Search results for: differential rectifier

Authors: A. B. Disu, M. S. Dada

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This study was conducted to investigate two dimensional heat transfer of a free convective-radiative MHD (Magneto-hydrodynamics) flow with temperature dependent viscosity and heat source of a viscous incompressible fluid in a porous medium between two vertical wavy walls. The fluid viscosity is assumed to vary as an exponential function of temperature. The flow is assumed to consist of a mean part and a perturbed part. The perturbed quantities were expressed in terms of complex exponential series of plane wave equation. The resultant differential equations were solved by Differential Transform Method (DTM). The numerical computations were presented graphically to show the salient features of the fluid flow and heat transfer characteristics. The skin friction and Nusselt number were also analyzed for various governing parameters.

Keywords: differential transform method, MHD free convection, porous medium, two dimensional radiation, two wavy walls

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Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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Authors: J. Juan Peña, J. Morales, J. García-Ravelo, J. García-Martínes

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It is known that by introducing alternative forms of exponential and logarithmic functions, the Tsallis entropy Sq is itself a generalization of Shannon entropy S. In this work, from a deformation through a scaling function applied to the differential operator, it is possible to generate a q-deformed calculus as well as a q-deformed arithmetic, which not only allows generalizing the exponential and logarithmic functions but also any other standard function. The updated q-deformed differential operator leads to an updated integral operator under which the functions are integrated together with a weight function. For each differentiable function, it is possible to identify its q-deformed partner, which is useful to generalize other algebraic relations proper of the original functions. As an application of this proposal, in this work, a generalization of exponential and logarithmic functions is studied in such a way that their relationship with the thermodynamic functions, particularly the entropy, allows us to have a q-deformed expression of these. As a result, from a particular scaling function applied to the differential operator, a q-deformed arithmetic is obtained, leading to the generalization of the Tsallis entropy.

Keywords: q-calculus, q-deformed arithmetic, entropy, exponential functions, thermodynamic functions

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Authors: Abdulatif Abdulsalam, Mohamed Shaban

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This paper introduces interfacing and replication of electronic tools based on the MATLAB/ SIMULINK mock-up package. Mock-up components contain dc-dc converters, power issue rectifiers, motivation machines, dc gear, synchronous gear, and more entire systems. Power issue rectifier model includes solid state device models. The tools are the clear-cut structure and mock-up of complex energetic systems connecting with power electronic machines.

Keywords: power electronics, machine, MATLAB, simulink

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Authors: Mamidi Ramakrishna Rao

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Doubly-fed induction generators (DFIG) due to their advantages like speed variation and four-quadrant operation, find its application in wind turbines. DFIG besides supplying power to the grid has to support reactive power (kvar) under grid voltage variations, should contribute minimum fault current during faults, have high efficiency, minimum weight, adequate rotor protection during crow-bar-operation from +20% to -20% of rated speed.  To achieve the optimum performance, a good electromagnetic design of DFIG is required. In this paper, a simple and heuristic global optimization – Differential Evolution has been used. Variables considered are lamination details such as slot dimensions, stack diameters, air gap length, and generator stator and rotor stack length. Two operating conditions have been considered - voltage and speed variations. Constraints included were reactive power supplied to the grid and limiting fault current and torque. The optimization has been executed separately for three objective functions - maximum efficiency, weight reduction, and grid fault stator currents. Subsequent calculations led to the conclusion that designs determined through differential evolution help in determining an optimum electrical design for each objective function.

Keywords: design optimization, performance, DFIG, differential evolution

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Authors: Hsu-Yung Cheng, Kuo-Chang Hsu, Chi-Chang Chan, Mei-Hui Tseng, Chih-Chang Yu, Ya-Sheng Liu

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Photovoltaics modules are usually not installed horizontally to avoid water or dust accumulation. However, the measured irradiance data on tilted surfaces are rarely available since installing pyranometers with various tilt angles induces high costs. Therefore, estimating solar irradiance on tilted surfaces is an important research topic. In this work, artificial neural networks (ANN) are utilized to construct the transfer model to estimate solar irradiance on tilted surfaces. Instead of predicting tilted irradiance directly, the proposed method estimates the differences between the horizontal irradiance and the irradiance on a tilted surface. The outputs of the ANNs in the proposed design are differential values. The experimental results have shown that the proposed ANNs with differential outputs can substantially improve the estimation accuracy compared to ANNs that estimate the titled irradiance directly.

Keywords: photovoltaics, artificial neural networks, tilted irradiance, solar energy

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Authors: Mohamed Suleiman, Zarina Bibi Ibrahim, Nor Ain Azeany, Khairil Iskandar Othman

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In this paper, a class of variable order fully implicit multistep Block Backward Differentiation Formulas (VOBBDF) using uniform step size for the numerical solution of stiff ordinary differential equations (ODEs) is developed. The code will combine three multistep block methods of order four, five and six. The order selection is based on approximation of the local errors with specific tolerance. These methods are constructed to produce two approximate solutions simultaneously at each iteration in order to further increase the efficiency. The proposed VOBBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with single order Block Backward Differentiation Formula (BBDF). Numerical results shows the advantage of using VOBBDF for solving ODEs.

Keywords: block backward differentiation formulas, uniform step size, ordinary differential equations

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Authors: Naveed Ahmad, Farooq Ahmad, Abdul Aal Al-Khazaal

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Rheology can be used as a tool to examine the crystallization kinetics of polymers and polymer composites, and it provides more accurate results than the commonly used conventional techniques like differential scanning calorimetry (DSC) when the crystallization kinetics are slow. Crystallization occurs when crystalline polymers are cooled below their thermodynamic melting point temperature. At the start of this process, there is a gradual change in the mechanical response of the material from the liquid to the solid state, which is due to the change at the microstructure level of the polymer and polymer composites. This is one of the main characteristics of the rheological methodology that sets it apart from the conventional DSC method. In the present work, we used both rheological and differential scanning calorimetric techniques to perform both isothermal and non-isothermal crystallization experiments on a range of syndiotactic polypropylenes/clay composites with varying doses of clay contents in order to investigate the crystallization behavior of the materials. The objective of this work is to explore the effect of clay contents on the crystallization behavior of the syndiotactic polypropylene/clay composites and to couple the rheological methods with more conventional techniques such as Differential Scanning Calorimetry (DSC). Time sweep tests at a constant heating rate of 40°C/minutes were used to investigate the crystallization kinetics using the Atomic Rheumetric Expansion System (ARES). Crystallization behavior was found to be strongly dependent on the clay contents of syndiotactic polypropylene/clay composites. Both melting point (Tₘ) and crystallization temperatures (T𝒸) were found to increase with an increase in clay contents. Excellent agreement is found between the results obtained by both the rheological and differential scanning calorimetric (DSC) methods.

Keywords: quiescent crystallization, polymer composites, rheology, differential scanning calorimetry, syndiotactic polypropylene/clay composites

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Authors: Anuar Ishak

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The characteristics of fluid flow and heat transfer over a permeable shrinking sheet is studied. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the suction parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: dual solutions, heat transfer, shrinking sheet, stability analysis

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Authors: Hideki Yoshikawa, Masahiro Kaminaga, Arimitsu Shikoda, Toshinori Suzuki

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Round addition differential fault analysis (DFA) using operation bypassing for lightweight block ciphers with on-the-fly key schedule is presented. For 64-bit KLEIN and 64-bit LED, it is shown that only a pair of correct ciphertext and faulty ciphertext can derive the secret master key. For PRESENT, one correct ciphertext and two faulty ciphertexts are required to reconstruct the secret key.

Keywords: differential fault analysis (DFA), round addition, block cipher, on-the-fly key schedule

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Authors: M. Naveed Akhter, Jawad Aslam, Omer Gillani

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To aid and rehabilitate increasing number of patients suffering from spinal cord injury (SCI) and stroke, a lightweight, wearable, and 3D printable exoskeletal glove has been developed. Unlike previously developed metal or fabric-based exoskeletons, this research presents the development of soft exoskeletal glove made of thermoplastic polyurethane (TPU). The drive mechanism consists of a single motor-driven antagonistic tendon to perform extension or flexion of middle and index finger. The tendon-based differential drive has been incorporated to allow for grasping of irregularly shaped objects. The design features easy 3D-printability with TPU without a need for supports. The overall weight of the glove and the actuation unit is approximately 500g. Performance of the glove was tested on a custom test-bench with integrated load cells, and the grip strength was tested to be around 30N per finger while grasping objects of irregular shape.

Keywords: 3D printable, differential drive, exoskeletal glove, rehabilitation, single motor driven

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Authors: Davit Shahnazaryan, Diogo Gomes, Mher Safaryan

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Many symbolic computations and manipulations required in the analysis of partial differential equations (PDE) or systems of PDEs are tedious and error-prone. These computations arise when determining conservation laws, entropies or integral identities, which are essential tools for the study of PDEs. Here, we discuss a new Mathematica package for the symbolic analysis of PDEs that automate multiple tasks, saving time and effort. Methodologies: During the research, we have used concepts of linear algebra and partial differential equations. We have been working on creating algorithms based on theoretical mathematics to find results mentioned below. Major Findings: Our package provides the following functionalities; finding symmetry group of different PDE systems, generation of polynomials invariant with respect to different symmetry groups; simplification of integral quantities by integration by parts and null Lagrangian cleaning, computing general forms of expressions by integration by parts; finding equivalent forms of an integral expression that are simpler or more symmetric form; determining necessary and sufficient conditions on the coefficients for the positivity of a given symbolic expression. Conclusion: Using this package, we can simplify integral identities, find conserved and dissipated quantities of time-dependent PDE or system of PDEs. Some examples in the theory of mean-field games and semiconductor equations are discussed.

Keywords: partial differential equations, symbolic computation, conserved and dissipated quantities, mathematica

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Authors: Hamdi Belgacem, Fradi Aymen

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In this paper we present a low power, low cost differential logic unit (LU). The proposed LU receives dual-rail inputs and generates dual-rail outputs. The proposed circuit can be used in Arithmetic and Logic Units (ALU) of processor. It can be also dedicated for self-checking applications based on dual duplication code. Four logic functions as well as their inverses are implemented within a single Logic Unit. The hardware overhead for the implementation of the proposed LU is lower than the hardware overhead required for standard LU implemented with standard CMOS logic style. This new implementation is attractive as fewer transistors are required to implement important logic functions. The proposed differential logic unit can perform 8 Boolean logical operations by using only 16 transistors. Spice simulations using a 32 nm technology was utilized to evaluate the performance of the proposed circuit and to prove its acceptable electrical behaviour.

Keywords: differential logic unit, double pass transistor logic, low power CMOS design, low cost CMOS design

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Authors: Sergio Haram Sarmiento, Arcady Ponosov

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Based on appropriate multivariate statistical methodology, we suggest a generic framework for efficient parameter estimation for ordinary differential equations and the corresponding nonlinear models. In this framework classical linear regression strategies is refined into a nonlinear regression by a locally linear modelling technique (known as metamodelling). The approach identifies those latent variables of the given model that accumulate most information about it among all approximations of the same dimension. The method is applied to several benchmark problems, in particular, to the so-called ”power-law systems”, being non-linear differential equations typically used in Biochemical System Theory.

Keywords: principal component analysis, generalized law of mass action, parameter estimation, metamodels

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Authors: Shih-Hao Chen, Chi-Wai Chow

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Visible light communication combined with spread spectrum modulation is demonstrated in this study. Differential signaling method also ensures the proposed system that can support high immunity to ambient light interference. Experiment result shows the proposed system has 6 dB gain comparing with the original On-Off Keying modulation scheme.

Keywords: Visible Light Communication (VLC), Spread Spectrum Modulation (SSM), On-Off Keying, visible light communication

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Authors: S. Srednyak

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We study a class of functional partial differential equations(FPDEs). This class is suggested by Quantum Field Theory. We derive general properties of solutions to such equations. In particular, we demonstrate that they lead to systems of coupled integral equations with singular kernels. We show that solutions to such hierarchies can be sought among functions with regular singularities at a countable set of subvarieties of the physical space. We also develop a formal analogy of basic constructions of differential geometry on functional manifolds, as this is necessary for in depth study of FPDEs. We also consider the case of linear overdetermined systems of functional differential equations and show that it can be completely solved in terms of formal solutions of a functional equation that is a functional analogy of a system of determined algebraic equations. This development leads us to formally define the functional analogy of algebraic geometry, which we call functional algebraic geometry. We study basic properties of functional algebraic varieties. In particular, we investigate the case of a formally discrete set of solutions. We also define and study functional analogy of discriminants. In the case of fully determined systems such that the defining functionals have regular singularities, we demonstrate that formal solutions can be sought in the class of functions with regular singularities. This case provides a practical way to apply our results to physics problems.

Keywords: functional equations, quantum field theory, holomorphic functions, Yang Mills mass gap problem, quantum chaos

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Authors: T. Abdelkrim, K. Benamrane, B. Bezza, Aeh Benkhelifa, A. Borni

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This paper proposes a regulation method of back-to-back connected three-level converters in order to reduce the torque ripple in induction motor. First part is dedicated to the presentation of the feedback control of three-level PWM rectifier. In the second part, three-level NPC voltage source inverter balancing DC bus algorithm is presented. A theoretical analysis with a complete simulation of the system is presented to prove the excellent performance of the proposed technique.

Keywords: back-to-back connection, feedback control, neutral-point balance, three-level converter, torque ripple

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Authors: Bo Bae Song, Byung Seok Lee, Hyun young Kim, Chung Kwang Lee, Yong Seo Koo

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This paper proposed a silicon controller rectifier (SCR) based ESD protection device to protect low voltage ESD for integrated circuit. The proposed ESD protection device has low trigger voltage and high holding voltage compared with conventional SCR-based ESD protection devices. The proposed ESD protection circuit is verified and compared by TCAD simulation. This paper verified effective low voltage ESD characteristics with low trigger voltage of 5.79V and high holding voltage of 3.5V through optimization depending on design variables (D1, D2, D3, and D4).

Keywords: ESD, SCR, holding voltage, latch-up

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Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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Authors: Aisha Iddrisu

Abstract:

The proliferation of cyberviolence in the wave of increased social media consumption calls for immediate attention both at the local and global levels. With over 4.70 billion social media users worldwide and 8.8 social media users in Ghana, various forms of violence have become the order of the day in most countries and communities. Cyber violence is defined as producing, retrieving, and sharing of hurtful or dangerous online content to cause emotional, psychological, or physical harm. The urgency and severity of cyber violence have led to the enactment of laws in various countries though lots still need to be done, especially in Ghana. In Ghana, studies on cyber violence have not been extensively dealt with. Existing studies concentrate only on one form or the other form of cyber violence, thus cybercrime and cyber bullying. Also, most studies in Africa have not explored cyber violence forms using empirical theories and the few that existed were qualitatively researched, whereas others examine the effect of cyber violence rather than examining why those who involve in it behave the way they behave. It is against this backdrop that this study aims to examine various cyber violence behaviour among social media users in Ghana by applying the theory of Self-control and Social control theory. This study is important for the following reasons. The outcome of this research will help at both national and international level of policymaking by adding to the knowledge of understanding cyberviolence and why people engage in various forms of cyberviolence. It will also help expose other ways by which such behaviours are enforced thereby serving as a guide in the enactment of the rightful rules and laws to curb such behaviours. It will add to literature on consequences of new media. This study seeks to confirm or reject to the following research hypotheses. H1 Social media usage has direct significant effect of cyberviolence behaviours. H2 Ineffective parental management has direct significant positive relation to Low self-control. H3 Low self-control has direct significant positive effect on cyber violence behaviours among social, H4 Differential association has significant positive effect on cyberviolence behaviour among social media users in Ghana. H5 Definitions have a significant positive effect on cyberviolence behaviour among social media users in Ghana. H6 Imitation has a significant positive effect on cyberviolence behaviour among social media users in Ghana. H7 Differential reinforcement has a significant positive effect on cyberviolence behaviour among social media users in Ghana. H8 Differential association has a significant positive effect on definitions. H9 Differential association has a significant positive effect on imitation. H10 Differential association has a significant positive effect on differential reinforcement. H11 Differential association has significant indirect positive effects on cyberviolence through the learning process.

Keywords: cyberviolence, social media users, self-control theory, social learning theory

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Authors: Ahmed Machmoum, Malika El Kyal

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We consider 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 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 tobe substantial and unpredictable. Note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: computer, multi-splitting methods, asynchronous mode, differential algebraic systems

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Authors: Arcady Ponosov

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A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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Authors: Luke Ukpebor, C. E. Abhulimen

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Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

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Authors: Yuan Yan Tang, Lina Yang, Hong Li

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Harmonic model is a very important approximation for the image transform. The harmanic model converts an image into arbitrary shape; however, this mode cannot be described by any fixed functions in mathematics. In fact, it is represented by partial differential equation (PDE) with boundary conditions. Therefore, to develop an efficient method to solve such a PDE is extremely significant in the image transform. In this paper, a novel Integral Equation-Wavelet based method is presented, which consists of three steps: (1) The partial differential equation is converted into boundary integral equation and representation by an indirect method. (2) The boundary integral equation and representation are changed to plane integral equation and representation by boundary measure formula. (3) The plane integral equation and representation are then solved by a method we call wavelet collocation. Our approach has two main advantages, the shape of an image is arbitrary and the program code is independent of the boundary. The performance of our method is evaluated by numerical experiments.

Keywords: harmonic model, partial differential equation (PDE), integral equation, integral representation, boundary measure formula, wavelet collocation

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Authors: Dave Kenneth Tayao Cayado, Carlo P. Magno

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The most common source of bias detected are those of gender and socioeconomic status. The present study investigated the Differential Item Functioning (DIF) or item bias between public and private school students in a vocabulary test. Studies on DIF were expanded by using the type of school as a source of bias. There were 200 participants in this study. 100 came from a public secondary school and 100 came from a private secondary school. The vocabulary skills of students were measured using a standardized vocabulary test for grade 7 students. Using DIF, specifically the Rasch-Welch approach, it was found that out of 24 items, 12 were biased for a specific group. The vocabulary skills on the use of slang, idiomatic expression, personification, collocations, and partitive relations were biased for private schools while the use of slang and homonymous words were biased for public school students. The analysis debunked the trend that private school students are outperforming public school students in terms of academic achievement. It was revealed that there are some competencies that private school students are having difficulty and vice versa.

Keywords: differential item functioning, item bias, public school students, private school students, vocabulary

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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: Kushakov Kholmurodjon, Muhammadjonov Akbarshox

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This present paper is devoted to a system of second-order nonlinear differential equations with a special right-hand side, exactly, the linear part and a third-order polynomial of a special form. It is shown that for some relations between the parameters, there is a second-order curve in which trajectories leaving the points of this curve remain in the same place. Thus, the curve is invariant with respect to the given system. Moreover, this system is invariant under a non-degenerate linear transformation of variables. The form of this curve, depending on the relations between the parameters and the eigenvalues of the matrix, is proved. All solutions of this system of differential equations are shown analytically.

Keywords: dynamic system, ellipse, hyperbola, Hess system, polar coordinate system

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Authors: J. A. Gbadeyan, R. A. Kareem

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In this paper, we investigated the effects of unsteady internal heat generation of a two-step exothermic reactive hydromagnetic fluid flow under different chemical kinetics namely: Sensitized, Arrhenius and Bimolecular kinetics through an isothermal wall temperature channel. The resultant modeled nonlinear partial differential equations were simplified and solved using a combined Laplace-Differential Transform Method (LDTM). The solutions obtained were discussed and presented graphically to show the salient features of the fluid flow and heat transfer characteristics.

Keywords: unsteady, reactive, hydromagnetic, couette ow, exothermi creactio

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Authors: Francys Souza, Alberto Ohashi, Dorival Leao

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We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.

Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation

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