Search results for: differential groups
8432 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process
Authors: Mary Chriselda A
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This paper deals with the fact that the Hubble's parameter is not constant and tends to vary stochastically with time. This premise has been proven by converting it to a stochastic differential equation using the Ornstein-Uhlenbeck process. The formulated stochastic differential equation is further solved analytically using the Euler and the Kolmogorov Forward equations, thereby obtaining the probability density function using the Fourier transformation, thereby proving that the Hubble's parameter varies stochastically. This is further corroborated by simulating the observations using Python and R-software for validation of the premise postulated. We can further draw conclusion that the randomness in forces affecting the white noise can eventually affect the Hubble’s Parameter leading to scale invariance and thereby causing stochastic fluctuations in the density and the rate of expansion of the Universe.Keywords: Chapman Kolmogorov forward differential equations, fourier transformation, hubble's parameter, ornstein-uhlenbeck process , stochastic differential equations
Procedia PDF Downloads 1998431 Parallel Asynchronous Multi-Splitting Methods for Differential Algebraic Systems
Authors: Malika Elkyal
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We consider an 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 does 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 to be substantial and unpredictable. Accordingly, we note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.Keywords: parallel methods, asynchronous mode, multisplitting, differential algebraic equations
Procedia PDF Downloads 5568430 Direct Torque Control of Induction Motor Employing Differential Evolution Algorithm
Authors: T. Vamsee Kiran, A. Gopi
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The undesired torque and flux ripple may occur in conventional direct torque control (DTC) induction motor drive. DTC can improve the system performance at low speeds by continuously tuning the regulator by adjusting the Kp, Ki values. In this differential evolution (DE) is proposed to adjust the parameters (Kp, Ki) of the speed controller in order to minimize torque ripple, flux ripple, and stator current distortion.The DE based PI controller has resulted is maintaining a constant speed of the motor irrespective of the load torque fluctuations.Keywords: differential evolution, direct torque control, PI controller
Procedia PDF Downloads 4298429 The Dynamics of Unsteady Squeezing Flow between Parallel Plates (Two-Dimensional)
Authors: Jiya Mohammed, Ibrahim Ismail Giwa
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Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow
Procedia PDF Downloads 4718428 A Series Solution of Fuzzy Integro-Differential Equation
Authors: Maryam Mosleh, Mahmood Otadi
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The hybrid differential equations have a wide range of applications in science and engineering. In this paper, the homotopy analysis method (HAM) is applied to obtain the series solution of the hybrid differential equations. Using the homotopy analysis method, it is possible to find the exact solution or an approximate solution of the problem. Comparisons are made between improved predictor-corrector method, homotopy analysis method and the exact solution. Finally, we illustrate our approach by some numerical example.Keywords: Fuzzy number, parametric form of a fuzzy number, fuzzy integrodifferential equation, homotopy analysis method
Procedia PDF Downloads 5568427 Correlation of P53 Gene Expression With Serum Alanine Transaminase Levels and Hepatitis B Viral Load in Cirrhosis and Hepatocellular Carcinoma Patients
Authors: Umme Shahera, Saifullah Munshi, Munira Jahan, Afzalun Nessa, Shahinul Alam, Shahina Tabassum
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The development of HCC is a multi-stage process. Several extrinsic factors, such as aflatoxin, HBV, nutrition, alcohol, and trace elements are thought to initiate or/and promote the hepatocarcinogenesis. Alteration of p53 status is an important intrinsic factor in this process as p53 is essential for preventing inappropriate cell proliferation and maintaining genome integrity following genotoxic stress. This study was designed to assess the correlation of p53 gene expression with HBV-DNA and serum Alanine transaminase (ALT) in patients with cirrhosis and HCC. The study was conducted among 60 patients. The study population were divided into four groups (15 in each groups)-HBV positive cirrhosis, HBV negative cirrhosis, HBV positive HCC and HBV negative HCC. Expression of p53 gene was observed using real time PCR. P53 gene expressions in the above mentioned groups were correlated with serum ALT level and HBV viral load. p53 gene was significantly higher in HBV-positive patients with HCC than HBV-positive cirrhosis. Similarly, the expression of p53 was significantly higher in HBV-positive HCC than HBV-negative HCC patients. However, the expression of p53 was reduced in HBV-positive cirrhosis in comparison with HBV-negative cirrhosis. P53 gene expression in liver was not correlated with the serum levels of ALT in any of the study groups. HBV- DNA load also did not correlated with p53 gene expression in HBV positive HCC and HBV positive cirrhosis patients. This study shows that there was no significant change with the expression of p53 gene in any of the study groups with ALT level or viral load, though differential expression of p53 gene were observed in cirrhosis and HCC patients.Keywords: P53, ALT, HBV-DNA, liver cirrhosis, hepatocellular carcinoma
Procedia PDF Downloads 948426 Analytical Solution for Thermo-Hydro-Mechanical Analysis of Unsaturated Porous Media Using AG Method
Authors: Davood Yazdani Cherati, Hussein Hashemi Senejani
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In this paper, a convenient analytical solution for a system of coupled differential equations, derived from thermo-hydro-mechanical analysis of three-phase porous media such as unsaturated soils is developed. This kind of analysis can be used in various fields such as geothermal energy systems and seepage of leachate from buried municipal and domestic waste in geomaterials. Initially, a system of coupled differential equations, including energy, mass, and momentum conservation equations is considered, and an analytical method called AGM is employed to solve the problem. The method is straightforward and comprehensible and can be used to solve various nonlinear partial differential equations (PDEs). Results indicate the accuracy of the applied method for solving nonlinear partial differential equations.Keywords: AGM, analytical solution, porous media, thermo-hydro-mechanical, unsaturated soils
Procedia PDF Downloads 2278425 Development of a Model Based on Wavelets and Matrices for the Treatment of Weakly Singular Partial Integro-Differential Equations
Authors: Somveer Singh, Vineet Kumar Singh
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We present a new model based on viscoelasticity for the Non-Newtonian fluids.We use a matrix formulated algorithm to approximate solutions of a class of partial integro-differential equations with the given initial and boundary conditions. Some numerical results are presented to simplify application of operational matrix formulation and reduce the computational cost. Convergence analysis, error estimation and numerical stability of the method are also investigated. Finally, some test examples are given to demonstrate accuracy and efficiency of the proposed method.Keywords: Legendre Wavelets, operational matrices, partial integro-differential equation, viscoelasticity
Procedia PDF Downloads 3338424 Wage Differentials in Pakistan by Focusing on Wage Differentials in Public and Private Sectors, Formal and Informal Sectors, and Major Occupational Groups
Authors: Asghar Ali, Narjis Khatoon
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This study focuses on the presence of wage differentials in Pakistan and also on the determinants that originate it. Since there are a smaller number of studies that are conducted on this topic in Pakistan, the current study aims to contribute in bridging the existing gap in this particular research genre. Hence, this study not only generates the desired results specific focus but it also contributes to the overall empirical work on the Pakistan economy. The preceding works which have been done to research wage determinants and wage differentials have used numerous different theories and approaches to reach their goals. The current study, in order to analyze the determinants of wage differentials in the developing economy, deals with the study of a number of such theories and approaches that are supposed as being beneficial for the purpose. This study undertakes the explanation of wage differentials in Pakistan by focusing on wage differentials in public and private sectors, formal and informal sectors, and major occupational groups. The study uses 'Wage Theory' to examine wage differentials among male and female employees in public and private sectors on varied levels of working conditions. This study also uses 'Segmented Labor Market Theory' to determine the wage differential in both public and private sectors, formal and informal, and major occupational groups in Pakistan. So the author has used various econometric techniques in order to explain and test these theories and to find out the required results. This study has employed seven different cross-sectional Labour Force Surveys for the time period between 2006-07 to 2012-13. Gender equality is not only a policy reform agenda for developing countries but also an important goal of Millennium Development Goals. This study investigates the nexus between wage inequality and economic growth and detects co-integration between gender wage differential and economic growth using ARDL bound test. It is confirmed from the empirical results that there exists long-run relationship between economic growth and wage differential. Our study indicated that half of the total female employees from fourteen major cities of Pakistan were employed in the public sector. Out of total female employees in private sector, 66 percent are employed in the formal sector, and 33 percent are working in the informal sector. Results also indicated that both men and women were paid more in the public sector compared to the private sector counterparts. Among the total female employees, only 9 percent had received any formal training, 52% were married and average years of schooling were 11 years. Further, our findings regarding wage differential between genders indicate that wage gap is lower in public sector as compared to private sector. In proportion, gender wage ratio was found to be 0.96, 0.62 and 0.66 in public, formal private and informal private sectors respectively. This suggests that in this case, private sector female employees with the same pay structure are compensated at a lower endowments rate as then public sector workers as compared to their counter parts.Keywords: wage differentials, formal, informal, economic growth
Procedia PDF Downloads 1968423 Intelligent Path Tracking Hybrid Fuzzy Controller for a Unicycle-Type Differential Drive Robot
Authors: Abdullah M. Almeshal, Mohammad R. Alenezi, Muhammad Moaz
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In this paper, we discuss the performance of applying hybrid spiral dynamic bacterial chemotaxis (HSDBC) optimisation algorithm on an intelligent controller for a differential drive robot. A unicycle class of differential drive robot is utilised to serve as a basis application to evaluate the performance of the HSDBC algorithm. A hybrid fuzzy logic controller is developed and implemented for the unicycle robot to follow a predefined trajectory. Trajectories of various frictional profiles and levels were simulated to evaluate the performance of the robot at different operating conditions. Controller gains and scaling factors were optimised using HSDBC and the performance is evaluated in comparison to previously adopted optimisation algorithms. The HSDBC has proven its feasibility in achieving a faster convergence toward the optimal gains and resulted in a superior performance.Keywords: differential drive robot, hybrid fuzzy controller, optimization, path tracking, unicycle robot
Procedia PDF Downloads 4628422 Exact and Approximate Controllability of Nuclear Dynamics Using Bilinear Controls
Authors: Ramdas Sonawane, Mahaveer Gadiya
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The control problem associated with nuclear dynamics is represented by nonlinear integro-differential equation with additive controls. To control chain reaction, certain amount of neutrons is added into (or withdrawn out of) chamber as and when required. It is not realistic. So, we can think of controlling the reactor dynamics by bilinear control, which enters the system as coefficient of state. In this paper, we study the approximate and exact controllability of parabolic integro-differential equation controlled by bilinear control with non-homogeneous boundary conditions in bounded domain. We prove the existence of control and propose an explicit control strategy.Keywords: approximate control, exact control, bilinear control, nuclear dynamics, integro-differential equations
Procedia PDF Downloads 4428421 Solving Stochastic Eigenvalue Problem of Wick Type
Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati
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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion
Procedia PDF Downloads 3568420 Design of Reconfigurable Supernumerary Robotic Limb Based on Differential Actuated Joints
Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao
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This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.Keywords: cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb
Procedia PDF Downloads 2198419 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon
Authors: Haniye Dehestani, Yadollah Ordokhani
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In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration
Procedia PDF Downloads 1638418 Optimal Control of Volterra Integro-Differential Systems Based on Legendre Wavelets and Collocation Method
Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh
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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation
Procedia PDF Downloads 3878417 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations
Authors: Daniil Karzanov
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This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations
Procedia PDF Downloads 2048416 Application of Wavelet Based Approximation for the Solution of Partial Integro-Differential Equation Arising from Viscoelasticity
Authors: Somveer Singh, Vineet Kumar Singh
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This work contributes a numerical method based on Legendre wavelet approximation for the treatment of partial integro-differential equation (PIDE). Operational matrices of Legendre wavelets reduce the solution of PIDE into the system of algebraic equations. Some useful results concerning the computational order of convergence and error estimates associated to the suggested scheme are presented. Illustrative examples are provided to show the effectiveness and accuracy of proposed numerical method.Keywords: legendre wavelets, operational matrices, partial integro-differential equation, viscoelasticity
Procedia PDF Downloads 4468415 The Link between Anthropometry and Fat-Based Obesity Indices in Pediatric Morbid Obesity
Authors: Mustafa M. Donma, Orkide Donma
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Anthropometric measurements are essential for obesity studies. Waist circumference (WC) is the most frequently used measure, and along with hip circumference (HC), it is used in most equations derived for the evaluation of obese individuals. Morbid obesity is the most severe clinical form of obesity, and such individuals may also exhibit some clinical findings leading to metabolic syndrome (MetS). Then, it becomes a requirement to discriminate morbid obese children with (MOMetS+) and without (MOMetS-) MetS. Almost all obesity indices can differentiate obese (OB) children from children with normal body mass index (N-BMI). However, not all of them are capable of making this distinction. A recently introduced anthropometric obesity index, waist circumference + hip circumference/2 ((WC+HC)/2), was confirmed to differ OB children from those with N-BMI, however it has not been tested whether it will find clinical usage for the differential diagnosis of MOMetS+ and MOMetS-. This study was designed to find out the availability of (WC+HC)/2 for the purpose and to compare the possible preponderance of it over some other anthropometric or fat-based obesity indices. Forty-five MOMetS+ and forty-five MOMetS- children were included in the study. Participants have submitted informed consent forms. The study protocol was approved by the Non-interventional Ethics Committee of Tekirdag Namik Kemal University. Anthropometric measurements were performed. Body mass index (BMI), waist-to-hip circumference (W/H), (WC+HC)/2, trunk-to-leg fat ratio (TLFR), trunk-to-appendicular fat ratio (TAFR), trunk fat+leg fat/2 ((trunk+leg fat)/2), diagnostic obesity notation model assessment index-2 (D2I) and fat mass index (FMI) were calculated for both groups. Study data was analyzed statistically, and 0.05 for p value was accepted as the statistical significance degree. Statistically higher BMI, WC, (WC+HC)/2, (trunk+leg fat)/2 values were found in MOMetS+ children than MOMetS- children. No statistically significant difference was detected for W/H, TLFR, TAFR, D2I, and FMI between two groups. The lack of difference between the groups in terms of FMI and D2I pointed out the fact that the recently developed fat-based index; (trunk+leg fat)/2 gives much more valuable information during the evaluation of MOMetS+ and MOMetS- children. Upon evaluation of the correlations, (WC+HC)/2 was strongly correlated with D2I and FMI in both MOMetS+ and MOMetS- groups. Neither D2I nor FMI was correlated with W/H. Strong correlations were calculated between (WC+HC)/2 and (trunk+leg fat)/2 in both MOMetS- (r=0.961; p<0.001) and MOMetS+ (r=0.936; p<0.001) groups. Partial correlations between (WC+HC)/2 and (trunk+leg fat)/2 after controlling the effect of basal metabolic rate were r=0.726; p<0.001 in MOMetS- group and r=0.932; p<0.001 in MOMetS+ group. The correlation in the latter group was higher than the first group. In conclusion, recently developed anthropometric obesity index (WC+HC)/2 and fat-based obesity index (trunk+leg fat)/2 were of preponderance over the previously introduced classical obesity indices such as W/H, D2I and FMI during the differential diagnosis of MOMetS+ and MOMetS- children.Keywords: children, hip circumference, metabolic syndrome, morbid obesity, waist circumference
Procedia PDF Downloads 2888414 Multiple Positive Solutions for Boundary Value Problem of Nonlinear Fractional Differential Equation
Authors: A. Guezane-Lakoud, S. Bensebaa
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In this paper, we study a boundary value problem of nonlinear fractional differential equation. Existence and positivity results of solutions are obtained.Keywords: positive solution, fractional caputo derivative, Banach contraction principle, Avery and Peterson fixed point theorem
Procedia PDF Downloads 4128413 Large Amplitude Vibration of Sandwich Beam
Authors: Youssef Abdelli, Rachid Nasri
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The large amplitude free vibration analysis of three-layered symmetric sandwich beams is carried out using two different approaches. The governing nonlinear partial differential equations of motion in free natural vibration are derived using Hamilton's principle. The formulation leads to two nonlinear partial differential equations that are coupled both in axial and binding deformations. In the first approach, the method of multiple scales is applied directly to the governing equation that is a nonlinear partial differential equation. In the second approach, we discretize the governing equation by using Galerkin's procedure and then apply the shooting method to the obtained ordinary differential equations. In order to check the validity of the solutions obtained by the two approaches, they are compared with the solutions obtained by two approaches; they are compared with the solutions obtained numerically by the finite difference method.Keywords: finite difference method, large amplitude vibration, multiple scales, nonlinear vibration
Procedia PDF Downloads 4618412 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science
Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Davood Domiri Danji
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In this conference, our aims are accuracy, capabilities and power at solving of the complicated non-linear partial differential. Our purpose is to enhance the ability to solve the mentioned nonlinear differential equations at basic science and engineering field and similar issues with a simple and innovative approach. As we know most of engineering system behavior in practical are nonlinear process (especially basic science and engineering field, etc.) and analytical solving (no numeric) these problems are difficult, complex, and sometimes impossible like (Fluids and Gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure an innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical method (Runge-Kutta 4th). Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear partial differential equations, with help of that there is no difficulty for solving all nonlinear differential equations. Advantages and ability of this method (AGM) as follow: (a) Non-linear Differential equations (ODE, PDE) are directly solvable by this method. (b) In this method (AGM), most of the time, without any dimensionless procedure, we can solve equation(s) by any boundary or initial condition number. (c) AGM method always is convergent in boundary or initial condition. (d) Parameters of exponential, Trigonometric and Logarithmic of the existent in the non-linear differential equation with AGM method no needs Taylor expand which are caused high solve precision. (e) AGM method is very flexible in the coding system, and can solve easily varieties of the non-linear differential equation at high acceptable accuracy. (f) One of the important advantages of this method is analytical solving with high accuracy such as partial differential equation in vibration in solids, waves in water and gas, with minimum initial and boundary condition capable to solve problem. (g) It is very important to present a general and simple approach for solving most problems of the differential equations with high non-linearity in engineering sciences especially at civil engineering, and compare output with numerical method (Runge-Kutta 4th) and Exact solutions.Keywords: new approach, AGM, sets of coupled nonlinear differential equation, exact solutions, numerical
Procedia PDF Downloads 4618411 Stability and Boundedness Theorems of Solutions of Certain Systems of Differential Equations
Authors: Adetunji A. Adeyanju., Mathew O. Omeike, Johnson O. Adeniran, Biodun S. Badmus
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In this paper, we discuss certain conditions for uniform asymptotic stability and uniform ultimate boundedness of solutions to some systems of Aizermann-type of differential equations by means of second method of Lyapunov. In achieving our goal, some Lyapunov functions are constructed to serve as basic tools. The stability results in this paper, extend some stability results for some Aizermann-type of differential equations found in literature. Also, we prove some results on uniform boundedness and uniform ultimate boundedness of solutions of systems of equations study.Keywords: Aizermann, boundedness, first order, Lyapunov function, stability
Procedia PDF Downloads 828410 Residual Power Series Method for System of Volterra Integro-Differential Equations
Authors: Zuhier Altawallbeh
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This paper investigates the approximate analytical solutions of general form of Volterra integro-differential equations system by using the residual power series method (for short RPSM). The proposed method produces the solutions in terms of convergent series requires no linearization or small perturbation and reproduces the exact solution when the solution is polynomial. Some examples are given to demonstrate the simplicity and efficiency of the proposed method. Comparisons with the Laplace decomposition algorithm verify that the new method is very effective and convenient for solving system of pantograph equations.Keywords: integro-differential equation, pantograph equations, system of initial value problems, residual power series method
Procedia PDF Downloads 4178409 Numerical Solutions of an Option Pricing Rainfall Derivatives Model
Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa
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Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives
Procedia PDF Downloads 1038408 On the Derivation of Variable Step BBDF for Solving Second Order Stiff ODEs
Authors: S. A. M. Yatim, Z. B. Ibrahim, K. I. Othman, M. Suleiman
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The method of solving second order stiff ordinary differential equation (ODEs) that is based on backward differentiation formula (BDF) is considered in this paper. We derived the method by increasing the order of the existing method using an improved strategy in choosing the step size. Numerical results are presented to compare the efficiency of the proposed method to the MATLAB’s suite of ODEs solvers namely ode15s and ode23s. The method was found to be efficient to solve second order ordinary differential equation.Keywords: backward differentiation formulae, block backward differentiation formulae, stiff ordinary differential equation, variable step size
Procedia PDF Downloads 4958407 Solving Momentum and Energy Equation by Using Differential Transform Techniques
Authors: Mustafa Ekici
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Natural convection is a basic process which is important in a wide variety of practical applications. In essence, a heated fluid expands and rises from buoyancy due to decreased density. Numerous papers have been written on natural or mixed convection in vertical ducts heated on the side. These equations have been proved to be valuable tools for the modelling of many phenomena such as fluid dynamics. Finding solutions to such equations or system of equations are in general not an easy task. We propose a method, which is called differential transform method, of solving a non-linear equations and compare the results with some of the other techniques. Illustrative examples shows that the results are in good agreement.Keywords: differential transform method, momentum, energy equation, boundry value problem
Procedia PDF Downloads 4598406 Partial Differential Equation-Based Modeling of Brain Response to Stimuli
Authors: Razieh Khalafi
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The brain is the information processing centre of the human body. Stimuli in the form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research, we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modelling of EEG signal in case external stimuli but it can be used for modelling of brain response in case of internal stimuli.Keywords: brain, stimuli, partial differential equation, response, EEG signal
Procedia PDF Downloads 5528405 Stress Analysis of Spider Gear Using Structural Steel on ANSYS
Authors: Roman Kalvin, Anam Nadeem, Shahab Khushnood
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Differential is an integral part of four wheeled vehicle, and its main function is to transmit power from drive shaft to wheels. Differential assembly allows both rear wheels to turn at different speed along curved paths. It consists of four gears which are assembled together namely pinion, ring, spider and bevel gears. This research focused on the spider gear and its static structural analysis using ANSYS. The main aim was to evaluate the distribution of stresses on the teeth of the spider gear. This study also analyzed total deformation that may occur during its working along with bevel gear that is meshed with spider gear. Structural steel was chosen for spider gear in this research. Modeling and assembling were done on SolidWorks for both spider and bevel gear. They were assembled exactly same as in a differential assembly. This assembly was then imported to ANSYS. After observing results that maximum amount of stress and deformation was produced in the spider gear, it was concluded that structural steel material for spider gear possesses greater amount of strength to bear maximum stress.Keywords: ANSYS, differential, spider gear, structural steel
Procedia PDF Downloads 1828404 Nonhomogeneous Linear Fractional Differential Equations Will Bessel Functions of the First Kind Giving Hypergeometric Functions Solutions
Authors: Fernando Maass, Pablo Martin, Jorge Olivares
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Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α.Keywords: Caputo, fractional calculation, hypergeometric, linear differential equations
Procedia PDF Downloads 1968403 New Kinetic Effects in Spatial Distribution of Electron Flux and Excitation Rates in Glow Discharge Plasmas in Middle and High Pressures
Authors: Kirill D. Kapustin, Mikhail B. Krasilnikov, Anatoly A. Kudryavtsev
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Physical formation mechanisms of differential electron fluxes is high pressure positive column gas discharge are discussed. It is shown that the spatial differential fluxes of the electrons are directed both inward and outward depending on the energy relaxation law. In some cases the direction of energy differential flux at intermediate energies (5-10eV) in whole volume, except region near the wall, appeared to be down directed, so electron in this region dissipate more energy than gain from axial electric field. Paradoxical behaviour of electron flux in spatial-energy space is presented.Keywords: plasma kinetics, electron distribution function, excitation and radiation rates, local and nonlocal EDF
Procedia PDF Downloads 399