A new multivariate quadrature rule for calculating statistical moments of stochastic response

2021 ◽  
pp. 113899
Author(s):  
Qing Xiao
Keyword(s):  
Quadrature Rule ◽  
Statistical Moments ◽  
Stochastic Response

scholarly journals Approximate Solutions of Time Fractional Diffusion Wave Models

Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 923 ◽  
Author(s):  
Abdul Ghafoor ◽  
Sirajul Haq ◽  
Manzoor Hussain ◽  
Poom Kumam ◽  
Muhammad Asif Jan
Keyword(s):  
Finite Difference ◽  
Wave Equations ◽  
Quadrature Rule ◽  
Approximate Solutions ◽  
Fractional Diffusion ◽  
Haar Wavelets ◽  
Test Problems ◽  
Algebraic Equations ◽  
Diffusion Wave ◽  
Wave Models

In this paper, a wavelet based collocation method is formulated for an approximate solution of (1 + 1)- and (1 + 2)-dimensional time fractional diffusion wave equations. The main objective of this study is to combine the finite difference method with Haar wavelets. One and two dimensional Haar wavelets are used for the discretization of a spatial operator while time fractional derivative is approximated using second order finite difference and quadrature rule. The scheme has an excellent feature that converts a time fractional partial differential equation to a system of algebraic equations which can be solved easily. The suggested technique is applied to solve some test problems. The obtained results have been compared with existing results in the literature. Also, the accuracy of the scheme has been checked by computing L 2 and L ∞ error norms. Computations validate that the proposed method produces good results, which are comparable with exact solutions and those presented before.

scholarly journals Quadrature Integration Techniques for Random Hyperbolic PDE Problems

Mathematics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 160
Author(s):  
Rafael Company ◽  
Vera N. Egorova ◽  
Lucas Jódar
Keyword(s):  
Numerical Methods ◽  
Laplace Transform ◽  
Quadrature Rule ◽  
Inverse Laplace Transform ◽  
Process Time ◽  
Efficient Computation ◽  
Hyperbolic Pde ◽  
Numerical Convergence ◽  
Laplace Transform Technique ◽  
Integration Techniques

In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the approximating stochastic processes, but also its statistical moments. Hence, appropriate numerical methods should allow for the efficient computation of the expectation and variance. Here, we analyse different numerical methods around the inverse Laplace transform and its evaluation by using several integration techniques, including midpoint quadrature rule, Gauss–Laguerre quadrature and its extensions, and the Talbot algorithm. Simulations, numerical convergence, and computational process time with experiments are shown.

Reliability analysis and state transfer scheduling optimization of degrading load-sharing system equipped with warm standby components

2021 ◽  
pp. 1748006X2110017
Author(s):  
Sheng-Jia Ruan ◽  
Yan-Hui Lin
Keyword(s):  
Reliability Analysis ◽  
System Reliability ◽  
High Reliability ◽  
Quadrature Rule ◽  
Load Sharing ◽  
Measurement Information ◽  
Model Parameters ◽  
Scheduling Optimization ◽  
State Transfer ◽  
Warm Standby

Standby redundancy can meet system safety requirements in industries with high reliability standards. To evaluate reliability of standby systems, failure dependency among components has to be considered especially when systems have load-sharing characteristics. In this paper, a reliability analysis and state transfer scheduling optimization framework is proposed for the load-sharing 1-out-of- N: G system equipped with M warm standby components and subject to continuous degradation process. First, the system reliability function considering multiple dependent components is derived in a recursive way. Then, a Monte Carlo method is developed and the closed Newton-Cotes quadrature rule is invoked for the system reliability quantification. Besides, likelihood functions are constructed based on the measurement information to estimate the model parameters of both active and standby components, whose degradation paths are modeled by the step-wise drifted Wiener processes. Finally, the system state transfer scheduling is optimized by the genetic algorithm to maximize the system reliability at mission time. The proposed methodology and its effectiveness are illustrated through a case study referring to a simplified aircraft hydraulic system.

scholarly journals Current challenges in modelling vibrational fatigue and fracture of structures: a review

2021 ◽  
Vol 43 (2) ◽  
Author(s):  
Khangamlung Kamei ◽  
Muhammad A. Khan
Keyword(s):  
Fatigue Damage ◽  
Thermal Environment ◽  
Research Work ◽  
Working Life ◽  
Stochastic Response ◽  
Metal Structures ◽  
Life Estimation ◽  
The Past ◽  
New Directions ◽  
Fatigue And Fracture

AbstractFatigue damage is a concern in the engineering applications particularly for metal structures. The design phase of a structure considers factors that can prevent or delay the fatigue and fracture failures and increase its working life. This paper compiled some of the past efforts to share the modelling challenges. It provides an overview on the existing research complexities in the area of fatigue and fracture modelling. This paper reviews the previous research work under five prominent challenges: assessing fatigue damage accurately under the vibration-based loads, complications in fatigue and fracture life estimation, intricacy in fatigue crack propagation, quantification of cracks and stochastic response of structure under thermal environment. In the conclusion, the authors have suggested new directions of work that still require comprehensive research efforts to bridge the existing gap in the current academic domain due to the highlighted challenges.

scholarly journals Complex response analysis of a non-smooth oscillator under harmonic and random excitations

2021 ◽  
Vol 42 (5) ◽  
pp. 641-648
Author(s):  
Shichao Ma ◽  
Xin Ning ◽  
Liang Wang ◽  
Wantao Jia ◽  
Wei Xu
Keyword(s):  
Excitation Frequency ◽  
System Stability ◽  
Response Analysis ◽  
External Excitation ◽  
Stochastic Response ◽  
Impact Oscillator ◽  
Nonlinear Parameters ◽  
Bifurcation Phenomena ◽  
Mc Simulation ◽  
Smooth System

AbstractIt is well-known that practical vibro-impact systems are often influenced by random perturbations and external excitation forces, making it challenging to carry out the research of this category of complex systems with non-smooth characteristics. To address this problem, by adequately utilizing the stochastic response analysis approach and performing the stochastic response for the considered non-smooth system with the external excitation force and white noise excitation, a modified conducting process has proposed. Taking the multiple nonlinear parameters, the non-smooth parameters, and the external excitation frequency into consideration, the steady-state stochastic P-bifurcation phenomena of an elastic impact oscillator are discussed. It can be found that the system parameters can make the system stability topology change. The effectiveness of the proposed method is verified and demonstrated by the Monte Carlo (MC) simulation. Consequently, the conclusions show that the process can be applied to stochastic non-autonomous and non-smooth systems.

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