Search results for: D-dimensional dirac equation

Authors: Sherwan Kher Alden Yakub Alsofy

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In this paper, we consider the relativistic Hamilton-Jacobi (HJ) equation and study the Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrophysics. GBH is also known as Rindler modified Schwarzschild BH. Our aim is not only to investigate the effect of the Rindler parameter A on the Hawking temperature (TH ), but to examine whether there is any discrepancy between the computed horizon temperature and the standard TH as well. For this purpose, in addition to its naive coordinate system, we study on the three regular coordinate systems which are Painlev´-Gullstrand (PG), ingoing Eddington- Finkelstein (IEF) and Kruskal-Szekeres (KS) coordinates. In all coordinate systems, we calculate the tunneling probabilities of incoming and outgoing scalar particles from the event horizon by using the HJ equation. It has been shown in detail that the considered HJ method is concluded with the conventional TH in all these coordinate systems without giving rise to the famous factor- 2 problem. Furthermore, in the PG coordinates Parikh-Wilczek’s tunneling (PWT) method is employed in order to show how one can integrate the quantum gravity (QG) corrections to the semiclassical tunneling rate by including the effects of self-gravitation and back reaction. We then show how these corrections yield a modification in the TH.

Keywords: ingoing Eddington, Finkelstein, coordinates Parikh-Wilczek’s, Hamilton-Jacobi equation

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Authors: Razi Khalafi

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Brain is the information processing center of the human body. Stimuli in form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modeling of the EEG signal in case external stimuli but it can be used for the modeling of brain response in case of internal stimuli.

Keywords: Brain, stimuli, partial differential equation, response, eeg signal

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

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Authors: Michael Alsop, Hannah Heitz, Prathiba Natesan Batley, Marion Hambrick, Jason Immekus

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The impacts of cultural engagement on individuals’ health and well-being have been well documented. The purposes of this study were to create an instrument to measure wellbeing constructs, including cultural wellbeing, and explore the relationships between cultural wellbeing and other wellbeing constructs (e.g., emotional, social, physical, spiritual). A sample of 358 participants attending concerts performed by a civic orchestra in the southeastern United States completed a questionnaire designed to measure eight wellbeing constructs. Split-half exploratory, confirmatory factor analyses resulted in the retention of four wellbeing constructs: general, emotional, financial, and cultural. Structural equation modeling showed statistically significant relationships between cultural wellbeing and other wellbeing constructs. In addition to the indirect effect of financial wellbeing on emotional and general wellbeing through cultural wellbeing, there were also direct statistically significant relationships (i.e., moderator). This highlights the importance of removing financial barriers to cultural engagement and the relationship between cultural wellbeing on emotional and general wellbeing. Additionally, the retained cultural wellbeing items focused primarily on community features, indicating the value of community-based cultural engagement opportunities.

Keywords: cultural wellbeing, cultural engagement, factor analysis, structural equation modeling

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Authors: B. Kulaga, A. Cinti, F. J. Mazzocchini

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Despite the fact that growing academic attention on dark tourism is a fairly recent phenomenon, among the various reasons for travelling death-related ones, are very ancient. Furthermore, the darker side of human nature has always been fascinated and curious regarding death, or at least, man has always tried to learn lessons from death. This study proposes to describe the phenomenon of dark tourism related to the 2016 earthquake in Central Italy, deadly for 302 people and highly destructive for the rural areas of Lazio, Marche, and Umbria Regions. The primary objective is to examine the motivation-experience relationship in a dark tourism site, using the structural equation model, applied for the first time to a dark tourism research in 2016, in a study conducted after the Beichuan earthquake. The findings of the current study are derived from the calculations conducted on primary data compiled from 350 tourists in the areas mostly affected by the 2016 earthquake, including the town of Amatrice, near the epicenter, Castelluccio, Norcia, Ussita and Visso, through conducting a Likert scale survey. Furthermore, we use the structural equation model to examine the motivation behind dark travel and how this experience can influence the motivation and emotional reaction of tourists. Expected findings are in line with the previous study mentioned above, indicating that: not all tourists visit the thanatourism sites for dark tourism purpose, tourists’ emotional reactions influence more heavily the emotional tourist experience than cognitive experiences do, and curious visitors are likely to engage cognitively by learning about the incident or related issues.

Keywords: dark tourism, emotional reaction, experience, motivation, structural equation model

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Authors: J. Y. Heo, H. G. Sung

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Numerical simulations have been performed for assessment of compressibility correction of two-equation turbulence models suitable for large scale separation flows perturbed by pintle strokes. In order to take into account pintle movement, a sliding mesh method was applied. The chamber pressure, mass flow rate, and thrust have been analyzed, and the response lag and sensitivity at the chamber and nozzle were estimated for a movable pintle. The nozzle performance for pintle reciprocating as its insertion and extraction processes, were analyzed to better understand the dynamic performance of the pintle nozzle.

Keywords: pintle, sliding mesh, turbulent model, compressibility correction

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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: Khosrow Maleknejad, Asyieh Ebrahimzadeh

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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

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Authors: Yuanda Ma, Zhiyong Zhang, Zailin Yang, Guanxixi Jiang

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Anisotropy is very common in underground media, such as rock, sand, and soil. Hence, the dynamic response of anisotropy medium under elastic waves is significantly different from the isotropic one. Moreover, underground heterogeneities and structures, such as pipelines, cylinders, or tunnels, are usually made by composite materials, leading to the anisotropy of these heterogeneities and structures. Both the anisotropy of the underground medium and the heterogeneities have an effect on the surface motion of the ground. Aiming at providing theoretical references for earthquake engineering and seismology, the surface motion of anisotropic half-space with a cylindrical anisotropic inclusion embedded under the SH wave is investigated in this work. Considering the anisotropy of the underground medium, the governing equation with three elastic parameters of SH wave propagation is introduced. Then, based on the complex function method and multipolar coordinates system, the governing equation in the complex plane is obtained. With the help of a pair of transformation, the governing equation is transformed into a standard form. By means of the same methods, the governing equation of SH wave propagation in the cylindrical inclusion with another three elastic parameters is normalized as well. Subsequently, the scattering wave in the half-space and the standing wave in the inclusion is deduced. Different incident wave angle and anisotropy are considered to obtain the reflected wave. Then the unknown coefficients in scattering wave and standing wave are solved by utilizing the continuous condition at the boundary of the inclusion. Through truncating finite terms of the scattering wave and standing wave, the equation of boundary conditions can be calculated by programs. After verifying the convergence and the precision of the calculation, the validity of the calculation is verified by degrading the model of the problem as well. Some parameters which influence the surface displacement of the half-space is considered: dimensionless wave number, dimensionless depth of the inclusion, anisotropic parameters, wave number ratio, shear modulus ratio. Finally, surface displacement amplitude of the half space with different parameters is calculated and discussed.

Keywords: anisotropy, complex function method, sh wave, surface displacement amplitude

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Authors: A. Benzian

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The generalization of relativistic theory of gravity based essentially on the principle of equivalence stipulates that for all bodies, the grave mass is equal to the inert mass which leads us to believe that gravitation is not a property of the bodies themselves, but of space, and the conclusion that the gravitational field must curved space-time what allows the abandonment of Minkowski space (because Minkowski space-time being nonetheless null curvature) to adopt Riemannian geometry as a mathematical framework in order to determine the curvature. Therefore the work presented in this paper begins with the evolution of the concept of gravity then tensor field which manifests by Riemannian geometry to formulate the general equation of the gravitational field.

Keywords: inertia, principle of equivalence, tensors, Riemannian geometry

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

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Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: parallel compressor model (pcm), revised calculation method, inlet distortion, outlet unequal pressure distribution

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Authors: Emmanuel Ifeanyi Ugwu

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Calcium Sulphide which is one of Chalcogenide group of thin films has been analyzed in this work using a theoretical approach in which a scalar wave was propagated through the material thin film medium deposited on a glass substrate with the assumption that the dielectric medium has homogenous reference dielectric constant term, and a perturbed dielectric function, representing the deposited thin film medium on the surface of the glass substrate as represented in this work. These were substituted into a defined scalar wave equation that was solved first of all by transforming it into Volterra equation of second type and solved using the method of separation of variable on scalar wave and subsequently, Green’s function technique was introduced to obtain a model equation of wave propagating through the thin film that was invariably used in computing the propagated field, for different input wavelengths representing UV, Visible and Near-infrared regions of field considering the influence of the dielectric constants of the thin film on the propagating field. The results obtained were used in turn to compute the band gaps, solid state and optical properties of the thin film.

Keywords: scalar wave, dielectric constant, calcium sulphide, solid state, optical properties

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Authors: Partha P. Gopmandal, Somnath Bhattacharyya, Naren Bag

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In this article, we have studied the effect of pH-regulated surface charge on the electroosmotic flow (EOF) through nanochannel filled with binary symmetric electrolyte solution. The channel wall possesses either an acidic or a basic functional group. Going beyond the widely employed Debye-Huckel linearization, we develop a mathematical model based on Nernst-Planck equation for the charged species, Poisson equation for the induced potential, Stokes equation for fluid flow. A finite volume based numerical algorithm is adopted to study the effect of key parameters on the EOF. We have computed the coupled governing equations through the finite volume method and our results found to be in good agreement with the analytical solution obtained from the corresponding linear model based on low surface charge condition or strong electrolyte solution. The influence of the surface charge density, reaction constant of the functional groups, bulk pH, and concentration of the electrolyte solution on the overall flow rate is studied extensively. We find the effect of surface charge diminishes with the increase in electrolyte concentration. In addition for strong electrolyte, the surface charge becomes independent of pH due to complete dissociation of the functional groups.

Keywords: electroosmosis, finite volume method, functional group, surface charge

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Authors: Giselle Maggie Fer Castañeda, Diego Iván González

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The objective of this work was to study the autoshaped choice behavior in the Donahoe, Burgos and Palmer (DBP) neural network model and analyze it under the matching law. Autoshaped choice can be viewed as a form of economic behavior defined as the preference between alternatives according to their relative outcomes. The Donahoe, Burgos and Palmer (DBP) model is a connectionist proposal that unifies operant and Pavlovian conditioning. This model has been used for more than three decades as a neurobehavioral explanation of conditioning phenomena, as well as a generator of predictions suitable for experimental testing with non-human animals and humans. The study consisted of different simulations in which, in each one, a ratio of reinforcement was established for two alternatives, and the responses (i.e., activations) in each of them were measured. Choice studies with animals have demonstrated that the data generally conform closely to the generalized matching law equation, which states that the response ratio equals proportionally to the reinforcement ratio; therefore, it was expected to find similar results with the neural networks of the Donahoe, Burgos and Palmer (DBP) model since these networks have simulated and predicted various conditioning phenomena. The results were analyzed by the generalized matching law equation, and it was observed that under some contingencies, the data from the networks adjusted approximately to what was established by the equation. Implications and limitations are discussed.

Keywords: matching law, neural networks, computational models, behavioral sciences

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Authors: Mustafa Ekici

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Natural convection is a basic process which is important in a wide variety of practical applications. In essence, a heated fluid expands and rises from buoyancy due to decreased density. Numerous papers have been written on natural or mixed convection in vertical ducts heated on the side. These equations have been proved to be valuable tools for the modelling of many phenomena such as fluid dynamics. Finding solutions to such equations or system of equations are in general not an easy task. We propose a method, which is called differential transform method, of solving a non-linear equations and compare the results with some of the other techniques. Illustrative examples shows that the results are in good agreement.

Keywords: differential transform method, momentum, energy equation, boundry value problem

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Authors: Ayan Chakraborty, BV. Rathish Kumar

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Off-late many models in viscoelasticity, signal processing or anomalous diffusion equations are formulated in fractional calculus. Tempered fractional calculus is the generalization of fractional calculus and in the last few years several important partial differential equations occurring in the different field of science have been reconsidered in this term like diffusion wave equations, Schr$\ddot{o}$dinger equation and so on. In the present paper, a time-dependent tempered fractional diffusion equation of order $\gamma \in (0,1)$ with forcing function is considered. Existence, uniqueness, stability, and regularity of the solution has been proved. Crank-Nicolson discretization is used in the time direction. B spline finite element approximation is implemented. Generally, B-splines basis are useful for representing the geometry of a finite element model, interfacing a finite element analysis program. By utilizing this technique a priori space-time estimate in finite element analysis has been derived and we proved that the convergent order is $\mathcal{O}(h²+T²)$ where $h$ is the space step size and $T$ is the time. A couple of numerical examples have been presented to confirm the accuracy of theoretical results. Finally, we conclude that the studied method is useful for solving tempered fractional diffusion equations.

Keywords: B-spline finite element, error estimates, Gronwall's lemma, stability, tempered fractional

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Authors: K. I. M. Guerra, L. A. P. Silva, J. C. Leal

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This study aims to understand with more amplitude and clarity the behavior of a porous medium where a pressure wave travels, translated into relative displacements inside the material, using mathematical tools derived from topology and symplectic geometry. The paper starts with a given partial differential equation based on the continuity and conservation theorems to describe the traveling wave through the porous body. A solution for this equation is proposed after all boundary, and initial conditions are fixed, and it’s accepted that the solution lies in a manifold U of purely spatial dimensions and that is embedded in the Real n-dimensional manifold, with spatial and kinetic dimensions. It’s shown that the U manifold of lower dimensions than IRna, where it is embedded, inherits properties of the vector spaces existing inside the topology it lies on. Then, a second manifold (U*), embedded in another space called IRnb of stress dimensions, is proposed and there’s a non-degenerative function that maps it into the U manifold. This relation is proved as a transformation in between two corresponding admissible solutions of the differential equation in distinct dimensions and properties, leading to a more visual and intuitive understanding of the whole dynamic process of a stress wave through a porous medium and also highlighting the dimensional invariance of Terzaghi’s theory for any coordinate system.

Keywords: poremechanics, soil dynamics, symplectic geometry, wave propagation

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Authors: K. Ebrahimi, Sh. Shahid, M. Mohammadi Ghaleni, M. H. Omid

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The longitudinal dispersion coefficient is a crucial parameter for 1-D water quality analysis of riverine flows. So far, different types of empirical equations for estimation of the coefficient have been developed, based on various case studies. The main objective of this paper is to develop an empirical equation for estimation of the coefficient for a riverine flow. For this purpose, a set of tracer experiments was conducted, involving salt tracer, at three sections located in downstream of a lengthy canal. Tracer data were measured in three mixing lengths along the canal including; 45, 75 and 100m. According to the results, the obtained coefficients from new developed empirical equation gave an encouraging level of agreement with the theoretical values.

Keywords: coefficients, dispersion, river, tracer, water quality

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Authors: Jorge Gonzalez Camus, Carlos Lizama

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In this work is proved the existence of at least one globally attractive mild solution to the Cauchy problem, for fractional evolution equation of neutral type, involving the fractional derivate in Caputo sense. An almost sectorial operator 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 Hausdorff measure of noncompactness and fixed point theorems, specifically Darbo-type. 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 analytic integral resolvent operator, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, each mild solution is globally attractive, a property that is desired in asymptotic behavior for that solution.

Keywords: attractive mild solutions, integral Volterra equations, neutral type equations, non-local in time equations

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Authors: Soumiya Bhattacharjee, P. K. Champati Ray, Shovan L. Chattoraj, Mrinmoy Dhara

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The entire Himalayan range is globally renowned for rainfall-induced landslides. The prime focus of the study is to determine rainfall based threshold for initiation of landslides that can be used as an important component of an early warning system for alerting stake holders. This research deals with temporal dimension of slope failures due to extreme rainfall events along the National Highway-58 from Karanprayag to Badrinath in the Garhwal Himalaya, India. Post processed 3-hourly rainfall intensity data and its corresponding duration from daily rainfall data available from Tropical Rainfall Measuring Mission (TRMM) were used as the prime source of rainfall data. Landslide event records from Border Road Organization (BRO) and some ancillary landslide inventory data for 2013 and 2014 have been used to determine Intensity Duration (ID) based rainfall threshold. The derived governing threshold equation, I= 4.738D^-0.025, has been considered for prediction of landslides of the study region. This equation was validated with an accuracy of 70% landslides during August and September 2014. The derived equation was considered for further prediction of landslides of the study region. From the obtained results and validation, it can be inferred that this equation can be used for initiation of landslides in the study area to work as a part of an early warning system. Results can significantly improve with ground based rainfall estimates and better database on landslide records. Thus, the study has demonstrated a very low cost method to get first-hand information on possibility of impending landslide in any region, thereby providing alert and better preparedness for landslide disaster mitigation.

Keywords: landslide, intensity-duration, rainfall threshold, TRMM, slope, inventory, early warning system

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Authors: Mohammad Mahmoud Mandurah

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The existence of InfoMiracles in scripture is evidence that the scripture has a divine origin. It is also evidence to the existence of God. An InfoMiracle is an information-based miracle. The basic component of an InfoMiracle is a piece of information that could not be obtained by a human except through a divine channel. The existence of a sufficient number of convincing InfoMiracles in a scripture necessitates the existence of the divine source to these InfoMiracles. A mathematical equation is developed to prove that the Qur’an has a divine origin, and hence, prove the existence of God. The equation depends on a single variable only, which is the number of InfoMiracles in the Qur’an. The Qur’an is rich with InfoMiracles. It is shown that the existence of less than 30 InfoMiracles in the Qur’an is sufficient proof to the existence of God and that the Qur’an is a revelation from God.

Keywords: InfoMiracle, God, mathematical proof, miracle, probability

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Authors: Pezhman Taghipour Birgani, Mehdi Shekarzadeh

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In this paper, the propagation of lamb waves in three-layer joints is investigated using global matrix method. Theoretical boundary value problem in three-layer adhesive joints with perfect bond and traction free boundary conditions on their outer surfaces is solved to find a combination of frequencies and modes with the lowest attenuation. The characteristic equation is derived by applying continuity and boundary conditions in three-layer joints using global matrix method. Attenuation and phase velocity dispersion curves are obtained with numerical solution of this equation by a computer code for a three-layer joint, including an aluminum repair patch bonded to the aircraft aluminum skin by a layer of viscoelastic epoxy adhesive. To validate the numerical solution results of the characteristic equation, wave structure curves are plotted for a special mode in two different frequencies in the adhesive joint. The purpose of present paper is to find a combination of frequencies and modes with minimum attenuation in high and low frequencies. These frequencies and modes are recognizable by transducers in inspections with Lamb waves because of low attenuation level.

Keywords: three-layer adhesive joints, viscoelastic, lamb waves, global matrix method

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Authors: Muhanad Al-Jubouri

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A local scour is the most important of the several scours impacting bridge performance and security. Even though scour is widespread in bridges, especially during flood seasons, the experimental tests could not be applied to many standard highway bridges. A computational fluid dynamics numerical model was used to solve the problem of calculating local scouring and deposition for non-cohesive silt and clear water conditions near single and double cylindrical piers with the effect of floating debris. When FLOW-3D software is employed with the Rang turbulence model, the Nilsson bed-load transfer equation and fine mesh size are considered. The numerical findings of single cylindrical piers correspond pretty well with the physical model's results. Furthermore, after parameter effectiveness investigates the range of outcomes based on predicted user inputs such as the bed-load equation, mesh cell size, and turbulence model, the final numerical predictions are compared to experimental data. When the findings are compared, the error rate for the deepest point of the scour is equivalent to 3.8% for the single pier example.

Keywords: local scouring, non-cohesive, clear water, computational fluid dynamics, turbulence model, bed-load equation, debris

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Authors: F. Maass, P. Martin, J. Olivares

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The aim of this work is the application of the program GeoGebra in teaching the study of nonhomogeneous linear second order differential equations with constant coefficients. Different kind of functions or forces will be considered in the right hand side of the differential equations, in particular, the emphasis will be placed in the case of trigonometrical functions producing the resonance phenomena. In order to obtain this, the frequencies of the trigonometrical functions will be changed. Once the resonances appear, these have to be correlationated with the roots of the second order algebraic equation determined by the coefficients of the differential equation. In this way, the physics and engineering students will understand resonance effects and its consequences in the simplest way. A large variety of examples will be shown, using different kind of functions for the nonhomogeneous part of the differential equations.

Keywords: education, geogebra, ordinary differential equations, resonance

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Authors: Susana Marques

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Research on how store environment cues influence consumers’ store choice decision criteria, such as store operations, product quality, monetary price, store image and sales promotion, is sparse. Especially absent research on the simultaneous impact of multiple store environment cues. The authors propose a comprehensive store choice model that includes: three types of store environment cues as exogenous constructs; various store choice criteria as possible mediating constructs, and store patronage intentions as an endogenous construct. On the basis of testing with a sample of 561 customers of hypermarkets, the model is partially supported. This study used structural equation modelling to test the proposed model.

Keywords: store choice, store patronage, structural equation modelling, retailing

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Authors: Ali Safdari-Vaighani

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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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Authors: B. Chetti, W. A. Crosby

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The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: two-lobe bearing, thermal effect, static, dynamic characteristics

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Authors: Y. N. Reddy

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The class of differential-difference equations which have characteristics of both classes, i.e., delay/advance and singularly perturbed behaviour is known as singularly perturbed differential-difference equations. The expression ‘positive shift’ and ‘negative shift’ are also used for ‘advance’ and ‘delay’ respectively. In general, an ordinary differential equation in which the highest order derivative is multiplied by a small positive parameter and containing at least one delay/advance is known as singularly perturbed differential-difference equation. Singularly perturbed differential-difference equations arise in the modelling of various practical phenomena in bioscience, engineering, control theory, specifically in variational problems, in describing the human pupil-light reflex, in a variety of models for physiological processes or diseases and first exit time problems in the modelling of the determination of expected time for the generation of action potential in nerve cells by random synaptic inputs in dendrites. In this paper, we envisage the use of Liouville Green Transformation to find the solution of singularly perturbed differential difference equations. First, using Taylor series, the given singularly perturbed differential difference equation is approximated by an asymptotically equivalent singularly perturbation problem. Then the Liouville Green Transformation is applied to get the solution. Several model examples are solved, and the results are compared with other methods. It is observed that the present method gives better approximate solutions.

Keywords: difference equations, differential equations, singular perturbations, boundary layer

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Authors: A. Selmi

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Free vibration analysis of homogenous and axially functionally graded simply supported beams within the context of Euler-Bernoulli beam theory is presented in this paper. The material properties of the beams are assumed to obey the linear law distribution. The effective elastic modulus of the composite was predicted by using the rule of mixture. Here, the complexities which appear in solving differential equation of transverse vibration of composite beams which limit the analytical solution to some special cases are overcome using a relatively new approach called the Differential Transformation Method. This technique is applied for solving differential equation of transverse vibration of axially functionally graded beams. Natural frequencies and corresponding normalized mode shapes are calculated for different Young’s modulus ratios. MATLAB code is designed to solve the transformed differential equation of the beam. Comparison of the present results with the exact solutions proves the effectiveness, the accuracy, the simplicity, and computational stability of the differential transformation method. The effect of the Young’s modulus ratio on the normalized natural frequencies and mode shapes is found to be very important.

Keywords: differential transformation method, functionally graded material, mode shape, natural frequency

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