Search results for: Black-Scholes partial differential equations

Authors: Hamioud Saida, Khalfallah Salah

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In this study, a spectral element method is employed to predict the free vibration of a Euler-Bernoulli beam resting on a Winkler foundation with elastically restrained ends. The formulation of the dynamic stiffness matrix has been established by solving the differential equation of motion, which was transformed to frequency domain. Non-dimensional natural frequencies and shape modes are obtained by solving the partial differential equations, numerically. Numerical comparisons and examples are performed to show the effectiveness of the SEM and to investigate the effects of various parameters, such as the springs at the boundaries and the elastic foundation parameter on the vibration frequencies. The obtained results demonstrate that the present method can also be applied to solve the more general problem of the dynamic analysis of structures with higher order precision.

Keywords: elastically supported Euler-Bernoulli beam, free-vibration, spectral element method, Winkler foundation

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Authors: Zhan Chen, Wenquan Bi, Xiaoyun Wang

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The Midori family of light weight block cipher is proposed in ASIACRYPT2015. It has attracted the attention of numerous cryptanalysts. There are two versions of Midori: Midori64 which takes a 64-bit block size and Midori128 the size of which is 128-bit. In this paper an improved 10-round impossible differential attack on Midori64 is proposed. Pre-whitening keys are considered in this attack. A better impossible differential path is used to reduce time complexity by decreasing the number of key bits guessed. A hash table is built in the pre-computation phase to reduce computational complexity. Partial abort technique is used in the key seiving phase. The attack requires 259 chosen plaintexts, 214.58 blocks of memory and 268.83 10-round Midori64 encryptions.

Keywords: cryptanalysis, impossible differential, light weight block cipher, Midori

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Authors: Owus Mathias Ibearugbulem

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The study presents Euler-Bernoulli’s approach for buckling analysis of thick rectangular plates using alternative I refined theory. No earlier study, to the best knowledge of the author, based on the literature available to this research, applied Euler-Bernoulli’s approach in the alternative I refined theory for buckling analysis of thick rectangular plates. In this study, basic kinematics and constitutive relations for thick rectangular plates are employed in the differential equations of equilibrium of stresses in a deformable elemental body to obtain alternative I governing differential equations of thick rectangular plates and the corresponding compatibility equations. Solving these equations resulted in a general deflection function of a thick rectangular plate. Using this function and satisfying the boundary conditions of three plates, their peculiar deflection functions are obtained. Going further, the study determined the non-dimensional critical buckling loads of the six plates. Values of the non-dimensional critical buckling load from the present study are compared with those from a three-dimensional buckling analysis of a thick plate. The highest percentage difference recorded for the plates: all edges simply supported (ssss), all edges clamped (cccc) and adjacent edges clamped with the other edges simply supported (ccss) are 3.31%, 5.57% and 3.38% respectively.

Keywords: Euler-Bernoulli, buckling, alternative I, kinematics, constitutive relation, governing differential equation, compatibility equation, thick plate

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Authors: Beata Jackowska-Zduniak

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We formulate and analyze a mathematical model describing dynamics of the hypothalamus-pituitary-thyroid homoeostatic mechanism in endocrine system. We introduce to this system two types of couplings and delay. In our model, feedback controls the secretion of thyroid hormones and delay reflects time lags required for transportation of the hormones. The influence of delayed feedback on the stability behaviour of the system is discussed. Analytical results are illustrated by numerical examples of the model dynamics. This system of equations describes normal activity of the thyroid and also a couple of types of malfunctions (e.g. hyperthyroidism).

Keywords: mathematical modeling, ordinary differential equations, endocrine system, delay differential equation

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Authors: Wedad Albalawi

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The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques, and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then, dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is an arbitrary nonempty closed subset of the real numbers. Then, the dynamic inequalities on time scales have received a lot of attention in the literature and has become a major field in pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on Hardy and Coposon inequalities, using Steklov operator on time scale in double integrals to obtain special cases of time-scale inequalities of Hardy and Copson on high dimensions. The advantage of this study is that it uses the one-dimensional classical Hardy inequality to obtain higher dimensional on time scale versions that will be applied in the solution of the Cauchy problem for the wave equation. In addition, the obtained inequalities have various applications involving discontinuous domains such as bug populations, phytoremediation of metals, wound healing, maximization problems. The proof can be done by introducing restriction on the operator in several cases. The concepts in time scale version such as time scales calculus will be used that allows to unify and extend many problems from the theories of differential and of difference equations. In addition, using chain rule, and some properties of multiple integrals on time scales, some theorems of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of hardy, inequality of coposon, steklov operator

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Authors: Madhu Aneja, Sapna Sharma

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Thermal conductivity of ordinary heat transfer fluids is not adequate to meet today’s cooling rate requirements. Nanoparticles have been shown to increase the thermal conductivity and convective heat transfer to the base fluids. One of the possible mechanisms for anomalous increase in the thermal conductivity of nanofluids is the Brownian motions of the nanoparticles in the basefluid. In this paper, the natural convection of incompressible nanofluid over a nonlinear stretching sheet in the presence of magnetic field is studied. The flow and heat transfer induced by stretching sheets is important in the study of extrusion processes and is a subject of considerable interest in the contemporary literature. Appropriate similarity variables are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary (similarity) differential equations. For computational purpose, Finite Element Method is used. The effective thermal conductivity and viscosity of nanofluid are calculated by KKL (Koo – Klienstreuer – Li) correlation. In this model effect of Brownian motion on thermal conductivity is considered. The effect of important parameter i.e. nonlinear parameter, volume fraction, Hartmann number, heat source parameter is studied on velocity and temperature. Skin friction and heat transfer coefficients are also calculated for concerned parameters.

Keywords: Brownian motion, convection, finite element method, magnetic field, nanofluid, stretching sheet

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Authors: Shubham Jaiswal

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During modeling of transport phenomena in porous media, many nonlinear partial differential equations (NPDEs) encountered which greatly described the convection, diffusion and reaction process. To solve such types of nonlinear problems, a reliable and efficient technique is needed. In this article, the numerical solution of NPDEs encountered in porous media is derived. Here Jacobi collocation method is used to solve the considered problems which convert the NPDEs in systems of nonlinear algebraic equations that can be solved using Newton-Raphson method. The numerical results of some illustrative examples are reported to show the efficiency and high accuracy of the proposed approach. The comparison of the numerical results with the existing analytical results already reported in the literature and the error analysis for each example exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: nonlinear porous media equation, shifted Jacobi polynomials, operational matrix, spectral collocation method

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Authors: Alexander Blokhin, Ekaterina Kruglova, Boris Semisalov

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Mathematical model based on the mesoscopic theory of polymer dynamics is developed for numerical simulation of the flows of polymeric liquid between two coaxial cylinders. This model is a system of nonlinear partial differential equations written in the cylindrical coordinate system and coupled with the heat conduction equation including a specific dissipation term. The stationary flows similar to classical Poiseuille ones are considered, and the resolving equations for the velocity of flow and for the temperature are obtained. For solving them, a fast pseudospectral method is designed based on Chebyshev approximations, that enables one to simulate the flows through the channels with extremely small relative values of the radius of inner cylinder. The numerical analysis of the dependance of flow on this radius and on the values of dissipation constant is done.

Keywords: dynamics of polymeric liquid, heat dissipation, singularly perturbed problem, pseudospectral method, Chebyshev polynomials, stabilization technique

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Authors: Mei-Jie Xu, Yang Zhong

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Based on the symplectic geometry method, the theory of Hamilton system can be applied in the analysis of problem solved using the theory of elasticity and in the solution of elliptic partial differential equations. With this technique, this paper derives the theoretical solution for a thick rectangular plate with four free edges supported on a Winkler foundation by variable separation method. In this method, the governing equation of thick plate was first transformed into state equations in the Hamilton space. The theoretical solution of this problem was next obtained by applying the method of variable separation based on the Hamilton system. Compared with traditional theoretical solutions for rectangular plates, this method has the advantage of not having to assume the form of deflection functions in the solution process. Numerical examples are presented to verify the validity of the proposed solution method.

Keywords: symplectic geometry method, Winkler foundation, thick rectangular plate, variable separation method, Hamilton system

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Authors: Z. B. Ibrahim, N. Ismail, K. I. Othman

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Fuzzy Differential Equations (FDEs) play an important role in modelling many real life phenomena. The FDEs are used to model the behaviour of the problems that are subjected to uncertainty, vague or imprecise information that constantly arise in mathematical models in various branches of science and engineering. These uncertainties have to be taken into account in order to obtain a more realistic model and many of these models are often difficult and sometimes impossible to obtain the analytic solutions. Thus, many authors have attempted to extend or modified the existing numerical methods developed for solving Ordinary Differential Equations (ODEs) into fuzzy version in order to suit for solving the FDEs. Therefore, in this paper, we proposed the development of a fuzzy version of three-point block method based on Block Backward Differentiation Formulas (FBBDF) for the numerical solution of first order FDEs. The three-point block FBBDF method are implemented in uniform step size produces three new approximations simultaneously at each integration step using the same back values. Newton iteration of the FBBDF is formulated and the implementation is based on the predictor and corrector formulas in the PECE mode. For greater efficiency of the block method, the coefficients of the FBBDF are stored at the start of the program. The proposed FBBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with the existing fuzzy version of the Modified Simpson and Euler methods in terms of the accuracy of the approximated solutions. The numerical results show that the FBBDF method performs better in terms of accuracy when compared to the Euler method when solving the FDEs.

Keywords: block, backward differentiation formulas, first order, fuzzy differential equations

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Authors: Anandhi Santhosh

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

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

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Authors: Jatindra Lahkar

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The effect of chemical reaction on laminar mixed convection flow and heat and mass transfer along a vertical unsteady stretching sheet is investigated, in the presence of heat generation/absorption with variable viscosity and viscous dissipation. The governing non-linear partial differential equations are reduced to ordinary differential equations using similarity transformation and solved numerically using the fourth order Runge-Kutta method along with shooting technique. The effects of various flow parameters on the velocity, temperature and concentration distributions are analyzed and presented graphically. Skin-friction coefficient, Nusselt number and Sherwood number are derived at the sheet. It is observed that the influence of chemical reaction, the fluid flow along the sheet accelerate with the increase of chemical reaction parameter, on the other hand, temperature of the fluid increases with increase of chemical reaction parameter but concentration of the fluid reduces with it. The boundary layer decreases on the surface of the sheet for all values of unsteadiness parameter, increasing values of the chemical reaction parameter. The increases in the values of Sc cause the species concentration and its boundary layer thickness to decrease resulting in less induced flow and higher fluid temperatures. This is depicted in the decreases in the velocity and species concentration and increases in the fluid temperature as Sc increases.

Keywords: chemical reaction, heat generation/absorption, magnetic number, unsteadiness, variable viscosity

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Authors: Raphael de Oliveira Garcia, Samuel Rocha de Oliveira

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We have developed a new computer program in Fortran 90, in order to obtain numerical solutions of a system of Relativistic Magnetohydrodynamics partial differential equations with predetermined gravitation (GRMHD), capable of simulating the formation of relativistic jets from the accretion disk of matter up to his ejection. Initially we carried out a study on numerical methods of unidimensional Finite Volume, namely Lax-Friedrichs, Lax-Wendroff, Nessyahu-Tadmor method and Godunov methods dependent on Riemann problems, applied to equations Euler in order to verify their main features and make comparisons among those methods. It was then implemented the method of Finite Volume Centered of Nessyahu-Tadmor, a numerical schemes that has a formulation free and without dimensional separation of Riemann problem solvers, even in two or more spatial dimensions, at this point, already applied in equations GRMHD. Finally, the Nessyahu-Tadmor method was possible to obtain stable numerical solutions - without spurious oscillations or excessive dissipation - from the magnetized accretion disk process in rotation with respect to a central black hole (BH) Schwarzschild and immersed in a magnetosphere, for the ejection of matter in the form of jet over a distance of fourteen times the radius of the BH, a record in terms of astrophysical simulation of this kind. Also in our simulations, we managed to get substructures jets. A great advantage obtained was that, with the our code, we got simulate GRMHD equations in a simple personal computer.

Keywords: finite volume methods, central schemes, fortran 90, relativistic astrophysics, jet

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Authors: Amritpal Singh Nafria, Rohit Sharma, Md. Shami Ansari

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Up to now only five different equations of motion can be derived from velocity time graph without needing to know the normal and frictional forces acting at the point of contact. In this paper we obtained all possible requisite conditions to be considering an equation as an equation of motion. After that we classified equations of motion by considering two equations as fundamental kinematical equations of motion and other three as additional kinematical equations of motion. After deriving these five equations of motion, we examine the easiest way of solving a wide variety of useful numerical problems. At the end of the paper, we discussed the importance and educational benefits of classification of equations of motion.

Keywords: velocity-time graph, fundamental equations, additional equations, requisite conditions, importance and educational benefits

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Authors: Ather Saeed, Arif Khan, Jeffrey Gosper

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Sensor devices are prone to errors and sudden node failures, which are difficult to detect in a timely manner when deployed in real-time, hazardous, large-scale harsh environments and in medical emergencies. Therefore, the loss of data can be life-threatening when the sensed phenomenon is not disseminated due to sudden node failure, battery depletion or temporary malfunctioning. We introduce a set of partial differential equations for localizing faults, similar to Green’s and Maxwell’s equations used in Electrostatics and Electromagnetism. We introduce a node organization and clustering scheme for self-stabilizing sensor networks. Green’s theorem is applied to regions where the curve is closed and continuously differentiable to ensure network connectivity. Experimental results show that the proposed GTFD (Green’s Theorem fault-detection and Self-stabilization) protocol not only detects faulty nodes but also accurately generates network stability graphs where urgent intervention is required for dynamically self-stabilizing the network.

Keywords: Green’s Theorem, self-stabilization, fault-localization, RSSI, WSN, clustering

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Authors: Beata Jackowska-Zduniak

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We formulate and analyze a mathematical model describing dynamics of cancer growth under the influence of radiation therapy. The effect of this type of therapy is considered as an additional equation of discussed model. Numerical simulations show that delay, which is added to ordinary differential equations and represent time needed for transformation from one type of cells to the other one, affects the behavior of the system. The validation and verification of proposed model is based on medical data. Analytical results are illustrated by numerical examples of the model dynamics. The model is able to reconstruct dynamics of treatment of cancer and may be used to determine the most effective treatment regimen based on the study of the behavior of individual treatment protocols.

Keywords: mathematical modeling, numerical simulation, ordinary differential equations, radiation therapy

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Authors: Eugene Stepanov, Arkadi Ponossov

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Many mathematical models used in biological and other applications are ill-posed. The reason for that is the nature of differential equations, where the nonlinearities are assumed to be step functions, which is done to simplify the analysis. Prominent examples are switched systems arising from gene regulatory networks and neural field equations. This simplification leads, however, to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid feedback controls to regularize the problem. Roughly speaking, one attaches a finite state control (‘automaton’), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. This ‘hybridization’ is shown to regularize the original switched system and gives rise to efficient hybrid numerical schemes. Several examples are provided in the presentation, which supports the suggested analysis. The method can be of interest in other applied fields, where differential equations contain step-like nonlinearities.

Keywords: hybrid feedback control, ill-posed problems, singular perturbation analysis, step-like nonlinearities

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

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

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

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Authors: 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

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Authors: M. S. H. Chowdhury, Ishak Hashim

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In this paper, linear and non-linear stiff systems of ordinary differential equations are solved by the classical Adomian decomposition method (ADM) and the multi-stage Adomian decomposition method (MADM). The MADM is a technique adapted from the standard Adomian decomposition method (ADM) where standard ADM is converted into a hybrid numeric-analytic method called the multistage ADM (MADM). The MADM is tested for several examples. Comparisons with an explicit Runge-Kutta-type method (RK) and the classical ADM demonstrate the limitations of ADM and promising capability of the MADM for solving stiff initial value problems (IVPs).

Keywords: stiff system of ODEs, Runge-Kutta Type Method, Adomian decomposition method, Multistage ADM

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Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

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The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge-Kutta solution using 38 time steps.

Keywords: impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision

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Authors: Yang Zhong, Meijie Xue

Abstract:

The purpose of this paper is to investigate the stresses and excess pore fluid pressure induced by the moving wheel pressure on saturated asphalt pavements, which is one of the reasons for a damage phenomenon in flexible pavement denoted stripping. The saturated asphalt pavement is modeled as multilayered poroelastic half space exerted by a wheel pressure, which is moving at a constant velocity along the surface of the pavement. The governing equations for the proposed analysis are based on the Biot’s theory of dynamics in saturated poroelastic medium. The governing partial differential equations are solved by using Laplace and Hankel integral transforms. The solutions for the stresses and excess pore pressure are expressed in the forms of numerical inversion Laplace and Hankel integral transforms. The numerical simulation results clearly demonstrate the induced deformation and water flow in the asphalt pavement.

Keywords: saturated asphalt pavements, moving loads, excess pore fluid pressure, stress of pavement, biot theory, stress and strain of pavement

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Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: super harmonic resonances, non-linear vibration, axially moving beam, Galerkin method

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Authors: Teng Li, Kamran Mohseni

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This paper presents an inviscid regularization technique that is capable of regularizing the shocks and sharp interfaces simultaneously in the shock-interface interaction simulations. The direct numerical simulation of flows involving shocks has been investigated for many years and a lot of numerical methods were developed to capture the shocks. However, most of these methods rely on the numerical dissipation to regularize the shocks. Moreover, in high Reynolds number flows, the nonlinear terms in hyperbolic Partial Differential Equations (PDE) dominates, constantly generating small scale features. This makes direct numerical simulation of shocks even harder. The same difficulty happens in two-phase flow with sharp interfaces where the nonlinear terms in the governing equations keep sharpening the interfaces to discontinuities. The main idea of the proposed technique is to average out the small scales that is below the resolution (observable scale) of the computational grid by filtering the convective velocity in the nonlinear terms in the governing PDE. This technique is named “observable method” and it results in a set of hyperbolic equations called observable equations, namely, observable Navier-Stokes or Euler equations. The observable method has been applied to the flow simulations involving shocks, turbulence, and two-phase flows, and the results are promising. In the current paper, the observable method is examined on the performance of regularizing shocks and interfaces at the same time in shock-interface interaction problems. Bubble-shock interactions and Richtmyer-Meshkov instability are particularly chosen to be studied. Observable Euler equations will be numerically solved with pseudo-spectral discretization in space and third order Total Variation Diminishing (TVD) Runge Kutta method in time. Results are presented and compared with existing publications. The interface acceleration and deformation and shock reflection are particularly examined.

Keywords: compressible flow simulation, inviscid regularization, Richtmyer-Meshkov instability, shock-bubble interactions.

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Authors: H. Niranjan, S. Sivasankaran, Zailan Siri

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This study investigates mixed convection heat transfer about a thin vertical plate in the presence of magnetohydrodynamic (MHD) and heat transfer effects in the porous medium. The fluid is assumed to be steady, laminar, incompressible and in two-dimensional flow. The nonlinear coupled parabolic partial differential equations governing the flow are transformed into the non-similar boundary layer equations, which are then solved numerically using the shooting method. The effects of the conjugate heat transfer parameter, the porous medium parameter, the permeability parameter, the mixed convection parameter, the magnetic parameter, and the thermal radiation on the velocity and temperature profiles as well as on the local skin friction and local heat transfer are presented and analyzed. The validity of the methodology and analysis is checked by comparing the results obtained for some specific cases with those available in the literature. The various parameters on local skin friction, heat and mass transfer rates are presented in tabular form.

Keywords: MHD, porous medium, soret/dufour, stagnation-point

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Authors: Narumol Chintaganun

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

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

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Authors: Ramdas Sonawane, Mahaveer Gadiya

Abstract:

The control problem associated with nuclear dynamics is represented by nonlinear integro-differential equation with additive controls. To control chain reaction, certain amount of neutrons is added into (or withdrawn out of) chamber as and when required. It is not realistic. So, we can think of controlling the reactor dynamics by bilinear control, which enters the system as coefficient of state. In this paper, we study the approximate and exact controllability of parabolic integro-differential equation controlled by bilinear control with non-homogeneous boundary conditions in bounded domain. We prove the existence of control and propose an explicit control strategy.

Keywords: approximate control, exact control, bilinear control, nuclear dynamics, integro-differential equations

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Authors: Salvatore Brischetto, Domenico Cesare

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Major improvements in future aircraft and spacecraft could be those dependent on an increasing use of conventional and unconventional multilayered structures embedding composite materials, functionally graded materials, piezoelectric or piezomagnetic materials, and soft foam or honeycomb cores. Layers made of such materials can be combined in different ways to obtain structures that are able to fulfill several structural requirements. The next generation of aircraft and spacecraft will be manufactured as multilayered structures under the action of a combination of two or more physical fields. In multifield problems for multilayered structures, several physical fields (thermal, hygroscopic, electric and magnetic ones) interact each other with different levels of influence and importance. An exact 3D shell model is here proposed for these types of analyses. This model is based on a coupled system including 3D equilibrium equations, 3D Fourier heat conduction equation, 3D Fick diffusion equation and electric and magnetic divergence equations. The set of partial differential equations of second order in z is written using a mixed curvilinear orthogonal reference system valid for spherical and cylindrical shell panels, cylinders and plates. The order of partial differential equations is reduced to the first one thanks to the redoubling of the number of variables. The solution in the thickness z direction is obtained by means of the exponential matrix method and the correct imposition of interlaminar continuity conditions in terms of displacements, transverse stresses, electric and magnetic potentials, temperature, moisture content and transverse normal multifield fluxes. The investigated structures have simply supported sides in order to obtain a closed form solution in the in-plane directions. Moreover, a layerwise approach is proposed which allows a 3D correct description of multilayered anisotropic structures subjected to field loads. Several results will be proposed in tabular and graphical formto evaluate displacements, stresses and strains when mechanical loads, temperature gradients, moisture content gradients, electric potentials and magnetic potentials are applied at the external surfaces of the structures in steady-state conditions. In the case of inclusions of piezoelectric and piezomagnetic layers in the multilayered structures, so called smart structures are obtained. In this case, a free vibration analysis in open and closed circuit configurations and a static analysis for sensor and actuator applications will be proposed. The proposed results will be useful to better understand the physical and structural behaviour of multilayered advanced composite structures in the case of multifield interactions. Moreover, these analytical results could be used as reference solutions for those scientists interested in the development of 3D and 2D numerical shell/plate models based, for example, on the finite element approach or on the differential quadrature methodology. The correct impositions of boundary geometrical and load conditions, interlaminar continuity conditions and the zigzag behaviour description due to transverse anisotropy will be also discussed and verified.

Keywords: composite structures, 3D shell model, stress analysis, multifield loads, exponential matrix method, layer wise approach

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Authors: Mahmoud Lot

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In this article, we will discuss the solution of elliptic optimal control problem. First, by using the nite element method, we obtain the discrete form of the problem. The obtained discrete problem is actually a large scale constrained optimization problem. Solving this optimization problem with traditional methods is difficult and requires a lot of CPU time and memory. But split Bergman method converts the constrained problem to an unconstrained, and hence it saves time and memory requirement. Then we use the split Bregman method for solving this problem, and examples show the speed and accuracy of split Bregman methods for solving these types of problems. We also use the SQP method for solving the examples and compare with the split Bregman method.

Keywords: Split Bregman Method, optimal control with elliptic partial differential equation constraint, finite element method

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Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov

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In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr\"odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.

Keywords: Heisenberg Ferromagnet equations, soliton equations, equivalence, Lax representation

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