Exact Fourier expansion in cylindrical coordinates for the three-dimensional Helmholtz Green function

A new method is presented for Fourier decomposition of the Helmholtz Green Function in cylindrical coordinates, which is equivalent to obtaining the solution of the Helmholtz equation for a general ring source. The Fourier coefficients of the Helmholtz Green function are split into their half advanced+half retarded and half advanced-half retarded components. Closed form solutions are given for these components in terms of a Horn function and a Kampe de Feriet function, respectively. The systems of partial differential equations associated with these two-dimensional hypergeometric functions are used to construct a fourth-order ordinary differential equation which both components satisfy. A second fourth-order ordinary differential equation for the general Fourier coefficent is derived from an integral representation of the coefficient, and both differential equations are shown to be equivalent. Series solutions for the various Fourier coefficients are also given, mostly in terms of Legendre functions and Bessel/Hankel functions. These are derived from the closed form hypergeometric solutions or an integral representation, or both. Numerical calculations comparing different methods of calculating the Fourier coefficients are presented

Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficient way, independently from the kind of white noise; 2) The particular form of Wiener-Hopf integral transform and its numerical evaluation, both introduced in this study, are generalizations of fractional integro-differential operators of potential type and Gr\"unwald-Letnikov fractional derivatives, respectively.Comment: 20 pages, 5 figure

The method of lines in analyzing solids containing cracks

A semi-numerical method is reviewed for solving a set of coupled partial differential equations subject to mixed and possibly coupled boundary conditions. The line method of analysis is applied to the Navier-Cauchy equations of elastic and elastoplastic equilibrium to calculate the displacement distributions in various, simple geometry bodies containing cracks. The application of this method to the appropriate field equations leads to coupled sets of simultaneous ordinary differential equations whose solutions are obtained along sets of lines in a discretized region. When decoupling of the equations and their boundary conditions is not possible, the use of a successive approximation procedure permits the analytical solution of the resulting ordinary differential equations. The use of this method is illustrated by reviewing and presenting selected solutions of mixed boundary value problems in three dimensional fracture mechanics. These solutions are of great importance in fracture toughness testing, where accurate stress and displacement distributions are required for the calculation of certain fracture parameters. Computations obtained for typical flawed specimens include that for elastic as well as elastoplastic response. Problems in both Cartesian and cylindrical coordinate systems are included. Results are summarized for a finite geometry rectangular bar with a central through-the-thickness or rectangular surface crack under remote uniaxial tension. In addition, stress and displacement distributions are reviewed for finite circular bars with embedded penny-shaped cracks, and rods with external annular or ring cracks under opening mode tension. The results obtained show that the method of lines presents a systematic approach to the solution of some three-dimensional mechanics problems with arbitrary boundary conditions. The advantage of this method over other numerical solutions is that good results are obtained even from the use of a relatively coarse grid