Unified Second-Order Stochastic Averaging Approach

1997 ◽  
Vol 64 (2) ◽  
pp. 281-291 ◽  
Author(s):  
M. Hijawi ◽  
N. Moschuk ◽  
R. A. Ibrahim

First-order stochastic averaging has proven very useful in predicting the response statistics and stability of dynamic systems with nonlinear damping forces. However, the influence of system stiffness or inertia nonlinearities is lost during the averaging process. These nonlinearities can be recaptured only if one extends the stochastic averaging to second-order analysis. This paper presents a systematic and unified approach of second-order stochastic averaging based on the Stratonovich-Khasminskii limit theorem. Response statistics, stochastic stability, phase transition (known as noise-induced transition), and stabilization by multiplicative noise are examined in one treatment. A MACSYMA symbolic manipulation subroutine has been developed to perform the averaging processes for any type of nonlinearity. The method is implemented to analyze the response statistics of a second-order oscillator with three different types of nonlinearities, excited by both additive and multiplicative random processes. The second averaging results are in good agreement with those estimated by Monte Carlo simulation. For a special nonlinear oscillator, whose exact stationary solution is known, the second-order averaging results are identical to the exact solution up to first-order approximation.

1991 ◽  
Vol 05 (18) ◽  
pp. 2935-2949
Author(s):  
M. BARTKOWIAK ◽  
K.A. CHAO

The self-consistently renormalized high-density expansion (SHDE) is first used to determine temperature dependence of order parameter. Free energy and magnetization of the Ising model has been calculated to the second order. It is shown that the unphysical discontinuity of the order parameter as a function of temperature, which appears in the first-order approximation, still remains in the second-order calculation. Based on the 1/d expansion, we then construct a method to select (1/z)i contributions from the high density expansion terms. This method is applied to the first and second-order self-consistent equation for magnetization. Selection of the first order in 1/z contributions within the first order of the SHDE leads to considerable improvement of the behavior of magnetization as a function of temperature, and application of the local approximation to the second order of the SHDE term gives an acceptable single-value behavior of the order parameter.


2006 ◽  
Vol 2 (S235) ◽  
pp. 134-134
Author(s):  
L. Secco

AbstractThe theory of the Fundamental Plane (FP) proposed by Secco (2005) is based on the existence of a maximum in the Clausius' Virial (CV) potential energy of a stellar component when it is completely embedded inside a dark matter (DM) halo. At the first order approximation the theory was developed by modeling the two-components with two power-law density profiles and it produces some expectations in fairly good agreement with the observations. We add other predictions of the theory at the same level of approximation about the Zone of Exclusion (ZOE) in k-space and its possible relationship with cosmological scenario. Some of the consequences of the thermodynamical properties of CV maximum are also taken into account.


1979 ◽  
Vol 1 (3-4) ◽  
pp. 1-11
Author(s):  
Nguyen Cao Menh

Recently in the problems of random vibration, the heuristic method, in which output process is supposed to be Gaussian when Gaussian input process is given, is applied [1, 2]. This method is called the “Gaussian heuristic method”. This paper deals with the justification of “Gaussian heuristic method”, form that two following important conclusions are proved: - “Gaussian heuristic method” gives density function of probability with the first order approximation with respect to the small parameter ε. - Applying this method we get mean values and second order correlation functions in second order approximation with respect to the small parameter ε.


Author(s):  
Michael B. Muhlestein ◽  
Benjamin M. Goldsberry ◽  
Andrew N. Norris ◽  
Michael R. Haberman

A material that exhibits Willis coupling has constitutive equations that couple the pressure–strain and momentum–velocity relationships. This coupling arises from subwavelength asymmetry and non-locality in heterogeneous media. This paper considers the problem of the scattering of a plane wave by a cylinder exhibiting Willis coupling using both analytical and numerical approaches. First, a perturbation method is used to describe the influence of Willis coupling on the scattered field to a first-order approximation. A higher order analysis of the scattering based on generalized impedances is then derived. Finally, a finite-element method-based numerical scheme for calculating the scattered field is presented. These three analyses are compared and show strong agreement for low to moderate levels of Willis coupling.


Geophysics ◽  
2007 ◽  
Vol 72 (5) ◽  
pp. D93-D106 ◽  
Author(s):  
Yaping Zhu ◽  
Ilya Tsvankin ◽  
Ivan Vasconcelos

One of the well-known factors responsible for the anisotropy of seismic attenuation is interbedding of thin attenuative layers with different properties. Here, we apply Backus averaging to obtain the complex stiffness matrix of an effective medium formed by an arbitrary number of anisotropic, attenuative constituents. Unless the intrinsic attenuation is uncommonly strong, the effective velocity function is controlled by the real-valued stiffnesses (i.e., independent of attenuation) and can be determined from the known equations for purely elastic media. Attenuation analysis is more complicated because the attenuation parameters are influenced by the coupling between the real and imaginary parts of the stiffness matrix. The main focus of this work is on effective transversely isotropic models with a vertical symmetry axis (VTI) that include isotropic and VTI constituents. Assuming that the stiffness contrasts, as well as the intrinsic velocity and attenuation anisotropy, are weak, we develop explicit first-order (linear) and second-order (quadratic) approximations for the attenuation-anisotropy parameters [Formula: see text], [Formula: see text], and [Formula: see text]. Whereas the first-order approximation for each parameter isgiven sim-ply by the volume-weighted average of its interval values, the second-order terms include coupling between various factors related to both heterogeneity and intrinsic anisotropy. Interestingly, the effective attenuation for P- and SV-waves is anisotropic even for a medium composed of isotropic layers with identical attenuation, provided there is a velocity variation among the constituent layers. Contrasts in the intrinsic attenuation, however, do not create attenuation anisotropy, unless they are accompanied by velocity contrasts. Extensive numerical testing shows that the second-order approximation for [Formula: see text], [Formula: see text], and [Formula: see text] is close to the exact solution for most plausible subsurface models. The accuracy of the first-order approximation depends on the magnitude of the quadratic terms, which is largely governed by the strength of the velocity (rather than attenuation) anisotropy and velocity contrasts. The effective attenuation parameters for multiconstituent VTI models vary within a wider range than do the velocity parameters, with almost equal probability of positive and negative values. If some of the constituents are azimuthally anisotropic with misaligned vertical symmetry planes, the effective velocity and attenuation functions may have different principal azimuthal directions or even different symmetries.


1959 ◽  
Vol 14 (2) ◽  
pp. 121-129 ◽  
Author(s):  
H. A. Tasman ◽  
A. J. H. Boerboom

Investigation is made of the ion optical properties of inhomogeneous magnetic sector fields. In first order approximation the field is assumed to vary proportional to r—n (0 ≦ n < 1); the term in the magnetic field expansion which determines the second order aberrations is chosen independent of n, which makes the elimination possible of e. g. the second order angular aberration. From the EULER— LAGRANGE equations the second order approximation of the ion trajectories in the median plane and the first order approximation outside the median plane are derived for the case of normal incidence and exit of the central path in the sector field. An equation is presented giving the shape of the pole faces required to produce the desired field. The influence of stray fields is neglected. The object ana image distances are derived, as well as the mass dispersion, the angular, lateral and axial magnification, the resolving power, and the inclination of the plane of focus of the mass spectrum. The maximum transmitted angle in the z-direction is calculated. The resolving power proves to be proportional to (1—n) -1 whereas the length of the central path is proportional to (1—n) -½. An actual example is given of a 180° sector field with n=0.91, where the mass resolving power is increased by a factor 11 as compared with a homogeneous sector field of the same radius and slit widths.


1971 ◽  
Vol 33 (3_suppl) ◽  
pp. 1139-1142 ◽  
Author(s):  
Renaud S. Le Blanc ◽  
J. Gerard Muise

French Ss were required to read letter strings which approximated French and English texts. Ss performed similarly at the zero and first order approximation but read faster on the French text at the second order. The results may be due to the greater uncertainty of the English language or to a differential sensitivity to the statistical constraints of both languages.


2020 ◽  
Vol 58 ◽  
pp. 13-54
Author(s):  
Ramon González Calvet ◽  

The differential equation in polar coordinates of the Moon's orbit is outlined from the first-order approximation to the Lagrange equations of the Sun-Earth-Moon system expressed with relative coordinates and accelerations. The orbit of the Moon calculated this way is similar to Clairaut's modified orbit and has better parameters than those previously published. An improvement to this orbit is proposed based on theoretical arguments. With help of this new orbit, the variations in the draconic, synodic and anomalistic months are also computed showing very good agreement with observations.


1991 ◽  
Vol 02 (01) ◽  
pp. 546-548
Author(s):  
A.V. ZAITSEVSKII ◽  
A.I. DEMENT’EV

We developed a procedure for molecular transition one-electron property calculations based on the simple second-order QDPT approximation for the intermediate Hamiltonian and corresponding first-order approximation for intermediate effective property operators. To test its abilities, a series of transition moment calculations for simple molecules was performed and the results were compared with CI results.


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