Path integral solution handled by Fast Gauss Transform

The path integral solution method is an effective tool for evaluating the response of non-linear systems under Normal White Noise, in terms of probability density function (PDF).     

Identification of a non-linear spring through the Fokker–Planck equation

Standard methods for the dynamic identification of civil engineering structures and mechanical systems generally rely on the determination of eigenfrequencies/eigenvectors and damping. A basic assumption for the use of these methods is the linear elastic behaviour of the tested structures. Nevertheless many structures exhibit a non-linear behaviour even at low levels of external excitation. For instance, reinforced concrete structures cracked by shrinkage or by the overcoming of the concrete tensile strength, exhibit different values of the flexural stiffness depending on the opening of the cracks. In the present paper a new methodology is presented to identify the characteristics of a non-linear mechanical system using the Fokker–Plank Equation (FPE) that allows evaluating the probability density function of the response of structural systems loaded with Gaussian white noise.     

Path integral solution for nonlinear systems under parametric Poissonian white noise input

In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applications are performed to show the accuracy of the results and comparison with pertinent Monte Carlo simulation data assesses the reliability of the proposed procedure.     

The DRM‐MD integral equation method: an efficient approach for the numerical solution of domain dominant problems

This work presents a multi‐domain decomposition integral equation method for the numerical solution of domain dominant problems, for which it is known that the standard Boundary Element Method (BEM) is in disadvantage in comparison with classical domain schemes, such as Finite Difference (FDM) and Finite Element (FEM) methods. As in the recently developed Green Element Method (GEM), in the present approach the original domain is divided into several subdomains. In each of them the corresponding Green's integral representational formula is applied, and on the interfaces of the adjacent subregions the full matching conditions are imposed. In contrast with the GEM, where in each subregion the domain integrals are computed by the use of cell integration, here those integrals are transformed into surface integrals at the contour of each subregion via the Dual Reciprocity Method (DRM), using some of the most efficient radial basis functions known in the literature on mathematical interpolation. In the numerical examples presented in the paper, the contour elements are defined in terms of isoparametric linear elements, for which the analytical integrations of the kernels of the integral representation formula are known. As in the FEM and GEM the obtained global matrix system possesses a banded structure. However in contrast with these two methods (GEM and non‐Hermitian FEM), here one is able to solve the system for the complete internal nodal variables, i.e. the field variables and their derivatives, without any additional interpolation. Finally, some examples showing the accuracy, the efficiency, and the flexibility of the method for the solution of the linear and non‐linear convection–diffusion equation are presented. Copyright © 1999 John Wiley & Sons, Ltd.     

Probabilistic bounded non-linear control algorithm for linear structures

Non-linear control algorithms with limited control force has been widely explored and has shown promising results, but the probabilistic analysis of such control algorithms has been made restrictively due to their non-linear nature and corresponding difficulty in obtaining analytical solution of the joint probability density function (PDF). In this paper, the method for the probabilistic analysis on the bounded non-linear control algorithm is proposed based on the equivalent non-linear system method and additional regression analysis. Numerical examples show that the proposed approximate joint PDF of the closed-loop system subjected to a Gaussian white noise and a Kanai–Tajimi filtered Gaussian white noise matches closely with the joint PDF obtained statistically. The effectiveness of the bounded non-linear control is also investigated utilizing the calculated approximate joint PDF. Time history analysis results indicate that the same control performance level as the linear controller is achieved when 50% of the maximum control force of the linear controller is used for the non-linear controller.     

An exact closed-form solution for linear multi-degree-of-freedom systems under Gaussian white noise via the Wiener path integral technique

The exact joint response transition probability density function (PDF) of linear multi-degree-of-freedom oscillators under Gaussian white noise is derived in closed-form based on the Wiener path integral (WPI) technique. Specifically, in the majority of practical implementations of the WPI technique, only the first couple of terms are retained in the functional expansion of the path integral related stochastic action. The remaining terms are typically omitted since their evaluation exhibits considerable analytical and computational challenges. Obviously, this approximation affects, unavoidably, the accuracy degree of the technique. However, it is shown herein that, for the special case of linear systems, higher than second order variations in the path integral functional expansion vanish, and thus, retaining only the first term (most probable path approximation) yields the exact joint response transition Gaussian PDF. Both single- and multi-degree-of-freedom linear systems are considered as illustrative examples for demonstrating the exact nature of the derived solutions. In this regard, the herein derived analytical results are also compared with readily available in the literature closed-form exact solutions obtained by alternative stochastic dynamics techniques. In addition to the mathematical merit of the derived exact solution, the closed-form joint response transition PDF can also serve as a benchmark for assessing the performance of alternative numerical solution methodologies.     

Probabilistic solution of non-linear vibration energy harvesters driven by Poisson impulses

This paper develops a new solution procedure for obtaining the joint probability density function (PDF) of non-linear energy harvesters under Poisson impulses using the state-space-split method and the exponential-polynomial closure method. In the beginning, a generic electromechanical energy harvester is introduced and its governing equations are transformed into non-dimensional ones. According to the non-dimensional governing equations, a Duffing-type oscillator with piezoelectric conversion mechanism is further considered in this study. The proposed solution procedure includes three steps. First the joint PDF of this system is governed by the generalized Fokker-Plank-Kolmogorov (FPK) equation. The state-space-split method is used to reduce this generalized FPK equation to a low-dimensional one only about displacement and velocity. After that, the exponential-polynomial closure method is further adopted to solve the reduced FPK equation. Finally, the joint PDF of displacement, velocity and voltage can be approximated by the product of the obtained PDF and the conditional Gaussian PDF of voltage. Four cases are investigated considering the effects of non-linearity coefficient, impulse arrival rate and a bistable Duffing oscillator. The PDFs of these state variables and the harvested power are compared with the simulation results, respectively. The good agreement between the obtained PDFs and the simulated results is achieved. Compared with the results of the equivalent linearization method, the strong non-linearity in displacement and lower impulse rate lead the tail PDF of the harvested power to exhibiting hardening and softening behaviors, respectively. For the bistable Duffing oscillator, the PDF of the harvested power differs significantly from the result of the equivalent linearization method in the tail region.     

A new method for the numerical solution of integral equation approximations

A new numerical technique for solving the Ornstein-Zernike equation is described. It is particularly useful in solving the Ornstein-Zernike equation for approximations and pair potentials (such as the Percus-Yevick and mean spherical approximations for finite ranged potentials) which imply a finiteranged direct correlation function since for such approximations the numerical technique is essentially exact. The only approximation involved in such cases is the discretization of direct and total correlation functions over the finite range on which the direct correlation function is nonzero. Thus, the new method avoids truncation of the total correlation function and should permit the critical point and spinodal curve to be mapped out with greater accuracy than is permitted by existing methods. Preliminary explorations on the stability and accuracy of the method are described.Paper presented at the Tenth Symposium on Thermophysical Properties, June 20–23, 1988, Gaithersburg, Maryland, U.S.A.     

Invalidity of the spectral Fokker–Planck equation for Cauchy noise driven Langevin equation

The standard Langevin equation is a first order stochastic differential equation where the driving noise term is a Brownian motion. The marginal probability density is a solution to a linear partial differential equation called the Fokker–Planck equation. If the Brownian motion is replaced by so-called -stable noise (or Lévy noise) the Fokker–Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. Instead it has been attempted to formulate an equation for the characteristic function (the Fourier transform) corresponding to the density function. This equation is frequently called the spectral Fokker–Planck equation.

This paper raises doubt about the validity of the spectral Fokker–Planck equation in its standard formulation. The equation can be solved with respect to stationary solutions in the particular case where the noise is Cauchy noise and the drift function is a polynomial that allows the existence of a stationary probability density solution. The solution shows paradoxic properties by not being unique and only in particular cases having one of its solutions closely approximating the solutions to a corresponding Langevin difference equation. Similar doubt can be traced Grigoriu's work [Stochastic Calculus (2002)].     

Multiplicative cases from additive cases: Extension of Kolmogorov–Feller equation to parametric Poisson white noise processes

In this paper the response of nonlinear systems driven by parametric Poissonian white noise is examined.As is well known, the response sample function or the response statistics of a system driven by external white noise processes is completely defined. Starting from the system driven by external white noise processes, when an invertible nonlinear transformation is applied, the transformed system in the new state variable is driven by a parametric type excitation. So this latter artificial system may be used as a tool to find out the proper solution to solve systems driven by parametric white noises. In fact, solving this new system, being the nonlinear transformation invertible, we must pass from the solution of the artificial system (driven by parametric noise) to that of the original one (driven by external noise, that is known). Moreover, introducing this invertible nonlinear transformation into the Itô’s rule for the original system driven by external input, one can derive the Itô’s rule for systems driven by a parametric type excitation, directly. In this latter case one can see how natural is the presence of the Wong–Zakai correction term or the presence of the hierarchy of correction terms in the case of normal and Poissonian white noise, respectively. Direct transformation on the Fokker–Planck and on the Kolmogorov–Feller equation for the case of parametric input are found.     

等高齿锥齿轮非线性振动特性的联合求解方法

齿轮重载啮合中发生的轮齿接触损失会引起齿轮传动中的动态传递误差,动态传递误差的存在是等高齿锥齿轮非线性振动的重要原因,准确预测和计算等高齿锥齿轮传动中的动态传递误差是进一步改善这类齿轮系统振动特性的有效手段。针对某重载等高齿锥齿轮,研究了其在一定运行速度和扭矩范围内的频率响应特性;运用一种新的曲面积分与局部有限元联合求解方法求解了等高齿锥齿轮传动中的动态传递误差,从而揭示出此类传动系统振动的强非线性特性。这种方法无需将时变拟合刚度和啮合频率变量等非线性因素作为外部的激励进行求解,而是从齿轮啮合的每一时步,计算动态啮合力以及动态传递误差,最终得出等高齿锥齿轮的非线性振动特性。该方法可以精确表达轮齿几何及轮齿接触力等因素对齿轮动力学性能的影响,为等高齿锥齿轮这类复杂振动特性的传动系统提供了一种行之有效的分析方法。     

关于由时空白噪声驱动的Navier-Stokes方程的隐格式问题的研究

本文主要给出由时空白噪声驱动的Navier-Stokes方程的隐式逼近,并利用Malliavin微积分,讨论了隐式逼近的收敛率问题.     

Numerical solution of a Cauchy problem for Laplace equation in 3-dimensional domains by integral equations

A numerical method based on integral equations is proposed and investigated for the Cauchy problem for the Laplace equation in 3-dimensional smooth bounded doubly connected domains. To numerically reconstruct a harmonic function from knowledge of the function and its normal derivative on the outer of two closed boundary surfaces, the harmonic function is represented as a single-layer potential. Matching this representation against the given data, a system of boundary integral equations is obtained to be solved for two unknown densities. This system is rewritten over the unit sphere under the assumption that each of the two boundary surfaces can be mapped smoothly and one-to-one to the unit sphere. For the discretization of this system, Weinert’s method (PhD, Göttingen, 1990) is employed, which generates a Galerkin type procedure for the numerical solution, and the densities in the system of integral equations are expressed in terms of spherical harmonics. Tikhonov regularization is incorporated, and numerical results are included showing the efficiency of the proposed procedure.     

A weakly singular boundary integral equation in elastodynamics for heterogeneous domains mitigating fictitious eigenfrequencies

A boundary element formulation applied to dynamic soil–structure interaction problems with embedded foundations may give rise to inaccurate results at frequencies that correspond to the eigenfrequencies of the finite domain embedded in an exterior domain of semi-infinite extent. These frequencies are referred to as fictitious eigenfrequencies. This problem is illustrated and mitigated modifying the original approach proposed by Burton and Miller for acoustic problems, which combines the boundary integral equations in terms of the displacement and its normal derivative using a complex coupling parameter . Hypersingular terms in the original boundary integral equation are avoided by replacing the normal derivative by a finite difference approximation over a characteristic distance h, still leading to an exact boundary integral equation. A proof of the uniqueness of this formulation for small h and a smooth boundary is given, together with a parametric study for the case of a rigid massless cylindrical embedded foundation. General conclusions are drawn for the practical choice of the dimensionless coupling parameter and the dimensionless distance      

Numerical solution for degenerate scale problem for exterior multiply connected region

Based on some previous publications, this paper investigates the numerical solution for degenerate scale problem for exterior multiply connected region. In the present study, the first step is to formulate a homogenous boundary integral equation (BIE) in the degenerate scale. The coordinate transform with a magnified factor, or a reduced factor h is performed in the next step. Using the property ln(hx)=ln(x)+lg(h), the new obtained BIE equation can be considered as a non-homogenous one defined in the transformed coordinates. The relevant scale in the transformed coordinates is a normal scale. Therefore, the new obtained BIE equation is solvable. Fundamental solutions are introduced. For evaluating the fundamental solutions, the right-hand terms in the non-homogenous equation, or a BIE, generally take the value of unit or zero. By using the obtained fundamental solutions, an equation for evaluating the magnified factor “h” is obtained. Finally, the degenerate scale is obtainable. Several numerical examples with two ellipses in an infinite plate are presented. Numerical solutions prove that the degenerate scale does not depend on the normal scale used in the process for evaluating the fundamental solutions.     

非高斯噪声和正弦周期力激励的阻尼谐振子系统的信息熵

阻尼谐振子广泛应用于固体理论、量子场论、量子力学和量子光学等不同的研究领域．信息熵在研究随机系统的动力学特性方面扮演着非常重要的角色．本文对非高斯噪声和正弦周期力激励的阻尼谐振子系统的信息熵变化率进行研究．首先通过路径积分近似,把非高斯噪声近似转化为高斯色噪声,得到了系统的Fokker-Planck方程,然后利用线性变换的方法简化了系统的Fokker-Planck方程,并结合Shannon信息熵的定义和Schwartz不等式原理得出了阻尼谐振子系统的信息熵变化率上界的表达式,最后分析了非高斯噪声和系统各参数对熵变化率上界的影响．     

Transient pressure solution for a horizontal well in a petroleum reservoir by boundary integral methods

A novel application of the boundary integral method to horizontal well analysis in the field of petroleum engineering is presented. The transient pressure satisfies the heat equation, non‐local and non‐linear boundary conditions. The turbulent flow inside the well is modelled by considering a pressure gradient along the well. The heat potential is used and Chebyshev collocation along with a time discretization is employed. Some numerical results are presented to show the features of this new approach. Copyright © 2000 John Wiley & Sons, Ltd.     

Analytic preconditioners for the electric field integral equation

Since the advent of the fast multipole method, large‐scale electromagnetic scattering problems based on the electric field integral equation (EFIE) formulation are generally solved by a Krylov iterative solver. A well‐known fact is that the dense complex non‐hermitian linear system associated to the EFIE becomes ill‐conditioned especially in the high‐frequency regime. As a consequence, this slows down the convergence rate of Krylov subspace iterative solvers. In this work, a new analytic preconditioner based on the combination of a finite element method with a local absorbing boundary condition is proposed to improve the convergence of the iterative solver for an open boundary. Some numerical tests precise the behaviour of the new preconditioner. Moreover, comparisons are performed with the analytic preconditioner based on the Calderòn's relations for integral equations for several kinds of scatterers. Copyright © 2004 John Wiley & Sons, Ltd.