scholarly journals A New Explicit Magnus Expansion for Nonlinear Stochastic Differential Equations

Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 183
Author(s):  
Xiaoling Wang ◽  
Xiaofei Guan ◽  
Pei Yin

In this paper, based on the iterative technique, a new explicit Magnus expansion is proposed for the nonlinear stochastic equation d y = A ( t , y ) y d t + B ( t , y ) y ∘ d W . One of the most important features of the explicit Magnus method is that it can preserve the positivity of the solution for the above stochastic differential equation. We study the explicit Magnus method in which the drift term only satisfies the one-sided Lipschitz condition, and discuss the numerical truncated algorithms. Numerical simulation results are also given to support the theoretical predictions.

2002 ◽  
Vol 12 (07) ◽  
pp. 1515-1530 ◽  
Author(s):  
ZHUJUN JING ◽  
HONGJUN CAO

The Josephson equation with constant current and sinusoidal forcings and a phase shift is investigated in detail: the existence and the bifurcations of harmonics and subharmonics under small perturbations are given, by using the second-order averaging method and Melnikov function; the influence on bifurcations of periodic or subharmonics as the phase shift varies is considered; some numerical simulation results are reported in order to prove our theoretical predictions.


2012 ◽  
Vol 443-444 ◽  
pp. 424-429
Author(s):  
Ying Zhao ◽  
Qiang Xue ◽  
Lei Liu ◽  
Bing Liang

The simulation model for describing the transportation and transformation of landfill leachate pollutant in landfill, soil and underground water was established. Taking Wuhan Changshankou landfill for example, the numerical simulation was carried out. The simulation results showed that if there’s no any seepage control measure, the groundwater and soil under landfill will be polluted seriously after MSW was filled; the highest pollutant concetration in landfill was about 25000, and the one in groundwater and soil was about 20000; at the thirtieth year, the pollutant concetration in groundwater and soil still remained up to 10000 although the one in landfill was about 0. The simulation results also showed that the vertical stonewall can’t be used as a nature, and artificial seepage control system must be used.


2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
R. Rizwana ◽  
I. Raja Mohamed

We have studied the chaotic and strange nonchaotic phenomena of a simple quasiperiodically forced Wien bridge oscillator circuit with diode as the only nonlinearity in this electronic oscillator system responsible for various nonlinear behaviors. Both the experimental results and the numerical simulation results for their confirmation are provided to show the bifurcation process. Various measures used for the numerical confirmation of SNA are power spectrum, maximal Lyapunov exponent, path of translational variables, mean square displacement, projection of poincaré section, log-log plot, and autocorrelation function. Based upon the numerical results, the birth of SNAs has been identified in the band merging route, intermittency route, and blowout bifurcation route. In addition, the birth of SNAs has been analyzed with peculiar mechanism, namely, “0-1 Test” employing the one state dynamical variable.


2010 ◽  
Vol 148-149 ◽  
pp. 1171-1176
Author(s):  
Ju Hua Huang ◽  
Li Xian Li ◽  
Ying Ying Wan ◽  
Jun Tuan Guo

This paper takes the rear axle cap which is a typical automobile covering part as the research object. 3D and finite element model of it are built, and the drawing process is simulated with Dynaform, then the technological parameters are analyzed and optimized based on the simulation results, finally the part is compared with the one that is processed in practice. The results show that this method is easy and feasible, it not only increase the work efficiency greatly but also improve the quality of products.


2014 ◽  
Vol 905 ◽  
pp. 464-468 ◽  
Author(s):  
Tian Zeng Li ◽  
Yu Wang

The hyperchaotic behaviors in the fractional hyperchaotic Lü system are studied. And we give the lowest orders for generating hyperchaos with different control parameter. Hyperchaos synchronization of Lü system is theoretically and numerically studied using the one-way coupling method. The numerical simulation results demonstrate the effectiveness and validity of the method.


2011 ◽  
Vol 48-49 ◽  
pp. 1310-1314
Author(s):  
Zhi Jian Wang ◽  
Xiao Feng Shang

In order to learn gas flow state in the vacuum high pressure gas quenching furnace, this paper simulates and tests the gas flow under the no-loaded and cold state. Hot wire anemometer is used to measure the speeds of some feature points, on the one hand to provide boundary conditions for the numerical simulation, and on the other hand to compare with the numerical simulation results. FLUENT software is used to simulate the gas flow of nozzle-type vacuum high-pressure gas quenching furnace. The results show that at the center of the furnace appears high-pressure low-speed zone in which is resulted by the gas collision there, and the vortex also appears in the area around the furnace. The results mean that the cooling rate of works will be slow there. Different exit velocities of five nozzles cause the uneven flow distribution, which will affect the cooling uniformity of works. The comparison between the simulation results and the measured results shows that the error is within 10%. It means that numerical simulation method to predict gas flow is feasible and the results are reliable in high pressure gas quenching furnace.


Photonics ◽  
2021 ◽  
Vol 8 (12) ◽  
pp. 590
Author(s):  
Haili Han ◽  
Nan-Kuang Chen ◽  
Liqiang Zhang ◽  
Yanru Xie ◽  
Zhen Tian ◽  
...  

The dependence of the output pulse characteristics of a Mamyshev fiber oscillator on cavity parameters is investigated in detail. We analyze the change in pulse spectrum bandwidth, pulse duration, dechirped pulse duration and chirp with the change in fiber group velocity dispersion, fiber nonlinearity, gain, and filters by putting forward a numerical model. In particular, as one of the most important components, the effect of filters bandwidth and the central wavelength interval between them is discussed. The passive fibers are classified into two kinds according to their locations in the cavity, which are the one before the gain fiber and the one after the gain fiber. Numerical simulation results show that a wide spectrum can be obtained by increasing the nonlinearity of the second passive fiber, while the change in nonlinearity of the first passive fiber has a weak effect on spectrum broadening. A wide spectrum could also be obtained by increasing the nonlinearity or the small-signal gain coefficient of the gain fiber. A Yb-doped Mamyshev fiber oscillator is demonstrated. The results show the increase in pump power, which agrees reasonably well with the numerical simulation results.


2016 ◽  
Vol 850 ◽  
pp. 610-617 ◽  
Author(s):  
Ji Hui Luo ◽  
Xue Feng Liu ◽  
Lai Xin Shi ◽  
Chang Fei Cheng

Surface segregation exists in two-phase zone continuous casting (TZCC) alloy with wide solid–liquid two phase zone. The surface segregation formation cannot be explained by the traditional solidification theories. ProCAST software was used to simulate the TZCC process for preparing the Cu–4.7 wt%Sn alloy with wide solid–liquid two phase zone. The Sn solute distribution in TZCC Cu–4.7 wt%Sn alloy was investigated, and the surface segregation mechanism of TZCC Cu–4.7 wt%Sn alloy was analyzed. The results showed that numerical simulation results were agreed with that of experimental. TZCC Cu–4.7 wt%Sn alloy in the center firstly started to solidify and resulted in “Λ” shape inclined solid/liquid (S/L) interface near the mold. Therefore, a narrow gap between the wall of the two-phase zone mold and the S/L interface formed. On the one hand, while Cu–4.7 wt%Sn alloy solidified along the opposite continuous casting direction, the solute redistribution between the solid and the liquid occurred, which lead to Sn solute decreased in solid and enriched in front of S/L interface. Because the narrow gap lies in front of inclined S/L interface near the two-phase zone mold, Sn solute enriches in liquid of the narrow gap. On the other hand, during the TZCC process, solid grains nucleate on the wall of the two-phase zone mold, while the melt feeds into the two-phase zone mold which the temperature is in the two-phase zone of the Cu–4.7 wt%Sn alloy. The solute redistribution also occurs while the solid grains grow, thus lead to Sn content increases in front of S/L interface near the wall of the two-phase zone mold. The enriched Sn solute is too late to diffuse, and will quickly flows into the narrow gap, resulting in further increasing of Sn content in the narrow gap. The liquid with enriched Sn solute in the narrow gap will become the surface layer after solidification, which lead to surface segregation layer during the TZCC Cu–4.7 wt%Sn alloy.


2012 ◽  
Vol 711 ◽  
pp. 147-160 ◽  
Author(s):  
J.-F. Parmentier ◽  
O. Simonin

AbstractA review of existing theories for flows of inertial particles suspended in an unbounded sheared viscous fluid is presented first. A comparison between theoretical predictions and numerical simulation results is made for Stokes numbers from $1$ to $10$ in dilute and dense flows. Both particle agitation and anisotropy coefficients are examined, showing that neither of them is able to give satisfactory results in dense flows. A more precise calculation of collisional contributions to the balance law of the particle stress tensor is presented. Results of the corresponding theory are in very good agreement with numerical simulations both in dilute and dense flows.


Sign in / Sign up

Export Citation Format

Share Document