Search results for: boundary value problem
8171 Influence of Convective Boundary Condition on Chemically Reacting Micropolar Fluid Flow over a Truncated Cone Embedded in Porous Medium
Authors: Pradeepa Teegala, Ramreddy Chitteti
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This article analyzes the mixed convection flow of chemically reacting micropolar fluid over a truncated cone embedded in non-Darcy porous medium with convective boundary condition. In addition, heat generation/absorption and Joule heating effects are taken into consideration. The similarity solution does not exist for this complex fluid flow problem, and hence non-similarity transformations are used to convert the governing fluid flow equations along with related boundary conditions into a set of nondimensional partial differential equations. Many authors have been applied the spectral quasi-linearization method to solve the ordinary differential equations, but here the resulting nonlinear partial differential equations are solved for non-similarity solution by using a recently developed method called the spectral quasi-linearization method (SQLM). Comparison with previously published work on special cases of the problem is performed and found to be in excellent agreement. The effect of pertinent parameters namely, Biot number, mixed convection parameter, heat generation/absorption, Joule heating, Forchheimer number, chemical reaction, micropolar and magnetic field on physical quantities of the flow are displayed through graphs and the salient features are explored in detail. Further, the results are analyzed by comparing with two special cases, namely, vertical plate and full cone wherever possible.Keywords: chemical reaction, convective boundary condition, joule heating, micropolar fluid, mixed convection, spectral quasi-linearization method
Procedia PDF Downloads 2778170 Non-Linear Velocity Fields in Turbulent Wave Boundary Layer
Authors: Shamsul Chowdhury
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The objective of this paper is to present the detailed analysis of the turbulent wave boundary layer produced by progressive finite-amplitude waves theory. Most of the works have done for the mass transport in the turbulent boundary layer assuming the eddy viscosity is not time varying, where the sediment movement is induced by the mean velocity. Near the ocean bottom, the waves produce a thin turbulent boundary layer, where the flow is highly rotational, and shear stress associated with the fluid motion cannot be neglected. The magnitude and the predominant direction of the sediment transport near the bottom are known to be closely related to the flow in the wave induced boundary layer. The magnitude of water particle velocity at the Crest phase differs from the one of the Trough phases due to the non-linearity of the waves, which plays an important role to determine the sediment movement. The non-linearity of the waves become predominant in the surf zone area, where the sediment movement occurs vigorously. Therefore, in order to describe the flow near the bottom and relationship between the flow and the movement of the sediment, the analysis was done using the non-linear boundary layer equation and the finite amplitude wave theory was applied to represent the velocity fields in the turbulent wave boundary layer. At first, the calculation was done for turbulent wave boundary layer by two-dimensional model where throughout the calculation is non-linear. But Stokes second order wave profile is adopted at the upper boundary. The calculated profile was compared with the experimental data. Finally, the calculation is done based on various modes of the velocity and turbulent energy. The mean velocity is found to differ from condition of the relative depth and the roughness. It is also found that due to non-linearity, the absolute value for velocity and turbulent energy as well as Reynolds stress are asymmetric. The mean velocity of the laminar boundary layer is always positive but in the turbulent boundary layer plays a very complicated role.Keywords: wave boundary, mass transport, mean velocity, shear stress
Procedia PDF Downloads 2628169 The Malfatti’s Problem in Reuleaux Triangle
Authors: Ching-Shoei Chiang
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The Malfatti’s Problem is to ask for fitting 3 circles into a right triangle such that they are tangent to each other, and each circle is also tangent to a pair of the triangle’s side. This problem has been extended to any triangle (called general Malfatti’s Problem). Furthermore, the problem has been extended to have 1+2+…+n circles, we call it extended general Malfatti’s problem, these circles whose tangency graph, using the center of circles as vertices and the edge connect two circles center if these two circles tangent to each other, has the structure as Pascal’s triangle, and the exterior circles of these circles tangent to three sides of the triangle. In the extended general Malfatti’s problem, there are closed-form solutions for n=1, 2, and the problem becomes complex when n is greater than 2. In solving extended general Malfatti’s problem (n>2), we initially give values to the radii of all circles. From the tangency graph and current radii, we can compute angle value between two vectors. These vectors are from the center of the circle to the tangency points with surrounding elements, and these surrounding elements can be the boundary of the triangle or other circles. For each circle C, there are vectors from its center c to its tangency point with its neighbors (count clockwise) pi, i=0, 1,2,..,n. We add all angles between cpi to cp(i+1) mod (n+1), i=0,1,..,n, call it sumangle(C) for circle C. Using sumangle(C), we can reduce/enlarge the radii for all circles in next iteration, until sumangle(C) is equal to 2πfor all circles. With a similar idea, this paper proposed an algorithm to find the radii of circles whose tangency has the structure of Pascal’s triangle, and the exterior circles of these circles are tangent to the unit Realeaux Triangle.Keywords: Malfatti’s problem, geometric constraint solver, computer-aided geometric design, circle packing, data visualization
Procedia PDF Downloads 1338168 An Improved Mesh Deformation Method Based on Radial Basis Function
Authors: Xuan Zhou, Litian Zhang, Shuixiang Li
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Mesh deformation using radial basis function interpolation method has been demonstrated to produce quality meshes with relatively little computational cost using a concise algorithm. However, it still suffers from the limited deformation ability, especially in large deformation. In this paper, a pre-displacement improvement is proposed to improve the problem that illegal meshes always appear near the moving inner boundaries owing to the large relative displacement of the nodes near inner boundaries. In this improvement, nodes near the inner boundaries are first associated to the near boundary nodes, and a pre-displacement based on the displacements of associated boundary nodes is added to the nodes near boundaries in order to make the displacement closer to the boundary deformation and improve the deformation capability. Several 2D and 3D numerical simulation cases have shown that the pre-displacement improvement for radial basis function (RBF) method significantly improves the mesh quality near inner boundaries and deformation capability, with little computational burden increasement.Keywords: mesh deformation, mesh quality, background mesh, radial basis function
Procedia PDF Downloads 3668167 Image Transform Based on Integral Equation-Wavelet Approach
Authors: Yuan Yan Tang, Lina Yang, Hong Li
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Harmonic model is a very important approximation for the image transform. The harmanic model converts an image into arbitrary shape; however, this mode cannot be described by any fixed functions in mathematics. In fact, it is represented by partial differential equation (PDE) with boundary conditions. Therefore, to develop an efficient method to solve such a PDE is extremely significant in the image transform. In this paper, a novel Integral Equation-Wavelet based method is presented, which consists of three steps: (1) The partial differential equation is converted into boundary integral equation and representation by an indirect method. (2) The boundary integral equation and representation are changed to plane integral equation and representation by boundary measure formula. (3) The plane integral equation and representation are then solved by a method we call wavelet collocation. Our approach has two main advantages, the shape of an image is arbitrary and the program code is independent of the boundary. The performance of our method is evaluated by numerical experiments.Keywords: harmonic model, partial differential equation (PDE), integral equation, integral representation, boundary measure formula, wavelet collocation
Procedia PDF Downloads 5608166 Transient Free Laminar Convection in the Vicinity of a Thermal Conductive Vertical Plate
Authors: Anna Bykalyuk, Frédéric Kuznik, Kévyn Johannes
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In this paper, the influence of a vertical plate’s thermal capacity is numerically investigated in order to evaluate the evolution of the thermal boundary layer structure, as well as the convective heat transfer coefficient and the velocity and temperature profiles. Whereas the heat flux of the heated vertical plate is evaluated under time depending boundary conditions. The main important feature of this problem is the unsteadiness of the physical phenomena. A 2D CFD model is developed with the Ansys Fluent 14.0 environment and is validated using unsteady data obtained for plasterboard studied under a dynamic temperature evolution. All the phenomena produced in the vicinity of the thermal conductive vertical plate (plasterboard) are analyzed and discussed. This work is the first stage of a holistic research on transient free convection that aims, in the future, to study the natural convection in the vicinity of a vertical plate containing Phase Change Materials (PCM).Keywords: CFD modeling, natural convection, thermal conductive plate, time-depending boundary conditions
Procedia PDF Downloads 2788165 Visualization of Energy Waves via Airy Functions in Time-Domain
Authors: E. Sener, O. Isik, E. Eroglu, U. Sahin
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The main idea is to solve the system of Maxwell’s equations in accordance with the causality principle to get the energy quantities via Airy functions in a hollow rectangular waveguide. We used the evolutionary approach to electromagnetics that is an analytical time-domain method. The boundary-value problem for the system of Maxwell’s equations is reformulated in transverse and longitudinal coordinates. A self-adjoint operator is obtained and the complete set of Eigen vectors of the operator initiates an orthonormal basis of the solution space. Hence, the sought electromagnetic field can be presented in terms of this basis. Within the presentation, the scalar coefficients are governed by Klein-Gordon equation. Ultimately, in this study, time-domain waveguide problem is solved analytically in accordance with the causality principle. Moreover, the graphical results are visualized for the case when the energy and surplus of the energy for the time-domain waveguide modes are represented via airy functions.Keywords: airy functions, Klein-Gordon Equation, Maxwell’s equations, Surplus of energy, wave boundary operators
Procedia PDF Downloads 3728164 Numerical Solutions of Boundary Layer Flow over an Exponentially Stretching/Shrinking Sheet with Generalized Slip Velocity
Authors: Roslinda Nazar, Ezad Hafidz Hafidzuddin, Norihan M. Arifin, Ioan Pop
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In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate, and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.Keywords: boundary layer, exponentially stretching/shrinking sheet, generalized slip, heat transfer, numerical solutions
Procedia PDF Downloads 4328163 A Wall Law for Two-Phase Turbulent Boundary Layers
Authors: Dhahri Maher, Aouinet Hana
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The presence of bubbles in the boundary layer introduces corrections into the log law, which must be taken into account. In this work, a logarithmic wall law was presented for bubbly two phase flows. The wall law presented in this work was based on the postulation of additional turbulent viscosity associated with bubble wakes in the boundary layer. The presented wall law contained empirical constant accounting both for shear induced turbulence interaction and for non-linearity of bubble. This constant was deduced from experimental data. The wall friction prediction achieved with the wall law was compared to the experimental data, in the case of a turbulent boundary layer developing on a vertical flat plate in the presence of millimetric bubbles. A very good agreement between experimental and numerical wall friction prediction was verified. The agreement was especially noticeable for the low void fraction when bubble induced turbulence plays a significant role.Keywords: bubbly flows, log law, boundary layer, CFD
Procedia PDF Downloads 2788162 A Boundary Fitted Nested Grid Model for Tsunami Computation along Penang Island in Peninsular Malaysia
Authors: Md. Fazlul Karim, Ahmad Izani Md. Ismail, Mohammed Ashaque Meah
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This paper focuses on the development of a 2-D Boundary Fitted and Nested Grid (BFNG) model to compute the tsunami propagation of Indonesian tsunami 2004 along the coastal region of Penang in Peninsular Malaysia. In the presence of a curvilinear coastline, boundary fitted grids are suitable to represent the model boundaries accurately. On the other hand, when large gradient of velocity within a confined area is expected, the use of a nested grid system is appropriate to improve the numerical accuracy with the least grid numbers. This paper constructs a shallow water nested and orthogonal boundary fitted grid model and presents computational results of the tsunami impact on the Penang coast due to the Indonesian tsunami of 2004. The results of the numerical simulations are compared with available data.Keywords: boundary fitted nested model, tsunami, Penang Island, 2004 Indonesian Tsunami
Procedia PDF Downloads 3238161 On Boundary Value Problems of Fractional Differential Equations Involving Stieltjes Derivatives
Authors: Baghdad Said
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Differential equations of fractional order have proved to be important tools to describe many physical phenomena and have been used in diverse fields such as engineering, mathematics as well as other applied sciences. On the other hand, the theory of differential equations involving the Stieltjes derivative (SD) with respect to a non-decreasing function is a new class of differential equations and has many applications as a unified framework for dynamic equations on time scales and differential equations with impulses at fixed times. The aim of this paper is to investigate the existence, uniqueness, and generalized Ulam-Hyers-Rassias stability (UHRS) of solutions for a boundary value problem of sequential fractional differential equations (SFDE) containing (SD). This study is based on the technique of noncompactness measures (MNCs) combined with Monch-Krasnoselski fixed point theorems (FPT), and the results are proven in an appropriate Banach space under sufficient hypotheses. We also give an illustrative example. In this work, we introduced a class of (SFDE) and the results are obtained under a few hypotheses. Future directions connected to this work could focus on another problem with different types of fractional integrals and derivatives, and the (SD) will be assumed under a more general hypothesis in more general functional spaces.Keywords: SFDE, SD, UHRS, MNCs, FPT
Procedia PDF Downloads 428160 Inverse Scattering for a Second-Order Discrete System via Transmission Eigenvalues
Authors: Abdon Choque-Rivero
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The Jacobi system with the Dirichlet boundary condition is considered on a half-line lattice when the coefficients are real valued. The inverse problem of recovery of the coefficients from various data sets containing the so-called transmission eigenvalues is analyzed. The Marchenko method is utilized to solve the corresponding inverse problem.Keywords: inverse scattering, discrete system, transmission eigenvalues, Marchenko method
Procedia PDF Downloads 1448159 Buckling of Plates on Foundation with Different Types of Sides Support
Authors: Ali N. Suri, Ahmad A. Al-Makhlufi
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In this paper the problem of buckling of plates on foundation of finite length and with different side support is studied. The Finite Strip Method is used as tool for the analysis. This method uses finite strip elastic, foundation, and geometric matrices to build the assembly matrices for the whole structure, then after introducing boundary conditions at supports, the resulting reduced matrices is transformed into a standard Eigenvalue-Eigenvector problem. The solution of this problem will enable the determination of the buckling load, the associated buckling modes and the buckling wave length. To carry out the buckling analysis starting from the elastic, foundation, and geometric stiffness matrices for each strip a computer program FORTRAN list is developed. Since stiffness matrices are function of wave length of buckling, the computer program used an iteration procedure to find the critical buckling stress for each value of foundation modulus and for each boundary condition. The results showed the use of elastic medium to support plates subject to axial load increase a great deal the buckling load, the results found are very close with those obtained by other analytical methods and experimental work. The results also showed that foundation compensates the effect of the weakness of some types of constraint of side support and maximum benefit found for plate with one side simply supported the other free.Keywords: buckling, finite strip, different sides support, plates on foundation
Procedia PDF Downloads 2438158 Kirchoff Type Equation Involving the p-Laplacian on the Sierpinski Gasket Using Nehari Manifold Technique
Authors: Abhilash Sahu, Amit Priyadarshi
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In this paper, we will discuss the existence of weak solutions of the Kirchhoff type boundary value problem on the Sierpinski gasket. Where S denotes the Sierpinski gasket in R² and S₀ is the intrinsic boundary of the Sierpinski gasket. M: R → R is a positive function and h: S × R → R is a suitable function which is a part of our main equation. ∆p denotes the p-Laplacian, where p > 1. First of all, we will define a weak solution for our problem and then we will show the existence of at least two solutions for the above problem under suitable conditions. There is no well-known concept of a generalized derivative of a function on a fractal domain. Recently, the notion of differential operators such as the Laplacian and the p-Laplacian on fractal domains has been defined. We recall the result first then we will address the above problem. In view of literature, Laplacian and p-Laplacian equations are studied extensively on regular domains (open connected domains) in contrast to fractal domains. In fractal domains, people have studied Laplacian equations more than p-Laplacian probably because in that case, the corresponding function space is reflexive and many minimax theorems which work for regular domains is applicable there which is not the case for the p-Laplacian. This motivates us to study equations involving p-Laplacian on the Sierpinski gasket. Problems on fractal domains lead to nonlinear models such as reaction-diffusion equations on fractals, problems on elastic fractal media and fluid flow through fractal regions etc. We have studied the above p-Laplacian equations on the Sierpinski gasket using fibering map technique on the Nehari manifold. Many authors have studied the Laplacian and p-Laplacian equations on regular domains using this Nehari manifold technique. In general Euler functional associated with such a problem is Frechet or Gateaux differentiable. So, a critical point becomes a solution to the problem. Also, the function space they consider is reflexive and hence we can extract a weakly convergent subsequence from a bounded sequence. But in our case neither the Euler functional is differentiable nor the function space is known to be reflexive. Overcoming these issues we are still able to prove the existence of at least two solutions of the given equation.Keywords: Euler functional, p-Laplacian, p-energy, Sierpinski gasket, weak solution
Procedia PDF Downloads 2348157 Hybrid Robust Estimation via Median Filter and Wavelet Thresholding with Automatic Boundary Correction
Authors: Alsaidi M. Altaher, Mohd Tahir Ismail
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Wavelet thresholding has been a power tool in curve estimation and data analysis. In the presence of outliers this non parametric estimator can not suppress the outliers involved. This study proposes a new two-stage combined method based on the use of the median filter as primary step before applying wavelet thresholding. After suppressing the outliers in a signal through the median filter, the classical wavelet thresholding is then applied for removing the remaining noise. We use automatic boundary corrections; using a low order polynomial model or local polynomial model as a more realistic rule to correct the bias at the boundary region; instead of using the classical assumptions such periodic or symmetric. A simulation experiment has been conducted to evaluate the numerical performance of the proposed method. Results show strong evidences that the proposed method is extremely effective in terms of correcting the boundary bias and eliminating outlier’s sensitivity.Keywords: boundary correction, median filter, simulation, wavelet thresholding
Procedia PDF Downloads 4308156 Investigation of the Grain-Boundary Segregation Transition in the Binary Fe-C Alloy
Authors: Végh Ádám, Mekler Csaba, Dezső András, Szabó Dávid, Stomp Dávid, Kaptay György
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Grain boundary segregation transition (GBST) has been calculated by a thermodynamic model in binary alloys. The method is used on cementite (Fe3C) segregation in base-centered cubic (ferrite) iron (Fe) in the Fe-C binary system. The GBST line is shown in the Fe3C lacking part of the phase diagram with high solvent (Fe) concentration. At a lower solute content (C) or at higher temperature the grain boundary is composed mostly of the solvent atoms (Fe). On higher concentration compared to the GBST line or at lower temperature a phase transformation occurs at the grain boundary, the latter mostly composed of the associates (Fe3C). These low-segregation and high-segregation states are first order interfacial phase transitions of the grain boundary and can be transformed into each other reversibly. These occur when the GBST line is crossed by changing the bulk composition or temperature.Keywords: GBST, cementite, segregation, Fe-C alloy
Procedia PDF Downloads 5858155 Dual Solutions in Mixed Convection Boundary Layer Flow: A Stability Analysis
Authors: Anuar Ishak
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The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.Keywords: dual solutions, heat transfer, mixed convection, stability analysis
Procedia PDF Downloads 3918154 Wall Pressure Fluctuations in Naturally Developing Boundary Layer Flows on Axisymmetric Bodies
Authors: Chinsuk Hong
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This paper investigates the characteristics of wall pressure fluctuations in naturally developing boundary layer flows on axisymmetric bodies experimentally. The axisymmetric body has a modified ellipsoidal blunt nose. Flush-mounted microphones are used to measure the wall pressure fluctuations in the boundary layer flow over the body. The measurements are performed in a low noise wind tunnel. It is found that the correlation between the flow regime and the characteristics of the pressure fluctuations is distinct. The process from small fluctuation in laminar flow to large fluctuation in turbulent flow is investigated. Tollmien-Schlichting wave (T-S wave) is found to generate and develop in transition. Because of the T-S wave, the wall pressure fluctuations in the transition region are higher than those in the turbulent boundary layer.Keywords: wall pressure fluctuation, boundary layer flow, transition, turbulent flow, axisymmetric body, flow noise
Procedia PDF Downloads 3608153 Polynomial Chaos Expansion Combined with Exponential Spline for Singularly Perturbed Boundary Value Problems with Random Parameter
Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy
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So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline
Procedia PDF Downloads 1618152 Exponential Spline Solution for Singularly Perturbed Boundary Value Problems with an Uncertain-But-Bounded Parameter
Authors: Waheed Zahra, Mohamed El-Beltagy, Ashraf El Mhlawy, Reda Elkhadrawy
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In this paper, we consider singular perturbation reaction-diffusion boundary value problems, which contain a small uncertain perturbation parameter. To solve these problems, we propose a numerical method which is based on an exponential spline and Shishkin mesh discretization. While interval analysis principle is used to deal with the uncertain parameter, sensitivity analysis has been conducted using different methods. Numerical results are provided to show the applicability and efficiency of our method, which is ε-uniform convergence of almost second order.Keywords: singular perturbation problem, shishkin mesh, two small parameters, exponential spline, interval analysis, sensitivity analysis
Procedia PDF Downloads 2758151 Some Basic Problems for the Elastic Material with Voids in the Case of Approximation N=1 of Vekua's Theory
Authors: Bakur Gulua
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In this work, we consider some boundary value problems for the plate. The plate is the elastic material with voids. The state of plate equilibrium is described by the system of differential equations that is derived from three-dimensional equations of equilibrium of an elastic material with voids (Cowin-Nunziato model) by Vekua's reduction method. Its general solution is represented by means of analytic functions of a complex variable and solutions of Helmholtz equations. The problem is solved analytically by the method of the theory of functions of a complex variable.Keywords: the elastic material with voids, boundary value problems, Vekua's reduction method, a complex variable
Procedia PDF Downloads 1298150 On the Solution of Boundary Value Problems Blended with Hybrid Block Methods
Authors: Kizito Ugochukwu Nwajeri
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This paper explores the application of hybrid block methods for solving boundary value problems (BVPs), which are prevalent in various fields such as science, engineering, and applied mathematics. Traditionally, numerical approaches such as finite difference and shooting methods, often encounter challenges related to stability and convergence, particularly in the context of complex and nonlinear BVPs. To address these challenges, we propose a hybrid block method that integrates features from both single-step and multi-step techniques. This method allows for the simultaneous computation of multiple solution points while maintaining high accuracy. Specifically, we employ a combination of polynomial interpolation and collocation strategies to derive a system of equations that captures the behavior of the solution across the entire domain. By directly incorporating boundary conditions into the formulation, we enhance the stability and convergence properties of the numerical solution. Furthermore, we introduce an adaptive step-size mechanism to optimize performance based on the local behavior of the solution. This adjustment allows the method to respond effectively to variations in solution behavior, improving both accuracy and computational efficiency. Numerical tests on a variety of boundary value problems demonstrate the effectiveness of the hybrid block methods. These tests showcase significant improvements in accuracy and computational efficiency compared to conventional methods, indicating that our approach is robust and versatile. The results suggest that this hybrid block method is suitable for a wide range of applications in real-world problems, offering a promising alternative to existing numerical techniques.Keywords: hybrid block methods, boundary value problem, polynomial interpolation, adaptive step-size control, collocation methods
Procedia PDF Downloads 358149 Pricing European Continuous-Installment Options under Regime-Switching Models
Authors: Saghar Heidari
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In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.Keywords: continuous-installment option, European option, regime-switching model, finite element method
Procedia PDF Downloads 1408148 On the Grid Technique by Approximating the Derivatives of the Solution of the Dirichlet Problems for (1+1) Dimensional Linear Schrodinger Equation
Authors: Lawrence A. Farinola
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Four point implicit schemes for the approximation of the first and pure second order derivatives for the solution of the Dirichlet problem for one dimensional Schrodinger equation with respect to the time variable t were constructed. Also, special four-point implicit difference boundary value problems are proposed for the first and pure second derivatives of the solution with respect to the spatial variable x. The Grid method is also applied to the mixed second derivative of the solution of the Linear Schrodinger time-dependent equation. It is assumed that the initial function belongs to the Holder space C⁸⁺ᵃ, 0 < α < 1, the Schrodinger wave function given in the Schrodinger equation is from the Holder space Cₓ,ₜ⁶⁺ᵃ, ³⁺ᵃ/², the boundary functions are from C⁴⁺ᵃ, and between the initial and the boundary functions the conjugation conditions of orders q = 0,1,2,3,4 are satisfied. It is proven that the solution of the proposed difference schemes converges uniformly on the grids of the order O(h²+ k) where h is the step size in x and k is the step size in time. Numerical experiments are illustrated to support the analysis made.Keywords: approximation of derivatives, finite difference method, Schrödinger equation, uniform error
Procedia PDF Downloads 1218147 Local Boundary Analysis for Generative Theory of Tonal Music: From the Aspect of Classic Music Melody Analysis
Authors: Po-Chun Wang, Yan-Ru Lai, Sophia I. C. Lin, Alvin W. Y. Su
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The Generative Theory of Tonal Music (GTTM) provides systematic approaches to recognizing local boundaries of music. The rules have been implemented in some automated melody segmentation algorithms. Besides, there are also deep learning methods with GTTM features applied to boundary detection tasks. However, these studies might face constraints such as a lack of or inconsistent label data. The GTTM database is currently the most widely used GTTM database, which includes manually labeled GTTM rules and local boundaries. Even so, we found some problems with these labels. They are sometimes discrepancies with GTTM rules. In addition, since it is labeled at different times by multiple musicians, they are not within the same scope in some cases. Therefore, in this paper, we examine this database with musicians from the aspect of classical music and relabel the scores. The relabeled database - GTTM Database v2.0 - will be released for academic research usage. Despite the experimental and statistical results showing that the relabeled database is more consistent, the improvement in boundary detection is not substantial. It seems that we need more clues than GTTM rules for boundary detection in the future.Keywords: dataset, GTTM, local boundary, neural network
Procedia PDF Downloads 1478146 The Boundary Element Method in Excel for Teaching Vector Calculus and Simulation
Authors: Stephen Kirkup
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This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.Keywords: boundary element method, Laplace’s equation, vector calculus, simulation, education
Procedia PDF Downloads 1638145 Differential Transform Method: Some Important Examples
Authors: M. Jamil Amir, Rabia Iqbal, M. Yaseen
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In this paper, we solve some differential equations analytically by using differential transform method. For this purpose, we consider four models of Laplace equation with two Dirichlet and two Neumann boundary conditions and K(2,2) equation and obtain the corresponding exact solutions. The obtained results show the simplicity of the method and massive reduction in calculations when one compares it with other iterative methods, available in literature. It is worth mentioning that here only a few number of iterations are required to reach the closed form solutions as series expansions of some known functions.Keywords: differential transform method, laplace equation, Dirichlet boundary conditions, Neumann boundary conditions
Procedia PDF Downloads 5388144 Spectral Quasi Linearization Techniques for the Solution of Time Fractional Diffusion Wave Equations in Boundary Value Problems
Authors: Kizito Ugochukwu Nwajeria
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This paper presents a spectral quasi-linearization technique (SQLT) for solving time fractional diffusion wave equations in boundary value problems. The proposed method integrates spectral approximations for spatial derivatives with a quasi-linearization approach to address the nonlinearity introduced by fractional time derivatives. Time fractional differential equations typically formulated using Caputo or Riemann-Liouville derivatives, model complex phenomena such as anomalous diffusion and wave propagation, which are not captured by classical integer-order models. The SQLT method iteratively linearizes the nonlinear terms at each time step, transforming the original problem into a series of linear subproblems, which can be efficiently solved. Using high-order spectral methods such as Chebyshev or Legendre polynomials for spatial discretization, the technique achieves high accuracy in approximating the solution. A convergence analysis is provided, demonstrating the method's efficiency and establishing error bounds. Numerical experiments on a range of test problems confirm the effectiveness of SQLT in solving fractional diffusion wave equations with various boundary conditions. The method offers a robust framework for addressing time fractional differential equations in diverse fields, including materials science, bioengineering, and anomalous transport phenomena.Keywords: spectral methods, quasilinearization, time-fractional diffusion-wave equations, boundary value problems, fractional calculus
Procedia PDF Downloads 148143 Approximate Solution of Some Mixed Boundary Value Problems of the Generalized Theory of Couple-Stress Thermo-Elasticity
Authors: Manana Chumburidze, David Lekveishvili
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We have considered the harmonic oscillations and general dynamic (pseudo oscillations) systems of theory generalized Green-Lindsay of couple-stress thermo-elasticity for isotropic, homogeneous elastic media. Approximate solution of some mixed boundary value problems for finite domain, bounded by the some closed surface are constructed.Keywords: the couple-stress thermoelasticity, boundary value problems, dynamic problems, approximate solution
Procedia PDF Downloads 5078142 Asymptotic Expansion of Double Oscillatory Integrals: Contribution of Non Stationary Critical Points of the Second Kind
Authors: Abdallah Benaissa
Abstract:
In this paper, we consider the problem of asymptotics of double oscillatory integrals in the case of critical points of the second kind, the order of contact between the boundary and a level curve of the phase being even, the situation when the order of contact is odd will be studied in other occasions. Complete asymptotic expansions will be derived and the coefficient of the leading term will be computed in terms of the original data of the problem. A multitude of people have studied this problem using a variety of methods, but only in a special case when the order of contact is minimal: the more cited papers are a paper of Jones and Kline and an other one of Chako. These integrals are encountered in many areas of science, especially in problems of diffraction of optics.Keywords: asymptotic expansion, double oscillatory integral, critical point of the second kind, optics diffraction
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