Finite area method for nonlinear supersonic conical flows

A fully conservative numerical method for the computation of steady inviscid supersonic flow about general conical bodies at incidence is described. The procedure utilizes the potential approximation and implements a body conforming mesh generator. The conical potential is assumed to have its best linear variation inside each mesh cell; a secondary interlocking cell system is used to establish the flux balance required to conserve mass. In the supersonic regions the scheme is symmetrized by adding artificial viscosity in conservation form. The algorithm is nearly an order of a magnitude faster than present Euler methods and predicts known results accurately and qualitative features such as nodal point lift off correctly. Results are compared with those of other investigators

Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility

In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results are obtained by utilizing a local monotonicity property of the sum of the Stokes operator and the nonlinearity.Comment: 18 page

Delta wings with shock-free cross flow

In order to have a high level of maneuverability, supersonic delta wings should have a cross flow that is free of embedded shock waves. The conical cross flow sonic surface differs from that of plane transonic flow in many aspects. Well-known properties such as the monotone law are not true for conical cross flow sonic surfaces. By using a local analysis of the cross flow sonic line, relevant conditions for smooth cross flow are obtained. A technique to artificially construct a smooth sonic surface and an efficient numerical method to calculate the flow field are used to obtain cones with smooth cross flow

Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise

A Wentzell-Freidlin type large deviation principle is established for the two-dimensional Navier-Stokes equations perturbed by a multiplicative noise in both bounded and unbounded domains. The large deviation principle is equivalent to the Laplace principle in our function space setting. Hence, the weak convergence approach is employed to obtain the Laplace principle for solutions of stochastic Navier-Stokes equations. The existence and uniqueness of a strong solution to (a) stochastic Navier-Stokes equations with a small multiplicative noise, and (b) Navier-Stokes equations with an additional Lipschitz continuous drift term are proved for unbounded domains which may be of independent interest. © 2006 Elsevier Ltd. All rights reserved

An Evaluation of Inventory Management Practices Impact on Return on Asset: A Study on Beverage, Food and Tobacco Sector Listed Companies of Sri Lanka

Inventory is a vital part of current assets mainly in manufacturing and business concerns. Huge funds are committed to inventories as to ensure smooth flow of production and to meet consumer demand. Inventory management plays a crucial role in balancing the benefits and cost associated with holding inventory. Effective and efficient inventory management goes a long way in survival of a business firm. Inventory management practices effects on return on asset of the companies in beverage food and tobacco sector in Sri Lanka Colombo stock exchange at a great scope. A panel data from 2012 to 2016 was gathered for the analysis from the annual reports of 20 beverage food and tobacco sector firms considered. The multiple regression model was applied in the data analysis to find out the relationship between inventory management practices and return on asset. The variables used include inventory conversion period, operating cycle, current ratio, cash conversion cycle and return on assets. The results provide a significant positive relationship between inventory conversion periods and return on asset. In addition to that, cash conversion cycle was found significant negative relationship with the profitability measures of return on asset. Keywords: Inventory Management; Beverage Food and Tobacco sector; Return on asset DOI: 10.7176/RJFA/11-14-02 Publication date:July 31st 202

Stochastic 2-D Navier-Stokes Equation

In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this signi cantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution

Convergence of Particle Filtering Method for Nonlinear Estimation of Vortex Dynamics

In this paper we formulate a numerical approximation method for the nonlinear ¯ltering of vortex dynamics subject to noise using particle ¯lter method. We prove the convergence of this scheme allowing the obser- vation vector to be unbounded.This research is supported by the Army Research Probability and Statistics Program through the grant DODARMY41712Approved for public release; distribution is unlimited

Impulse Control of Stochastic Navier-Stokes Equations

In this paper we study stopping time and impulse control problems for stochastic Navier-Stokes equation. Exploiting a local monotonicity property of the nonlinearity, we establish existence and uniqueness of strong solutions in two dimensions which gives a Markov-Feller process. The variational inequality associated with the stopping time problem and the quasi-variational inequality associated with the impulse control problem are resolved in a weak sense, using semigroup approach with a convergence uniform over path

Nonlinear Filtering of Classical and Quantum Spin Systems

In this paper we consider classical and quantum spin systems on discrete lattices and in Euclidean spaces, modeled by infinite dimensional stochastic diffusions in Hilbert spaces. Existence and uniqueness of various notions of solutions, existence and uniqueness of invariant measures as well as exponential convergence to equilibrium are known for these models. We formulate nonlinear filtering problem for these classes of models, derive nonlinear filtering equations of Fujisaki-Kallianpur-Kunita and Zakai tye, and prove existence and uniqueness of measure-valued solutions to these filtering equations. We then establish the Feller property and Markov property of the semigroups associated with the filtering equations and also prove existence and uniqueness of invariant measures. Evolution of error covariance equation for the nonlinear filter is derived. We also derive the nonlinear filtering equations associated with finitely-additive white noise formulation due to Kallianpur and Karandikar for the classical and quantum spin systems, and study existence and uniqueness of measure-valued solution