Search results for: parabolic equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2013

Search results for: parabolic equation

1893 Performances Analysis of the Pressure and Production of an Oil Zone by Simulation of the Flow of a Fluid through the Porous Media

Authors: Makhlouf Mourad, Medkour Mihoub, Bouchher Omar, Messabih Sidi Mohamed, Benrachedi Khaled

Abstract:

This work is the modeling and simulation of fluid flow (liquid) through porous media. This type of flow occurs in many situations of interest in applied sciences and engineering, fluid (oil) consists of several individual substances in pure, single-phase flow is incompressible and isothermal. The porous medium is isotropic, homogeneous optionally, with the rectangular format and the flow is two-dimensional. Modeling of hydrodynamic phenomena incorporates Darcy's law and the equation of mass conservation. Correlations are used to model the density and viscosity of the fluid. A finite volume code is used in the discretization of differential equations. The nonlinearity is treated by Newton's method with relaxation coefficient. The results of the simulation of the pressure and the mobility of liquid flowing through porous media are presented, analyzed, and illustrated.

Keywords: Darcy equation, middle porous, continuity equation, Peng Robinson equation, mobility

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1892 On the Grid Technique by Approximating the Derivatives of the Solution of the Dirichlet Problems for (1+1) Dimensional Linear Schrodinger Equation

Authors: Lawrence A. Farinola

Abstract:

Four point implicit schemes for the approximation of the first and pure second order derivatives for the solution of the Dirichlet problem for one dimensional Schrodinger equation with respect to the time variable t were constructed. Also, special four-point implicit difference boundary value problems are proposed for the first and pure second derivatives of the solution with respect to the spatial variable x. The Grid method is also applied to the mixed second derivative of the solution of the Linear Schrodinger time-dependent equation. It is assumed that the initial function belongs to the Holder space C⁸⁺ᵃ, 0 < α < 1, the Schrodinger wave function given in the Schrodinger equation is from the Holder space Cₓ,ₜ⁶⁺ᵃ, ³⁺ᵃ/², the boundary functions are from C⁴⁺ᵃ, and between the initial and the boundary functions the conjugation conditions of orders q = 0,1,2,3,4 are satisfied. It is proven that the solution of the proposed difference schemes converges uniformly on the grids of the order O(h²+ k) where h is the step size in x and k is the step size in time. Numerical experiments are illustrated to support the analysis made.

Keywords: approximation of derivatives, finite difference method, Schrödinger equation, uniform error

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1891 Mapping Methods to Solve a Modified Korteweg de Vries Type Equation

Authors: E. V. Krishnan

Abstract:

In this paper, we employ mapping methods to construct exact travelling wave solutions for a modified Korteweg-de Vries equation. We have derived periodic wave solutions in terms of Jacobi elliptic functions, kink solutions and singular wave solutions in terms of hyperbolic functions.

Keywords: travelling wave solutions, Jacobi elliptic functions, solitary wave solutions, Korteweg-de Vries equation

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1890 Bright, Dark N-Soliton Solution of Fokas-Lenells Equation Using Hirota Bilinearization Method

Authors: Sagardeep Talukdar, Riki Dutta, Gautam Kumar Saharia, Sudipta Nandy

Abstract:

In non-linear optics, the Fokas-Lenells equation (FLE) is a well-known integrable equation that describes how ultrashort pulses move across the optical fiber. It admits localized wave solutions, just like any other integrable equation. We apply the Hirota bilinearization method to obtain the soliton solution of FLE. The proposed bilinearization makes use of an auxiliary function. We apply the method to FLE with a vanishing boundary condition, that is, to obtain a bright soliton solution. We have obtained bright 1-soliton and 2-soliton solutions and propose a scheme for obtaining an N-soliton solution. We have used an additional parameter that is responsible for the shift in the position of the soliton. Further analysis of the 2-soliton solution is done by asymptotic analysis. In the non-vanishing boundary condition, we obtain the dark 1-soliton solution. We discover that the suggested bilinearization approach, which makes use of the auxiliary function, greatly simplifies the process while still producing the desired outcome. We think that the current analysis will be helpful in understanding how FLE is used in nonlinear optics and other areas of physics.

Keywords: asymptotic analysis, fokas-lenells equation, hirota bilinearization method, soliton

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1889 Chaotic Motion of Single-Walled Carbon Nanotube Subject to Damping Effect

Authors: Tai-Ping Chang

Abstract:

In the present study, the effects on chaotic motion of single-walled carbon nanotube (SWCNT) due to the linear and nonlinear damping are investigated. By using the Hamilton’s principle, the nonlinear governing equation of the single-walled carbon nanotube embedded in a matrix is derived. The Galerkin’s method is adopted to simplify the integro-partial differential equation into a nonlinear dimensionless governing equation for the SWCNT, which turns out to be a forced Duffing equation. The variations of the Lyapunov exponents of the SWCNT with damping and harmonic forcing amplitudes are investigated. Based on the computations of the top Lyapunov exponent, it is concluded that the chaotic motion of the SWCNT occurs when the amplitude of the periodic excitation exceeds certain value, besides, the chaotic motion of the SWCNT occurs with small linear damping and tiny nonlinear damping.

Keywords: chaotic motion, damping, Lyapunov exponents, single-walled carbon nanotube

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1888 Exergy Based Analysis of Parabolic Trough Collector Using Twisted-Tape Inserts

Authors: Atwari Rawani, Suresh Prasad Sharma, K. D. P. Singh

Abstract:

In this paper, an analytical investigation based on energy and exergy analysis of the parabolic trough collector (PTC) with alternate clockwise and counter-clockwise twisted tape inserts in the absorber tube has been presented. For fully developed flow under quasi-steady state conditions, energy equations have been developed in order to analyze the rise in fluid temperature, thermal efficiency, entropy generation and exergy efficiency. Also the effect of system and operating parameters on performance have been studied. A computer program, based on mathematical models is developed in C++ language to estimate the temperature rise of fluid for evaluation of performances under specified conditions. For numerical simulations four different twist ratio, x = 2,3,4,5 and mass flow rate 0.06 kg/s to 0.16 kg/s which cover the Reynolds number range of 3000 - 9000 is considered. This study shows that twisted tape inserts when used shows great promise for enhancing the performance of PTC. Results show that for x=1, Nusselt number/heat transfer coefficient is found to be 3.528 and 3.008 times over plain absorber of PTC at mass flow rate of 0.06 kg/s and 0.16 kg/s respectively; while corresponding enhancement in thermal efficiency is 12.57% and 5.065% respectively. Also the exergy efficiency has been found to be 10.61% and 10.97% and enhancement factor is 1.135 and 1.048 for same set of conditions.

Keywords: exergy efficiency, twisted tape ratio, turbulent flow, useful heat gain

Procedia PDF Downloads 144
1887 Comparative Analysis of DTC Based Switched Reluctance Motor Drive Using Torque Equation and FEA Models

Authors: P. Srinivas, P. V. N. Prasad

Abstract:

Since torque ripple is the main cause of noise and vibrations, the performance of Switched Reluctance Motor (SRM) can be improved by minimizing its torque ripple using a novel control technique called Direct Torque Control (DTC). In DTC technique, torque is controlled directly through control of magnitude of the flux and change in speed of the stator flux vector. The flux and torque are maintained within set hysteresis bands. The DTC of SRM is analysed by two methods. In one of the methods, the actual torque is computed by conducting Finite Element Analysis (FEA) on the design specifications of the motor. In the other method, the torque is computed by Simplified Torque Equation. The variation of peak current, average current, torque ripple and speed settling time with Simplified Torque Equation model is compared with FEA based model.

Keywords: direct toque control, simplified torque equation, finite element analysis, torque ripple

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1886 Finite Element Method for Solving the Generalized RLW Equation

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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1885 Migration as a Climate Change Adaptation Strategy: A Conceptual Equation for Analysis

Authors: Elisha Kyirem

Abstract:

Undoubtedly, climate change is a major global challenge that could threaten the very foundation upon which life on earth is anchored, with its impacts on human mobility attracting the attention of policy makers and researchers. There is an increasing body of literature and case studies suggesting that migration could be a way through which the vulnerable move away from areas exposed to climate extreme events to improve their lives and that of their families. This presents migration as a way through which people voluntarily move to seek opportunities that could help reduce their exposure and avoid danger from climate events. Thus, migration is seen as a proactive adaptation strategy aimed at building resilience and improving livelihoods to enable people to adapt to future changing events. However, there has not been any mathematical equation linking migration and climate change adaptation. Drawing from literature in development studies, this paper develops an equation that seeks to link the relationship between migration and climate change adaptation. The mathematical equation establishes the linkages between migration, resilience, poverty reduction and vulnerability, and these the paper maintains, are the key variables for conceptualizing the migration-climate change adaptation nexus. The paper then tests the validity of the equation using the sustainable livelihood framework and publicly available data on migration and tourism in Ghana.

Keywords: migration, adaptation, climate change, adaptation, poverty reduction

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1884 Large Time Asymptotic Behavior to Solutions of a Forced Burgers Equation

Authors: Satyanarayana Engu, Ahmed Mohd, V. Murugan

Abstract:

We study the large time asymptotics of solutions to the Cauchy problem for a forced Burgers equation (FBE) with the initial data, which is continuous and summable on R. For which, we first derive explicit solutions of FBE assuming a different class of initial data in terms of Hermite polynomials. Later, by violating this assumption we prove the existence of a solution to the considered Cauchy problem. Finally, we give an asymptotic approximate solution and establish that the error will be of order O(t^(-1/2)) with respect to L^p -norm, where 1≤p≤∞, for large time.

Keywords: Burgers equation, Cole-Hopf transformation, Hermite polynomials, large time asymptotics

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1883 Modeling of Nitrogen Solubility in Stainless Steel

Authors: Saeed Ghali, Hoda El-Faramawy, Mamdouh Eissa, Michael Mishreky

Abstract:

Scale-resistant austenitic stainless steel, X45CrNiW 18-9, has been developed, and modified steels produced through partial and total nickel replacement by nitrogen. These modified steels were produced in a 10 kg induction furnace under different nitrogen pressures and were cast into ingots. The produced modified stainless steels were forged, followed by air cooling. The phases of modified stainless steels have been investigated using the Schaeffler diagram, dilatometer, and microstructure observations. Both partial and total replacement of nickel using 0.33-0.50% nitrogen are effective in producing fully austenitic stainless steels. The nitrogen contents were determined and compared with those calculated using the Institute of Metal Science (IMS) equation. The results showed great deviations between the actual nitrogen contents and predicted values through IMS equation. So, an equation has been derived based on chemical composition, pressure, and temperature at 1600oC. [N%] = 0.0078 + 0.0406*X, where X is a function of chemical composition and nitrogen pressure. The derived equation has been used to calculate the nitrogen content of different steels using published data. The results reveal the difficulty of deriving a general equation for the prediction of nitrogen content covering different steel compositions. So, it is necessary to use a narrow composition range.

Keywords: solubility, nitrogen, stainless steel, Schaeffler

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1882 Characterization of InGaAsP/InP Quantum Well Lasers

Authors: K. Melouk, M. Dellakrachaï

Abstract:

Analytical formula for the optical gain based on a simple parabolic-band by introducing theoretical expressions for the quantized energy is presented. The model used in this treatment take into account the effects of intraband relaxation. It is shown, as a result, that the gain for the TE mode is larger than that for TM mode and the presence of acceptor impurity increase the peak gain.

Keywords: InGaAsP, laser, quantum well, semiconductor

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1881 Vibration Response of Soundboards of Classical Guitars

Authors: Meng Koon Lee, Mohammad Hosseini Fouladi, Satesh Narayana Namasivayam

Abstract:

Research is focused on the response of soundboards of Classical guitars at frequencies up to 5 kHz as the soundboard is a major contributor to acoustic radiation at high frequencies when compared to the bridge and sound hole. A thin rectangular plate of variable thickness that is simply-supported on all sides is used as an analytical model of the research. This model is used to study the response of the guitar soundboard as the latter can be considered as a modified form of a rectangular plate. Homotopy Perturbation Method (HPM) is selected as a mathematical method to obtain an analytical solution of the 4th-order parabolic partial differential equation of motion of the rectangular plate of constant thickness viewed as a linear problem. This procedure is generalized to the nonlinear problem of the rectangular plate with variable thickness and an analytical solution can also be obtained. Sound power is used as a parameter to investigate the acoustic radiation of soundboards made from spruce using various bracing patterns. The sound power of soundboards made from Malaysian softwood such as damar minyak, sempilor or podo are investigated to determine the viability of replacing spruce as future materials for soundboards of Classical guitars.

Keywords: rectangular plates, analytical solution, homotopy perturbation, natural frequencies

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1880 Minimum Ratio of Flexural Reinforcement for High Strength Concrete Beams

Authors: Azad A. Mohammed, Dunyazad K. Assi, Alan S. Abdulrahman

Abstract:

Current ACI 318 Code provides two limits for minimum steel ratio for concrete beams. When concrete compressive strength be larger than 31 MPa the limit of √(fc')/4fy usually governs. In this paper shortcomings related to using this limit was fairly discussed and showed that the limit is based on 90% safety factor and was derived based on modulus of rupture equation suitable for concretes of compressive strength lower than 31 MPa. Accordingly, the limit is nor suitable and critical for concretes of higher compressive strength. An alternative equation was proposed for minimum steel ratio of rectangular beams and was found that the proposed limit is accurate for beams of wide range of concrete compressive strength. Shortcomings of the current ACI 318 Code equation and accuracy of the proposed equation were supported by test data obtained from testing six reinforced concrete beams.

Keywords: concrete beam, compressive strength, minimum steel ratio, modulus of rupture

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1879 Numerical Computation of Generalized Rosenau Regularized Long-Wave Equation via B-Spline Over Butcher’s Fifth Order Runge-Kutta Approach

Authors: Guesh Simretab Gebremedhin, Saumya Rajan Jena

Abstract:

In this work, a septic B-spline scheme has been used to simplify the process of solving an approximate solution of the generalized Rosenau-regularized long-wave equation (GR-RLWE) with initial boundary conditions. The resulting system of first-order ODEs has dealt with Butcher’s fifth order Runge-Kutta (BFRK) approach without using finite difference techniques for discretizing the time-dependent variables at each time level. Here, no transformation or any kind of linearization technique is employed to tackle the nonlinearity of the equation. Two test problems have been selected for numerical justifications and comparisons with other researchers on the basis of efficiency, accuracy, and results of the two invariants Mᵢ (mass) and Eᵢ (energy) of some motion that has been used to test the conservative properties of the proposed scheme.

Keywords: septic B-spline scheme, Butcher's fifth order Runge-Kutta approach, error norms, generalized Rosenau-RLW equation

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1878 Multiple-Lump-Type Solutions of the 2D Toda Equation

Authors: Jian-Ping Yu, Wen-Xiu Ma, Yong-Li Sun, Chaudry Masood Khalique

Abstract:

In this paper, a 2d Toda equation is studied, which is a classical integrable system and plays a vital role in mathematics, physics and other areas. New lump-type solution is constructed by using the Hirota bilinear method. One interesting feature of this research is that this lump-type solutions possesses two types of multiple-lump-type waves, which are one- and two-lump-type waves. Moreover, the corresponding 3d plots, density plots and contour plots are given to show the dynamical features of the obtained multiple-lump-type solutions.

Keywords: 2d Toda equation, Hirota bilinear method, Lump-type solution, multiple-lump-type solution

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1877 The Prediction of Effective Equation on Drivers' Behavioral Characteristics of Lane Changing

Authors: Khashayar Kazemzadeh, Mohammad Hanif Dasoomi

Abstract:

According to the increasing volume of traffic, lane changing plays a crucial role in traffic flow. Lane changing in traffic depends on several factors including road geometrical design, speed, drivers’ behavioral characteristics, etc. A great deal of research has been carried out regarding these fields. Despite of the other significant factors, the drivers’ behavioral characteristics of lane changing has been emphasized in this paper. This paper has predicted the effective equation based on personal characteristics of lane changing by regression models.

Keywords: effective equation, lane changing, drivers’ behavioral characteristics, regression models

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1876 Step Method for Solving Nonlinear Two Delays Differential Equation in Parkinson’s Disease

Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, step method, delay differential equation, two delays

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1875 Free Vibration of Functionally Graded Smart Beams Based on the First Order Shear Deformation Theory

Authors: A. R. Nezamabadi, M. Veiskarami

Abstract:

This paper studies free vibration of simply supported functionally graded beams with piezoelectric layers based on the first order shear deformation theory. The Young's modulus of beam is assumed to be graded continuously across the beam thickness. The governing equation is established. Resulting equation is solved using the Euler's equation. The effects of the constituent volume fractions, the influences of applied voltage on the vibration frequency are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: mechanical buckling, functionally graded beam, first order shear deformation theory, free vibration

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1874 Application of Wavelet Based Approximation for the Solution of Partial Integro-Differential Equation Arising from Viscoelasticity

Authors: Somveer Singh, Vineet Kumar Singh

Abstract:

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

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1873 Exact Solutions of Discrete Sine-Gordon Equation

Authors: Chao-Qing Dai

Abstract:

Two families of exact travelling solutions for the discrete sine-Gordon equation are constructed based on the variable-coefficient Jacobian elliptic function method and different transformations. When the modulus of Jacobian elliptic function solutions tends to 1, soliton solutions can be obtained. Some soliton solutions degenerate into the known solutions in literatures. Moreover, dynamical properties of exact solutions are investigated. Our analysis and results may have potential values for certain applications in modern nonlinear science and textile engineering.

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

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1872 A Mathematical Based Prediction of the Forming Limit of Thin-Walled Sheet Metals

Authors: Masoud Ghermezi

Abstract:

Studying the sheet metals is one of the most important research areas in the field of metal forming due to their extensive applications in the aerospace industries. A useful method for determining the forming limit of these materials and consequently preventing the rupture of sheet metals during the forming process is the use of the forming limit curve (FLC). In addition to specifying the forming limit, this curve also delineates a boundary for the allowed values of strain in sheet metal forming; these characteristics of the FLC along with its accuracy of computation and wide range of applications have made this curve the basis of research in the present paper. This study presents a new model that not only agrees with the results obtained from the above mentioned theory, but also eliminates its shortcomings. In this theory, like in the M-K theory, a thin sheet with an inhomogeneity as a gradient thickness reduction with a sinusoidal function has been chosen and subjected to two-dimensional stress. Through analytical evaluation, ultimately, a governing differential equation has been obtained. The numerical solution of this equation for the range of positive strains (stretched region) yields the results that agree with the results obtained from M-K theory. Also the solution of this equation for the range of negative strains (tension region) completes the FLC curve. The findings obtained by applying this equation on two alloys with the hardening exponents of 0.4 and 0.24 indicate the validity of the presented equation.

Keywords: sheet metal, metal forming, forming limit curve (FLC), M-K theory

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1871 Fast and Accurate Finite-Difference Method Solving Multicomponent Smoluchowski Coagulation Equation

Authors: Alexander P. Smirnov, Sergey A. Matveev, Dmitry A. Zheltkov, Eugene E. Tyrtyshnikov

Abstract:

We propose a new computational technique for multidimensional (multicomponent) Smoluchowski coagulation equation. Using low-rank approximations in Tensor Train format of both the solution and the coagulation kernel, we accelerate the classical finite-difference Runge-Kutta scheme keeping its level of accuracy. The complexity of the taken finite-difference scheme is reduced from O(N^2d) to O(d^2 N log N ), where N is the number of grid nodes and d is a dimensionality of the problem. The efficiency and the accuracy of the new method are demonstrated on concrete problem with known analytical solution.

Keywords: tensor train decomposition, multicomponent Smoluchowski equation, runge-kutta scheme, convolution

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1870 Multiple Positive Solutions for Boundary Value Problem of Nonlinear Fractional Differential Equation

Authors: A. Guezane-Lakoud, S. Bensebaa

Abstract:

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

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1869 Existence of positive periodic solutions for certain delay differential equations

Authors: Farid Nouioua, Abdelouaheb Ardjouni

Abstract:

In this article, we study the existence of positive periodic solutions of certain delay differential equations. In the process we convert the differential equation into an equivalent integral equation after which appropriate mappings are constructed. We then employ Krasnoselskii's fixed point theorem to obtain sufficient conditions for the existence of a positive periodic solution of the differential equation. The obtained results improve and extend the results in the literature. Finally, an example is given to illustrate our results.

Keywords: delay differential equations, positive periodic solutions, integral equations, Krasnoselskii fixed point theorem

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1868 Numerical Solution of Space Fractional Order Solute Transport System

Authors: Shubham Jaiswal

Abstract:

In the present article, a drive is taken to compute the solution of spatial fractional order advection-dispersion equation having source/sink term with given initial and boundary conditions. The equation is converted to a system of ordinary differential equations using second-kind shifted Chebyshev polynomials, which have finally been solved using finite difference method. The striking feature of the article is the fast transportation of solute concentration as and when the system approaches fractional order from standard order for specified values of the parameters of the system.

Keywords: spatial fractional order advection-dispersion equation, second-kind shifted Chebyshev polynomial, collocation method, conservative system, non-conservative system

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1867 An Investigation of System and Operating Parameters on the Performance of Parabolic Trough Solar Collector for Power Generation

Authors: Umesh Kumar Sinha, Y. K. Nayak, N. Kumar, Swapnil Saurav, Monika Kashyap

Abstract:

The authors investigate the effect of system and operating parameters on the performance of high temperature solar concentrator for power generation. The effects of system and operating parameters were investigated using the developed mathematical expressions for collector efficiency, heat removal factor, fluid outlet temperature and power, etc. The results were simulated using C++program. The simulated results were plotted for investigation like effect of thermal loss parameter and radiative loss parameters on the collector efficiency, heat removal factor, fluid outlet temperature, rise of temperature and effect of mass flow rate of the fluid outlet temperature. In connection with the power generation, plots were drawn for the effect of (TM–TAMB) on the variation of concentration efficiency, concentrator irradiance on PM/PMN, evaporation temperature on thermal to electric power efficiency (Conversion efficiency) of the plant and overall efficiency of solar power plant.

Keywords: parabolic trough solar collector, radiative and thermal loss parameters, collector efficiency, heat removal factor, fluid outlet and inlet temperatures, rise of temperature, mass flow rate, conversion efficiency, concentrator irradiance

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1866 The Solution of Nonlinear Partial Differential Equation for The Phenomenon of Instability in Homogeneous Porous Media by Homotopy Analysis Method

Authors: Kajal K. Patel, M. N. Mehta, T. R. Singh

Abstract:

When water is injected in oil formatted area in secondary oil recovery process the instability occurs near common interface due to viscosity difference of injected water and native oil. The governing equation gives rise to the non-linear partial differential equation and its solution has been obtained by Homotopy analysis method with appropriate guess value of the solution together with some conditions and standard relations. The solution gives the average cross-sectional area occupied by the schematic fingers during the occurs of instability phenomenon. The numerical and graphical presentation has developed by using Maple software.

Keywords: capillary pressure, homotopy analysis method, instability phenomenon, viscosity

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1865 Numerical Solutions of an Option Pricing Rainfall Derivatives Model

Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

Abstract:

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

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1864 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

Abstract:

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

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