evaluated in the limit of the temperature going to zero (T {yields} 0), the size of the system going to infinity (N {yields} {infinity}) while N[1 - tanh(J/k{sub B}T)] is kept finite (J being the nearest neighbour coupling). Exact calculations using various boundary conditions (periodic, antiperiodic, free, block) demonstrate explicitly how the scaling functions depend on the boundary conditions. We also show that the block (small part of a large system) magnetization distribution results are identical to those obtained for free boundary conditions.

Generalized nematohydrodynamic boundary conditions with application to bistable twisted nematic liquid-crystal displays

KAUST Repository

Fang, Angbo

2008-12-08

Parallel to the highly successful Ericksen-Leslie hydrodynamic theory for the bulk behavior of nematic liquid crystals (NLCs), we derive a set of coupled hydrodynamic boundary conditions to describe the NLC dynamics near NLC-solid interfaces. In our boundary conditions, translational flux (flow slippage) and rotational flux (surface director relaxation) are coupled according to the Onsager variational principle of least energy dissipation. The application of our boundary conditions to the truly bistable π -twist NLC cell reveals a complete picture of the dynamic switching processes. It is found that the thus far overlooked translation-rotation dissipative coupling at solid surfaces can accelerate surface director relaxation and enhance the flow rate. This can be utilized to improve the performance of electro-optical nematic devices by lowering the required switching voltages and reducing the switching times. © 2008 The American Physical Society.

Evolutionary stability concepts in a stochastic environment

Science.gov (United States)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2017-09-01

Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.

A nonlinear free boundary problem with a self-driven Bernoulli condition

OpenAIRE

Dipierro, Serena; Karakhanyan, Aram; Valdinoci, Enrico

2017-01-01

We study a Bernoulli type free boundary problem with two phases J[u]=∫Ω|∇u(x)|2dx+Φ(M−(u),M+(u)),u−u¯∈W1,20(Ω), where u¯∈W1,2(Ω) is a given boundary datum. Here, M1 and M2 are weighted volumes of {u≤0}∩Ω and {u>0}∩Ω, respectively, and Φ is a nonnegative function of two real variables. We show that, for this problem, the Bernoulli constant, which determines the gradient jump condition across the free boundary, is of global type and it is indeed determined by the weighted volumes of the phas...

A quenched study of the Schroedinger functional with chirally rotated boundary conditions. Non-preturbative tuning

Energy Technology Data Exchange (ETDEWEB)

Lopez, J. Gonzalez [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Renner, D.B. [Jefferson Lab, Newport News, VA (United States); Shindler, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik

2012-08-23

The use of chirally rotated boundary conditions provides a formulation of the Schroedinger functional that is compatible with automatic O(a) improvement of Wilson fermions up to O(a) boundary contributions. The elimination of bulk O(a) effects requires the non-perturbative tuning of the critical mass and one additional boundary counterterm. We present the results of such a tuning in a quenched setup for several values of the renormalized gauge coupling, from perturbative to nonperturbative regimes, and for a range of lattice spacings. We also check that the correct boundary conditions and symmetries are restored in the continuum limit. (orig.)

A quenched study of the Schroedinger functional with chirally rotated boundary conditions. Non-preturbative tuning

International Nuclear Information System (INIS)

Lopez, J. Gonzalez; Jansen, K.; Renner, D.B.; Shindler, A.

2012-01-01

The use of chirally rotated boundary conditions provides a formulation of the Schroedinger functional that is compatible with automatic O(a) improvement of Wilson fermions up to O(a) boundary contributions. The elimination of bulk O(a) effects requires the non-perturbative tuning of the critical mass and one additional boundary counterterm. We present the results of such a tuning in a quenched setup for several values of the renormalized gauge coupling, from perturbative to nonperturbative regimes, and for a range of lattice spacings. We also check that the correct boundary conditions and symmetries are restored in the continuum limit. (orig.)

Exchange Processes in the Atmospheric Boundary Layer Over Mountainous Terrain

Directory of Open Access Journals (Sweden)

Stefano Serafin

2018-03-01

Full Text Available The exchange of heat, momentum, and mass in the atmosphere over mountainous terrain is controlled by synoptic-scale dynamics, thermally driven mesoscale circulations, and turbulence. This article reviews the key challenges relevant to the understanding of exchange processes in the mountain boundary layer and outlines possible research priorities for the future. The review describes the limitations of the experimental study of turbulent exchange over complex terrain, the impact of slope and valley breezes on the structure of the convective boundary layer, and the role of intermittent mixing and wave–turbulence interaction in the stable boundary layer. The interplay between exchange processes at different spatial scales is discussed in depth, emphasizing the role of elevated and ground-based stable layers in controlling multi-scale interactions in the atmosphere over and near mountains. Implications of the current understanding of exchange processes over mountains towards the improvement of numerical weather prediction and climate models are discussed, considering in particular the representation of surface boundary conditions, the parameterization of sub-grid-scale exchange, and the development of stochastic perturbation schemes.

Existence and asymptotic behavior of the wave equation with dynamic boundary conditions

KAUST Repository

Graber, Philip Jameson; Said-Houari, Belkacem

2012-01-01

The goal of this work is to study a model of the strongly damped wave equation with dynamic boundary conditions and nonlinear boundary/interior sources and nonlinear boundary/interior damping. First, applying the nonlinear semigroup theory, we show the existence and uniqueness of local in time solutions. In addition, we show that in the strongly damped case solutions gain additional regularity for positive times t>0. Second, we show that under some restrictions on the initial data and if the interior source dominates the interior damping term and if the boundary source dominates the boundary damping, then the solution grows as an exponential function. Moreover, in the absence of the strong damping term, we prove that the solution ceases to exists and blows up in finite time. © 2012 Springer Science+Business Media, LLC.

Existence and asymptotic behavior of the wave equation with dynamic boundary conditions

KAUST Repository

Graber, Philip Jameson

2012-03-07

The goal of this work is to study a model of the strongly damped wave equation with dynamic boundary conditions and nonlinear boundary/interior sources and nonlinear boundary/interior damping. First, applying the nonlinear semigroup theory, we show the existence and uniqueness of local in time solutions. In addition, we show that in the strongly damped case solutions gain additional regularity for positive times t>0. Second, we show that under some restrictions on the initial data and if the interior source dominates the interior damping term and if the boundary source dominates the boundary damping, then the solution grows as an exponential function. Moreover, in the absence of the strong damping term, we prove that the solution ceases to exists and blows up in finite time. © 2012 Springer Science+Business Media, LLC.

Confinement dynamics and boundary condition studies in the Reversed Field Pinch

International Nuclear Information System (INIS)

Schoenberg, K.F.; Ingraham, J.C.; Moses, R.W. Jr.

1988-01-01

The study of confinement dynamics, including investigation of the boundary conditions required for plasma sustainment, are central to the development of the Reversed Field Pinch (RFP) concept. Recently, several insights into confinement have emerged from a detailed investigation RFP electron and ion dynamics. These insights derive from the recognition that both magnetohydrodynamic (MHD) and electron kinetic effects play an important and coupled role in RFP stability, sustainment, and confinement. In this paper, we summarize the results of confinement studies on the ZT-40M experiment, and boundary condition studies on the Wisconsin non-circular RFP experiment. A brief description of the newly commissioned Madison Symmetric Torus (MST) is also presented. 28 refs., 3 figs

On flows of viscoelastic fluids under threshold-slip boundary conditions

Science.gov (United States)

Baranovskii, E. S.

2018-03-01

We investigate a boundary-value problem for the steady isothermal flow of an incompressible viscoelastic fluid of Oldroyd type in a 3D bounded domain with impermeable walls. We use the Fujita threshold-slip boundary condition. This condition states that the fluid can slip along a solid surface when the shear stresses reach a certain critical value; otherwise the slipping velocity is zero. Assuming that the flow domain is not rotationally symmetric, we prove an existence theorem for the corresponding slip problem in the framework of weak solutions. The proof uses methods for solving variational inequalities with pseudo-monotone operators and convex functionals, the method of introduction of auxiliary viscosity, as well as a passage-to-limit procedure based on energy estimates of approximate solutions, Korn’s inequality, and compactness arguments. Also, some properties and estimates of weak solutions are established.

Investigating effects of boundary conditions on the evaluation of R-factor of un-braced steel frames

Directory of Open Access Journals (Sweden)

Masood M.M. Irheem

2017-08-01

Full Text Available Design of Structures to resist seismic load depends on the theory of dissipation in elastic of energy that already exists in response modification factor “R-factor”. The main problem in codes gives a constant value for R-factor, since change in boundary conditions of building change in behavior of steel frame structures and that effect on R-factor. This study is an attempt to assess overstrength, ductility and response modification factor of un-braced steel frames under change in boundary conditions as change in the direction of strong axis of column and support type beside to variation in story and bay number to be 9 frame and each frame has 8 different boundary conditions as sum of 72 case for analysis. These frames were analyzed by using nonlinear static “pushover” analysis using SAP2000 program. As a result of this study R-factor does not has a constant value, when change in boundary conditions R-factor directly changes, minimum value of 8 boundary conditions is close to the code value that is mean the code is more conservative and give a large factor of safety. Ductility reduction factor increases with increasing number of story for all boundary conditions, but overstrength has different rule. Response modification factor, overstrength factor and ductility reduction factor decrease when fundamentals period increasing for the studied frames.

Dispersion of a Passive Scalar Fluctuating Plume in a Turbulent Boundary Layer. Part III: Stochastic Modelling

Science.gov (United States)

Marro, Massimo; Salizzoni, Pietro; Soulhac, Lionel; Cassiani, Massimo

2018-01-01

We analyze the reliability of the Lagrangian stochastic micromixing method in predicting higher-order statistics of the passive scalar concentration induced by an elevated source (of varying diameter) placed in a turbulent boundary layer. To that purpose we analyze two different modelling approaches by testing their results against the wind-tunnel measurements discussed in Part I (Nironi et al., Boundary-Layer Meteorology, 2015, Vol. 156, 415-446). The first is a probability density function (PDF) micromixing model that simulates the effects of the molecular diffusivity on the concentration fluctuations by taking into account the background particles. The second is a new model, named VPΓ, conceived in order to minimize the computational costs. This is based on the volumetric particle approach providing estimates of the first two concentration moments with no need for the simulation of the background particles. In this second approach, higher-order moments are computed based on the estimates of these two moments and under the assumption that the concentration PDF is a Gamma distribution. The comparisons concern the spatial distribution of the first four moments of the concentration and the evolution of the PDF along the plume centreline. The novelty of this work is twofold: (i) we perform a systematic comparison of the results of micro-mixing Lagrangian models against experiments providing profiles of the first four moments of the concentration within an inhomogeneous and anisotropic turbulent flow, and (ii) we show the reliability of the VPΓ model as an operational tool for the prediction of the PDF of the concentration.

Dispersion of a Passive Scalar Fluctuating Plume in a Turbulent Boundary Layer. Part III: Stochastic Modelling

Science.gov (United States)

Marro, Massimo; Salizzoni, Pietro; Soulhac, Lionel; Cassiani, Massimo

2018-06-01

We analyze the reliability of the Lagrangian stochastic micromixing method in predicting higher-order statistics of the passive scalar concentration induced by an elevated source (of varying diameter) placed in a turbulent boundary layer. To that purpose we analyze two different modelling approaches by testing their results against the wind-tunnel measurements discussed in Part I (Nironi et al., Boundary-Layer Meteorology, 2015, Vol. 156, 415-446). The first is a probability density function (PDF) micromixing model that simulates the effects of the molecular diffusivity on the concentration fluctuations by taking into account the background particles. The second is a new model, named VPΓ, conceived in order to minimize the computational costs. This is based on the volumetric particle approach providing estimates of the first two concentration moments with no need for the simulation of the background particles. In this second approach, higher-order moments are computed based on the estimates of these two moments and under the assumption that the concentration PDF is a Gamma distribution. The comparisons concern the spatial distribution of the first four moments of the concentration and the evolution of the PDF along the plume centreline. The novelty of this work is twofold: (i) we perform a systematic comparison of the results of micro-mixing Lagrangian models against experiments providing profiles of the first four moments of the concentration within an inhomogeneous and anisotropic turbulent flow, and (ii) we show the reliability of the VPΓ model as an operational tool for the prediction of the PDF of the concentration.

Foundations of stochastic analysis

CERN Document Server

Rao, M M; Lukacs, E

1981-01-01

Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea

An Evaluation of a Phase-Lag Boundary Condition for Francis Hydroturbine Simulations Using a Pressure-Based Solver

Science.gov (United States)

Wouden, Alex; Cimbala, John; Lewis, Bryan

2014-11-01

While the periodic boundary condition is useful for handling rotational symmetry in many axisymmetric geometries, its application fails for analysis of rotor-stator interaction (RSI) in multi-stage turbomachinery flow. The inadequacy arises from the underlying geometry where the blade counts per row differ, since the blade counts are crafted to deter the destructive harmonic forces of synchronous blade passing. Therefore, to achieve the computational advantage of modeling a single blade passage per row while preserving the integrity of the RSI, a phase-lag boundary condition is adapted to OpenFOAM® software's incompressible pressure-based solver. The phase-lag construct is accomplished through restating the implicit periodic boundary condition as a constant boundary condition that is updated at each time step with phase-shifted data from the coupled cells adjacent to the boundary. Its effectiveness is demonstrated using a typical Francis hydroturbine modeled as single- and double-passages with phase-lag boundary conditions. The evaluation of the phase-lag condition is based on the correspondence of the overall computational performance and the calculated flow parameters of the phase-lag simulations with those of a baseline full-wheel simulation. Funded in part by DOE Award Number: DE-EE0002667.

Influence of Boundary Conditions on the Simulation of a Diamond-Type Lattice Structure: A Preliminary Study

Directory of Open Access Journals (Sweden)

Patrick Terriault

2017-01-01

Full Text Available Emergent additive manufacturing processes allow the use of metallic porous structures in various industrial applications. Because these structures comprise a large number of ordered unit cells, their design using conventional modeling approaches, such as finite elements, becomes a real challenge. A homogenization technique, in which the lattice structure is simulated as a fully dense volume having equivalent material properties, can then be employed. To determine these equivalent material properties, numerical simulations can be performed on a single unit cell of the lattice structure. However, a critical aspect to consider is the boundary conditions applied to the external faces of the unit cell. In the literature, different types of boundary conditions are used, but a comparative study is definitely lacking. In this publication, a diamond-type unit cell is studied in compression by applying different boundary conditions. If the porous structure’s boundaries are free to deform, then the periodic boundary condition is found to be the most representative, but constraint equations must be introduced in the model. If, instead, the porous structure is inserted in a rigid enclosure, it is then better to use frictionless boundary conditions. These preliminary results remain to be validated for other types of unit cells loaded beyond the yield limit of the material.

Automatic generation of boundary conditions using demons nonrigid image registration for use in 3-D modality-independent elastography.

Science.gov (United States)

Pheiffer, Thomas S; Ou, Jao J; Ong, Rowena E; Miga, Michael I

2011-09-01

Modality-independent elastography (MIE) is a method of elastography that reconstructs the elastic properties of tissue using images acquired under different loading conditions and a biomechanical model. Boundary conditions are a critical input to the algorithm and are often determined by time-consuming point correspondence methods requiring manual user input. This study presents a novel method of automatically generating boundary conditions by nonrigidly registering two image sets with a demons diffusion-based registration algorithm. The use of this method was successfully performed in silico using magnetic resonance and X-ray-computed tomography image data with known boundary conditions. These preliminary results produced boundary conditions with an accuracy of up to 80% compared to the known conditions. Demons-based boundary conditions were utilized within a 3-D MIE reconstruction to determine an elasticity contrast ratio between tumor and normal tissue. Two phantom experiments were then conducted to further test the accuracy of the demons boundary conditions and the MIE reconstruction arising from the use of these conditions. Preliminary results show a reasonable characterization of the material properties on this first attempt and a significant improvement in the automation level and viability of the method.

Influence of model boundary conditions on blood flow patterns in a patient specific stenotic right coronary artery.

Science.gov (United States)

Liu, Biyue; Zheng, Jie; Bach, Richard; Tang, Dalin

2015-01-01

In literature, the effect of the inflow boundary condition was investigated by examining the impact of the waveform and the shape of the spatial profile of the inlet velocity on the cardiac hemodynamics. However, not much work has been reported on comparing the effect of the different combinations of the inlet/outlet boundary conditions on the quantification of the pressure field and flow distribution patterns in stenotic right coronary arteries. Non-Newtonian models were used to simulate blood flow in a patient-specific stenotic right coronary artery and investigate the influence of different boundary conditions on the phasic variation and the spatial distribution patterns of blood flow. The 3D geometry of a diseased artery segment was reconstructed from a series of IVUS slices. Five different combinations of the inlet and the outlet boundary conditions were tested and compared. The temporal distribution patterns and the magnitudes of the velocity, the wall shear stress (WSS), the pressure, the pressure drop (PD), and the spatial gradient of wall pressure (WPG) were different when boundary conditions were imposed using different pressure/velocity combinations at inlet/outlet. The maximum velocity magnitude in a cardiac cycle at the center of the inlet from models with imposed inlet pressure conditions was about 29% lower than that from models using fully developed inlet velocity data. Due to the fact that models with imposed pressure conditions led to blunt velocity profile, the maximum wall shear stress at inlet in a cardiac cycle from models with imposed inlet pressure conditions was about 29% higher than that from models with imposed inlet velocity boundary conditions. When the inlet boundary was imposed by a velocity waveform, the models with different outlet boundary conditions resulted in different temporal distribution patterns and magnitudes of the phasic variation of pressure. On the other hand, the type of different boundary conditions imposed at the

Predictability of Japan/East Sea (JES) System to Uncertain Initial/Lateral Boundary Conditions and Surface Winds

National Research Council Canada - National Science Library

Fang, Chin-Lung

2003-01-01

.... Change in either initial or boundary condition leads to a variety of model solutions. It is necessary to specify realistic initial and boundary conditions to achieve better understanding and prediction of the ocean behavior...

Effects of microscopic boundary conditions on plastic deformations of small-sized single crystals

DEFF Research Database (Denmark)

Kuroda, Mitsutoshi; Tvergaard, Viggo

2009-01-01

The finite deformation version of the higher-order gradient crystal plasticity model proposed by the authors is applied to solve plane strain boundary value problems, in order to obtain an understanding of the effect of the higher-order boundary conditions. Numerical solutions are carried out...

Mode solutions for a Klein-Gordon field in anti-de Sitter spacetime with dynamical boundary conditions of Wentzell type

Science.gov (United States)

Dappiaggi, Claudio; Ferreira, Hugo R. C.; Juárez-Aubry, Benito A.

2018-04-01

We study a real, massive Klein-Gordon field in the Poincaré fundamental domain of the (d +1 )-dimensional anti-de Sitter (AdS) spacetime, subject to a particular choice of dynamical boundary conditions of generalized Wentzell type, whereby the boundary data solves a nonhomogeneous, boundary Klein-Gordon equation, with the source term fixed by the normal derivative of the scalar field at the boundary. This naturally defines a field in the conformal boundary of the Poincaré fundamental domain of AdS. We completely solve the equations for the bulk and boundary fields and investigate the existence of bound state solutions, motivated by the analogous problem with Robin boundary conditions, which are recovered as a limiting case. Finally, we argue that both Robin and generalized Wentzell boundary conditions are distinguished in the sense that they are invariant under the action of the isometry group of the AdS conformal boundary, a condition which ensures in addition that the total flux of energy across the boundary vanishes.

Discontinuous Sturm-Liouville Problems with Eigenvalue Dependent Boundary Condition

Energy Technology Data Exchange (ETDEWEB)

Amirov, R. Kh., E-mail: emirov@cumhuriyet.edu.tr; Ozkan, A. S., E-mail: sozkan@cumhuriyet.edu.tr [Cumhuriyet University, Department of Mathematics Faculty of Art and Science (Turkey)

2014-12-15

In this study, an inverse problem for Sturm-Liouville differential operators with discontinuities is studied when an eigenparameter appears not only in the differential equation but it also appears in the boundary condition. Uniqueness theorems of inverse problems according to the Prüfer angle, the Weyl function and two different eigenvalues sets are proved.

A condition-based maintenance policy for stochastically deteriorating systems

International Nuclear Information System (INIS)

Grall, A.; Berenguer, C.; Dieulle, L.

2002-01-01

We focus on the analytical modeling of a condition-based inspection/replacement policy for a stochastically and continuously deteriorating single-unit system. We consider both the replacement threshold and the inspection schedule as decision variables for this maintenance problem and we propose to implement the maintenance policy using a multi-level control-limit rule. In order to assess the performance of the proposed maintenance policy and to minimize the long run expected maintenance cost per unit time, a mathematical model for the maintained system cost is derived, supported by the existence of a stationary law for the maintained system state. Numerical experiments illustrate the performance of the proposed policy and confirm that the maintenance cost rate on an infinite horizon can be minimized by a joint optimization of the maintenance structure thresholds, or equivalently by a joint optimization of a system replacement threshold and the aperiodic inspection schedule

Regularization of moving boundaries in a Laplacian field by a mixed Dirichlet-Neumann boundary condition : exact results

NARCIS (Netherlands)

B.J. Meulenbroek (Bernard); U. M. Ebert (Ute); L. Schäfer

2005-01-01

textabstractThe dynamics of ionization fronts that generate a conducting body, are in simplest approximation equivalent to viscous fingering without regularization. Going beyond this approximation, we suggest that ionization fronts can be modeled by a mixed Dirichlet-Neumann boundary condition. We

Influence of the Outer Boundary Condition on models of AGB stars

Science.gov (United States)

Wagstaff, G.; Weiss, A.

2018-04-01

Current implementations of the stellar atmosphere typically derive boundary conditions for the interior model from either grey plane-parallel atmospheres or scaled solar atmospheres, neither of which can be considered to have appropriate underlying assumptions for the Thermally Pulsing Asymptotic Giant Branch (TP-AGB). This paper discusses the treatment and influence of the outer boundary condition within stellar evolution codes, and the resulting effects on the AGB evolution. The complex interaction of processes, such as the third dredge up and mass loss, governing the TP-AGB can be affected by varying the treatment of this boundary condition. Presented here are the results from altering the geometry, opacities and the implementation of a grid of MARCS/COMARCS model atmospheres in order to improve this treatment. Although there are changes in the TP-AGB evolution, observable quantities, such as the final core mass, are not significantly altered as a result of the change of atmospheric treatment. During the course of the investigation, a previously unseen phenomena in the AGB models was observed and further investigated. This is believed to be physical, although arising from specific conditions which make its presence unlikely. If it were present in stars, this phenomenon would increase the carbon-star lifetime above 10Myr and increase the final core mass by ˜0.1M⊙ in the narrow initial-mass range where it was observed (˜2 - 2.3M⊙).

Experimental verification of electrostatic boundary conditions in gate-patterned quantum devices

Science.gov (United States)

Hou, H.; Chung, Y.; Rughoobur, G.; Hsiao, T. K.; Nasir, A.; Flewitt, A. J.; Griffiths, J. P.; Farrer, I.; Ritchie, D. A.; Ford, C. J. B.

2018-06-01

In a model of a gate-patterned quantum device, it is important to choose the correct electrostatic boundary conditions (BCs) in order to match experiment. In this study, we model gated-patterned devices in doped and undoped GaAs heterostructures for a variety of BCs. The best match is obtained for an unconstrained surface between the gates, with a dielectric region above it and a frozen layer of surface charge, together with a very deep back boundary. Experimentally, we find a  ∼0.2 V offset in pinch-off characteristics of 1D channels in a doped heterostructure before and after etching off a ZnO overlayer, as predicted by the model. Also, we observe a clear quantised current driven by a surface acoustic wave through a lateral induced n-i-n junction in an undoped heterostructure. In the model, the ability to pump electrons in this type of device is highly sensitive to the back BC. Using the improved boundary conditions, it is straightforward to model quantum devices quite accurately using standard software.

Artificial Boundary Conditions for the Numerical Simulation of Unsteady Acoustic Waves

National Research Council Canada - National Science Library

Tsynkov, S. V

2003-01-01

We construct non-local artificial boundary conditions (ABCs) for the numerical simulation of genuinely time-dependent acoustic waves that propagate from a compact source in an unbounded unobstructed space...

Simulation of microcirculatory hemodynamics: estimation of boundary condition using particle swarm optimization.

Science.gov (United States)

Pan, Qing; Wang, Ruofan; Reglin, Bettina; Fang, Luping; Pries, Axel R; Ning, Gangmin

2014-01-01

Estimation of the boundary condition is a critical problem in simulating hemodynamics in microvascular networks. This paper proposed a boundary estimation strategy based on a particle swarm optimization (PSO) algorithm, which aims to minimize the number of vessels with inverted flow direction in comparison to the experimental observation. The algorithm took boundary values as the particle swarm and updated the position of the particles iteratively to approach the optimization target. The method was tested in a real rat mesenteric network. With random initial boundary values, the method achieved a minimized 9 segments with an inverted flow direction in the network with 546 vessels. Compared with reported literature, the current work has the advantage of a better fit with experimental observations and is more suitable for the boundary estimation problem in pulsatile hemodynamic models due to the experiment-based optimization target selection.

Universal parity effects in the entanglement entropy of XX chains with open boundary conditions

International Nuclear Information System (INIS)

Fagotti, Maurizio; Calabrese, Pasquale

2011-01-01

We consider the Rényi entanglement entropies in the one-dimensional XX spin-chains with open boundary conditions in the presence of a magnetic field. In the case of a semi-infinite system and a block starting from the boundary, we derive rigorously the asymptotic behavior for large block sizes on the basis of a recent mathematical theorem for the determinant of Toeplitz plus Hankel matrices. We conjecture a generalized Fisher–Hartwig form for the corrections to the asymptotic behavior of this determinant that allows the exact characterization of the corrections to the scaling at order o(l -1 ) for any n. By combining these results with conformal field theory arguments, we derive exact expressions also in finite chains with open boundary conditions and in the case when the block is detached from the boundary

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries.

Science.gov (United States)

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Validation of Boundary Conditions for CFD Simulations on Ventilated Rooms

DEFF Research Database (Denmark)

Topp, Claus; Jensen, Rasmus Lund; Pedersen, D.N.

2001-01-01

The application of Computational Fluid Dynamics (CFD) for ventilation research and design of ventilation systems has increased during the recent years. This paper provides an investigation of direct description of boundary conditions for a complex inlet diffuser and a heated surface. A series...

Communication: modeling charge-sign asymmetric solvation free energies with nonlinear boundary conditions.

Science.gov (United States)

Bardhan, Jaydeep P; Knepley, Matthew G

2014-10-07

We show that charge-sign-dependent asymmetric hydration can be modeled accurately using linear Poisson theory after replacing the standard electric-displacement boundary condition with a simple nonlinear boundary condition. Using a single multiplicative scaling factor to determine atomic radii from molecular dynamics Lennard-Jones parameters, the new model accurately reproduces MD free-energy calculations of hydration asymmetries for: (i) monatomic ions, (ii) titratable amino acids in both their protonated and unprotonated states, and (iii) the Mobley "bracelet" and "rod" test problems [D. L. Mobley, A. E. Barber II, C. J. Fennell, and K. A. Dill, "Charge asymmetries in hydration of polar solutes," J. Phys. Chem. B 112, 2405-2414 (2008)]. Remarkably, the model also justifies the use of linear response expressions for charging free energies. Our boundary-element method implementation demonstrates the ease with which other continuum-electrostatic solvers can be extended to include asymmetry.

Communication: Modeling charge-sign asymmetric solvation free energies with nonlinear boundary conditions

International Nuclear Information System (INIS)

Bardhan, Jaydeep P.; Knepley, Matthew G.

2014-01-01

We show that charge-sign-dependent asymmetric hydration can be modeled accurately using linear Poisson theory after replacing the standard electric-displacement boundary condition with a simple nonlinear boundary condition. Using a single multiplicative scaling factor to determine atomic radii from molecular dynamics Lennard-Jones parameters, the new model accurately reproduces MD free-energy calculations of hydration asymmetries for: (i) monatomic ions, (ii) titratable amino acids in both their protonated and unprotonated states, and (iii) the Mobley “bracelet” and “rod” test problems [D. L. Mobley, A. E. Barber II, C. J. Fennell, and K. A. Dill, “Charge asymmetries in hydration of polar solutes,” J. Phys. Chem. B 112, 2405–2414 (2008)]. Remarkably, the model also justifies the use of linear response expressions for charging free energies. Our boundary-element method implementation demonstrates the ease with which other continuum-electrostatic solvers can be extended to include asymmetry

Communication: Modeling charge-sign asymmetric solvation free energies with nonlinear boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Bardhan, Jaydeep P. [Department of Mechanical and Industrial Engineering, Northeastern University, Boston, Massachusetts 02115 (United States); Knepley, Matthew G. [Computation Institute, The University of Chicago, Chicago, Illinois 60637 (United States)

2014-10-07

We show that charge-sign-dependent asymmetric hydration can be modeled accurately using linear Poisson theory after replacing the standard electric-displacement boundary condition with a simple nonlinear boundary condition. Using a single multiplicative scaling factor to determine atomic radii from molecular dynamics Lennard-Jones parameters, the new model accurately reproduces MD free-energy calculations of hydration asymmetries for: (i) monatomic ions, (ii) titratable amino acids in both their protonated and unprotonated states, and (iii) the Mobley “bracelet” and “rod” test problems [D. L. Mobley, A. E. Barber II, C. J. Fennell, and K. A. Dill, “Charge asymmetries in hydration of polar solutes,” J. Phys. Chem. B 112, 2405–2414 (2008)]. Remarkably, the model also justifies the use of linear response expressions for charging free energies. Our boundary-element method implementation demonstrates the ease with which other continuum-electrostatic solvers can be extended to include asymmetry.

Bound states in waveguides with complex Robin boundary conditions

Czech Academy of Sciences Publication Activity Database

Novák, Radek

2016-01-01

Roč. 96, 3-4 (2016), s. 251-281 ISSN 0921-7134 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : non-self-adjointness * waveguide * Robin boundary conditions * spectral analysis * essential spectrum * weak coupling * Birman-Schwinger principle * reality of the spectrum Subject RIV: BE - Theoretical Physics Impact factor: 0.933, year: 2016

Regularization of moving boundaries in a Laplacian field by a mixed dirichlet-neumann boundary condition: Exact results

NARCIS (Netherlands)

Meulenbroek, B.; Ebert, U.; Schäfer, L.

2005-01-01

The dynamics of ionization fronts that generate a conducting body are in the simplest approximation equivalent to viscous fingering without regularization. Going beyond this approximation, we suggest that ionization fronts can be modeled by a mixed Dirichlet-Neumann boundary condition. We derive

Explicit formulation for natural frequencies of double-beam system with arbitrary boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Mirzabeigy, Alborz; Madoliat, Reza [Iran University of Science and Technology, Narmak, Tehran (Iran, Islamic Republic of); Dabbagh, Vahid [University of Malaya, Kuala Lumpur (Malaysia)

2017-02-15

In this paper, free transverse vibration of two parallel beams connected through Winkler type elastic layer is investigated. Euler- Bernoulli beam hypothesis has been applied and it is assumed that boundary conditions of upper and lower beams are similar while arbitrary without any limitation even for non-ideal boundary conditions. Material properties and cross-section geometry of beams could be different from each other. The motion of the system is described by a homogeneous set of two partial differential equations, which is solved by using the classical Bernoulli-Fourier method. Explicit expressions are derived for the natural frequencies. In order to verify accuracy of results, the problem once again solved using modified Adomian decomposition method. Comparison between results indicates excellent accuracy of proposed formulation for any arbitrary boundary conditions. Derived explicit formulation is simplest method to determine natural frequencies of double-beam systems with high level of accuracy in comparison with other methods in literature.

General no-go condition for stochastic pumping

Czech Academy of Sciences Publication Activity Database

Maes, C.; Netočný, Karel; Thomas, S.R.

2010-01-01

Roč. 132, č. 23 (2010), 234116/1-234116/6 ISSN 0021-9606 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : stochastic pumps * molecular motors * non-Markov dynamics Subject RIV: BE - Theoretical Physics Impact factor: 2.920, year: 2010 http://jcp.aip.org/jcpsa6/v132/i23/p234116_s1

Adapting a Fourier pseudospectral method to Dirichlet boundary conditions for Rayleigh-Bénard convection

Directory of Open Access Journals (Sweden)

I. C. Ramos

2015-10-01

Full Text Available We present the adaptation to non-free boundary conditions of a pseudospectral method based on the (complex Fourier transform. The method is applied to the numerical integration of the Oberbeck-Boussinesq equations in a Rayleigh-Bénard cell with no-slip boundary conditions for velocity and Dirichlet boundary conditions for temperature. We show the first results of a 2D numerical simulation of dry air convection at high Rayleigh number (. These results are the basis for the later study, by the same method, of wet convection in a solar still. Received: 20 Novembre 2014, Accepted: 15 September 2015; Edited by: C. A. Condat, G. J. Sibona; DOI:http://dx.doi.org/10.4279/PIP.070015 Cite as: I C Ramos, C B Briozzo, Papers in Physics 7, 070015 (2015

Safety Analysis of Stochastic Dynamical Systems

DEFF Research Database (Denmark)

Sloth, Christoffer; Wisniewski, Rafael

2015-01-01

This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....

RECTC/RECTCF, 2. Order Elliptical Partial Differential Equation, Arbitrary Boundary Conditions

International Nuclear Information System (INIS)

Hackbusch, W.

1983-01-01

1 - Description of problem or function: A general linear elliptical second order partial differential equation on a rectangle with arbitrary boundary conditions is solved. 2 - Method of solution: Multi-grid iteration

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas

2017-12-27

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas; Richtarik, Peter

2017-01-01

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Effect of magnetization boundary condition on cavity magnon polariton of YIG thin film

Science.gov (United States)

Jiang, H. H.; Xiao, Y.; Hu, C. M.; Guo, H.; Xia, K.

2018-06-01

Motivated by recent studies of cavity magnon polariton (CMP), we extended a previous theoretical work to generalize microwave transmission calculation with various magnetization boundary condition of YIG thin film embedded in cavity. It is found that numerical implementation given in this paper can be easily applied to other magnetization boundary condition and extended to magnetic multilayers. Numerical results show that ferromagnetic resonance mode of microwave transmission spectrum, which is absent in previous calculation, can be recovered by altering the pinning condition of surface spins. The demonstrated reliability of our theory opens attractive perspectives for studying CMP of thin film with complicated surface magnetization distribution and magnetic multilayers.

Estimation of the risks of stochastic effects attributable to the radiological conditions in Tbilisi

International Nuclear Information System (INIS)

Vepkhvadze, N.R.; Gelashvili, K.D.; Kiladze, N.A.

1997-01-01

Radiation background in Tbilisi City has been studied; collective and annual average statistic dozes have been ascertained, parameters of stochastic effects' (cancerogenic, genetic) risks caused by low dozes of ionizing radiation have been calculated. From 21 cases of total risk 7 are stipulated by genetic defects, 14 - by lethal malignant tumor. The conclusion is that we should not expect important changes in health condition of population caused by existing in Tbilisi City radiation background. (author)

Global exponential stability and periodicity of reaction-diffusion delayed recurrent neural networks with Dirichlet boundary conditions

International Nuclear Information System (INIS)

Lu Junguo

2008-01-01

In this paper, the global exponential stability and periodicity for a class of reaction-diffusion delayed recurrent neural networks with Dirichlet boundary conditions are addressed by constructing suitable Lyapunov functionals and utilizing some inequality techniques. We first prove global exponential converge to 0 of the difference between any two solutions of the original reaction-diffusion delayed recurrent neural networks with Dirichlet boundary conditions, the existence and uniqueness of equilibrium is the direct results of this procedure. This approach is different from the usually used one where the existence, uniqueness of equilibrium and stability are proved in two separate steps. Furthermore, we prove periodicity of the reaction-diffusion delayed recurrent neural networks with Dirichlet boundary conditions. Sufficient conditions ensuring the global exponential stability and the existence of periodic oscillatory solutions for the reaction-diffusion delayed recurrent neural networks with Dirichlet boundary conditions are given. These conditions are easy to check and have important leading significance in the design and application of reaction-diffusion recurrent neural networks with delays. Finally, two numerical examples are given to show the effectiveness of the obtained results

On the physical solutions to the heat equation subjected to nonlinear boundary conditions

International Nuclear Information System (INIS)

Gama, R.M.S. da.

1990-01-01

This work consists of a discussion on the physical solutions to the steady-state heat transfer equation, when it is subjected to nonlinear boundary conditions. It will be presented a functional, whose minimum occurs for the (unique) physical solution to the condidered heat transfer problem, suitable for a large class of typical (nonlinear) boundary conditions (representing the radiative/convective loss from the body to the environment). It will be demonstrated that these problems admit-always one, and only one, physical solution (which represents the absolute temperature). (author)

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

Energy Technology Data Exchange (ETDEWEB)

Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

2012-12-15

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

International Nuclear Information System (INIS)

Hosking, John Joseph Absalom

2012-01-01

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

Heat conduction in a plate-type fuel element with time-dependent boundary conditions

International Nuclear Information System (INIS)

Faya, A.J.G.; Maiorino, J.R.

1981-01-01

A method for the solution of boundary-value problems with variable boundary conditions is applied to solve a heat conduction problem in a plate-type fuel element with time dependent film coefficient. The numerical results show the feasibility of the method in the solution of this class of problems. (Author) [pt

Existence of 2m-1 Positive Solutions for Sturm-Liouville Boundary Value Problems with Linear Functional Boundary Conditions on the Half-Line

Directory of Open Access Journals (Sweden)

Yanmei Sun

2012-01-01

Full Text Available By using the Leggett-Williams fixed theorem, we establish the existence of multiple positive solutions for second-order nonhomogeneous Sturm-Liouville boundary value problems with linear functional boundary conditions. One explicit example with singularity is presented to demonstrate the application of our main results.

Nonsteady heat conduction code with radiation boundary conditions

International Nuclear Information System (INIS)

Fillo, J.A.; Benenati, R.; Powell, J.

1975-01-01

A heat-transfer model for studying the temperature build-up in graphite blankets for fusion reactors is presented. In essence, the computer code developed is for two-dimensional, nonsteady heat conduction in heterogeneous, anisotropic solids with nonuniform internal heating. Thermal radiation as well as bremsstrahlung radiation boundary conditions are included. Numerical calculations are performed for two design options by varying the wall loading, bremsstrahlung, surface layer thickness and thermal conductivity, blanket dimensions, time step and grid size. (auth)

Particles in a magnetic field and plasma analogies: doubly periodic boundary conditions

International Nuclear Information System (INIS)

Forrester, P J

2006-01-01

The N-particle free fermion state for quantum particles in the plane subject to a perpendicular magnetic field, and with doubly periodic boundary conditions, is written in a product form. The absolute value of this is used to formulate an exactly solvable one-component plasma model and further motivates the formulation of an exactly solvable two-species Coulomb gas. The large N expansion of the free energy of both these models exhibits the same O(1) term. On the basis of a relationship to the Gaussian free field, this term is predicted to be universal for conductive Coulomb systems in doubly periodic boundary conditions

Identification of complex model thermal boundary conditions based on exterior temperature measurement

International Nuclear Information System (INIS)

Lu Jianming; Ouyang Guangyao; Zhang Ping; Rong Bojun

2012-01-01

Combining the advantages of the finite element software in temperature field analyzing with the multivariate function optimization arithmetic, a feasibility method based on the exterior temperature was proposed to get the thermal boundary conditions, which was required in temperature field analyzing. The thermal boundary conditions can be obtained only by some temperature measurement values. Taking the identification of the convection heat transfer coefficient of a high power density diesel engine cylinder head as an example, the calculation result shows that when the temperature measurement error was less than 0.5℃, the maximum relative error was less than 2%. It is shown that the new method was feasible (authors)

Communication: Modeling charge-sign asymmetric solvation free energies with nonlinear boundary conditions

Science.gov (United States)

Bardhan, Jaydeep P.; Knepley, Matthew G.

2014-01-01

We show that charge-sign-dependent asymmetric hydration can be modeled accurately using linear Poisson theory after replacing the standard electric-displacement boundary condition with a simple nonlinear boundary condition. Using a single multiplicative scaling factor to determine atomic radii from molecular dynamics Lennard-Jones parameters, the new model accurately reproduces MD free-energy calculations of hydration asymmetries for: (i) monatomic ions, (ii) titratable amino acids in both their protonated and unprotonated states, and (iii) the Mobley “bracelet” and “rod” test problems [D. L. Mobley, A. E. Barber II, C. J. Fennell, and K. A. Dill, “Charge asymmetries in hydration of polar solutes,” J. Phys. Chem. B 112, 2405–2414 (2008)]. Remarkably, the model also justifies the use of linear response expressions for charging free energies. Our boundary-element method implementation demonstrates the ease with which other continuum-electrostatic solvers can be extended to include asymmetry. PMID:25296776

Grain boundary microchemistry and metallurgical characterization of Eurofer'97 after simulated service conditions

International Nuclear Information System (INIS)

Fernandez, P.; Garcia-Mazario, M.; Lancha, A.M.; Lapena, J.

2004-01-01

The aim of this paper is to describe the microstructural investigations, the mechanical properties (hardness, tensile and charpy) and the grain boundary microchemistry studied by Auger electron spectroscopy (AES), of the Eurofer'97 steel aged in the range of temperatures from 400 to 600 deg. C up to 10,000 h. After these thermal aging treatments the steel showed a high microstructural stability, and similar values of hardness, ultimate tensile strength and 0.2% proof stress regardless of the material condition. A slight DBTT increase was observed in the material aged at 600 deg. C for 5000 and 10,000 h. The Auger results showed chromium enrichment at grain boundaries in all material conditions. In addition, phosphorus was detected at the grain boundaries after the aging treatments at 500 deg. C

Critical deflagration waves leading to detonation onset under different boundary conditions

International Nuclear Information System (INIS)

Lin Wei; Zhou Jin; Lin Zhi-Yong; Fan Xiao-Hua

2015-01-01

High-speed turbulent critical deflagration waves before detonation onset in H 2 –air mixture propagated into a square cross section channel, which was assembled of optional rigid rough, rigid smooth, or flexible walls. The corresponding propagation characteristic and the influence of the wall boundaries on the propagation were investigated via high-speed shadowgraph and a high-frequency pressure sampling system. As a comprehensive supplement to the different walls effect investigation, the effect of porous absorbing walls on the detonation propagation was also investigated via smoke foils and the high-frequency pressure sampling system. Results are as follows. In the critical deflagration stage, the leading shock and the closely following turbulent flame front travel at a speed of nearly half the CJ detonation velocity. In the preheated zone, a zonary flame arises from the overlapping part of the boundary layer and the pressure waves, and then merges into the mainstream flame. Among these wall boundary conditions, the rigid rough wall plays a most positive role in the formation of the zonary flame and thus accelerates the transition of the deflagration to detonation (DDT), which is due to the boost of the boundary layer growth and the pressure wave reflection. Even though the flexible wall is not conducive to the pressure wave reflection, it brings out a faster boundary layer growth, which plays a more significant role in the zonary flame formation. Additionally, the porous absorbing wall absorbs the transverse wave and yields detonation decay and velocity deficit. After the absorbing wall, below some low initial pressure conditions, no re-initiation occurs and the deflagration propagates in critical deflagration for a relatively long distance. (paper)

Liouville equation with boundary conditions derived from classical strings

International Nuclear Information System (INIS)

Marnelius, R.

1983-01-01

It is shown in terms of the classical string theory that a breaking of the Weyl invariance necessarily requires the Liouville equation for the variable phi=1n rho, where rho is the variable that appears in the conformal gauge gsub(α#betta#)=rhoetasub(α#betta#). Appropriate boundary conditions on phi for open and closed strings are then derived. (orig.)

Experimental evidence of population differences in reproductive investment conditional on environmental stochasticity

Energy Technology Data Exchange (ETDEWEB)

Gauthey, Zoé [INRA, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, Aquapôle, quartier Ibarron, 64310 Saint-Pée sur Nivelle (France); Univ Pau & Pays Adour, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, UFR Sciences et Techniques de la Côte Basque, Allée du parc Montaury, 64600 Anglet (France); Panserat, Stéphane [INRA, UR 107, Nutrition Metabolism Aquaculture, Aquapôle, 64310 Saint Pée sur Nivelle (France); Elosegi, Arturo [Faculty of Science and Technology, University of the Basque Country UPV/EHU, 48080 Bilbao (Spain); Herman, Alexandre [INRA, UR 107, Nutrition Metabolism Aquaculture, Aquapôle, 64310 Saint Pée sur Nivelle (France); Tentelier, Cédric [INRA, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, Aquapôle, quartier Ibarron, 64310 Saint-Pée sur Nivelle (France); Univ Pau & Pays Adour, UMR 1224, Ecologie Comportementale et Biologie des Populations de Poissons, UFR Sciences et Techniques de la Côte Basque, Allée du parc Montaury, 64600 Anglet (France); and others

2016-01-15

Environmental stochasticity is expected to shape life histories of species, wherein organisms subjected to strong environmental variation should display adaptive response by being able to tune their reproductive investment. For riverine ecosystems, climate models forecast an increase in the frequency and intensity of extreme events such as floods and droughts. The speed and the mechanisms by which organisms may adapt their reproductive investment are therefore of primary importance to understand how species will cope with such radical environmental changes. In the present study, we sampled spawners from two different populations of wild brown trout, originating from two environments with contrasting levels of flow stochasticity. We placed them in sympatry within an experimental channel during reproductive season. In one modality, water flow was maintained constant, whereas in another modality, water flow was highly variable. Reproductive investment of all individuals was monitored using weight and energetic plasma metabolite variation throughout the reproductive season. Only the populations originating from the most variable environment showed a plastic response to experimental manipulation of water flow, the females being able to reduce their weight variation (from 19.2% to 13.1%) and metabolites variations (from 84.2% to 18.6% for triglycerides for instance) under variable flow conditions. These results imply that mechanisms to cope with environmental stochasticity can differ between populations of the same species, where some populations can be plastic whereas other cannot. - Highlights: • We place two populations of brown trout under contrasting water flow for reproduction. • Energetic metabolite variation is used as a cue of reproductive investment. • In constant flow, both populations show the same reproductive investment. • In variable flow, only one of the populations modifies its reproductive investment. • Divergent evolution of reproductive

Experimental evidence of population differences in reproductive investment conditional on environmental stochasticity

International Nuclear Information System (INIS)

Gauthey, Zoé; Panserat, Stéphane; Elosegi, Arturo; Herman, Alexandre; Tentelier, Cédric

2016-01-01

Environmental stochasticity is expected to shape life histories of species, wherein organisms subjected to strong environmental variation should display adaptive response by being able to tune their reproductive investment. For riverine ecosystems, climate models forecast an increase in the frequency and intensity of extreme events such as floods and droughts. The speed and the mechanisms by which organisms may adapt their reproductive investment are therefore of primary importance to understand how species will cope with such radical environmental changes. In the present study, we sampled spawners from two different populations of wild brown trout, originating from two environments with contrasting levels of flow stochasticity. We placed them in sympatry within an experimental channel during reproductive season. In one modality, water flow was maintained constant, whereas in another modality, water flow was highly variable. Reproductive investment of all individuals was monitored using weight and energetic plasma metabolite variation throughout the reproductive season. Only the populations originating from the most variable environment showed a plastic response to experimental manipulation of water flow, the females being able to reduce their weight variation (from 19.2% to 13.1%) and metabolites variations (from 84.2% to 18.6% for triglycerides for instance) under variable flow conditions. These results imply that mechanisms to cope with environmental stochasticity can differ between populations of the same species, where some populations can be plastic whereas other cannot. - Highlights: • We place two populations of brown trout under contrasting water flow for reproduction. • Energetic metabolite variation is used as a cue of reproductive investment. • In constant flow, both populations show the same reproductive investment. • In variable flow, only one of the populations modifies its reproductive investment. • Divergent evolution of reproductive

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan

2016-11-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

DYNAMIC SURFACE BOUNDARY-CONDITIONS - A SIMPLE BOUNDARY MODEL FOR MOLECULAR-DYNAMICS SIMULATIONS

NARCIS (Netherlands)

JUFFER, AH; BERENDSEN, HJC

1993-01-01

A simple model for the treatment of boundaries in molecular dynamics simulations is presented. The method involves the positioning of boundary atoms on a surface that surrounds a system of interest. The boundary atoms interact with the inner region and represent the effect of atoms outside the

Moment-based boundary conditions for lattice Boltzmann simulations of natural convection in cavities

KAUST Repository

Allen, Rebecca

2016-06-29

We study a multiple relaxation time lattice Boltzmann model for natural convection with moment-based boundary conditions. The unknown primary variables of the algorithm at a boundary are found by imposing conditions directly upon hydrodynamic moments, which are then translated into conditions for the discrete velocity distribution functions. The method is formulated so that it is consistent with the second order implementation of the discrete velocity Boltzmann equations for fluid flow and temperature. Natural convection in square cavities is studied for Rayleigh numbers ranging from 103 to 108. An excellent agreement with benchmark data is observed and the flow fields are shown to converge with second order accuracy. Copyright © 2016 Inderscience Enterprises Ltd.

Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

International Nuclear Information System (INIS)

Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.

2013-01-01

The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier–Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

KAUST Repository

Ruggeri, Fabrizio; Sawlan, Zaid A; Scavino, Marco; Tempone, Raul

2016-01-01

In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

KAUST Repository

Ruggeri, Fabrizio

2015-01-07

In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

KAUST Repository

Ruggeri, Fabrizio

2016-01-06

In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

Asymptotic stability and blow up for a semilinear damped wave equation with dynamic boundary conditions

KAUST Repository

Gerbi, Stéphane

2011-12-01

In this paper we consider a multi-dimensional wave equation with dynamic boundary conditions, related to the KelvinVoigt damping. Global existence and asymptotic stability of solutions starting in a stable set are proved. Blow up for solutions of the problem with linear dynamic boundary conditions with initial data in the unstable set is also obtained. © 2011 Elsevier Ltd. All rights reserved.

Asymptotic stability and blow up for a semilinear damped wave equation with dynamic boundary conditions

KAUST Repository

Gerbi, Sté phane; Said-Houari, Belkacem

2011-01-01

In this paper we consider a multi-dimensional wave equation with dynamic boundary conditions, related to the KelvinVoigt damping. Global existence and asymptotic stability of solutions starting in a stable set are proved. Blow up for solutions of the problem with linear dynamic boundary conditions with initial data in the unstable set is also obtained. © 2011 Elsevier Ltd. All rights reserved.

Nonlinear $q$-fractional differential equations with nonlocal and sub-strip type boundary conditions

Directory of Open Access Journals (Sweden)

Bashir Ahmad

2014-06-01

Full Text Available This paper is concerned with new boundary value problems of nonlinear $q$-fractional differential equations with nonlocal and sub-strip type boundary conditions. Our results are new in the present setting and rely on the contraction mapping principle and a fixed point theorem due to O'Regan. Some illustrative examples are also presented.

Assessment of a PML Boundary Condition for Simulating an MRI Radio Frequency Coil

Directory of Open Access Journals (Sweden)

Yunsuo Duan

2008-01-01

Full Text Available Computational methods such as the finite difference time domain (FDTD play an important role in simulating radiofrequency (RF coils used in magnetic resonance imaging (MRI. The choice of absorbing boundary conditions affects the final outcome of such studies. We have used FDTD to assess the Berenger's perfectly matched layer (PML as an absorbing boundary condition for computation of the resonance patterns and electromagnetic fields of RF coils. We first experimentally constructed a high-pass birdcage head coil, measured its resonance pattern, and used it to acquire proton (1H phantom MRI images. We then computed the resonance pattern and B1 field of the coil using FDTD with a PML as an absorbing boundary condition. We assessed the accuracy and efficiency of PML by adjusting the parameters of the PML and comparing the calculated results with measured ones. The optimal PML parameters that produce accurate (comparable to the experimental findings FDTD calculations are then provided for the birdcage head coil operating at 127.72 MHz, the Larmor frequency of 1H at 3 Tesla (T.

Analysis on Forced Vibration of Thin-Wall Cylindrical Shell with Nonlinear Boundary Condition

Directory of Open Access Journals (Sweden)

Qiansheng Tang

2016-01-01

Full Text Available Forced vibration of thin-wall cylindrical shell under nonlinear boundary condition was discussed in this paper. The nonlinear boundary was modeled as supported clearance in one end of shell and the restraint was assumed as linearly elastic in the radial direction. Based on Sanders’ shell theory, Lagrange equation was utilized to derive the nonlinear governing equations of cylindrical shell. The displacements in three directions were represented by beam functions and trigonometric functions. In the study of nonlinear dynamic responses of thin-wall cylindrical shell with supported clearance under external loads, the Newmark method is used to obtain time history, frequency spectrum plot, phase portraits, Poincare section, bifurcation diagrams, and three-dimensional spectrum plot with different parameters. The effects of external loads, supported clearance, and support stiffness on nonlinear dynamics behaviors of cylindrical shell with nonlinear boundary condition were discussed.

Influence of Contact Angle Boundary Condition on CFD Simulation of T-Junction

Science.gov (United States)

Arias, S.; Montlaur, A.

2018-03-01

In this work, we study the influence of the contact angle boundary condition on 3D CFD simulations of the bubble generation process occurring in a capillary T-junction. Numerical simulations have been performed with the commercial Computational Fluid Dynamics solver ANSYS Fluent v15.0.7. Experimental results serve as a reference to validate numerical results for four independent parameters: the bubble generation frequency, volume, velocity and length. CFD simulations accurately reproduce experimental results both from qualitative and quantitative points of view. Numerical results are very sensitive to the gas-liquid-wall contact angle boundary conditions, confirming that this is a fundamental parameter to obtain accurate CFD results for simulations of this kind of problems.

Physically-consistent wall boundary conditions for the k-ω turbulence model

DEFF Research Database (Denmark)

Fuhrman, David R.; Dixen, Martin; Jacobsen, Niels Gjøl

2010-01-01

A model solving Reynolds-averaged Navier–Stokes equations, coupled with k-v turbulence closure, is used to simulate steady channel flow on both hydraulically smooth and rough beds. Novel experimental data are used as model validation, with k measured directly from all three components of the fluc......A model solving Reynolds-averaged Navier–Stokes equations, coupled with k-v turbulence closure, is used to simulate steady channel flow on both hydraulically smooth and rough beds. Novel experimental data are used as model validation, with k measured directly from all three components...... of the fluctuating velocity signal. Both conventional k = 0 and dk/dy = 0 wall boundary conditions are considered. Results indicate that either condition can provide accurate solutions, for the bulk of the flow, over both smooth and rough beds. It is argued that the zero-gradient condition is more consistent...... with the near wall physics, however, as it allows direct integration through a viscous sublayer near smooth walls, while avoiding a viscous sublayer near rough walls. This is in contrast to the conventional k = 0 wall boundary condition, which forces resolution of a viscous sublayer in all circumstances...

Quantum stochastic calculus associated with quadratic quantum noises

International Nuclear Information System (INIS)

Ji, Un Cig; Sinha, Kalyan B.

2016-01-01

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

Quantum stochastic calculus associated with quadratic quantum noises

Energy Technology Data Exchange (ETDEWEB)

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

OpenCL-Based FPGA Accelerator for 3D FDTD with Periodic and Absorbing Boundary Conditions

Directory of Open Access Journals (Sweden)

Hasitha Muthumala Waidyasooriya

2017-01-01

Full Text Available Finite difference time domain (FDTD method is a very poplar way of numerically solving partial differential equations. FDTD has a low operational intensity so that the performances in CPUs and GPUs are often restricted by the memory bandwidth. Recently, deeply pipelined FPGA accelerators have shown a lot of success by exploiting streaming data flows in FDTD computation. In spite of this success, many FPGA accelerators are not suitable for real-world applications that contain complex boundary conditions. Boundary conditions break the regularity of the data flow, so that the performances are significantly reduced. This paper proposes an FPGA accelerator that computes commonly used absorbing and periodic boundary conditions in many 3D FDTD applications. Accelerator is designed using a “C-like” programming language called OpenCL (open computing language. As a result, the proposed accelerator can be customized easily by changing the software code. According to the experimental results, we achieved over 3.3 times and 1.5 times higher processing speed compared to the CPUs and GPUs, respectively. Moreover, the proposed accelerator is more than 14 times faster compared to the recently proposed FPGA accelerators that are capable of handling complex boundary conditions.

An Outflow Boundary Condition Model for Noninvasive Prediction of Fractional Flow Reserve in Diseased Coronary Arteries.

Science.gov (United States)

Fayssal, Iyad A; Moukalled, Fadl; Alam, Samir; Isma'eel, Hussain

2018-04-01

This paper reports on a new boundary condition formulation to model the total coronary myocardial flow and resistance characteristics of the myocardial vascular bed for any specific patient when considered for noninvasive diagnosis of ischemia. The developed boundary condition model gives an implicit representation of the downstream truncated coronary bed. Further, it is based on incorporating patient-specific physiological parameters that can be noninvasively extracted to account for blood flow demand to the myocardium at rest and hyperemic conditions. The model is coupled to a steady three-dimensional (3D) collocated pressure-based finite volume flow solver and used to characterize the "functional significance" of a patient diseased coronary artery segment without the need for predicting the hemodynamics of the entire arterial system. Predictions generated with this boundary condition provide a deep understanding of the inherent challenges behind noninvasive image-based diagnostic techniques when applied to human diseased coronary arteries. The overall numerical method and formulated boundary condition model are validated via two computational-based procedures and benchmarked with available measured data. The newly developed boundary condition is used via a designed computational methodology to (a) confirm the need for incorporating patient-specific physiological parameters when modeling the downstream coronary resistance, (b) explain the discrepancies presented in the literature between measured and computed fractional flow reserve (FFRCT), and (c) discuss the current limitations and future challenges in shifting to noninvasive assessment of ischemia.

A Two-Dimensional Transverse Magnetic Propagation Model of a Sine Wave Using Mur Boundary Conditions

National Research Council Canada - National Science Library

Korjack, T

1997-01-01

.... The nonreflecting boundary conditions due to Mur were used at the boundary surfaces. Electric field intensity distributions resulted over a progressive time expansion to illustrate the propagation effect over the entire 2-D mesh...

Hawking radiation, effective actions and covariant boundary conditions

International Nuclear Information System (INIS)

Banerjee, Rabin; Kulkarni, Shailesh

2008-01-01

From an appropriate expression for the effective action, the Hawking radiation from charged black holes is derived, using only covariant boundary conditions at the event horizon. The connection of our approach with the Unruh vacuum and the recent analysis [S.P. Robinson, F. Wilczek, Phys. Rev. Lett. 95 (2005) 011303, (gr-qc/0502074); S. Iso, H. Umetsu, F. Wilczek, Phys. Rev. Lett. 96 (2006) 151302, (hep-th/0602146); R. Banerjee, S. Kulkarni, (arXiv: 0707.2449 [hep-th])] of Hawking radiation using anomalies is established

The role of lateral boundary conditions in simulations of mineral aerosols by a regional climate model of Southwest Asia

Energy Technology Data Exchange (ETDEWEB)

Marcella, Marc Pace [Ralph M. Parsons Laboratory, Department of Civil and Environmental Engineering, Cambridge, MA (United States); Massachusetts Institute of Technology, Cambridge, Massachusetts (United States); Eltahir, Elfatih A.B. [Massachusetts Institute of Technology, Cambridge, Massachusetts (United States)

2012-01-15

The importance of specifying realistic lateral boundary conditions in the regional modeling of mineral aerosols has not been examined previously. This study examines the impact of assigning values for mineral aerosol (dust) concentrations at the lateral boundaries of Regional Climate Model version 3 (RegCM3) and its aerosol model over Southwest Asia. Currently, the dust emission module of RegCM3 operates over the interior of the domain, allowing dust to be transported to the boundaries, but neglecting any dust emitted at these points or from outside the domain. To account for possible dust occurring at, or entering from the boundaries, mixing ratios of dust concentrations from a larger domain RegCM3 simulation are specified at the boundaries of a smaller domain over Southwest Asia. The lateral boundary conditions are monthly averaged concentration values ({mu}g of dust per kg of dry air) resolved in the vertical for all four dust bin sizes within RegCM3's aerosol model. RegCM3 simulations with the aerosol/dust model including lateral boundary conditions for dust are performed for a five year period and compared to model simulations without prescribed dust concentrations at the boundaries. Results indicate that specifying boundary conditions has a significant impact on dust loading across the entire domain over Southwest Asia. More specifically, a nearly 30% increase in aerosol optical depth occurs during the summer months from specifying realistic dust boundary conditions, bringing model results closer to observations such as MISR. In addition, smaller dust particles at the boundaries have a more important impact than large particles in affecting the dust loading within the interior of this domain. Moreover, increases in aerosol optical depth and dust concentrations within the interior domain are not entirely caused by inflow from the boundaries; results indicate that an increase in the gradient of concentration at the boundaries causes an increase of

Molecular dynamics simulations of a fully hydrated dipalmitoyl phosphatidylcholine bilayer with different macroscopic boundary conditions and parameters

NARCIS (Netherlands)

Tieleman, D.P; Berendsen, H.J.C.

1996-01-01

We compared molecular dynamics simulations of a bilayer of 128 fully hydrated phospholipid (DPPC) molecules, using different parameters and macroscopic boundary conditions. The same system was studied under constant pressure, constant volume, and constant surface tension boundary conditions, with

Thermal boundary conditions for electrons in a weakly ionized gas near a catalytic wall

International Nuclear Information System (INIS)

Chekmarev, I.

1981-01-01

A technique of matched asymptotic expansions is used to examine the derivation of hydrodynamic transport equations for the external region of a weakly ionized multitemperature gas near an absorbing and conducting wall. An approximate moment solution is constructed for the Knudsen boundary layer. The conditions for the matching of the external and internal expansions lead to a new form of the hydrodynamic boundary conditions, from which the singular behavior of the energy equation for electrons near the wall has been eliminated

Recharge and Lateral Groundwater Flow Boundary Conditions for the Saturated Zone Site-Scale Flow and Transport Model

Energy Technology Data Exchange (ETDEWEB)

B. Arnold; T. Corbet

2001-12-18

The purpose of the flow boundary conditions analysis is to provide specified-flux boundary conditions for the saturated zone (SZ) site-scale flow and transport model. This analysis is designed to use existing modeling and analysis results as the basis for estimated groundwater flow rates into the SZ site-scale model domain, both as recharge at the upper (water table) boundary and as underflow at the lateral boundaries. The objective is to provide consistency at the boundaries between the SZ site-scale flow model and other groundwater flow models. The scope of this analysis includes extraction of the volumetric groundwater flow rates simulated by the SZ regional-scale flow model to occur at the lateral boundaries of the SZ site-scale flow model and the internal qualification of the regional-scale model for use in this analysis model report (AMR). In addition, the scope includes compilation of information on the recharge boundary condition taken from three sources: (1) distributed recharge as taken from the SZ regional-scale flow model, (2) recharge below the area of the unsaturated zone (UZ) site-scale flow model, and (3) focused recharge along the Fortymile Wash channel.

Stochastic Cell Fate Progression in Embryonic Stem Cells

Science.gov (United States)

Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad

2013-03-01

Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund

Recursive solution for dynamic response of one-dimensional structures with time-dependent boundary conditions

Energy Technology Data Exchange (ETDEWEB)

Abadi, Mohammad Tahaye [Aerospace Research Institute, Tehran (Iran, Islamic Republic of)

2015-10-15

A recursive solution method is derived for the transient response of one-dimensional structures subjected to the general form of time dependent boundary conditions. Unlike previous solution methods that assumed the separation of variables, the present method involves formulating and solving the dynamic problems using the summation of two single-argument functions satisfying the motion equation. Based on boundary and initial conditions, a recursive procedure is derived to determine the single-argument functions. Such a procedure is applied to the general form of boundary conditions, and an analytical solution is derived by solving the recursive equation. The present solution method is implemented for base excitation problems, and the results are compared with those of the previous analytical solution and the Finite element (FE) analysis. The FE results converge to the present analytical solution, although considerable error is found in predicting a solution method on the basis of the separation of variables. The present analytical solution predicts the transient response for wave propagation problems in broadband excitation frequencies.

Recursive solution for dynamic response of one-dimensional structures with time-dependent boundary conditions

International Nuclear Information System (INIS)

Abadi, Mohammad Tahaye

2015-01-01

A recursive solution method is derived for the transient response of one-dimensional structures subjected to the general form of time dependent boundary conditions. Unlike previous solution methods that assumed the separation of variables, the present method involves formulating and solving the dynamic problems using the summation of two single-argument functions satisfying the motion equation. Based on boundary and initial conditions, a recursive procedure is derived to determine the single-argument functions. Such a procedure is applied to the general form of boundary conditions, and an analytical solution is derived by solving the recursive equation. The present solution method is implemented for base excitation problems, and the results are compared with those of the previous analytical solution and the Finite element (FE) analysis. The FE results converge to the present analytical solution, although considerable error is found in predicting a solution method on the basis of the separation of variables. The present analytical solution predicts the transient response for wave propagation problems in broadband excitation frequencies.

Optimum heat power cycles for specified boundary conditions

International Nuclear Information System (INIS)

Ibrahim, O.M.; Klein, S.A.; Mitchell, J.W.

1991-01-01

In this paper optimization of the power output of Carnot and closed Brayton cycles is considered for both finite and infinite thermal capacitance rates of the external fluid streams. The method of Lagrange multipliers is used to solve for working fluid temperatures that yield maximum power. Analytical expressions for the maximum power and the cycle efficiency at maximum power are obtained. A comparison of the maximum power from the two cycles for the same boundary conditions, i.e., the same heat source/sink inlet temperatures, thermal capacitance rates, and heat exchanger conductances, shows that the Brayton cycle can produce more power than the Carnot cycle. This comparison illustrates that cycles exist that can produce more power than the Carnot cycle. The optimum heat power cycle, which will provide the upper limit of power obtained from any thermodynamic cycle for specified boundary conditions and heat exchanger conductances is considered. The optimum heat power cycle is identified by optimizing the sum of the power output from a sequence of Carnot cycles. The shape of the optimum heat power cycle, the power output, and corresponding efficiency are presented. The efficiency at maximum power of all cycles investigated in this study is found to be equal to (or well approximated by) η = 1 - sq. root T L.in /φT H.in where φ is a factor relating the entropy changes during heat rejection and heat addition

Graph Theory-Based Technique for Isolating Corrupted Boundary Conditions in Continental-Scale River Network Hydrodynamic Simulation

Science.gov (United States)

Yu, C. W.; Hodges, B. R.; Liu, F.

2017-12-01

Development of continental-scale river network models creates challenges where the massive amount of boundary condition data encounters the sensitivity of a dynamic nu- merical model. The topographic data sets used to define the river channel characteristics may include either corrupt data or complex configurations that cause instabilities in a numerical solution of the Saint-Venant equations. For local-scale river models (e.g. HEC- RAS), modelers typically rely on past experience to make ad hoc boundary condition adjustments that ensure a stable solution - the proof of the adjustment is merely the sta- bility of the solution. To date, there do not exist any formal methodologies or automated procedures for a priori detecting/fixing boundary conditions that cause instabilities in a dynamic model. Formal methodologies for data screening and adjustment are a critical need for simulations with a large number of river reaches that draw their boundary con- dition data from a wide variety of sources. At the continental scale, we simply cannot assume that we will have access to river-channel cross-section data that has been ade- quately analyzed and processed. Herein, we argue that problematic boundary condition data for unsteady dynamic modeling can be identified through numerical modeling with the steady-state Saint-Venant equations. The fragility of numerical stability increases with the complexity of branching in river network system and instabilities (even in an unsteady solution) are typically triggered by the nonlinear advection term in Saint-Venant equations. It follows that the behavior of the simpler steady-state equations (which retain the nonlin- ear term) can be used to screen the boundary condition data for problematic regions. In this research, we propose a graph-theory based method to isolate the location of corrupted boundary condition data in a continental-scale river network and demonstrate its utility with a network of O(10^4) elements. Acknowledgement

A novel integrated condition-based maintenance and stochastic flexible job shop scheduling problem

DEFF Research Database (Denmark)

Rahmati, Seyed Habib A.; Ahmadi, Abbas; Govindan, Kannan

2018-01-01

the level of the system optimization. By means of this equipment, managers can benefit from a condition-based maintenance (CBM) for monitoring and managing their system. The chief aim of the paper is to develop a stochastic maintenance problem based on CBM activities engaged with a complex applied......Integrated consideration of production planning and maintenance processes is a real world assumption. Specifically, by improving the monitoring equipment such as various sensors or product-embedded information devices in recent years, joint assessment of these processes is inevitable for enhancing...... production problem called flexible job shop scheduling problem (FJSP). This integrated problem considers two maintenance scenarios in terms of corrective maintenance (CM) and preventive maintenance (PM). The activation of scenario is done by monitoring the degradation condition of the system and comparing...

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

Science.gov (United States)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Toroidal current asymmetry and boundary conditions in disruptions

Science.gov (United States)

Strauss, Henry

2014-10-01

It was discovered on JET that disruptions were accompanied by toroidal asymmetry of the plasma current. The toroidal current asymmetry ΔIϕ is proportional to the vertical current moment ΔMIZ , with positive sign for an upward vertical displacement event (VDE) and negative sign for a downward VDE. It was claimed that this could only be explained by Hiro current. It is shown that instead it is essentially a kinematic effect produced by the VDE displacement of a 3D magnetic perturbation. This is verified by M3D simulations. The simulation results do not require penetration of plasma into the boundary, as in the Hiro current model. It is shown that the normal velocity perpendicular to the magnetic field vanishes at the wall, in the small Larmor radius limit of electromagnetic sheath boundary conditions. Plasma is absorbed into the wall only via the parallel velocity, which is small, penetrates only an infinitesimal distance into the wall, and does not affect forces exerted by the plasma on the wall. Supported by USDOE and ITER.

Effects of boundary conditions on temperature and density in an EXTRAP Z-pinch

International Nuclear Information System (INIS)

Drake, J.R.; Karlsson, P.

1985-08-01

Using the fluid equations, we examine transport in an Extrap configuration by carrying out calculations incorporating model profiles for the density and temperature. The goal of this analysis is to examine the scaling of the pinch equilibrium plasma density, temperature and radius with parameters that are characteristic for Extrap Z-pinches. These parameters include the discharge current, the neutral hydrogen filling density, an oxygen impurity fractional concentration and the condition at the pinch boundary. An Extrap Z-pinch is a pinch discharge where the current channel has a characteristic non-circular cross-section achieved by bounding the discharge by a magnetic separatrix produced when a vacuum octupole magnetic field, generated by currents in external conductors, combines with the self-magnetic field produced by the discharge current. The pinch boundary is changed from a plasma-vacuum boundary to an interface between a high-beta pinch plasma and a low-beta plasma contained in the vacuum magnetic field. The energy that is lost from the pinch region sustains this boundary layer. The introduction of a separatrix boundary around the pinch with four X-point nulls deteriorates the containment of the pinch somewhat. However the presence of the warm, low-beta plasma scrape-off layer, which provides a boundary condition on the pinch, tends to counteract the negative effects of the poorer confinement. Thus the equilibrium parameters that characterize the pinch may not be severely deteriorated by the introduction of the separatrix when the entire configuration, including the scrape-off layer, is considered. (author)

Stochastic inflation in phase space: is slow roll a stochastic attractor?

Energy Technology Data Exchange (ETDEWEB)

Grain, Julien [Institut d' Astrophysique Spatiale, UMR8617, CNRS, Univ. Paris Sud, Université Paris-Saclay, Bt. 121, Orsay, F-91405 (France); Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO13FX (United Kingdom)

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

A Fractionally Integrated Wishart Stochastic Volatility Model

NARCIS (Netherlands)

M. Asai (Manabu); M.J. McAleer (Michael)

2013-01-01

textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of

A conditional stochastic weather generator for seasonal to multi-decadal simulations

Science.gov (United States)

Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

2018-01-01

We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

Development of stress boundary conditions in smoothed particle hydrodynamics (SPH) for the modeling of solids deformation

Science.gov (United States)

Douillet-Grellier, Thomas; Pramanik, Ranjan; Pan, Kai; Albaiz, Abdulaziz; Jones, Bruce D.; Williams, John R.

2017-10-01

This paper develops a method for imposing stress boundary conditions in smoothed particle hydrodynamics (SPH) with and without the need for dummy particles. SPH has been used for simulating phenomena in a number of fields, such as astrophysics and fluid mechanics. More recently, the method has gained traction as a technique for simulation of deformation and fracture in solids, where the meshless property of SPH can be leveraged to represent arbitrary crack paths. Despite this interest, application of boundary conditions within the SPH framework is typically limited to imposed velocity or displacement using fictitious dummy particles to compensate for the lack of particles beyond the boundary interface. While this is enough for a large variety of problems, especially in the case of fluid flow, for problems in solid mechanics there is a clear need to impose stresses upon boundaries. In addition to this, the use of dummy particles to impose a boundary condition is not always suitable or even feasibly, especially for those problems which include internal boundaries. In order to overcome these difficulties, this paper first presents an improved method for applying stress boundary conditions in SPH with dummy particles. This is then followed by a proposal of a formulation which does not require dummy particles. These techniques are then validated against analytical solutions to two common problems in rock mechanics, the Brazilian test and the penny-shaped crack problem both in 2D and 3D. This study highlights the fact that SPH offers a good level of accuracy to solve these problems and that results are reliable. This validation work serves as a foundation for addressing more complex problems involving plasticity and fracture propagation.

Edge states and conformal boundary conditions in super spin chains and super sigma models

International Nuclear Information System (INIS)

Bondesan, Roberto; Jacobsen, Jesper L.; Saleur, Hubert

2011-01-01

The sigma models on projective superspaces CP N+M-1|N with topological angle θ=πmod2π flow to non-unitary, logarithmic conformal field theories in the low-energy limit. In this paper, we determine the exact spectrum of these theories for all open boundary conditions preserving the full global symmetry of the model, generalizing recent work on the particular case M=0 [C. Candu et al., JHEP 1002 (2010) 015]. In the sigma model setting, these boundary conditions are associated with complex line bundles, and are labelled by an integer, related with the exact value of θ. Our approach relies on a spin chain regularization, where the boundary conditions now correspond to the introduction of additional edge states. The exact values of the exponents then follow from a lengthy algebraic analysis, a reformulation of the spin chain in terms of crossing and non-crossing loops (represented as a certain subalgebra of the Brauer algebra), and earlier results on the so-called one- and two-boundary Temperley-Lieb algebras (also known as blob algebras). A remarkable result is that the exponents, in general, turn out to be irrational. The case M=1 has direct applications to the spin quantum Hall effect, which will be discussed in a sequel.

Edge states and conformal boundary conditions in super spin chains and super sigma models

Energy Technology Data Exchange (ETDEWEB)

Bondesan, Roberto, E-mail: roberto.bondesan@cea.f [LPTENS, Ecole Normale Superieure, 24 rue Lhomond, 75231 Paris (France); Institute de Physique Theorique, CEA Saclay, F-91191 Gif-sur-Yvette (France); Jacobsen, Jesper L. [LPTENS, Ecole Normale Superieure, 24 rue Lhomond, 75231 Paris (France); Universite Pierre et Marie Curie, 4 place Jussieu, 75252 Paris (France); Saleur, Hubert [Institute de Physique Theorique, CEA Saclay, F-91191 Gif-sur-Yvette (France); Physics Department, USC, Los Angeles, CA 90089-0484 (United States)

2011-08-11

The sigma models on projective superspaces CP{sup N+M-1{vert_bar}N} with topological angle {theta}={pi}mod2{pi} flow to non-unitary, logarithmic conformal field theories in the low-energy limit. In this paper, we determine the exact spectrum of these theories for all open boundary conditions preserving the full global symmetry of the model, generalizing recent work on the particular case M=0 [C. Candu et al., JHEP 1002 (2010) 015]. In the sigma model setting, these boundary conditions are associated with complex line bundles, and are labelled by an integer, related with the exact value of {theta}. Our approach relies on a spin chain regularization, where the boundary conditions now correspond to the introduction of additional edge states. The exact values of the exponents then follow from a lengthy algebraic analysis, a reformulation of the spin chain in terms of crossing and non-crossing loops (represented as a certain subalgebra of the Brauer algebra), and earlier results on the so-called one- and two-boundary Temperley-Lieb algebras (also known as blob algebras). A remarkable result is that the exponents, in general, turn out to be irrational. The case M=1 has direct applications to the spin quantum Hall effect, which will be discussed in a sequel.

Optimal Control for Stochastic Delay Evolution Equations

Energy Technology Data Exchange (ETDEWEB)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

Eigenvalue inequalities for the Laplacian with mixed boundary conditions

Czech Academy of Sciences Publication Activity Database

Lotoreichik, Vladimir; Rohleder, J.

2017-01-01

Roč. 263, č. 1 (2017), s. 491-508 ISSN 0022-0396 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : Laplace operator * mixed boundary conditions * eigenvalue inequality * polyhedral domain * Lipschitz domain Subject RIV: BE - Theoretical Physics OBOR OECD: Atomic, molecular and chemical physics (physics of atoms and molecules including collision, interaction with radiation, magnetic resonances, Mössbauer effect) Impact factor: 1.988, year: 2016

Hybrid approaches for multiple-species stochastic reaction–diffusion models

International Nuclear Information System (INIS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries

Hybrid approaches for multiple-species stochastic reaction–diffusion models

Energy Technology Data Exchange (ETDEWEB)

Spill, Fabian, E-mail: fspill@bu.edu [Department of Biomedical Engineering, Boston University, 44 Cummington Street, Boston, MA 02215 (United States); Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139 (United States); Guerrero, Pilar [Department of Mathematics, University College London, Gower Street, London WC1E 6BT (United Kingdom); Alarcon, Tomas [Centre de Recerca Matematica, Campus de Bellaterra, Edifici C, 08193 Bellaterra (Barcelona) (Spain); Departament de Matemàtiques, Universitat Atonòma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Maini, Philip K. [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Byrne, Helen [Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG (United Kingdom); Computational Biology Group, Department of Computer Science, University of Oxford, Oxford OX1 3QD (United Kingdom)

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

Hyers-Ulam stability for second-order linear differential equations with boundary conditions

Directory of Open Access Journals (Sweden)

Pasc Gavruta

2011-06-01

Full Text Available We prove the Hyers-Ulam stability of linear differential equations of second-order with boundary conditions or with initial conditions. That is, if y is an approximate solution of the differential equation $y''+ eta (x y = 0$ with $y(a = y(b =0$, then there exists an exact solution of the differential equation, near y.

Filtering and control of stochastic jump hybrid systems

CERN Document Server

Yao, Xiuming; Zheng, Wei Xing

2016-01-01

This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

Stabilizing simulations of complex stochastic representations for quantum dynamical systems

Energy Technology Data Exchange (ETDEWEB)

Perret, C; Petersen, W P, E-mail: wpp@math.ethz.ch [Seminar for Applied Mathematics, ETH, Zurich (Switzerland)

2011-03-04

Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.

A domain-decomposition method to implement electrostatic free boundary conditions in the radial direction for electric discharges

Science.gov (United States)

Malagón-Romero, A.; Luque, A.

2018-04-01

At high pressure electric discharges typically grow as thin, elongated filaments. In a numerical simulation this large aspect ratio should ideally translate into a narrow, cylindrical computational domain that envelops the discharge as closely as possible. However, the development of the discharge is driven by electrostatic interactions and, if the computational domain is not wide enough, the boundary conditions imposed to the electrostatic potential on the external boundary have a strong effect on the discharge. Most numerical codes circumvent this problem by either using a wide computational domain or by calculating the boundary conditions by integrating the Green's function of an infinite domain. Here we describe an accurate and efficient method to impose free boundary conditions in the radial direction for an elongated electric discharge. To facilitate the use of our method we provide a sample implementation. Finally, we apply the method to solve Poisson's equation in cylindrical coordinates with free boundary conditions in both radial and longitudinal directions. This case is of particular interest for the initial stages of discharges in long gaps or natural discharges in the atmosphere, where it is not practical to extend the simulation volume to be bounded by two electrodes.

Analysis of RLC Elements under Stochastic Conditions Using the First and the Second Moments

Directory of Open Access Journals (Sweden)

WALCZAK, J.

2015-11-01

Full Text Available This paper describes a method of determining the first two moments of the response for basic components of electrical circuits, i.e. resistors, inductors and capacitors. The paper goal was to obtain closed form formulae for the moments describing voltage or current stochastic processes. It has been assumed that the element parameters R (resistance, L (inductance and C (capacitance could be random variables, deterministic functions or stochastic processes and excitations are second order stochastic processes. Moreover, two cases of dependence between the random parameters and the excitation stochastic processes have been considered. The obtained results enable determination of exact solutions for the first two moments without application of numerical algorithms.

Groundwater flow modelling under ice sheet conditions in Greenland (phase II)

International Nuclear Information System (INIS)

Jaquet, Olivier; Namar, Rabah; Siegel, Pascal; Jansson, Peter

2012-11-01

Within the framework of the GAP project, this second phase of geosphere modelling has enabled the development of an improved regional model that has led to a better representation of groundwater flow conditions likely to occur under ice sheet conditions. New data in relation to talik geometry and elevation, as well as to deformation zones were integrated in the geosphere model. In addition, more realistic hydraulic properties were considered for geosphere modelling; they were taken from the Laxemar site in Sweden. The geological medium with conductive deformation zones was modelled as a 3D continuum with stochastically hydraulic properties. Surface and basal glacial meltwater rates provided by a dynamic ice sheet model were assimilated into the groundwater flow model using mixed boundary conditions. The groundwater flow system is considered to be governed by infiltration of glacial meltwater in heterogeneous faulted crystalline rocks in the presence of permafrost and taliks. The characterisation of the permafrost-depth distribution was achieved using a coupled description of flow and heat transfer under steady state conditions. Using glaciological concepts and satellite data, an improved stochastic model was developed for the description at regional scale for the subglacial permafrost distribution in correlation with ice velocity and bed elevation data. Finally, the production of glacial meltwater by the ice sheet was traced for the determination of its depth and lateral extent. The major improvements are related to the type and handling of the subglacial boundary conditions. The use of meltwater rates provided by an ice sheet model applied as input to a mixed boundary condition enables to produce a more plausible flow field in the Eastern part of the domain, in comparison to previous modelling results (Jaquet et al. 2010). In addition, the integration of all potential taliks within the modelled domain provides a better characterisation of the likely groundwater

Groundwater flow modelling under ice sheet conditions in Greenland (phase II)

Energy Technology Data Exchange (ETDEWEB)

Jaquet, Olivier; Namar, Rabah; Siegel, Pascal [In2Earth Modelling Ltd, Lausanne (Switzerland); Jansson, Peter [Dept. of Physical Geography and Quaternary Geology, Stockholm Univ., Stockholm (Sweden)

2012-11-15

Within the framework of the GAP project, this second phase of geosphere modelling has enabled the development of an improved regional model that has led to a better representation of groundwater flow conditions likely to occur under ice sheet conditions. New data in relation to talik geometry and elevation, as well as to deformation zones were integrated in the geosphere model. In addition, more realistic hydraulic properties were considered for geosphere modelling; they were taken from the Laxemar site in Sweden. The geological medium with conductive deformation zones was modelled as a 3D continuum with stochastically hydraulic properties. Surface and basal glacial meltwater rates provided by a dynamic ice sheet model were assimilated into the groundwater flow model using mixed boundary conditions. The groundwater flow system is considered to be governed by infiltration of glacial meltwater in heterogeneous faulted crystalline rocks in the presence of permafrost and taliks. The characterisation of the permafrost-depth distribution was achieved using a coupled description of flow and heat transfer under steady state conditions. Using glaciological concepts and satellite data, an improved stochastic model was developed for the description at regional scale for the subglacial permafrost distribution in correlation with ice velocity and bed elevation data. Finally, the production of glacial meltwater by the ice sheet was traced for the determination of its depth and lateral extent. The major improvements are related to the type and handling of the subglacial boundary conditions. The use of meltwater rates provided by an ice sheet model applied as input to a mixed boundary condition enables to produce a more plausible flow field in the Eastern part of the domain, in comparison to previous modelling results (Jaquet et al. 2010). In addition, the integration of all potential taliks within the modelled domain provides a better characterisation of the likely groundwater

On changes of measure in stochastic volatility models

Directory of Open Access Journals (Sweden)

Bernard Wong

2006-01-01

models. This had led many researchers to “assume the condition away,” even though the condition is not innocuous, and nonsensical results can occur if it is in fact not satisfied. We provide an applicable theorem to check the conditions for a general class of Markovian stochastic volatility models. As an example we will also provide a detailed analysis of the Stein and Stein and Heston stochastic volatility models.

Influence of Spanwise Boundary Conditions on Slat Noise Simulations

Science.gov (United States)

Lockard, David P.; Choudhari, Meelan M.; Buning, Pieter G.

2015-01-01

The slat noise from the 30P/30N high-lift system is being investigated through computational fluid dynamics simulations with the OVERFLOW code in conjunction with a Ffowcs Williams-Hawkings acoustics solver. In the present study, two different spanwise grids are being used to investigate the effect of the spanwise extent and periodicity on the near-field unsteady structures and radiated noise. The baseline grid with periodic boundary conditions has a short span equal to 1/9th of the stowed chord, whereas the other, longer span grid adds stretched grids on both sides of the core, baseline grid to allow inviscid surface boundary conditions at both ends. The results indicate that the near-field mean statistics obtained using the two grids are similar to each other, as are the directivity and spectral shapes of the radiated noise. However, periodicity forces all acoustic waves with less than one wavelength across the span to be two-dimensional, without any variation in the span. The spanwise coherence of the acoustic waves is what is needed to make estimates of the noise that would be radiated from realistic span lengths. Simulations with periodic conditions need spans of at least six slat chords to allow spanwise variation in the low-frequencies associated with the peak of broadband slat noise. Even then, the full influence of the periodicity is unclear, so employing grids with a fine, central region and highly stretched meshes that go to slip walls may be a more efficient means of capturing the spanwise decorrelation of low-frequency acoustic phenomena.

Validation of a CFD code for Unsteady Flows with cyclic boundary Conditions

International Nuclear Information System (INIS)

Kim, Jong-Tae; Kim, Sang-Baik; Lee, Won-Jae

2006-01-01

Currently Lilac code is under development to analyze thermo-hydraulics of a high-temperature gas-cooled reactor (GCR). Interesting thermo-hydraulic phenomena in a nuclear reactor are usually unsteady and turbulent. The analysis of the unsteady flows by using a three dimension CFD code is time-consuming if the flow domain is very large. Hopefully, flow domains commonly encountered in the nuclear thermo-hydraulics is periodic. So it is better to use the geometrical characteristics in order to reduce the computational resources. To get the benefits from reducing the computation domains especially for the calculations of unsteady flows, the cyclic boundary conditions are implemented in the parallelized CFD code LILAC. In this study, the parallelized cyclic boundary conditions are validated by solving unsteady laminar and turbulent flows past a circular cylinder

Performance advantages of CPML over UPML absorbing boundary conditions in FDTD algorithm

Science.gov (United States)

Gvozdic, Branko D.; Djurdjevic, Dusan Z.

2017-01-01

Implementation of absorbing boundary condition (ABC) has a very important role in simulation performance and accuracy in finite difference time domain (FDTD) method. The perfectly matched layer (PML) is the most efficient type of ABC. The aim of this paper is to give detailed insight in and discussion of boundary conditions and hence to simplify the choice of PML used for termination of computational domain in FDTD method. In particular, we demonstrate that using the convolutional PML (CPML) has significant advantages in terms of implementation in FDTD method and reducing computer resources than using uniaxial PML (UPML). An extensive number of numerical experiments has been performed and results have shown that CPML is more efficient in electromagnetic waves absorption. Numerical code is prepared, several problems are analyzed and relative error is calculated and presented.

AdS boundary conditions and the Topologically Massive Gravity/CFT correspondence

NARCIS (Netherlands)

Skenderis, K.; Taylor, M.; van Rees, B.C.

2009-01-01

The AdS/CFT correspondence provides a new perspective on recurrent questions in General Relativity such as the allowed boundary conditions at infinity and the definition of gravitational conserved charges. Here we review the main insights obtained in this direction over the last decade and apply the

Fluctuating chemohydrodynamics and the stochastic motion of self-diffusiophoretic particles

Science.gov (United States)

Gaspard, Pierre; Kapral, Raymond

2018-04-01

The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and product in the surrounding solution. Because of thermal and molecular fluctuations in the solution, the motion of micrometric or submicrometric active particles is stochastic. Coupled Langevin equations describing the translation, rotation, and reaction of such active particles are deduced from fluctuating chemohydrodynamics and fluctuating boundary conditions at the interface between the fluid and the particle. These equations are consistent with microreversibility and the Onsager-Casimir reciprocal relations between affinities and currents and provide a thermodynamically consistent basis for the investigation of the dynamics of active particles propelled by diffusiophoretic mechanisms.

Cellular Neural Network Method for Critical Slab with Albedo Boundary Condition

International Nuclear Information System (INIS)

Pirouzmanda, A.; Hadada, K.; Suh, K. Y.

2010-01-01

The neutron transport problems have been studied theoretically and numerically for years. A number of researchers have studied the criticality problems of one-speed neutrons in homogeneous slabs and spheres using various methods. The Chebyshev polynomial approximation method (T N method) has lately been developed and improved for the neutron transport equation in slab geometry. The one-speed time-dependent neutron transport equation using the Cellular Neural Network (CNN) for the vacuum boundary condition has previously been solved. In this paper, we demonstrate the capacity of CNN in calculating the critical slab thickness for different boundary conditions and its variation with moments N. The architecture of the CNN has already been dealt with thoroughly. Essentially, the CNN is used to model a first-order system of the partial differential equations (PDEs). The original equations in the T N approximation are also a set of PDEs. The CNN approach lends itself to analog VLSI implementation. In this study, the CNN model is implemented using the HSpice software package

Deficiency indices and singular boundary conditions in quantum mechanics

International Nuclear Information System (INIS)

Bulla, W.

1984-01-01

We consider Schroedinger operators H in L 2 (Rsup(n)), n from IN, with countably infinitely many local singularities of the potential which are separated from each other by a positive distance. It is proved that due to locality each singularity yields a separate contribution to the deficiency index of H. In the special case where the singularities are pointlike and the potential exhibits certain symmetries near these points we give an explicit construction of self-adjoint boundary conditions

The intrinsic stochasticity of near-integrable Hamiltonian systems

Energy Technology Data Exchange (ETDEWEB)

Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

1989-09-01

Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

Model selection for integrated pest management with stochasticity.

Science.gov (United States)

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Homogenized boundary conditions and resonance effects in Faraday cages

Science.gov (United States)

Hewitt, I. J.

2016-01-01

We present a mathematical study of two-dimensional electrostatic and electromagnetic shielding by a cage of conducting wires (the so-called ‘Faraday cage effect’). Taking the limit as the number of wires in the cage tends to infinity, we use the asymptotic method of multiple scales to derive continuum models for the shielding, involving homogenized boundary conditions on an effective cage boundary. We show how the resulting models depend on key cage parameters such as the size and shape of the wires, and, in the electromagnetic case, on the frequency and polarization of the incident field. In the electromagnetic case, there are resonance effects, whereby at frequencies close to the natural frequencies of the equivalent solid shell, the presence of the cage actually amplifies the incident field, rather than shielding it. By appropriately modifying the continuum model, we calculate the modified resonant frequencies, and their associated peak amplitudes. We discuss applications to radiation containment in microwave ovens and acoustic scattering by perforated shells. PMID:27279775

Homogenized boundary conditions and resonance effects in Faraday cages

Science.gov (United States)

Hewett, D. P.; Hewitt, I. J.

2016-05-01

We present a mathematical study of two-dimensional electrostatic and electromagnetic shielding by a cage of conducting wires (the so-called `Faraday cage effect'). Taking the limit as the number of wires in the cage tends to infinity, we use the asymptotic method of multiple scales to derive continuum models for the shielding, involving homogenized boundary conditions on an effective cage boundary. We show how the resulting models depend on key cage parameters such as the size and shape of the wires, and, in the electromagnetic case, on the frequency and polarization of the incident field. In the electromagnetic case, there are resonance effects, whereby at frequencies close to the natural frequencies of the equivalent solid shell, the presence of the cage actually amplifies the incident field, rather than shielding it. By appropriately modifying the continuum model, we calculate the modified resonant frequencies, and their associated peak amplitudes. We discuss applications to radiation containment in microwave ovens and acoustic scattering by perforated shells.

The fermion boundary condition and the THETA-angle in QED2

International Nuclear Information System (INIS)

Hrasko, P.

1983-09-01

The order parameter of the Schwinger model is calculated in the Euclidean functional integral approach. It is shown that the symmetry breaking angle THETA is intimately connected to the boundary condition imposed on the fermions. The transition to the Euclidean description involves both imaginary time and imaginary THETA. (author)

Implementation and Testing of Advanced Surface Boundary Conditions Over Complex Terrain in A Semi-idealized Model

Science.gov (United States)

Li, Y.; Epifanio, C.

2017-12-01

In numerical prediction models, the interaction between the Earth's surface and the atmosphere is typically accounted for in terms of surface layer parameterizations, whose main job is to specify turbulent fluxes of heat, moisture and momentum across the lower boundary of the model domain. In the case of a domain with complex geometry, implementing the flux conditions (particularly the tensor stress condition) at the boundary can be somewhat subtle, and there has been a notable history of confusion in the CFD community over how to formulate and impose such conditions generally. In the atmospheric case, modelers have largely been able to avoid these complications, at least until recently, by assuming that the terrain resolved at typical model resolutions is fairly gentle, in the sense of having relatively shallow slopes. This in turn allows the flux conditions to be imposed as if the lower boundary were essentially flat. Unfortunately, while this flat-boundary assumption is acceptable for coarse resolutions, as grids become more refined and the geometry of the resolved terrain becomes more complex, the appproach is less justified. With this in mind, the goal of our present study is to explore the implementation and usage of the full, unapproximated version of the turbulent flux/stress conditions in atmospheric models, thus taking full account of the complex geometry of the resolved terrain. We propose to implement the conditions using a semi-idealized model developed by Epifanio (2007), in which the discretized boundary conditions are reduced to a large, sparse-matrix problem. The emphasis will be on fluxes of momentum, as the tensor nature of this flux makes the associated stress condition more difficult to impose, although the flux conditions for heat and moisture will be considered as well. With the resulotion of 90 meters, some of the results show that the typical differences between flat-boundary cases and full/stress cases are on the order of 10%, with extreme