Search results for: Volterra integral equations
2476 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 4622475 Evolution of Predator-prey Body-size Ratio: Spatial Dimensions of Foraging Space
Authors: Xin Chen
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It has been widely observed that marine food webs have significantly larger predator–prey body-size ratios compared with their terrestrial counterparts. A number of hypotheses have been proposed to account for such difference on the basis of primary productivity, trophic structure, biophysics, bioenergetics, habitat features, energy efficiency, etc. In this study, an alternative explanation is suggested based on the difference in the spatial dimensions of foraging arenas: terrestrial animals primarily forage in two dimensional arenas, while marine animals mostly forage in three dimensional arenas. Using 2-dimensional and 3-dimensional random walk simulations, it is shown that marine predators with 3-dimensional foraging would normally have a greater foraging efficiency than terrestrial predators with 2-dimensional foraging. Marine prey with 3-dimensional dispersion usually has greater swarms or aggregations than terrestrial prey with 2-dimensional dispersion, which again favours a greater predator foraging efficiency in marine animals. As an analytical tool, a Lotka-Volterra based adaptive dynamical model is developed with the predator-prey ratio embedded as an adaptive variable. The model predicts that high predator foraging efficiency and high prey conversion rate will dynamically lead to the evolution of a greater predator-prey ratio. Therefore, marine food webs with 3-dimensional foraging space, which generally have higher predator foraging efficiency, will evolve a greater predator-prey ratio than terrestrial food webs.Keywords: predator-prey, body size, lotka-volterra, random walk, foraging efficiency
Procedia PDF Downloads 772474 On Deterministic Chaos: Disclosing the Missing Mathematics from the Lorenz-Haken Equations
Authors: Meziane Belkacem
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We aim at converting the original 3D Lorenz-Haken equations, which describe laser dynamics –in terms of self-pulsing and chaos- into 2-second-order differential equations, out of which we extract the so far missing mathematics and corroborations with respect to nonlinear interactions. Leaning on basic trigonometry, we pull out important outcomes; a fundamental result attributes chaos to forbidden periodic solutions inside some precisely delimited region of the control parameter space that governs the bewildering dynamics.Keywords: Physics, optics, nonlinear dynamics, chaos
Procedia PDF Downloads 1582473 A Study on Stochastic Integral Associated with Catastrophes
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
Procedia PDF Downloads 6442472 Optimal Relaxation Parameters for Obtaining Efficient Iterative Methods for the Solution of Electromagnetic Scattering Problems
Authors: Nadaniela Egidi, Pierluigi Maponi
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The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts, and its two-dimensional formulation is a Fredholm integral equation of the second kind. This integral equation provides a formulation for the direct scattering problem, but it has to be solved several times also in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. In order to improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning, and we propose an algorithm for the evaluation of the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e., Bi-CGSTAB and GMRES.Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem
Procedia PDF Downloads 1052471 Application of the MOOD Technique to the Steady-State Euler Equations
Authors: Gaspar J. Machado, Stéphane Clain, Raphael Loubère
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The goal of the present work is to numerically study steady-state nonlinear hyperbolic equations in the context of the finite volume framework. We will consider the unidimensional Burgers' equation as the reference case for the scalar situation and the unidimensional Euler equations for the vectorial situation. We consider two approaches to solve the nonlinear equations: a time marching algorithm and a direct steady-state approach. We first develop the necessary and sufficient conditions to obtain the existence and unicity of the solution. We treat regular examples and solutions with a steady shock and to provide very-high-order finite volume approximations we implement a method based on the MOOD technology (Multi-dimensional Optimal Order Detection). The main ingredient consists in using an 'a posteriori' limiting strategy to eliminate non physical oscillations deriving from the Gibbs phenomenon while keeping a high accuracy for the smooth part.Keywords: Euler equations, finite volume, MOOD, steady-state
Procedia PDF Downloads 2782470 Sufficient Conditions for Exponential Stability of Stochastic Differential Equations with Non Trivial Solutions
Authors: Fakhreddin Abedi, Wah June Leong
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Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula
Procedia PDF Downloads 522469 Exploring Regularity Results in the Context of Extremely Degenerate Elliptic Equations
Authors: Zahid Ullah, Atlas Khan
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This research endeavors to explore the regularity properties associated with a specific class of equations, namely extremely degenerate elliptic equations. These equations hold significance in understanding complex physical systems like porous media flow, with applications spanning various branches of mathematics. The focus is on unraveling and analyzing regularity results to gain insights into the smoothness of solutions for these highly degenerate equations. Elliptic equations, fundamental in expressing and understanding diverse physical phenomena through partial differential equations (PDEs), are particularly adept at modeling steady-state and equilibrium behaviors. However, within the realm of elliptic equations, the subset of extremely degenerate cases presents a level of complexity that challenges traditional analytical methods, necessitating a deeper exploration of mathematical theory. While elliptic equations are celebrated for their versatility in capturing smooth and continuous behaviors across different disciplines, the introduction of degeneracy adds a layer of intricacy. Extremely degenerate elliptic equations are characterized by coefficients approaching singular behavior, posing non-trivial challenges in establishing classical solutions. Still, the exploration of extremely degenerate cases remains uncharted territory, requiring a profound understanding of mathematical structures and their implications. The motivation behind this research lies in addressing gaps in the current understanding of regularity properties within solutions to extremely degenerate elliptic equations. The study of extreme degeneracy is prompted by its prevalence in real-world applications, where physical phenomena often exhibit characteristics defying conventional mathematical modeling. Whether examining porous media flow or highly anisotropic materials, comprehending the regularity of solutions becomes crucial. Through this research, the aim is to contribute not only to the theoretical foundations of mathematics but also to the practical applicability of mathematical models in diverse scientific fields.Keywords: elliptic equations, extremely degenerate, regularity results, partial differential equations, mathematical modeling, porous media flow
Procedia PDF Downloads 752468 Fuzzy Logic and Control Strategies on a Sump
Authors: Nasser Mohamed Ramli, Nurul Izzati Zulkifli
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Sump can be defined as a reservoir which contains slurry; a mixture of solid and liquid or water, in it. Sump system is an unsteady process owing to the level response. Sump level shall be monitored carefully by using a good controller to avoid overflow. The current conventional controllers would not be able to solve problems with large time delay and nonlinearities, Fuzzy Logic controller is tested to prove its ability in solving the listed problems of slurry sump. Therefore, in order to justify the effectiveness and reliability of these controllers, simulation of the sump system was created by using MATLAB and the results were compared. According to the result obtained, instead of Proportional-Integral (PI) and Proportional-Integral and Derivative (PID), Fuzzy Logic controller showed the best result by offering quick response of 0.32 s for step input and 5 s for pulse generator, by producing small Integral Absolute Error (IAE) values that are 0.66 and 0.36 respectively.Keywords: fuzzy, sump, level, controller
Procedia PDF Downloads 2452467 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model
Procedia PDF Downloads 1532466 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 2292465 Nonlinear Equations with n-Dimensional Telegraph Operator Iterated K-Times
Authors: Jessada Tariboon
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In this article, using distribution kernel, we study the nonlinear equations with n-dimensional telegraph operator iterated k-times.Keywords: telegraph operator, elementary solution, distribution kernel, nonlinear equations
Procedia PDF Downloads 4892464 Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions
Authors: Trilok Mathur, Shivi Agarwal
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This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function
Procedia PDF Downloads 3982463 Solution of Singularly Perturbed Differential Difference Equations Using Liouville Green Transformation
Authors: Y. N. Reddy
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The class of differential-difference equations which have characteristics of both classes, i.e., delay/advance and singularly perturbed behaviour is known as singularly perturbed differential-difference equations. The expression ‘positive shift’ and ‘negative shift’ are also used for ‘advance’ and ‘delay’ respectively. In general, an ordinary differential equation in which the highest order derivative is multiplied by a small positive parameter and containing at least one delay/advance is known as singularly perturbed differential-difference equation. Singularly perturbed differential-difference equations arise in the modelling of various practical phenomena in bioscience, engineering, control theory, specifically in variational problems, in describing the human pupil-light reflex, in a variety of models for physiological processes or diseases and first exit time problems in the modelling of the determination of expected time for the generation of action potential in nerve cells by random synaptic inputs in dendrites. In this paper, we envisage the use of Liouville Green Transformation to find the solution of singularly perturbed differential difference equations. First, using Taylor series, the given singularly perturbed differential difference equation is approximated by an asymptotically equivalent singularly perturbation problem. Then the Liouville Green Transformation is applied to get the solution. Several model examples are solved, and the results are compared with other methods. It is observed that the present method gives better approximate solutions.Keywords: difference equations, differential equations, singular perturbations, boundary layer
Procedia PDF Downloads 2002462 Two Spherical Three Degrees of Freedom Parallel Robots 3-RCC and 3-RRS Static Analysis
Authors: Alireza Abbasi Moshaii, Shaghayegh Nasiri, Mehdi Tale Masouleh
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The main purpose of this study is static analysis of two three-degree of freedom parallel mechanisms: 3-RCC and 3-RRS. Geometry of these mechanisms is expressed and static equilibrium equations are derived for the whole chains. For these mechanisms due to the equal number of equations and unknowns, the solution is as same as 3-RCC mechanism. Mathematical software is used to solve the equations. In order to prove the results obtained from solving the equations of mechanisms, their CAD model has been simulated and their static is analysed in ADAMS software. Due to symmetrical geometry of the mechanisms, the force and external torque acting on the end-effecter have been considered asymmetric to prove the generality of the solution method. Finally, the results of both softwares, for both mechanisms are extracted and compared as graphs. The good achieved comparison between the results indicates the accuracy of the analysis.Keywords: robotic, static analysis, 3-RCC, 3-RRS
Procedia PDF Downloads 3852461 J-Integral Method for Assessment of Structural Integrity of a Pressure Vessel
Authors: Karthik K. R, Viswanath V, Asraff A. K
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The first stage of a new-generation launch vehicle of ISRO makes use of large pressure vessels made of Aluminium alloy AA2219 to store fuel and oxidizer. These vessels have many weld joints that may contain cracks or crack-like defects during their fabrication. These defects may propagate across the vessel during pressure testing or while in service under the influence of tensile stresses leading to catastrophe. Though ductile materials exhibit significant stable crack growth prior to failure, it is not generally acceptable for an aerospace component. There is a need to predict the initiation of stable crack growth. The structural integrity of the vessel from fracture considerations can be studied by constructing the Failure Assessment Diagram (FAD) that accounts for both brittle fracture and plastic collapse. Critical crack sizes of the pressure vessel may be highly conservative if it is predicted from FAD alone. If the J-R curve for material under consideration is available apriori, the critical crack sizes can be predicted to a certain degree of accuracy. In this paper, a novel approach is proposed to predict the integrity of a weld in a pressure vessel made of AA2219 material. Fracture parameter ‘J-integral’ at the crack front, evaluated through finite element analyses, is used in the new procedure. Based on the simulation of tension tests carried out on SCT specimens by NASA, a cut-off value of J-integral value (J?ᵤₜ_ₒ??) is finalised. For the pressure vessel, J-integral at the crack front is evaluated through FE simulations incorporating different surface cracks at long seam weld in a cylinder and in dome petal welds. The obtained J-integral, at vessel level, is compared with a value of J?ᵤₜ_ₒ??, and the integrity of vessel weld in the presence of the surface crack is firmed up. The advantage of this methodology is that if SCT test data of any metal is available, the critical crack size in hardware fabricated using that material can be predicted to a better level of accuracy.Keywords: FAD, j-integral, fracture, surface crack
Procedia PDF Downloads 1872460 Compression Index Estimation by Water Content and Liquid Limit and Void Ratio Using Statistics Method
Authors: Lizhou Chen, Abdelhamid Belgaid, Assem Elsayed, Xiaoming Yang
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Compression index is essential in foundation settlement calculation. The traditional method for determining compression index is consolidation test which is expensive and time consuming. Many researchers have used regression methods to develop empirical equations for predicting compression index from soil properties. Based on a large number of compression index data collected from consolidation tests, the accuracy of some popularly empirical equations were assessed. It was found that primary compression index is significantly overestimated in some equations while it is underestimated in others. The sensitivity analyses of soil parameters including water content, liquid limit and void ratio were performed. The results indicate that the compression index obtained from void ratio is most accurate. The ANOVA (analysis of variance) demonstrates that the equations with multiple soil parameters cannot provide better predictions than the equations with single soil parameter. In other words, it is not necessary to develop the relationships between compression index and multiple soil parameters. Meanwhile, it was noted that secondary compression index is approximately 0.7-5.0% of primary compression index with an average of 2.0%. In the end, the proposed prediction equations using power regression technique were provided that can provide more accurate predictions than those from existing equations.Keywords: compression index, clay, settlement, consolidation, secondary compression index, soil parameter
Procedia PDF Downloads 1632459 Elvis Improved Method for Solving Simultaneous Equations in Two Variables with Some Applications
Authors: Elvis Adam Alhassan, Kaiyu Tian, Akos Konadu, Ernest Zamanah, Michael Jackson Adjabui, Ibrahim Justice Musah, Esther Agyeiwaa Owusu, Emmanuel K. A. Agyeman
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In this paper, how to solve simultaneous equations using the Elvis improved method is shown. The Elvis improved method says; to make one variable in the first equation the subject; make the same variable in the second equation the subject; equate the results and simplify to obtain the value of the unknown variable; put the value of the variable found into one equation from the first or second steps and simplify for the remaining unknown variable. The difference between our Elvis improved method and the substitution method is that: with Elvis improved method, the same variable is made the subject in both equations, and the two resulting equations equated, unlike the substitution method where one variable is made the subject of only one equation and substituted into the other equation. After describing the Elvis improved method, findings from 100 secondary students and the views of 5 secondary tutors to demonstrate the effectiveness of the method are presented. The study's purpose is proved by hypothetical examples.Keywords: simultaneous equations, substitution method, elimination method, graphical method, Elvis improved method
Procedia PDF Downloads 1412458 Rough Oscillatory Singular Integrals on Rⁿ
Authors: H. M. Al-Qassem, L. Cheng, Y. Pan
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In this paper we establish sharp bounds for oscillatory singular integrals with an arbitrary real polynomial phase P. Our kernels are allowed to be rough both on the unit sphere and in the radial direction. We show that the bounds grow no faster than log(deg(P)), which is optimal and was first obtained by Parissis and Papadimitrakis for kernels without any radial roughness. Among key ingredients of our methods are an L¹→L² estimate and extrapolation.Keywords: oscillatory singular integral, rough kernel, singular integral, Orlicz spaces, Block spaces, extrapolation, L^{p} boundedness
Procedia PDF Downloads 3582457 Predicting Bridge Pier Scour Depth with SVM
Authors: Arun Goel
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Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper, attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly and Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly and Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicates the improvement in the performance of SVM (Poly and Rbf) in comparison to dimensional form of scour.Keywords: modeling, pier scour, regression, prediction, SVM (Poly and Rbf kernels)
Procedia PDF Downloads 4522456 A Multistep Broyden’s-Type Method for Solving Systems of Nonlinear Equations
Authors: M. Y. Waziri, M. A. Aliyu
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The paper proposes an approach to improve the performance of Broyden’s method for solving systems of nonlinear equations. In this work, we consider the information from two preceding iterates rather than a single preceding iterate to update the Broyden’s matrix that will produce a better approximation of the Jacobian matrix in each iteration. The numerical results verify that the proposed method has clearly enhanced the numerical performance of Broyden’s Method.Keywords: mulit-step Broyden, nonlinear systems of equations, computational efficiency, iterate
Procedia PDF Downloads 6402455 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance
Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang
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In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.Keywords: non-minimum phase system, optimal linear quadratic tracker, proportional plus integral observer, state and disturbance estimator
Procedia PDF Downloads 5042454 A Generalisation of Pearson's Curve System and Explicit Representation of the Associated Density Function
Authors: S. B. Provost, Hossein Zareamoghaddam
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A univariate density approximation technique whereby the derivative of the logarithm of a density function is assumed to be expressible as a rational function is introduced. This approach which extends Pearson’s curve system is solely based on the moments of a distribution up to a determinable order. Upon solving a system of linear equations, the coefficients of the polynomial ratio can readily be identified. An explicit solution to the integral representation of the resulting density approximant is then obtained. It will be explained that when utilised in conjunction with sample moments, this methodology lends itself to the modelling of ‘big data’. Applications to sets of univariate and bivariate observations will be presented.Keywords: density estimation, log-density, moments, Pearson's curve system
Procedia PDF Downloads 2822453 Exact Soliton Solutions of the Integrable (2+1)-Dimensional Fokas-Lenells Equation
Authors: Meruyert Zhassybayeva, Kuralay Yesmukhanova, Ratbay Myrzakulov
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Integrable nonlinear differential equations are an important class of nonlinear wave equations that admit exact soliton solutions. All these equations have an amazing property which is that their soliton waves collide elastically. One of such equations is the (1+1)-dimensional Fokas-Lenells equation. In this paper, we have constructed an integrable (2+1)-dimensional Fokas-Lenells equation. The integrability of this equation is ensured by the existence of a Lax representation for it. We obtained its bilinear form from the Hirota method. Using the Hirota method, exact one-soliton and two-soliton solutions of the (2 +1)-dimensional Fokas-Lenells equation were found.Keywords: Fokas-Lenells equation, integrability, soliton, the Hirota bilinear method
Procedia PDF Downloads 2262452 Singular Perturbed Vector Field Method Applied to the Problem of Thermal Explosion of Polydisperse Fuel Spray
Authors: Ophir Nave
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In our research, we present the concept of singularly perturbed vector field (SPVF) method, and its application to thermal explosion of diesel spray combustion. Given a system of governing equations, which consist of hidden Multi-scale variables, the SPVF method transfer and decompose such system to fast and slow singularly perturbed subsystems (SPS). The SPVF method enables us to understand the complex system, and simplify the calculations. Later powerful analytical, numerical and asymptotic methods (e.g method of integral (invariant) manifold (MIM), the homotopy analysis method (HAM) etc.) can be applied to each subsystem. We compare the results obtained by the methods of integral invariant manifold and SPVF apply to spray droplets combustion model. The research deals with the development of an innovative method for extracting fast and slow variables in physical mathematical models. The method that we developed called singular perturbed vector field. This method based on a numerical algorithm applied to global quasi linearization applied to given physical model. The SPVF method applied successfully to combustion processes. Our results were compared to experimentally results. The SPVF is a general numerical and asymptotical method that reveals the hierarchy (multi-scale system) of a given system.Keywords: polydisperse spray, model reduction, asymptotic analysis, multi-scale systems
Procedia PDF Downloads 2202451 Lyapunov and Input-to-State Stability of Stochastic Differential Equations
Authors: Arcady Ponosov, Ramazan Kadiev
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Input-to-State Stability (ISS) is widely used in deterministic control theory but less known in the stochastic case. Roughly speaking, the theory explains when small perturbations of the right-hand sides of the system on the entire semiaxis cause only small changes in the solutions of the system, again on the entire semiaxis. This property is crucial in many applications. In the report, we explain how to define and study ISS for systems of linear stochastic differential equations with or without delays. The central result connects ISS with the property of Lyapunov stability. This relationship is well-known in the deterministic setting, but its stochastic version is new. As an application, a method of studying asymptotic Lyapunov stability for stochastic delay equations is described and justified. Several examples are provided that confirm the efficiency and simplicity of the framework.Keywords: asymptotic stability, delay equations, operator methods, stochastic perturbations
Procedia PDF Downloads 1782450 Cybernetic Modeling of Growth Dynamics of Debaryomyces nepalensis NCYC 3413 and Xylitol Production in Batch Reactor
Authors: J. Sharon Mano Pappu, Sathyanarayana N. Gummadi
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Growth of Debaryomyces nepalensis on mixed substrates in batch culture follows diauxic pattern of completely utilizing glucose during the first exponential growth phase, followed by an intermediate lag phase and a second exponential growth phase consuming xylose. The present study deals with the development of cybernetic mathematical model for prediction of xylitol production and yield. Production of xylitol from xylose in batch fermentation is investigated in the presence of glucose as the co-substrate. Different ratios of glucose and xylose concentrations are assessed to study the impact of multi substrate on production of xylitol in batch reactors. The parameters in the model equations were estimated from experimental observations using integral method. The model equations were solved simultaneously by numerical technique using MATLAB. The developed cybernetic model of xylose fermentation in the presence of a co-substrate can provide answers about how the ratio of glucose to xylose influences the yield and rate of production of xylitol. This model is expected to accurately predict the growth of microorganism on mixed substrate, duration of intermediate lag phase, consumption of substrate, production of xylitol. The model developed based on cybernetic modelling framework can be helpful to simulate the dynamic competition between the metabolic pathways.Keywords: co-substrate, cybernetic model, diauxic growth, xylose, xylitol
Procedia PDF Downloads 3292449 Nilsson Model Performance in Estimating Bed Load Sediment, Case Study: Tale Zang Station
Authors: Nader Parsazadeh
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The variety of bed sediment load relationships, insufficient information and data, and the influence of river conditions make the selection of an optimum relationship for a given river extremely difficult. Hence, in order to select the best formulae, the bed load equations should be evaluated. The affecting factors need to be scrutinized, and equations should be verified. Also, re-evaluation may be needed. In this research, sediment bed load of Dez Dam at Tal-e Zang Station has been studied. After reviewing the available references, the most common formulae were selected that included Meir-Peter and Muller, using MS Excel to compute and evaluate data. Then, 52 series of already measured data at the station were re-measured, and the sediment bed load was determined. 1. The calculated bed load obtained by different equations showed a great difference with that of measured data. 2. r difference ratio from 0.5 to 2.00 was 0% for all equations except for Nilsson and Shields equations while it was 61.5 and 59.6% for Nilsson and Shields equations, respectively. 3. By reviewing results and discarding probably erroneous measured data measurements (by human or machine), one may use Nilsson Equation due to its r value higher than 1 as an effective equation for estimating bed load at Tal-e Zang Station in order to predict activities that depend upon bed sediment load estimate to be determined. Also, since only few studies have been conducted so far, these results may be of assistance to the operators and consulting companies.Keywords: bed load, empirical relation ship, sediment, Tale Zang Station
Procedia PDF Downloads 3632448 A Study of Numerical Reaction-Diffusion Systems on Closed Surfaces
Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen
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The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.Keywords: closed surfaces, high-order approachs, numerical solutions, reaction-diffusion systems
Procedia PDF Downloads 3762447 Effects of Daily Temperature Changes on Transient Heat and Moisture Transport in Unsaturated Soils
Authors: Davood Yazdani Cherati, Ali Pak, Mehrdad Jafarzadeh
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This research contains the formulation of a two-dimensional analytical solution to transient heat, and moisture flow in a semi-infinite unsaturated soil environment under the influence of daily temperature changes. For this purpose, coupled energy conservation and mass fluid continuity equations governing hydrothermal behavior of unsaturated soil media are presented in terms of temperature and volumetric moisture content. In consideration of the soil environment as an infinite half-space and by linearization of the governing equations, Laplace–Fourier transformation is conducted to convert differential equations with partial derivatives (PDEs) to ordinary differential equations (ODEs). The obtained ODEs are solved, and the inverse transformations are calculated to determine the solution to the system of equations. Results indicate that heat variation induces moisture transport in both horizontal and vertical directions.Keywords: analytical solution, heat conduction, hydrothermal analysis, laplace–fourier transformation, two-dimensional
Procedia PDF Downloads 216