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In this chapter we provide mathematical tools to study the stochastic process from the physical point of view. © 2019, Springer Nature Switzerland AG  

In this chapter we provide mathematical tools to study the stochastic process from the physical point of view. © 2019, Springer Nature Switzerland AG  

In this chapter we study stochastic processes in the presence of jump discontinuity, and discuss the meaning of non-vanishing higher-order Kramers–Moyal coefficients. We describe in details the stochastic properties of Poisson jump processes. We derive the statistical moments of the Poisson process and the Kramers–Moyal coefficients for pure Poisson jump events. Growing evidence shows that continuous stochastic modeling (white noise-driven Langevin equation) of time series of complex systems should account for the presence of discontinuous jump components [1–6]. Such time series have some distinct important characteristics, such as heavy tails and occasionally sudden large jumps.... 

In this chapter we study stochastic processes in the presence of jump discontinuity, and discuss the meaning of non-vanishing higher-order Kramers–Moyal coefficients. We describe in details the stochastic properties of Poisson jump processes. We derive the statistical moments of the Poisson process and the Kramers–Moyal coefficients for pure Poisson jump events. Growing evidence shows that continuous stochastic modeling (white noise-driven Langevin equation) of time series of complex systems should account for the presence of discontinuous jump components [1–6]. Such time series have some distinct important characteristics, such as heavy tails and occasionally sudden large jumps.... 

In this study, the buckling of two joined isotropic conical shells under axial compression and simply supported boundary conditions is investigated. The governing equations are obtained using thin-walled shallow shell theory of Donnell-type and theorem of minimum potential energy. The continuity conditions at the joining section of the cones are appropriate expressions among stress resultants and deformations. The equations are solved by assuming trigonometric response in circumferential and series solution in meridional direction. The results are validated in comparison with the available results in the literature. Effects of semi-vertex angles and meridional lengths on the buckling load... 

In this investigation, the stability analysis of a rotating elastic stepped shaft is studied and the sufficient condition for system stability in the sense of Lyapunov is derived. The model consists of an elastic stepped shaft which is clamped rigidly to a rotary device. From the model's point of view, the entire length of shaft is partitioned into uniform segments with different characteristics. The Lyapunov direct method is applied in this survey where the Hamilton function has been chosen as the candidate Lyapunov function. Since the dynamical mode shapes of the shaft are required for the stability analysis, the shaft has been modeled by the Euler- Bernoulli beam theory and the... 

Free vibration response of a joined shell system including cylindrical and spherical shells is analyzed in this research. It is assumed that the system of joined shell is made from a functionally graded material (FGM). Properties of the shells are assumed to be graded through the thickness. Both shells are unified in thickness. To capture the effects of through-the-thickness shear deformations and rotary inertias, first-order shear deformation theory of shells is used. The Donnell type of kinematic assumptions is adopted to establish the general equations of motion and the associated boundary and continuity conditions with the aid of Hamilton’s principle. The resulting system of equations is... 

Free vibration response of a cylindrical shell closed with two hemispherical caps at the ends (hermit capsule) is analysed in this research. It is assumed that the system of joined shell is made from functionally graded materials (FGM). Properties of the shells are assumed to be graded through the thickness. Cylindrical and hemispherical shells are unified in thickness. To capture the effects of through-the-thickness shear deformations and rotary inertias, first order theory of shells is used. Donnell type of kinematic assumptions are adopted to establish the general equations of motion and the associated boundary and continuity conditions with the aid of Hamilton's principle. The resulting... 

The selection of interface boundary conditions between porous-medium and clear-fluid regions is very important for the wide range of engineering applications. In this paper, the difference between two common types of fluid flow interfacial conditions between clear fluid and porous medium is analyzed in detail. These two types of fluid flow interfacial condition are stress-jump and stress-continuity conditions. The effects of porosity on these types of interface condition are studied. The results are presented for different Reynolds numbers in the range 1–40, porosity equal to 0.4 and 0.8 and Darcy number Da=5×10-4. In this study, the Darcy–Brinkmann–Forchheimer model is used to model the... 

This paper investigates the free vibrations of a shell made of n cone segments joined together. The governing equations of the conical shell were obtained by applying the Sanders shell theory and the Hamilton principle. Then, these governing equations are solved by using the power series method and considering a displacement field which is harmonic function about the time and the circumferential coordinate. Using the boundary conditions of the two ends of the shell and the continuity conditions at the interface section of shell segments, and solving the eigenvalue problem, the natural frequencies and the mode shapes are obtained. Very good agreements exist between the analytical results of... 

The technique of adaptive spatial resolution is for the first time applied in fast and efficient Fourier-based analysis of metallic lamellar gratings at microwave frequencies. Inasmuch as the ultrahigh-contrast permittivity profile of these structures is likely to incur numerical instabilities, the continuity condition is heedfully imposed on the transverse electromagnetic fields and an elegant, unconditionally stable matrix-based strategy is proposed to rigorously analyze the microwave transmission of these structures. © 2009 IEEE  

A new analytical model based on the shear-lag theory is developed for stress analysis and steady state creep deformation of short fiber composites subjected to an applied axial load. A perfect fiber/matrix interface is assumed and an exponential law is considered for describing the steady state creep behavior of the matrix material. The matrix stress field components obtained from the proposed analytical solution satisfies the equilibrium and constitutive creep equations. Also, the obtained axial stress in the fiber in an average form satisfies the equilibrium requirements within the fiber and between the fiber and the matrix. Moreover, the above stress field components satisfy well the... 

Free vibration response of a cylindrical shell closed with two hemispherical caps at the ends (hermit capsule) is analysed in this research. It is assumed that the system of joined shell is made from functionally graded materials (FGM). Properties of the shells are assumed to be graded through the thickness. Cylindrical and hemispherical shells are unified in thickness. To capture the effects of through-the-thickness shear deformations and rotary inertias, first order theory of shells is used. Donnell type of kinematic assumptions are adopted to establish the general equations of motion and the associated boundary and continuity conditions with the aid of Hamilton's principle. The resulting... 

Based on the Sanders thin shell theory, this paper presents an exact solution for the vibration of circular cylindrical shell made of two different materials. The shell is sub-divided into two segments and the state-space technique is employed to derive the homogenous differential equations. Then continuity conditions are applied where the material of the cylindrical shell changes. Shells with various combinations of end boundary conditions are analyzed by the proposed method. Finally, solving different examples, the effect of geometric parameters as well as BCs on the vibration of the bi-material shell is studied  

In this paper a semi-analytical method is developed to analyze functionally graded cylindrical panels. In this method, the radial domain is divided into some finite sub-domains and the material properties are assumed to be constant in each subdomain. Imposing the continuity conditions at the interface of the adjacent sub-domains, together with the global boundary conditions, a set of linear algebraic equations are derived. Solving the linear algebraic equations, the elastic response for the thick-walled FG cylindrical panel is obtained. The method can be used for all material properties variations but in present study, material properties are assumed vary with Mori-Tanaka estimation. Results... 

A semi-analytical solution is presented for three dimensional elastic analysis of finitelylong, simply supported, orthotropic, laminated cylindrical panels with piezoelectric layers subjected to outer pressure and electrostatic excitation. Both the direct and inverse piezoelectric effects are investigated. The solution is obtained through reducing the highly coupled partial differential equations (PDE's) of equilibrium to ordinary differential equations (ODE's) with variable coefficients by means of trigonometric function expansion in longitudinal and circumferential directions. The resulting ODE's are solved by dividing the radial domain into some finite subdivisions and imposing necessary...