Search results for: simultaneous equations approach

Authors: Fernando Maass, Pablo Martin, Jorge Olivares

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Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α.

Keywords: Caputo, fractional calculation, hypergeometric, linear differential equations

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Authors: Palwinder Singh, Munish Sandhir, Tejinder Singh

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The ordinary differential equations (ODE) represent a natural framework for mathematical modeling of many real-life situations in the field of engineering, control systems, physics, chemistry and astronomy etc. Such type of differential equations can be solved by analytical methods or by numerical methods. If the solution is calculated using analytical methods, it is done through calculus theories, and thus requires a longer time to solve. In this paper, we compare the numerical accuracy of the solutions given by the three main types of one-step initial value solvers: Taylor’s Series Method, Euler’s Method and Runge-Kutta Fourth Order Method (RK4). The comparison of accuracy is obtained through comparing the solutions of ordinary differential equation given by these three methods. Furthermore, to verify the accuracy; we compare these numerical solutions with the exact solutions.

Keywords: Ordinary differential equations (ODE), Taylor’s Series Method, Euler’s Method, Runge-Kutta Fourth Order Method

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Authors: Qiao Fan, Xiaobo Guo, Junxian Zhu, Xiaohu Ding, Ching-Yu Cheng, Tien-Yin Wong, Mingguang He, Heping Zhang, Xueqin Wang

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A systematic, simultaneous analysis of multiple phenotypes in genome-wide association studies (GWASs) draws a great attention to integrate the signals from single phenotypes with increased power. However, lacking an interpretable and efficient multivariate GWAS analysis impede the application of such approach. In this study, we propose to decompose the multivariate model into a series of simple univariate models. This transformation illuminates what exactly the individual trait contributes to the significant signals from the multivariate analyses. By employing our approach in the analysis of three myopia-related endophenotypes from the Singapore Malay Eye Study (SIMES), we identify novel candidate loci which were successfully validated in an independent Guangzhou Twin Eye Study (GTES).

Keywords: GWAS multivariate, multiple traits, myopia, association

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Authors: Rajeev, N. K. Raigar

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In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.

Keywords: operational matrix of differentiation, similarity transformation, shifted second kind chebyshev wavelets, stefan problem

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Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

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In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: asymptotics, continuous spectrum, difference equations, eigenvalues, jost functions, spectral singularities

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Authors: G. Judakova, M. Bause

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The ability to model and simulate numerically natural gas flow in pipelines has become of high importance for the design of pipeline systems. The understanding of the formation of hydrate particles and their dynamical behavior is of particular interest, since these processes govern the operation properties of the systems and are responsible for system failures by clogging of the pipelines under certain conditions. Mathematically, natural gas flow can be described by multiphase flow models. Using the two-fluid modeling approach, the gas phase is modeled by the compressible Euler equations and the particle phase is modeled by the pressureless Euler equations. The numerical simulation of compressible multiphase flows is an important research topic. It is well known that for nonlinear fluxes, even for smooth initial data, discontinuities in the solution are likely to occur in finite time. They are called shock waves or contact discontinuities. For hyperbolic and singularly perturbed parabolic equations the standard application of the Galerkin finite element method (FEM) leads to spurious oscillations (e.g. Gibb's phenomenon). In our approach, we use stabilized FEM, the streamline upwind Petrov-Galerkin (SUPG) method, where artificial diffusion acting only in the direction of the streamlines and using a special treatment of the boundary conditions in inviscid convective terms, is added. Numerical experiments show that the numerical solution obtained and stabilized by SUPG captures discontinuities or steep gradients of the exact solution in layers. However, within this layer the approximate solution may still exhibit overshoots or undershoots. To suitably reduce these artifacts we add a discontinuity capturing or shock capturing term. The performance properties of our numerical scheme are illustrated for two-phase flow problem.

Keywords: two-phase flow, gas-particle mixture, inviscid two-fluid model, euler equation, finite element method, streamline upwind petrov-galerkin, shock capturing

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Authors: Siriwan Nantaphol, Robert B. Channon, Takeshi Kondo, Weena Siangproh, Orawon Chailapakul, Charles S. Henry

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In this work, we demonstrate a novel electrochemically reduced graphene oxide (ERGO) modified boron-doped diamond paste (BDDP) electrode on paper-based analytical devices (PADs) for simultaneous determination of norepinephrine (NE) and serotonin (5-HT). The BDD paste electrode was easily constructed by filling BDD paste in small channels, which made in transparency film sheets using a CO₂ laser etching 
system. The counter and reference electrodes were fabricated on paper by in-house screen-printing and then combined with BDD paste microelectrode. The electrochemical characterization of the device was investigated by cyclic voltammetry (CV). Differential pulse voltammetry (DPV) was employed for the simultaneous determination of NE and 5-HT. The ERGO-modified BDDP electrode displayed excellent electrocatalytic activities toward the oxidation of NE and 5-HT and strong function for resolving the overlapping voltammetric responses of NE and 5-HT into two well-defined voltammetric peaks. This device was capable of simultaneously detecting NE and 5-HT in wide concentration ranges and with a low limit of detections. In addition, it has the advantages in terms of ease of use, low cost, and disposability.

Keywords: boron-doped diamond paste electrode, electrochemically reduced graphene oxide, norepinephrine, paper-based analytical device, serotonin

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Authors: Daniel Hristov

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The paper describes the principle of operation, simulation and physical validation of method for simultaneous acquisition of gain and phase states of multiple antenna elements and the corresponding feed lines across a Phased Array Antenna (PAA). The derived values for gain and phase are used for PAA-calibration. The method utilizes the Rotating-Element Electric- Field Vector (REV) principle currently used for gain and phase state estimation of single antenna element across an active antenna aperture. A significant reduction of procedure execution time is achieved with simultaneous setting of different phase delays to multiple phase shifters, followed by a single power measurement. The initial gain and phase states are calculated using spectral and correlation analysis of the measured power series.

Keywords: antenna, antenna arrays, calibration, phase measurement, power measurement

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Authors: Ebru Dural, M. Zulfu Asık

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Laminated glass is a kind of safety glass, which is made by 'sandwiching' two glass sheets and a polyvinyl butyral (PVB) interlayer in between them. When the glass is broken, the interlayer in between the glass sheets can stick them together. Because of this property, the hazards of sharp projectiles during natural and man-made disasters reduces. They can be widely applied in building, architecture, automotive, transport industries. Laminated glass can easily undergo large displacements even under their own weight. In order to explain their true behavior, they should be analyzed by using large deflection theory to represent nonlinear behavior. In this study, a nonlinear mathematical model is developed for the analysis of laminated glass cylindrical shell which is free in radial directions and restrained in axial directions. The results will be verified by using the results of the experiment, carried out on laminated glass cylindrical shells. The behavior of laminated composite cylindrical shell can be represented by five partial differential equations. Four of the five equations are used to represent axial displacements and radial displacements and the fifth one for the transverse deflection of the unit. Governing partial differential equations are derived by employing variational principles and minimum potential energy concept. Finite difference method is employed to solve the coupled differential equations. First, they are converted into a system of matrix equations and then iterative procedure is employed. Iterative procedure is necessary since equations are coupled. Problems occurred in getting convergent sequence generated by the employed procedure are overcome by employing variable underrelaxation factor. The procedure developed to solve the differential equations provides not only less storage but also less calculation time, which is a substantial advantage in computational mechanics problems.

Keywords: laminated glass, mathematical model, nonlinear behavior, PVB

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Authors: Yacine Arioua

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In this paper, we investigate the existence and uniqueness of solutions for a coupled system of nonlinear Caputo-type Katugampola fractional differential equations with integral boundary conditions. Based upon a contraction mapping principle, Schauders fixed point theorems, some new existence and uniqueness results of solutions for the given problems are obtained. For application, some examples are given to illustrate the usefulness of our main results.

Keywords: fractional differential equations, coupled system, Caputo-Katugampola derivative, fixed point theorems, existence, uniqueness

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Authors: Jafar Razmi

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Integral abutment bridges are bridges that do not have joints. If these bridges are subject to large seasonal and daily temperature variations, the expansion and contraction of the bridge slab is transferred to the piles. Since the piles are deep into the soil, displacement induced by slab can cause bending and stresses in piles. These stresses cause fatigue and failure of piles. A complex mechanical interaction exists between the slab, pile, soil and abutment. This complex interaction needs to be understood in order to calculate the stresses in piles. This paper uses a mechanical approach in developing analytical equations for the complex structure to determine the stresses in piles. The solution to these analytical solutions is developed and compared with finite element analysis results and experimental data. Our comparison shows that using analytical approach can accurately predict the displacement in piles. This approach offers a simplified technique that can be utilized without the need for computationally extensive finite element model.

Keywords: integral abutment bridges, piles, thermo-mechanical stress, stress and strains

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Authors: S. Obregon-Cano, R. Moreno-Rojas, E. Cartea-Gonzalez, A. De Haro-Bailon

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The potential of near-infrared spectroscopy (NIRS) for screening the total glucosinolate (t-GSL) content, and also, the aliphatic glucosinolates gluconapin (GNA), progoitrin (PRO) and glucobrassicanapin (GBN) in turnip greens and turnip tops was assessed. This crop is grown for edible leaves and stems for human consumption. The reference values for glucosinolates, as they were obtained by high performance liquid chromatography on the vegetable samples, were regressed against different spectral transformations by modified partial least-squares (MPLS) regression (calibration set of samples n= 350). The resulting models were satisfactory, with calibration coefficient values from 0.72 (GBN) to 0.98 (tGSL). The predictive ability of the equations obtained was tested using a set of samples (n=70) independent of the calibration set. The determination coefficients and prediction errors (SEP) obtained in the external validation were: GNA=0.94 (SEP=3.49); PRO=0.41 (SEP=1.08); GBN=0.55 (SEP=0.60); tGSL=0.96 (SEP=3.28). These results show that the equations developed for total glucosinolates, as well as for gluconapin can be used for screening these compounds in the leaves and stems of this species. In addition, the progoitrin and glucobrassicanapin equations obtained can be used to identify those samples with high, medium and low contents. The calibration equations obtained were accurate enough for a fast, non-destructive and reliable analysis of the content in GNA and tGSL directly from NIR spectra. The equations for PRO and GBN can be employed to identify samples with high, medium and low contents.

Keywords: brassica rapa, glucosinolates, gluconapin, NIRS, turnip greens

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Authors: Mezghiche Kamel

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We present solitary wave solutions for the perturbed nonlinear Schrodinger (PNLS) equation describing propagation of femtosecond light pulses through the fiber Bragg grating structure where the pulse dynamics is governed by the nonlinear-coupled mode (NLCM) equations. Using the multiple scale analysis, we reduce the NLCM equations into the perturbed nonlinear Schrodinger (PNLS) type equation. Unlike the reported solitary wave solutions of the PNLS equation, the novel ones can describe W shaped of solitons and their properties.

Keywords: fiber bragg grating, nonlinear-coupled mode equations, w shaped of solitons, PNLS

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Authors: Z. N. Haji, S. O. Oyadiji, H. Samami, O. Farrell

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The prediction of the vibration response of rubber products by analytical or numerical method depends mainly on the predefined intrinsic material properties such as Young’s modulus, damping factor and Poisson’s ratio. Such intrinsic properties are determined experimentally by subjecting a bonded rubber sample to compression tests. The compression tests on such a sample yield an apparent Young’s modulus which is greater in magnitude than the intrinsic Young’s modulus of the rubber. As a result, many analytical equations have been developed to determine Young’s modulus from an apparent Young’s modulus of bonded rubber materials. In this work, the applicability of some of these analytical equations is assessed via experimental testing. The assessment is based on testing of vulcanized nitrile butadiene rubber (NBR70) samples using tensile test and compression test methods. The analytical equations are used to determine the intrinsic Young’s modulus from the apparent modulus that is derived from the compression test data of the bonded rubber samples. Then, these Young’s moduli are compared with the actual Young’s modulus that is derived from the tensile test data. The results show significant discrepancy between the Young’s modulus derived using the analytical equations and the actual Young’s modulus.

Keywords: bonded rubber, quasi-static test, shape factor, apparent Young’s modulus

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Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

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In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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Authors: O. Acan, Y. Keskin

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In this study, we will carry out a comparative study between the reduced differential transform method, the adomian decomposition method, the variational iteration method and the homotopy analysis method. These methods are used in many fields of engineering. This is been achieved by handling a kind of 2-Dimensional and forth-order partial differential equations called the Kuramoto–Sivashinsky equations. Three numerical examples have also been carried out to validate and demonstrate efficiency of the four methods. Furthermost, it is shown that the reduced differential transform method has advantage over other methods. This method is very effective and simple and could be applied for nonlinear problems which used in engineering.

Keywords: reduced differential transform method, adomian decomposition method, variational iteration method, homotopy analysis method

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Authors: Alibakhsh Kasaeian, Mohammad Sameti, Zahra Noori, Mona Rastgoo Bahambari

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Nowadays, the parabolic trough solar collector technology has become the most promising large-scale technology among various solar thermal generations. In this paper, a detailed numerical heat transfer model for a parabolic trough collector with nanofluid is presented based on the finite difference approach for which a MATLAB code was developed. The model was used to simulate the performance of a parabolic trough solar collector’s linear receiver, called a heat collector element (HCE). In this model, the heat collector element of the receiver was discretized into several segments in axial directions and energy balances were used for each control volume. All the heat transfer correlations, the thermodynamic equations and the optical properties were considered in details and the set of algebraic equations were solved simultaneously using iterative numerical solutions. The modeling assumptions and limitations are also discussed, along with recommendations for model improvement.

Keywords: heat transfer, nanofluid, numerical analysis, trough

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Authors: Haizhong Zhang, Yan-Gang Zhao

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Fundamental period, mode shape, and participation factor are important basic information for the understanding of earthquake response of ground. In this study, a simple approach is presented to calculate these basic information of layered soil profiles. To develop this method, closed form equations are derived for analysis of free vibration of layered soil profiles firstly, based on equilibrium between inertia and elastic forces. Then, by further associating with the Madera procedure developed for estimation of fundamental period, a simple method that can directly determine the fundamental period, mode shape and participation factor is proposed. The proposed approach can be conveniently implemented in simple spreadsheets and easily used by practicing engineers. In addition, the accuracy of the proposed approach is investigated by analyzing first vibration mode of 67 representative layered soil profiles, it is found that results by the proposed method agree very well with accurate results.

Keywords: layered soil profile, natural vibration, fundamental period, fundamental mode shape

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Authors: Muath Awadalla, Maen Awadallah

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Banking sector covers different activities including lending money to customers. However, it is commonly known that customers pay money they have borrowed including an added amount called interest. Compound interest rate is an approach used in determining the interest to be paid. The instant compounded amount to be paid by a debtor is obtained through a differential equation whose main parameters are the rate and the time. The rate used by banks in a country is often defined by the government of the said country. In Switzerland, for instance, a negative rate was once applied. In this work, a new approach of modeling the compound interest is proposed using Hadamard fractional derivative. As a result, it appears that depending on the fraction value used in derivative the amount to be paid by a debtor might either be higher or lesser than the amount determined using the classical approach.

Keywords: compound interest, fractional differential equation, hadamard fractional derivative, optimization

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Authors: Majid Farsadrooh, Najmeh Sabbaghi, Seyed Mohammad Mostashari, Abolhasan Moradi

Abstract:

Phenolic compounds are chief environmental contaminants on account of their hazardous and toxic nature on human health. The preparation of sensitive and potent chemosensors to monitor emerging pollution in water and effluent samples has received great consideration. A novel and versatile nanocomposite sensor based on poly pyrogallol is presented for the first time in this study, and its electrochemical behavior for simultaneous detection of hydroquinone (HQ), catechol (CT), and resorcinol (RS) in the presence of nitrite is evaluated. The physicochemical characteristics of the fabricated nanocomposite were investigated by emission-scanning electron microscopy (FE-SEM), energy-dispersive X-ray spectroscopy (EDS), and Brunauer-Emmett-Teller (BET). The electrochemical response of the proposed sensor to the detection of HQ, CT, RS, and nitrite is studied using cyclic voltammetry (CV), chronoamperometry (CA), differential pulse voltammetry (DPV), and electrochemical impedance spectroscopy (EIS). The kinetic characterization of the prepared sensor showed that both adsorption and diffusion processes can control reactions at the electrode. In the optimized conditions, the new chemosensor provides a wide linear range of 0.5-236.3, 0.8-236.3, 0.9-236.3, and 1.2-236.3 μM with a low limit of detection of 21.1, 51.4, 98.9, and 110.8 nM (S/N = 3) for HQ, CT and RS, and nitrite, respectively. Remarkably, the electrochemical sensor has outstanding selectivity, repeatability, and stability and is successfully employed for the detection of RS, CT, HQ, and nitrite in real water samples with the recovery of 96.2%–102.4%, 97.8%-102.6%, 98.0%–102.4% and 98.4%–103.2% for RS, CT, HQ, and nitrite, respectively. These outcomes illustrate that poly pyrogallol is a promising candidate for effective electrochemical detection of dihydroxybenzene isomers in the presence of nitrite.

Keywords: electrochemical sensor, poly pyrogallol, phenolic compounds, simultaneous determination

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Authors: Esther Burkitt

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Background: Evidence is mounting that mixed emotions can be experienced simultaneously in different ways across the lifespan. Four types of patterns of simultaneously mixed emotions (sequential, prevalent, highly parallel, and inverse types) have been identified in middle childhood and adolescence. Moreover, the recognition of these experiences tends to develop firstly when children consider peers rather than the self. This evidence from children and adolescents is based on examining the presence of experiences specified in adulthood. The present study, therefore, applied an exhaustive coding scheme to investigate whether children experience types of previously unidentified simultaneous mixed emotional experiences. Methodology: One hundred and twenty children (60 girls) aged 7 years 1 month - 9 years 2 months (X=8 years 1 month; SD = 10 months) were recruited from mainstream schools across the UK. Two age groups were formed (youngest, n = 61, 7 years 1 month- 8 years 1 months: oldest, n = 59, 8 years 2 months – 9 years 2 months) and allocated to one of two conditions hearing vignettes describing happy and sad mixed emotion events in age and gender-matched protagonist or themselves. Results: Loglinear analyses identified new types of flexuous, vertical, and other experiences along with established sequential, prevalent, highly parallel, and inverse types of experience. Older children recognised more complex experiences other than the self-condition. Conclusion: Several additional types of simultaneously mixed emotions are recognised in middle childhood. The theoretical relevance of simultaneous mixed emotion processing in childhood is considered, and the potential utility of the findings in emotion assessments is discussed.

Keywords: emotion, childhood, self, other

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Authors: Halil Baris Cit, Mert Durmaz

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Subsequent to the design of the compact centrifugal compressor, which is specifically intended to be used in aviation platforms, the process has been evaluated within the context of this study. A trade-off study matrix for future studies has been formed after making comparison between the design and the previous studies taking part in literature. While the power consumption of the designed compressor will be approximately 25 kW, the working fluid will be refrigerant. Properties such as thermodynamic properties and Global Warmin Potential(GWP)-Ozone Depletion Potential(ODP) Values of the fluid have been taken into consideration during the selection process of the refrigerant. Concepts NREC and ANSYS Vista CCD software have been used in the part of conceptual design, and R1233ZD has been selected as the refrigerant. Real-gas Computational Fluid Dynamic(CFD) analysis has been carried out with different cubic equations of state in the ANSYS CFX solver so as to figure out the most suitable solution method. These equations are named as “The Redlich Kwong”, “Soave Redlich Kwong”, “Augnier Redlick Kwong,” and “Peng Robinson.” By being used the mentioned solution equations in the same compressor configuration, analysis also have been carried out with two gases having different characteristics. As a result of the 12 analysis carried out with three different refrigerants—R11, R134A, and R1233zd—and four different solution equations mentioned above, the most accurate solution method has been selected by comparing the densities of the gases at different pressure and temperature points. The results have been analyzed within two titles following to the completion of the design with the selected equation. The first one is a trade-off study matrix presenting a comparison regarding the compact centrifugal compressor operating with the refrigerant to be designed. This comparison is between some dimensionless and dimensional parameters determined before the design and their values in the literature. Second one will show the differences between the actual density and the density in the design software in each real gas analysis method, along with the effects of it on the design.

Keywords: turbocompressor, refrigerant, aviation, aerospace compressor

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Authors: Jaan Lellep, Shahid Mubasshar

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A numerical solution is developed for simply supported nanoarches based on the non-local theory of elasticity. The nanoarch under consideration has a step-wise variable cross-section and is weakened by crack-like defects. It is assumed that the cracks are stationary and the mechanical behaviour of the nanoarch can be modeled by Eringen’s non-local theory of elasticity. The physical and thermal properties are sensitive with respect to changes of dimensions in the nano level. The classical theory of elasticity is unable to describe such changes in material properties. This is because, during the development of the classical theory of elasticity, the speculation of molecular objects was avoided. Therefore, the non-local theory of elasticity is applied to study the vibration of nanostructures and it has been accepted by many researchers. In the non-local theory of elasticity, it is assumed that the stress state of the body at a given point depends on the stress state of each point of the structure. However, within the classical theory of elasticity, the stress state of the body depends only on the given point. The system of main equations consists of equilibrium equations, geometrical relations and constitutive equations with boundary and intermediate conditions. The system of equations is solved by using the method of separation of variables. Consequently, the governing differential equations are converted into a system of algebraic equations whose solution exists if the determinant of the coefficients of the matrix vanishes. The influence of cracks and steps on the natural vibration of the nanoarches is prescribed with the aid of additional local compliance at the weakened cross-section. An algorithm to determine the eigenfrequencies of the nanoarches is developed with the help of computer software. The effects of various physical and geometrical parameters are recorded and drawn graphically.

Keywords: crack, nanoarches, natural frequency, step

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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Authors: Jorge Gonzalez-Camus

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In this work is proved the existence of at least one minimal and maximal mild solutions to the Cauchy problem, for fractional evolution equation of neutral type, involving a general kernel. An operator A generating a resolvent family and integral resolvent family on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Kuratowski measure of noncompactness and fixed point theorems, specifically Darbo-type, and an iterative method of lower and upper solutions, based in an order in X induced by a normal cone P. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the theory of resolvent families, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, the existence of minimal and maximal mild solutions was proved through in an iterative method of lower and upper solutions, using the Azcoli-Arzela Theorem, and the Gronwall’s inequality. Finally, we recovered the case derivate in Caputo sense.

Keywords: fractional evolution equations, Volterra integral equations, minimal and maximal mild solutions, neutral type equations, non-local in time equations

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Authors: Arcady Ponosov

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Many well-known age-structured population models are derived from the celebrated McKendrick-von Foerster equation (MFE), also called the biological conservation law. A similar technique is suggested for the stochastically perturbed MFE. This technique is shown to produce stochastic versions of the deterministic population models, which appear to be very different from those one can construct by simply appending additive stochasticity to deterministic equations. In particular, it is shown that stochastic Nicholson’s blowflies model should contain both additive and multiplicative stochastic noises. The suggested transformation technique is similar to that used in the deterministic case. The difference is hidden in the formulas for the exact solutions of the simplified boundary value problem for the stochastically perturbed MFE. The analysis is also based on the theory of stochastic delay differential equations.

Keywords: boundary value problems, population models, stochastic delay differential equations, stochastic partial differential equation

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Authors: Sufyan Muhammad

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Recently, in achieving highly efficient but at the same time highly accurate solutions has become the major target of numerical analyst community. The concept is termed as compact schemes and has gained great popularity and consequently, we construct compact schemes for fourth order parabolic differential equations used to study vibrations in structures. For the superiority of newly constructed schemes, we consider range of examples. We have achieved followings i.e. (a) numerical scheme utilizes minimum number of stencil points (which means new scheme is compact); (b) numerical scheme is highly accurate (which means new scheme is reliable) and (c) numerical scheme is highly efficient (which means new scheme is fast).

Keywords: central finite differences, compact schemes, Bernoulli's equations, finite differences

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Authors: R. A. Petre, S. E. Nichifor, A. Craifaleanu, I. Stroe

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The relative motion of a robotic arm formed by homogeneous bars of different lengths and masses, hinged to each other is investigated. The first bar of the mechanism is articulated on a platform, considered initially fixed on the surface of the Earth, while for the second case the platform is considered to be in rotation with respect to the Earth. For both analyzed cases the motion equations are determined using the Lagrangian formalism, applied in its traditional form, valid with respect to an inertial reference system, conventionally considered as fixed. However, in the second case, a generalized form of the formalism valid with respect to a non-inertial reference frame will also be applied. The numerical calculations were performed using a MATLAB program.

Keywords: Lagrange equations, relative motion, inertial reference frame, non-inertial reference frame

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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: Syed M. Jawwad Riaz

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There has been a lot of interest in exploring the thermodynamic properties at the horizon of a black hole geometry. Earlier, it has been shown, for different spacetimes, that the Einstein field equations at the horizon can be expressed as a first law of black hole thermodynamics. In this paper, considering r = constant slices, for the Kerr-Newman black hole, shown that the Einstein field equations for the induced 3-metric of the hypersurface is expressed in thermodynamic quantities under the virtual displacements of the hypersurfaces. As expected, it is found that the field equations of the induced metric corresponding to the horizon can only be written as a first law of black hole thermodynamics. It is to be mentioned here that the procedure adopted is much easier, to obtain such results, as here one has to essentially deal with (n - 1)-dimensional induced metric for an n-dimensional spacetime.

Keywords: black hole space-times, Einstein's field equation, foliation, hyper-surfaces

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