Search results for: second order differential

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

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Authors: Salisu Ibrahim

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The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of Matlab (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, and analog control

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Authors: Tudor Barbu

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We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: anisotropic diffusion, finite differences, image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation schemes

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Authors: Abdel-Maksoud Abdel-Kader Soliman

Abstract:

The General Regularized Long Wave (GRLW) equation is solved numerically by giving a new algorithm based on collocation method using quartic B-splines at the mid-knot points as element shape. Also, we use the Fourth Runge-Kutta method for solving the system of first order ordinary differential equations instead of finite difference method. Our test problems, including the migration and interaction of solitary waves, are used to validate the algorithm which is found to be accurate and efficient. The three invariants of the motion are evaluated to determine the conservation properties of the algorithm.

Keywords: generalized RLW equation, solitons, quartic b-spline, nonlinear partial differential equations, difference equations

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Authors: Ayub Khan, Net Ram Garg, Geeta Jain

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In this paper, backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.

Keywords: backstepping method, fractional order, synchronization, chaotic system

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Authors: Mahmood Otadi, Maryam Mosleh

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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, fuzzy ODE, HAM, approximate method

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Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Sara Akbari

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In this study, we investigate building structures nonlinear behavior also solving analytic of nonlinear differential at vibrations. As we know most of engineering systems behavior in practical are non- linear process (especial at structural) and analytical solving (no numerical) these problems are complex, difficult and sometimes impossible (of course at form of analytical solving). In this symposium, we are going to exposure one method in engineering, that can solve sets of nonlinear differential equations with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical Method (Runge-Kutte 4th) and exact solutions. Finally, we can proof AGM method could be created huge evolution for researcher and student (engineering and basic science) in whole over the world, because of AGM coding system, so by using this software, we can analytical solve all complicated linear and nonlinear differential equations, with help of that there is no difficulty for solving nonlinear differential equations.

Keywords: new method AGM, vibrations, beam-column, angular frequency, energy dissipated, critical load

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Authors: J. J. Cetina-Denis, R. M. López-Gutiérrez, R. Ramírez-Ramírez, C. Cruz-Hernández

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This work addresses the problem of designing an algorithm capable of generating chaotic trajectories for mobile robots. Particularly, the chaotic behavior is induced in the linear and angular velocities of a Khepera III differential mobile robot by infusing them with the states of the H´enon chaotic map. A possible application, using the properties of chaotic systems, is patrolling a work area. In this work, numerical and experimental results are reported and analyzed. In addition, two quantitative numerical tests are applied in order to measure how chaotic the generated trajectories really are.

Keywords: chaos, chaotic trajectories, differential mobile robot, Henon map, Khepera III robot, patrolling applications

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Authors: Weihua Ruan, Kuan-Chou Chen

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This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Hamilton-Jacobi-Bellman equations, infinite-horizon differential games, continuous and discrete state variables, political-economy models

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Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

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Authors: Razi Khalafi

Abstract:

Brain is the information processing center of the human body. Stimuli in 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 modeling of the EEG signal in case external stimuli but it can be used for the modeling of brain response in case of internal stimuli.

Keywords: Brain, stimuli, partial differential equation, response, eeg signal

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Authors: Martin K. Steiger, Lukas Heisler, Hans-Georg Brachtendorf

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Deep neural networks and their variants form the backbone of many AI applications. Based on the so-called residual networks, a continuous formulation of such models as ordinary differential equations (ODEs) has proven advantageous since different techniques may be applied that significantly increase the learning speed and enable controlled trade-offs with the resulting error at the same time. For the evaluation of such models, high-performance numerical differential equation solvers are used, which also provide the gradients required for training. However, whether classical gradient-based methods are even applicable or which one yields the best results has not been discussed yet. This paper aims to redeem this situation by providing empirical results for different applications.

Keywords: deep neural networks, gradient-based learning, image processing, ordinary differential equation networks

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Authors: Chao-Qing Dai

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In modern nonlinear science and textile engineering, nonlinear differential-difference equations are often used to describe some nonlinear phenomena. In this paper, we extend the variable coefficient Jacobian elliptic function method, which was used to find new exact travelling wave solutions of nonlinear partial differential equations, to nonlinear differential-difference equations. As illustration, we derive two series of Jacobian elliptic function solutions of the discrete sine-Gordon equation.

Keywords: discrete sine-Gordon equation, variable coefficient Jacobian elliptic function method, exact solutions, equation

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Authors: Shubham Jaiswal

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During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: space fractional order linear/nonlinear reaction-advection diffusion equation, shifted Jacobi polynomials, operational matrix, collocation method, Caputo derivative

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Authors: Cletus Abhulimen, L. A. Ukpebor

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In this paper, we construct a class of four-step third derivative exponential fitting integrator of order six for the numerical integration of stiff initial-value problems of the type: y’= f(x,y); y(x₀) =y₀. The implicit method has free parameters which allow it to be fitted automatically to exponential functions. For the purpose of effective implementation of the proposed method, we adopted the techniques of splitting the method into predictor and corrector schemes. The numerical analysis of the stability of the new method was discussed; the results show that the method is A-stable. Finally, numerical examples are presented, to show the efficiency and accuracy of the new method.

Keywords: third derivative four-step, exponentially fitted, a-stable, stiff differential equations

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Authors: Adamu S. Salawu, Ibrahim O. Isah

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Direct solution to several forms of fourth-order ordinary differential equations is not easily obtained without first reducing them to a system of first-order equations. Thus, numerical methods are being developed with the underlying techniques in the literature, which seeks to approximate some classes of fourth-order initial value problems with admissible error bounds. Multistep methods present a great advantage of the ease of implementation but with a setback of several functions evaluation for every stage of implementation. However, hybrid methods conventionally show a slightly higher order of truncation for any k-step linear multistep method, with the possibility of obtaining solutions at off mesh points within the interval of solution. In the light of the foregoing, we propose the continuous form of a hybrid multistep method with Chebyshev polynomial as a basis function for the numerical integration of fourth-order initial value problems of ordinary differential equations. The basis function is interpolated and collocated at some points on the interval [0, 2] to yield a system of equations, which is solved to obtain the unknowns of the approximating polynomial. The continuous form obtained, its first and second derivatives are evaluated at carefully chosen points to obtain the proposed block method needed to directly approximate fourth-order initial value problems. The method is analyzed for convergence. Implementation of the method is done by conducting numerical experiments on some test problems. The outcome of the implementation of the method suggests that the method performs well on problems with oscillatory or trigonometric terms since the approximations at several points on the solution domain did not deviate too far from the theoretical solutions. The method also shows better performance compared with an existing hybrid method when implemented on a larger interval of solution.

Keywords: Chebyshev polynomial, collocation, hybrid multistep method, initial value problems, interpolation

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Authors: Babak Safaei, A. M. Fattahi

Abstract:

Polymer/carbon nanotube nanocomposites have a wide range of promising applications Due to their enhanced properties. In this work, free vibration analysis of single-walled carbon nanotube-reinforced composite plates is conducted in which carbon nanotubes are embedded in an amorphous polyethylene. The rule of mixture based on various types of plate model namely classical plate theory (CLPT), first-order shear deformation theory (FSDT), and higher-order shear deformation theory (HSDT) was employed to obtain fundamental frequencies of the nanocomposite plates. Generalized differential quadrature (GDQ) method was used to discretize the governing differential equations along with the simply supported and clamped boundary conditions. The material properties of the nanocomposite plates were evaluated using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites. Then the results obtained directly from MD simulations were fitted with those calculated by the rule of mixture to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results are presented to address the influences of nanotube volume fraction and edge supports on the value of fundamental frequency of carbon nanotube-reinforced composite plates corresponding to both long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, free vibration, generalized, differential quadrature (GDQ) method

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Authors: Elio El Kahi, Michel Khouri, Olivier Deck, Pierre Rahme, Rasool Mehdizadeh

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Recent developments in civil engineering create multiple interaction problems between the soil and the structure. One of the major problems is the impact of ground movements on buildings. Consequently, managing risks associated with these movements, requires a determination of the different influencing factors and a specific knowledge of their variability/uncertainty. The main purpose of this research is to study the behavior of structures submitted to differential settlement, in order to assess their vulnerability, taking into consideration the different sources of uncertainties. Analytical approach is applied to investigate on one hand the influence of these uncertainties that are related to the soil, and on the other hand the structure stiffness variation with the presence of openings and the movement transmitted between them as related to the origin and shape of the free-field movement. Results reveal the effect of taking these uncertainties into consideration, and specify the dominant and most significant parameters that control the ground movement associated with the Soil-Structure Interaction (SSI) phenomenon.

Keywords: analytical approach, building, damage, differential settlement, soil-structure interaction, uncertainties

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Authors: Elmongi Elbellili, Ben Lauwens, Daan Huybrechs

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The increasing complexity of modern engineering systems presents a challenge to the digital simulation of these systems which usually can be represented by differential equations. The Linearly Implicit Quantized State System (LIQSS) offers an alternative approach to traditional numerical integration techniques for solving Ordinary Differential Equations (ODEs). This method proved effective for handling discontinuous and large stiff systems. However, the inherent discrete nature of LIQSS may introduce oscillations that result in unnecessary computational steps. The current oscillation detection mechanism relies on a condition that checks the significance of the derivatives, but it could be further improved. This paper describes a different cycle detection mechanism and presents the outcomes using LIQSS order one in simulating the Advection Diffusion problem. The efficiency of this new cycle detection mechanism is verified by comparing the performance of the current solver against the new version as well as a reference solution using a Runge-Kutta method of order14.

Keywords: numerical integration, quantized state systems, ordinary differential equations, stiffness, cycle detection, simulation

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Authors: Mary Chriselda A

Abstract:

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

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Authors: Malika Elkyal

Abstract:

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

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Authors: Clarinda V. Nhangumbe, Ercília Sousa

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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu

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This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.

Keywords: interpolation, approximate solution, collocation, differential system, half step, converges, block method, efficiency

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Authors: Maryam Mosleh, Mahmood Otadi

Abstract:

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

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Authors: Idowu Ibikunle Albert, Atilade Adesanya Oluwafemi, Okedeyi Abiodun Sikiru, Mustapha Rilwan Adewale

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These present-day all areas of transport have experienced large advances characterized by increases in the speeds and weight of vehicles. As a result, this paper considered the Transverse Vibration of an Elastic Beam Resting on a Variable Elastic Foundation Subjected to a moving Load. The beam is presumed to be uniformly distributed and has simple support at both ends. The moving distributed moving mass is assumed to move with constant velocity. The governing equations, which are fourth-order partial differential equations, were reduced to second-order partial differential equations using an analytical method in terms of series solution and solved by a numerical method using mathematical software (Maple). Results show that an increase in the values of beam parameters, moving Mass M, and k-stiffness K, significantly reduces the deflection profile of the vibrating beam. In the results, it was equally found that moving mass is greater than moving force.

Keywords: elastic beam, moving load, response of structure, variable elastic foundation

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Authors: Anandhi Santhosh

Abstract:

In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations has been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive integrodifferential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive integrodifferential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.

Keywords: approximate controllability, impulsive differential system, fixed point theorem, state-dependent delay

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Authors: G. Akgun, I. Algul, H. Kurtaran

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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

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Authors: James Adewale, Joshua Sunday

Abstract:

In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

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Authors: Sadia Arshad, Ayesha Sohail, Sana Javed, Khadija Maqbool, Salma Kanwal

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The dynamical study of the carriers play an essential role in the evolution and global transmission of infectious diseases and will be discussed in this study. To make this approach novel, we will consider the fractional order model which is generalization of integer order derivative to an arbitrary number. Since the integration involved is non local therefore this property of fractional operator is very useful to study epidemic model for infectious diseases. An extended numerical method (ODE solver) is implemented on the model equations and we will present the simulations of the model for different values of fractional order to study the effect of carriers on transmission dynamics. Global dynamics of fractional model are established by using the reproduction number.

Keywords: Fractional differential equation, Numerical simulations, epidemic model, transmission dynamics

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Authors: Narumol Chintaganun

Abstract:

In this paper we present the second-order central differencing scheme with the staggered version (STG) for solving the advection equation and Burger's equation. This scheme based on staggered evolution of the re-constructed cell averages. This scheme results in the second-order central differencing scheme, an extension along the lines of the first-order central scheme of Lax-Friedrichs (LxF) scheme. All numerical simulations presented in this paper are obtained by finite difference method (FDM) and STG. Numerical results are shown that the STG gives very good results and higher accuracy.

Keywords: central differencing scheme, STG, advection equation, burgers equation

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