scholarly journals Family of closed-form solutions for two-dimensional correlated diffusion processes

2019 ◽  
Vol 100 (3) ◽  
Author(s):  
Haozhe Shan ◽  
Rubén Moreno-Bote ◽  
Jan Drugowitsch
1990 ◽  
Vol 112 (3) ◽  
pp. 460-468 ◽  
Author(s):  
Tsung-Ju Gwo ◽  
Thomas J. Lardner

An approximate analytical solution to the problem of two-dimensional indentation of a frictionless cylinder into a thin elastic coating bonded to a rigid substrate has been obtained using the approach introduced by Matthewson for axisymmetric indentation. We show by comparing the results of the approximate solution to the exact solutions and to finite element calculations that the approximate solution is accurate for a/h> 2. The advantage of this approach is that the results are expressed in closed form and the accuracy of the approximate solution improves with increasing values of a/h. For a/h>2, for a given load, the theory overestimates the value of a/h compared to the exact solution by less than 10 percent. In many experimental studies and in preliminary design, it is convenient to have closed-form solutions exhibiting the dependence of the parameters.


1963 ◽  
Vol 30 (2) ◽  
pp. 263-268 ◽  
Author(s):  
J. A. Schetz

The need for a general technique for the approximate solution of viscous-flow problems is discussed. Existing methods are considered and a new method is presented which results in simple closed-form solutions. The accuracy of the method is demonstrated by comparisons with the results of known exact solutions, and finally the general technique is employed to determine a new solution for the fully expanded two-dimensional laminar nozzle problem.


2014 ◽  
Vol 750 ◽  
pp. 245-258 ◽  
Author(s):  
T. S. van den Bremer ◽  
G. R. Hunt

AbstractIn an accompanying paper (van den Bremer & Hunt, J. Fluid Mech., vol. 750, 2014, pp. 210–244) closed-form solutions, describing the behaviour of two-dimensional planar turbulent rising plumes from horizontal planar area and line sources in unconfined quiescent environments of uniform density, that are universally applicable to Boussinesq and non-Boussinesq plumes, are proposed. This universality relies on an entrainment velocity unmodified by non-Boussinesq effects, an assumption that is derived in the literature based on similarity arguments and is, in fact, in contradiction with the axisymmetric case, in which entrainment is modified by non-Boussinesq effects. Exploring these solutions, we show that a non-Boussinesq plume model predicts exactly the same behaviour with height for a pure plume as would a Boussinesq model, whereas the effects on forced and lazy plumes are opposing. Non-intuitively, the non-Boussinesq model predicts larger fluxes of volume and mass for lazy plumes, but smaller fluxes for forced plumes at any given height compared to the Boussinesq model. This raises significant questions regarding the validity of the unmodified entrainment model for planar non-Boussinesq plumes based on similarity arguments and calls for detailed experiments to resolve this debate.


1995 ◽  
Vol 32 (03) ◽  
pp. 635-648 ◽  
Author(s):  
R. Gutiérrez Jáimez ◽  
P. Román Román ◽  
F. Torres Ruiz

In this paper we prove the validity of the Volterra integral equation for the evaluation of first-passage-time probability densities through varying boundaries, given by Buonocore et al. [1], for the case of diffusion processes not necessarily time-homogeneous. We study, specifically those processes that can be obtained from the Wiener process in the sense of [5]. A study of the kernel of the integral equation, in the same way as that by Buonocore et al. [1], is done. We obtain the boundaries for which closed-form solutions of the integral equation, without having to solve the equation, can be obtained. Finally, a few examples are given to indicate the actual use of our method.


Author(s):  
B. M. Singh ◽  
J. G. Rokne ◽  
R. S. Dhaliwal

A two-dimensional electrostatic problem in a plane with earthed elliptic cavity due to one or two charged electrostatic strips is considered. Using the integral transform technique, each problem is reduced to the solution of triple integral equations with sine kernels and weight functions. Closed-form solutions of the set of triple integral equations are obtained. Also closed-form expressions are obtained for charge density of the strips. Finally, the numerical results for the charge density are given in the form of tables.


1986 ◽  
Vol 18 (4) ◽  
pp. 991-1014 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi

For a class of models of adaptive queueing systems an exact diffusion approximation is derived with the aim of obtaining information on the evolution of the systems. Our approximating diffusion process includes the Wiener and the Ornstein–Uhlenbeck processes with reflecting boundaries at 0. The goodness of the approximations is thoroughly discussed and the closed-form solutions obtained for the diffusion processes are compared with those holding for the queueing system in order to investigate the conditions under which reliable information can be obtained from the approximating continuous models. For the latter the transient behaviour is quantitatively analysed and the distribution of the busy period is determined in closed form.


2017 ◽  
Vol 84 (7) ◽  
Author(s):  
Xiaoqing Jin ◽  
Xiangning Zhang ◽  
Pu Li ◽  
Zheng Xu ◽  
Yumei Hu ◽  
...  

In a companion paper, we have obtained the closed-form solutions to the stress and strain fields of a two-dimensional Eshelby inclusion. The current work is concerned with the complementary formulation of the displacement. All the formulae are derived in explicit closed-form, based on the degenerate case of a three-dimensional (3D) ellipsoidal inclusion. A benchmark example is provided to validate the present analytical solutions. In conjunction with our previous study, a complete elasticity solution to the classical elliptic cylindrical inclusion is hence documented in Cartesian coordinates for the convenience of engineering applications.


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