Search results for: complex non-linear partial differential equations

Authors: P. C. Tewari, Rajiv Kumar, Dinesh Khanduja

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This paper discusses the performance modeling and availability analysis of Yarn Dyeing System of a Textile Industry. The Textile Industry is a complex and repairable engineering system. Yarn Dyeing System of Textile Industry consists of five subsystems arranged in series configuration. For performance modeling and analysis of availability, a performance evaluating model has been developed with the help of mathematical formulation based on Markov-Birth-Death Process. The differential equations have been developed on the basis of Probabilistic Approach using a Transition Diagram. These equations have further been solved using normalizing condition in order to develop the steady state availability, a performance measure of the system concerned. The system performance has been further analyzed with the help of decision matrices. These matrices provide various availability levels for different combinations of failure and repair rates for various subsystems. The findings of this paper are, therefore, considered to be useful for the analysis of availability and determination of the best possible maintenance strategies which can be implemented in future to enhance the system performance.

Keywords: performance modeling, markov process, steady state availability, availability analysis

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Authors: Selahattin Gultekin

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Today, in engineering departments, mathematics courses such as calculus, linear algebra and differential equations are generally taught by mathematicians. Therefore, during mathematicians’ classroom teaching there are few or no applications of the concepts to real world problems at all. Most of the times, students do not know whether the concepts or rules taught in these courses will be used extensively in their majors or not. This situation holds true of for all engineering and science disciplines. The general trend toward these mathematic courses is not good. The real-life application of mathematics will be appreciated by students when mathematical modeling of real-world problems are tackled. So, students do not like abstract mathematics, rather they prefer a solid application of the concepts to our daily life problems. The author highly recommends that mathematical modeling is to be taught starting in high schools all over the world In this paper, some mathematical concepts such as limit, derivative, integral, Taylor Series, differential equations and mean-value-theorem are chosen and their applications with graphical representations to real problems are emphasized.

Keywords: applied mathematics, engineering mathematics, mathematical concepts, mathematical modeling

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Authors: Mohammadreza Akbari, Leila Abdollahpour, Sara Akbari, Pooya Soleimani

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Transferring thermo at the field of solid materials for instance tube-shaped structures, causing dynamical vibration at them. Majority of thermal and fluid processes are done engineering science at solid materials, for example, thermo-transferred pipes, fluids, chemical and nuclear reactors, include thermal processes, so, they need to consider the moment solid-fundamental structural strength unto these thermal interactions. Fluid and thermo retentive materials in front of external force to it like thermodynamical force, hydrodynamical force and static force continuously according to a function of time vibrated, and this action causes relative displacement of the structural materials elements, as a result, the moment resistance analysis preservation materials in thermal processes, the most important parameters for design are discussed. Including structural substrate holder temperature and fluid of the administrative and industrial center, is a cylindrical tube that for vibration analysis of cylindrical cells with heat and fluid transfer requires the use of vibration differential equations governing the structure of a tubular and thermal differential equations as the vibrating motive force at double-glazed cylinders.

Keywords: heat transfer, elements in cylindrical coordinates, analytical solving the governing equations, structural vibration

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Authors: Hla Hla Khaing, Yit Jian Liang, Nant Nyein Moe Htay, Jiang Fan

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Partial shadowing is one of the problems that are always faced in terrestrial applications of solar photovoltaic (PV). The effects of partial shadow on the energy yield of conventional mono-crystalline and multi-crystalline PV modules have been researched for a long time. With deployment of new thin-film solar PV modules in the market, it is important to understand the performance of new PV modules operating under the partial shadow in the tropical zone. This paper addresses the impacts of different partial shadowing on the operating characteristics of four different types of solar PV modules that include multi-crystalline, amorphous thin-film, CdTe thin-film and CIGS thin-film PV modules.

Keywords: partial shade, CdTe, CIGS, multi-crystalline (mc-Si), amorphous silicon (a-Si), bypass diode

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Authors: Anthony R. Hassan, Jacob A. Gbadeyan

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In this paper, the analysis of a reactive hydromagnetic Poiseuille fluid flow under each of sensitized, Arrhenius and bimolecular chemical kinetics through a channel in the presence of heat source is carried out. An exothermic reaction is assumed while the concentration of the material is neglected. Adomian Decomposition Method (ADM) together with Pade Approximation is used to obtain the solutions of the governing nonlinear non – dimensional differential equations. Effects of various physical parameters on the velocity and temperature fields of the fluid flow are investigated. The entropy generation analysis and the conditions for thermal criticality are also presented.

Keywords: chemical kinetics, entropy generation, thermal criticality, adomian decomposition method (ADM) and pade approximation

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Authors: Chien-kuo Chang, Bo-wei Wu, Yi-yun Tang, Min-chiu Wu

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This paper proposes a power equipment diagnosis system based on partial discharge (PD), which is characterized by increasing the readability of experimental data and the convenience of operation. This system integrates a variety of analysis programs of different data formats and different programming languages and then establishes a set of interfaces that can follow and expand the structure, which is also helpful for subsequent maintenance and innovation. This study shows a case of using the developed Convolutional Neural Networks (CNN) to integrate with this system, using the designed model architecture to simplify the complex training process. It is expected that the simplified training process can be used to establish an adaptive deep learning experimental structure. By selecting different test data for repeated training, the accuracy of the identification system can be enhanced. On this platform, the measurement status and partial discharge pattern of each equipment can be checked in real time, and the function of real-time identification can be set, and various training models can be used to carry out real-time partial discharge insulation defect identification and insulation state diagnosis. When the electric power equipment entering the dangerous period, replace equipment early to avoid unexpected electrical accidents.

Keywords: partial discharge, convolutional neural network, partial discharge analysis platform, adaptive deep learning

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Authors: Ahmed Elsayed Ahmed, Ashraf Hafez, A. N. Ouda, Hossam Eldin Hussein Ahmed, Hala Mohamed ABD-Elkader

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Unmanned Aircraft Systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized,and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end, the model is checked by matching between the behavior of the states of the non-linear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: UAV, equations of motion, modeling, linearization

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Authors: Rasaq Kareem, Jacob Gbadeyan

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In this study, analysis of the entropy generation of an unsteady reactive hydromagnetic generalized couette fluid flow of a two-step exothermic chemical reaction through a channel with isothermal wall temperature under the influence of different chemical kinetics namely: Sensitized, Arrhenius and Bimolecular kinetics was investigated. The modelled nonlinear dimensionless equations governing the fluid flow were simplified and solved using the combined Laplace Differential Transform Method (LDTM). The effects of fluid parameters associated with the problem on the fluid temperature, entropy generation rate and Bejan number were discussed and presented through graphs.

Keywords: couette, entropy, exothermic, unsteady

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Authors: Bououden Soraya

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This paper aims to study the existence of the change of coordinates which permits to transform a class of nonlinear dynamical systems into the so-called nonlinear observer canonical form (NOCF). Moreover, an algorithm to construct such a change of coordinates is given. Based on this form, we can design an observer with a linear error dynamic. This enables us to estimate the state of a nonlinear dynamical system. A concrete example (biological model) is provided to illustrate the feasibility of the proposed results.

Keywords: nonlinear observer canonical form, observer, design, gene regulation, gene expression

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Authors: Hemant Kumar Pathak

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In 1994, Matthews (S.G. Matthews, Partial metric topology, in: Proc. 8th Summer Conference on General Topology and Applications, in: Ann. New York Acad. Sci., vol. 728, 1994, pp. 183-197) introduced the concept of a partial metric as a part of the study of denotational semantics of data flow networks. He gave a modified version of the Banach contraction principle, more suitable in this context. In fact, (complete) partial metric spaces constitute a suitable framework to model several distinguished examples of the theory of computation and also to model metric spaces via domain theory. In this paper, we introduce the concept of almost partial Hausdorff metric. We prove a fixed point theorem for multi-valued mappings on partial metric space using the concept of almost partial Hausdorff metric and prove an analogous to the well-known Nadler’s fixed point theorem. In the sequel, we derive a homotopy result as an application of our main result.

Keywords: fixed point, partial metric space, homotopy, physical sciences

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Authors: S. S. Abas, Y. M. Yatim

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In this paper the unsteady, slender, symmetric dry patch in an infinitely wide and thin liquid film of Newtonian fluid draining under gravity down an inclined plane in the presence of strong surface-tension effect is considered. A similarity transformation, named a travelling-wave similarity solution is used to reduce the governing partial differential equation into the ordinary differential equation which is then solved numerically using a shooting method. The introduction of surface-tension effect on the flow leads to a fourth-order ordinary differential equation. The solution obtained predicts that the dry patch has a quartic shape and the free surface has a capillary ridge near the contact line which decays in an oscillatory manner far from it.

Keywords: dry patch, Newtonian fluid, similarity solution, surface-tension effect, travelling-wave, unsteady thin-film flow

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Authors: D. S. Palimkar

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The FRIGDI (functional random integrodifferential inclusion) seems to be new and includes several known random differential inclusions already studied in the literature as special cases have been discussed in the literature for various aspects of the solutions. In this paper, we prove the existence result for FIGDI under the non-convex case of multi-valued function involved in it.Using random fixed point theorem of B. C. Dhage and caratheodory condition. This result is new to the theory of differential inclusion.

Keywords: caratheodory condition, random differential inclusion, random solution, integro-differential inclusion

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Authors: Samuel Ahamefula

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Turbulent motion is a highly nonlinear and complex phenomenon, and its modelling is still very challenging. In this study, we developed a hybrid computational approach to accurately simulate fluid turbulence phenomenon. The focus is coupling and transitioning between Direct Numerical Simulation (DNS) and Large Eddy Simulating Wall Models (LES-WM) regions. In the framework, high-order fidelity fluid dynamical methods are utilized to simulate the unsteady compressible Navier-Stokes equations in the Eulerian format on the unstructured moving grids. The coupling and transitioning of DNS and LES-WM are conducted through the linearly staggered Dirichlet-Neumann coupling scheme. The high-fidelity framework is verified and validated based on namely, DNS ability for capture full range of turbulent scales, giving accurate results and LES-WM efficiency in simulating near-wall turbulent boundary layer by using wall models.

Keywords: computational methods, turbulence modelling, turbulence entropy, navier-stokes equations

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Authors: Luis Andrey Fajardo Fajardo

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We are immersed in complex systems. The human brain, the galaxies, the snowflakes are examples of complex systems. An area of interest in Complex systems is the chaos theory. This revolutionary field of science presents different ways of study than determinism and reductionism. Here is where in junction with the Nonlinear DSP, chaos theory offer valuable techniques that establish a link between time series and complex theory in terms of complex networks, so that, the study of signals can be explored from the graph theory. Recently, some people had purposed a method to transform time series in graphs, but no one had developed a suitable implementation in Python with signals extracted from Chaotic Systems or Complex systems. That’s why the implementation in Python of an existing method to transform one dimensional chaotic signals from time domain to graph domain and some measures that may reveal information not extracted in the time domain is proposed.

Keywords: Python, complex systems, graph theory, dynamical systems

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Authors: Aamir Shahzad, Mao-Gang He

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Currently, dusty plasmas motivated the researchers' widespread interest. Since the last two decades, substantial efforts have been made by the scientific and technological community to investigate the transport properties and their nonlinear behavior of three-dimensional and two-dimensional nonideal complex (dusty plasma) liquids (NICDPLs). Different calculations have been made to sustain and utilize strongly coupled NICDPLs because of their remarkable scientific and industrial applications. Understanding of the thermophysical properties of complex liquids under various conditions is of practical interest in the field of science and technology. The determination of thermal conductivity is also a demanding question for thermophysical researchers, due to some reasons; very few results are offered for this significant property. Lack of information of the thermal conductivity of dense and complex liquids at different parameters related to the industrial developments is a major barrier to quantitative knowledge of the heat flux flow from one medium to another medium or surface. The exact numerical investigation of transport properties of complex liquids is a fundamental research task in the field of thermophysics, as various transport data are closely related with the setup and confirmation of equations of state. A reliable knowledge of transport data is also important for an optimized design of processes and apparatus in various engineering and science fields (thermoelectric devices), and, in particular, the provision of precise data for the parameters of heat, mass, and momentum transport is required. One of the promising computational techniques, the homogenous nonequilibrium molecular dynamics (HNEMD) simulation, is over viewed with a special importance on the application to transport problems of complex liquids. This proposed work is particularly motivated by the FIRST TIME to modify the problem of heat conduction equations leads to polynomial velocity and temperature profiles algorithm for the investigation of transport properties with their nonlinear behaviors in the NICDPLs. The aim of proposed work is to implement a NEMDS algorithm (Poiseuille flow) and to delve the understanding of thermal conductivity behaviors in Yukawa liquids. The Yukawa system is equilibrated through the Gaussian thermostat in order to maintain the constant system temperature (canonical ensemble ≡ NVT)). The output steps will be developed between 3.0×105/ωp and 1.5×105/ωp simulation time steps for the computation of λ data. The HNEMD algorithm shows that the thermal conductivity is dependent on plasma parameters and the minimum value of lmin shifts toward higher G with an increase in k, as expected. New investigations give more reliable simulated data for the plasma conductivity than earlier known simulation data and generally the plasma λ0 by 2%-20%, depending on Γ and κ. It has been shown that the obtained results at normalized force field are in satisfactory agreement with various earlier simulation results. This algorithm shows that the new technique provides more accurate results with fast convergence and small size effects over a wide range of plasma states.

Keywords: molecular dynamics simulation, thermal conductivity, nonideal complex plasma, Poiseuille flow

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Authors: Sachin Kumar

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Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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Authors: Emmanuel Omokhuale

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A mathematical model is presented to study free convective boundary layer flow in a semi-infinite vertical cylinder with heat sink effect in a porous medium. The governing dimensional governing partial differential equations (PDEs) with corresponding initial and boundary conditions are approximated and solved numerically employing finite difference method (FDM) the implicit type. Stability and convergence of the scheme are also established. Furthermore, the influence of significant physical parameters on the flow characteristics was analysed and shown graphically. The obtained results are benchmarked with previously published works in order to access the accuracy of the numerical method and found to be in good agreement.

Keywords: free convection flow, vertical cylinder, implicit finite difference method, heat sink and porous medium

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Authors: Hamed K. Esfahani, Bithin Datta

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Transport of reactive chemical contaminant species in groundwater aquifers is a complex and highly non-linear physical and geochemical process especially for real life scenarios. Simulating this transport process involves solving complex nonlinear equations and generally requires huge computational time for a given aquifer study area. Development of optimal remediation strategies in aquifers may require repeated solution of such complex numerical simulation models. To overcome this computational limitation and improve the computational feasibility of large number of repeated simulations, Genetic Programming based trained surrogate models are developed to approximately simulate such complex transport processes. Transport process of acid mine drainage, a hazardous pollutant is first simulated using a numerical simulated model: HYDROGEOCHEM 5.0 for a contaminated aquifer in a historic mine site. Simulation model solution results for an illustrative contaminated aquifer site is then approximated by training and testing a Genetic Programming (GP) based surrogate model. Performance evaluation of the ensemble GP models as surrogate models for the reactive species transport in groundwater demonstrates the feasibility of its use and the associated computational advantages. The results show the efficiency and feasibility of using ensemble GP surrogate models as approximate simulators of complex hydrogeologic and geochemical processes in a contaminated groundwater aquifer incorporating uncertainties in historic mine site.

Keywords: geochemical transport simulation, acid mine drainage, surrogate models, ensemble genetic programming, contaminated aquifers, mine sites

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Authors: Ahmed Machmoum, Malika El Kyal

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We consider iterative parallel multi-splitting method for differential algebraic equations. The main feature of the proposed idea is to use the asynchronous form. We prove that the multi-splitting technique can effectively accelerate the convergent performance of the iterative process. The main characteristic of an asynchronous mode is that the local algorithm not have to wait at predetermined messages to become available. We allow some processors to communicate more frequently than others, and we allow the communication delays tobe substantial and unpredictable. Note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: computer, multi-splitting methods, asynchronous mode, differential algebraic systems

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Authors: Muath Awadalla, Maen Awadallah

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Banking sector covers different activities including lending money to customers. However, it is commonly known that customers pay money they have borrowed including an added amount called interest. Compound interest rate is an approach used in determining the interest to be paid. The instant compounded amount to be paid by a debtor is obtained through a differential equation whose main parameters are the rate and the time. The rate used by banks in a country is often defined by the government of the said country. In Switzerland, for instance, a negative rate was once applied. In this work, a new approach of modeling the compound interest is proposed using Hadamard fractional derivative. As a result, it appears that depending on the fraction value used in derivative the amount to be paid by a debtor might either be higher or lesser than the amount determined using the classical approach.

Keywords: compound interest, fractional differential equation, hadamard fractional derivative, optimization

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Authors: Sidrah Ahmed

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The river and lakes flows are modeled mathematically by shallow water equations that are depth-averaged Reynolds Averaged Navier-Stokes equations under Boussinesq approximation. The temperature stratification dynamics influence the water quality and mixing characteristics. It is mainly due to the atmospheric conditions including air temperature, wind velocity, and radiative forcing. The experimental observations are commonly taken along vertical scales and are not sufficient to estimate small turbulence effects of temperature variations induced characteristics of shallow flows. Wind shear stress over the water surface influence flow patterns, heat fluxes and thermodynamics of water bodies as well. Hence it is crucial to couple temperature gradients with shallow water model to estimate the atmospheric effects on flow patterns. The Ripa system has been introduced to study ocean currents as a variant of shallow water equations with addition of temperature variations within the flow. Ripa model is a hyperbolic system of partial differential equations because all the eigenvalues of the system’s Jacobian matrix are real and distinct. The time steps of a numerical scheme are estimated with the eigenvalues of the system. The solution to Riemann problem of the Ripa model is composed of shocks, contact and rarefaction waves. Solving Ripa model with Riemann initial data with the central schemes is difficult due to the eigen structure of the system.This works presents the comparison of four different finite difference schemes for the numerical solution of Riemann problem for Ripa model. These schemes include Lax-Friedrichs, Lax-Wendroff, MacCormack scheme and a higher order finite difference scheme with WENO method. The numerical flux functions in both dimensions are approximated according to these methods. The temporal accuracy is achieved by employing TVD Runge Kutta method. The numerical tests are presented to examine the accuracy and robustness of the applied methods. It is revealed that Lax-Freidrichs scheme produces results with oscillations while Lax-Wendroff and higher order difference scheme produce quite better results.

Keywords: finite difference schemes, Riemann problem, shallow water equations, temperature gradients

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Authors: Turky Al-Qahtani, Roustem Miftahof

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Introduction: Under common assumptions of excitabi-lity, morphological (cellular) homogeneity, and spatial structural anomalies added as required, it has been shown that biological systems are able to display travelling wave dynamics. Being not self-sustainable, existence depends on the electrophysiological state of transmembrane ion channels and it requires an extrinsic/intrinsic periodic source. However, organs in the body are highly multicellular, heterogeneous, and their functionality is the outcome of electro-mechanical conjugation, rather than excitability only. Thus, peristalsis in the gut relies on spatiotemporal myoelectrical pattern formations between the mechanical, represented by smooth muscle cells (SM), and the control, comprised of a chain of primary sensory and motor neurones, components. Synaptically linked through the afferent and efferent pathways, they form a functional unit (FU) of the gut. Aims: These are: i) to study numerically the complex dynamics, and ii) to investigate the possibility of self-sustained myoelectrical activity in the FU. Methods: The FU recreates the following sequence of physiological events: deformation of mechanoreceptors of located in SM; generation and propagation of electrical waves of depolarisation - spikes - along the axon to the soma of the primary neurone; discharge of the primary neurone and spike propagation towards the motor neurone; burst of the motor neurone and transduction of spikes to SM, subsequently producing forces of contraction. These are governed by a system of nonlinear partial and ordinary differential equations being a modified version of the Hodgkin-Huxley model and SM fibre mechanics. In numerical experiments; the source of excitation is mechanical stretches of SM at a fixed amplitude and variable frequencies. Results: Low frequency (0.5 < v < 2 Hz) stimuli cause the propagation of spikes in the neuronal chain and, finally, the generation of active forces by SM. However, induced contractions are not sufficient to initiate travelling wave dynamics in the control system. At frequencies, 2 < v < 4 Hz, multiple low amplitude and short-lasting contractions are observed in SM after the termination of stretching. For frequencies (0.5 < v < 4 Hz), primary and sensory neurones demonstrate strong connectivity and coherent electrical activity. Significant qualitative and quantitative changes in dynamics of myoelectical patterns with a transition to a self-organised mode are recorded with the high degree of stretches at v = 4.5 Hz. Increased rates of deformation lead to the production of high amplitude signals at the mechanoreceptors with subsequent self-sustained excitation within the neuronal chain. Remarkably, the connection between neurones weakens resulting in incoherent firing. Further increase in a frequency of stimulation (v > 4.5 Hz) has a detrimental effect on the system. The mechanical and control systems become disconnected and exhibit uncoordinated electromechanical activity. Conclusion: To our knowledge, the existence of periodic activity in a multicellular, functionally heterogeneous biological system with mechano-electrical dynamics, such as the FU, has been demonstrated for the first time. These findings support the notion of possible peristalsis in the gut even in the absence of intrinsic sources - pacemaker cells. Results could be implicated in the pathogenesis of intestinal dysrythmia, a medical condition associated with motor dysfunction.

Keywords: complex dynamics, functional unit, the gut, dysrythmia

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Authors: Hong Dongchen, Chen Qiuxiao, Wu Shuang

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Systematic science reveals the complex nonlinear mechanisms of behaviour in urban system. However, in China, when the current city planners face with the system, most of them are still taking simple linear thinking to consider the open complex giant system. This paper introduces the hyper-cycle theory, which is one of the basis theories of systematic science, based on the analysis of the reasons why the current urban planning failed, and proposals for optimization ideas that urban planning compilation should change, from controlling quantitative to the changes of relationship, from blueprint planning to progressive planning based on the nonlinear characteristics and from management control to dynamically monitor feedback.

Keywords: systematic science, hyper-cycle theory, urban planning, urban management

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Authors: Deva Kanta Phukan

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An investigation is made to carry out to study the thermal-diffusion and diffusion thermo-effects in hydro-magnetic unsteady flow by a mixed convection boundary layer past an impermeable vertical stretching sheet embedded in a conducting fluid-saturated porous medium in the presence of a chemical reaction effect. The velocity of stretching surface, the surface temperature and the concentration are assumed to vary linearly with the distance along the surface. The governing partial differential equations are transformed in to self similar unsteady equations using similarity transformations and solved numerically by the Runge kutta fourth order scheme in association with the shooting method for the whole transient domain from the initial state to the final steady state flow. Numerical results for the velocity, temperature, the concentration, the skin friction , and the Nusselt and Sherwood numbers are shown graphically for various flow parameters. The results reveal that there is a smooth transition of flow from unsteady state to the final steady state. A special case of our results is in good agreement with an earlier published work.

Keywords: heat and mass transfer, boundary layer flow, porous media, magnetic field, Soret number, Dufour’s number

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Abdullah Eqal Al Mazrooei

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Kalman filter is a famous algorithm that utilizes to estimate the state in the linear systems. It has numerous applications in technology and science. Since of the most of applications in real life can be described by nonlinear systems. So, Kalman filter does not work with the nonlinear systems because it is suitable to linear systems only. In this work, a nonlinear filtering algorithm is presented which is suitable to use with the special kinds of nonlinear systems. This filter generalizes the Kalman filter. This means that this filter also can be used for the linear systems. Our algorithm depends on a special linearization of the second degree. We introduced the nonlinear algorithm with a bilinear state-space model. A simulation example is presented to illustrate the efficiency of the algorithm.

Keywords: Kalman filter, filtering algorithm, nonlinear systems, state-space model

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Authors: Amber C. W. Vandepoele, Michael A. Marciano

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Biological analyses frequently focus on single organisms, however many times, the biological sample consists of more than the target organism; for example, human microbiome research targets bacterial DNA, yet most samples consist largely of human DNA. Therefore, there would be an advantage to removing these contaminating organisms. Conversely, some analyses focus on a single organism but would greatly benefit from the additional information regarding the other organismal components of the sample. Forensic analysis is one such example, wherein most forensic casework, human DNA is targeted; however, it typically exists in complex non-pristine sample substrates such as soil or unclean surfaces. These complex samples are commonly comprised of not just human tissue but also microbial and plant life, where these organisms may help gain more forensically relevant information about a specific location or interaction. This project aims to optimize a ‘phylogenetic’ differential extraction method that will separate mammalian, bacterial and plant cells in a mixed sample. This is accomplished through the use of size exclusion separation, whereby the different cell types are separated through multiple filtrations using 5 μm filters. The components are then lysed via differential enzymatic sensitivities among the cells and extracted with minimal contribution from the preceding component. This extraction method will then allow complex DNA samples to be more easily interpreted through non-targeting sequencing since the data will not be skewed toward the smaller and usually more numerous bacterial DNAs. This research project has demonstrated that this ‘phylogenetic’ differential extraction method successfully separated the epithelial and bacterial cells from each other with minimal cell loss. We will take this one step further, showing that when adding the plant cells into the mixture, they will be separated and extracted from the sample. Research is ongoing, and results are pending.

Keywords: DNA isolation, geolocation, non-human, phylogenetic separation

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Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani

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In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.

Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method

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Authors: S. Obregon-Cano, R. Moreno-Rojas, E. Cartea-Gonzalez, A. De Haro-Bailon

Abstract:

The potential of near-infrared spectroscopy (NIRS) for screening the total glucosinolate (t-GSL) content, and also, the aliphatic glucosinolates gluconapin (GNA), progoitrin (PRO) and glucobrassicanapin (GBN) in turnip greens and turnip tops was assessed. This crop is grown for edible leaves and stems for human consumption. The reference values for glucosinolates, as they were obtained by high performance liquid chromatography on the vegetable samples, were regressed against different spectral transformations by modified partial least-squares (MPLS) regression (calibration set of samples n= 350). The resulting models were satisfactory, with calibration coefficient values from 0.72 (GBN) to 0.98 (tGSL). The predictive ability of the equations obtained was tested using a set of samples (n=70) independent of the calibration set. The determination coefficients and prediction errors (SEP) obtained in the external validation were: GNA=0.94 (SEP=3.49); PRO=0.41 (SEP=1.08); GBN=0.55 (SEP=0.60); tGSL=0.96 (SEP=3.28). These results show that the equations developed for total glucosinolates, as well as for gluconapin can be used for screening these compounds in the leaves and stems of this species. In addition, the progoitrin and glucobrassicanapin equations obtained can be used to identify those samples with high, medium and low contents. The calibration equations obtained were accurate enough for a fast, non-destructive and reliable analysis of the content in GNA and tGSL directly from NIR spectra. The equations for PRO and GBN can be employed to identify samples with high, medium and low contents.

Keywords: brassica rapa, glucosinolates, gluconapin, NIRS, turnip greens

Procedia PDF Downloads 145

Authors: Alireza Lohrasbi, Alireza Lavaei, Mohammadali M. Shahlaei

Abstract:

The liquid flow and the free surface shape during the initial stage of dam breaking are investigated. A numerical scheme is developed to predict the wave of an unsteady, incompressible viscous flow with free surface. The method involves a two dimensional finite element (2D), in a vertical plan. The Naiver-Stokes equations for conservation of momentum and mass for Newtonian fluids, continuity equation, and full nonlinear kinematic free-surface equation were used as the governing equations. The mapping developed to solve highly deformed free surface problems common in waves formed during wave propagation, transforms the run up model from the physical domain to a computational domain with Arbitrary Lagrangian Eulerian (ALE) finite element modeling technique.

Keywords: dam break, Naiver-Stokes equations, free-surface flows, Arbitrary Lagrangian-Eulerian

Procedia PDF Downloads 340