Search results for: Black-Scholes partial differential equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3867

Search results for: Black-Scholes partial differential equations

3597 Diagnosis of Static Eccentricity in 400 kW Induction Machine Based on the Analysis of Stator Currents

Authors: Saleh Elawgali

Abstract:

Current spectrums of a four pole-pair, 400 kW induction machine were calculated for the cases of full symmetry and static eccentricity. The calculations involve integration of 93 electrical plus four mechanical ordinary differential equations. Electrical equations account for variable inductances affected by slotting and eccentricities. The calculations were followed by Fourier analysis of the stator currents in steady state operation. Zooms of the current spectrums, around the 50 Hz fundamental harmonic as well as of the main slot harmonic zone, were included. The spectrums included refer to both calculated and measured currents.

Keywords: diagnostic, harmonic, induction machine, spectrum

Procedia PDF Downloads 482
3596 Serious Digital Video Game for Solving Algebraic Equations

Authors: Liliana O. Martínez, Juan E González, Manuel Ramírez-Aranda, Ana Cervantes-Herrera

Abstract:

A serious game category mobile application called Math Dominoes is presented. The main objective of this applications is to strengthen the teaching-learning process of solving algebraic equations and is based on the board game "Double 6" dominoes. Math Dominoes allows the practice of solving first, second-, and third-degree algebraic equations. This application is aimed to students who seek to strengthen their skills in solving algebraic equations in a dynamic, interactive, and fun way, to reduce the risk of failure in subsequent courses that require mastery of this algebraic tool.

Keywords: algebra, equations, dominoes, serious games

Procedia PDF Downloads 89
3595 Output Voltage Analysis of CMOS Colpitts Oscillator with Short Channel Device

Authors: Maryam Ebrahimpour, Amir Ebrahimi

Abstract:

This paper presents the steady-state amplitude analysis of MOS Colpitts oscillator with short channel device. The proposed method is based on a large signal analysis and the nonlinear differential equations that govern the oscillator circuit behaviour. Also, the short channel effects are considered in the proposed analysis and analytical equations for finding the steady-state oscillation amplitude are derived. The output voltage calculated from this analysis is in excellent agreement with simulations for a wide range of circuit parameters.

Keywords: colpitts oscillator, CMOS, electronics, circuits

Procedia PDF Downloads 312
3594 The Influence of Thermal Radiation and Chemical Reaction on MHD Micropolar Fluid in The Presence of Heat Generation/Absorption

Authors: Binyam Teferi

Abstract:

Numerical and theoretical analysis of mixed convection flow of magneto- hydrodynamics micropolar fluid with stretching capillary in the presence of thermal radiation, chemical reaction, viscous dissipation, and heat generation/ absorption have been studied. The non-linear partial differential equations of momentum, angular velocity, energy, and concentration are converted into ordinary differential equations using similarity transformations which can be solved numerically. The dimensionless governing equations are solved by using Runge Kutta fourth and fifth order along with the shooting method. The effect of physical parameters viz., micropolar parameter, unsteadiness parameter, thermal buoyancy parameter, concentration buoyancy parameter, Hartmann number, spin gradient viscosity parameter, microinertial density parameter, thermal radiation parameter, Prandtl number, Eckert number, heat generation or absorption parameter, Schmidt number and chemical reaction parameter on flow variables viz., the velocity of the micropolar fluid, microrotation, temperature, and concentration has been analyzed and discussed graphically. MATLAB code is used to analyze numerical and theoretical facts. From the simulation study, it can be concluded that an increment of micropolar parameter, Hartmann number, unsteadiness parameter, thermal and concentration buoyancy parameter results in decrement of velocity flow of micropolar fluid; microrotation of micropolar fluid decreases with an increment of micropolar parameter, unsteadiness parameter, microinertial density parameter, and spin gradient viscosity parameter; temperature profile of micropolar fluid decreases with an increment of thermal radiation parameter, Prandtl number, micropolar parameter, unsteadiness parameter, heat absorption, and viscous dissipation parameter; concentration of micropolar fluid decreases as unsteadiness parameter, Schmidt number and chemical reaction parameter increases. Furthermore, computational values of local skin friction coefficient, local wall coupled coefficient, local Nusselt number, and local Sherwood number for different values of parameters have been investigated. In this paper, the following important results are obtained; An increment of micropolar parameter and Hartmann number results in a decrement of velocity flow of micropolar fluid. Microrotation decreases with an increment of the microinertial density parameter. Temperature decreases with an increasing value of the thermal radiation parameter and viscous dissipation parameter. Concentration decreases as the values of Schmidt number and chemical reaction parameter increases. The coefficient of local skin friction is enhanced with an increase in values of both the unsteadiness parameter and micropolar parameter. Increasing values of unsteadiness parameter and micropolar parameter results in an increment of the local couple stress. An increment of values of unsteadiness parameter and thermal radiation parameter results in an increment of the rate of heat transfer. As the values of Schmidt number and unsteadiness parameter increases, Sherwood number decreases.

Keywords: thermal radiation, chemical reaction, viscous dissipation, heat absorption/ generation, similarity transformation

Procedia PDF Downloads 76
3593 Unconventional Calculus Spreadsheet Functions

Authors: Chahid K. Ghaddar

Abstract:

The spreadsheet engine is exploited via a non-conventional mechanism to enable novel worksheet solver functions for computational calculus. The solver functions bypass inherent restrictions on built-in math and user defined functions by taking variable formulas as a new type of argument while retaining purity and recursion properties. The enabling mechanism permits integration of numerical algorithms into worksheet functions for solving virtually any computational problem that can be modelled by formulas and variables. Several examples are presented for computing integrals, derivatives, and systems of deferential-algebraic equations. Incorporation of the worksheet solver functions with the ubiquitous spreadsheet extend the utility of the latter as a powerful tool for computational mathematics.

Keywords: calculus, differential algebraic equations, solvers, spreadsheet

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3592 Numerical Solution of Momentum Equations Using Finite Difference Method for Newtonian Flows in Two-Dimensional Cartesian Coordinate System

Authors: Ali Ateş, Ansar B. Mwimbo, Ali H. Abdulkarim

Abstract:

General transport equation has a wide range of application in Fluid Mechanics and Heat Transfer problems. In this equation, generally when φ variable which represents a flow property is used to represent fluid velocity component, general transport equation turns into momentum equations or with its well known name Navier-Stokes equations. In these non-linear differential equations instead of seeking for analytic solutions, preferring numerical solutions is a more frequently used procedure. Finite difference method is a commonly used numerical solution method. In these equations using velocity and pressure gradients instead of stress tensors decreases the number of unknowns. Also, continuity equation, by integrating the system, number of equations is obtained as number of unknowns. In this situation, velocity and pressure components emerge as two important parameters. In the solution of differential equation system, velocities and pressures must be solved together. However, in the considered grid system, when pressure and velocity values are jointly solved for the same nodal points some problems confront us. To overcome this problem, using staggered grid system is a referred solution method. For the computerized solutions of the staggered grid system various algorithms were developed. From these, two most commonly used are SIMPLE and SIMPLER algorithms. In this study Navier-Stokes equations were numerically solved for Newtonian flow, whose mass or gravitational forces were neglected, for incompressible and laminar fluid, as a hydro dynamically fully developed region and in two dimensional cartesian coordinate system. Finite difference method was chosen as the solution method. This is a parametric study in which varying values of velocity components, pressure and Reynolds numbers were used. Differential equations were discritized using central difference and hybrid scheme. The discritized equation system was solved by Gauss-Siedel iteration method. SIMPLE and SIMPLER were used as solution algorithms. The obtained results, were compared for central difference and hybrid as discritization methods. Also, as solution algorithm, SIMPLE algorithm and SIMPLER algorithm were compared to each other. As a result, it was observed that hybrid discritization method gave better results over a larger area. Furthermore, as computer solution algorithm, besides some disadvantages, it can be said that SIMPLER algorithm is more practical and gave result in short time. For this study, a code was developed in DELPHI programming language. The values obtained in a computer program were converted into graphs and discussed. During sketching, the quality of the graph was increased by adding intermediate values to the obtained result values using Lagrange interpolation formula. For the solution of the system, number of grid and node was found as an estimated. At the same time, to indicate that the obtained results are satisfactory enough, by doing independent analysis from the grid (GCI analysis) for coarse, medium and fine grid system solution domain was obtained. It was observed that when graphs and program outputs were compared with similar studies highly satisfactory results were achieved.

Keywords: finite difference method, GCI analysis, numerical solution of the Navier-Stokes equations, SIMPLE and SIMPLER algoritms

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3591 Vibration Analysis of Stepped Nanoarches with Defects

Authors: Jaan Lellep, Shahid Mubasshar

Abstract:

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

Procedia PDF Downloads 87
3590 An Equivalence between a Harmonic Form and a Closed Co-Closed Differential Form in L^Q and Non-L^Q Spaces

Authors: Lina Wu, Ye Li

Abstract:

An equivalent relation between a harmonic form and a closed co-closed form is established on a complete non-compact manifold. This equivalence has been generalized for a differential k-form ω from Lq spaces to non-Lq spaces when q=2 in the context of p-balanced growth where p=2. Especially for a simple differential k-form on a complete non-compact manifold, the equivalent relation has been verified with the extended scope of q for from finite q-energy in Lq spaces to infinite q-energy in non-Lq spaces when with 2-balanced growth. Generalized Hadamard Theorem, Cauchy-Schwarz Inequality, and Calculus skills including Integration by Parts as well as Convergent Series have been applied as estimation techniques to evaluate growth rates for a differential form. In particular, energy growth rates as indicated by an appropriate power range in a selected test function lead to a balance between a harmonic differential form and a closed co-closed differential form. Research ideas and computational methods in this paper could provide an innovative way in the study of broadening Lq spaces to non-Lq spaces with a wide variety of infinite energy growth for a differential form.

Keywords: closed forms, co-closed forms, harmonic forms, L^q spaces, p-balanced growth, simple differential k-forms

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3589 Trajectory Tracking Control for Quadrotor Helicopter by Controlled Lagrangian Method

Authors: Ce Liu, Wei Huo

Abstract:

A nonlinear trajectory tracking controller for quadrotor helicopter based on controlled Lagrangian (CL) method is proposed in this paper. A Lagrangian system with virtual angles as generated coordinates rather than Euler angles is developed. Based on the model, the matching conditions presented by nonlinear partial differential equations are simplified and explicitly solved. Smooth tracking control laws and the range of control parameters are deduced based on the controlled energy of closed-loop system. Besides, a constraint condition for reference accelerations is deduced to identify the trackable reference trajectories by the proposed controller and to ensure the stability of the closed-loop system. The proposed method in this paper does not rely on the division of the quadrotor system, and the design of the control torques does not depend on the thrust as in backstepping or hierarchical control method. Simulations for a quadrotor model demonstrate the feasibility and efficiency of the theoretical results.

Keywords: quadrotor, trajectory tracking control, controlled lagrangians, underactuated system

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3588 Solution of Some Boundary Value Problems of the Generalized Theory of Thermo-Piezoelectricity

Authors: Manana Chumburidze

Abstract:

We have considered a non-classical model of dynamical problems for a conjugated system of differential equations arising in thermo-piezoelectricity, which was formulated by Toupin – Mindlin. The basic concepts and the general theory of solvability for isotropic homogeneous elastic media is considered. They are worked by using the methods the Laplace integral transform, potential method and singular integral equations. Approximate solutions of mixed boundary value problems for finite domain, bounded by the some closed surface are constructed. They are solved in explicitly by using the generalized Fourier's series method.

Keywords: thermo-piezoelectricity, boundary value problems, Fourier's series, isotropic homogeneous elastic media

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3587 Determination of the Minimum Time and the Optimal Trajectory of a Moving Robot Using Picard's Method

Authors: Abbes Lounis, Kahina Louadj, Mohamed Aidene

Abstract:

This paper presents an optimal control problem applied to a robot; the problem is to determine a command which makes it possible to reach a final state from a given initial state in record time. The approach followed to solve this optimization problem with constraints on the control starts by presenting the equations of motion of the dynamic system then by applying Pontryagin's maximum principle (PMP) to determine the optimal control, and Picard's successive approximation method combined with the shooting method to solve the resulting differential system.

Keywords: robotics, Pontryagin's Maximum Principle, PMP, Picard's method, shooting method, non-linear differential systems

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3586 Some Inequalities Related with Starlike Log-Harmonic Mappings

Authors: Melike Aydoğan, Dürdane Öztürk

Abstract:

Let H(D) be the linear space of all analytic functions defined on the open unit disc. A log-harmonic mappings is a solution of the nonlinear elliptic partial differential equation where w(z) ∈ H(D) is second dilatation such that |w(z)| < 1 for all z ∈ D. The aim of this paper is to define some inequalities of starlike logharmonic functions of order α(0 ≤ α ≤ 1).

Keywords: starlike log-harmonic functions, univalent functions, distortion theorem

Procedia PDF Downloads 488
3585 Simulation of 1D Dielectric Barrier Discharge in Argon Mixtures

Authors: Lucas Wilman Crispim, Patrícia Hallack, Maikel Ballester

Abstract:

This work aims at modeling electric discharges in gas mixtures. The mathematical model mimics the ignition process in a commercial spark-plug when a high voltage is applied to the plug terminals. A longitudinal unidimensional Cartesian domain is chosen for the simulation region. Energy and mass transfer are considered for a macroscopic fluid representation, while energy transfer in molecular collisions and chemical reactions are contemplated at microscopic level. The macroscopic model is represented by a set of uncoupled partial differential equations. Microscopic effects are studied within a discrete model for electronic and molecular collisions in the frame of ZDPlasKin, a plasma modeling numerical tool. The BOLSIG+ solver is employed in solving the electronic Boltzmann equation. An operator splitting technique is used to separate microscopic and macroscopic models. The simulation gas is a mixture of atomic Argon neutral, excited and ionized. Spatial and temporal evolution of such species and temperature are presented and discussed.

Keywords: CFD, electronic discharge, ignition, spark plug

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3584 Multisymplectic Geometry and Noether Symmetries for the Field Theories and the Relativistic Mechanics

Authors: H. Loumi-Fergane, A. Belaidi

Abstract:

The problem of symmetries in field theory has been analyzed using geometric frameworks, such as the multisymplectic models by using in particular the multivector field formalism. In this paper, we expand the vector fields associated to infinitesimal symmetries which give rise to invariant quantities as Noether currents for classical field theories and relativistic mechanic using the multisymplectic geometry where the Poincaré-Cartan form has thus been greatly simplified using the Second Order Partial Differential Equation (SOPDE) for multi-vector fields verifying Euler equations. These symmetries have been classified naturally according to the construction of the fiber bundle used.  In this work, unlike other works using the analytical method, our geometric model has allowed us firstly to distinguish the angular moments of the gauge field obtained during different transformations while these moments are gathered in a single expression and are obtained during a rotation in the Minkowsky space. Secondly, no conditions are imposed on the Lagrangian of the mechanics with respect to its dependence in time and in qi, the currents obtained naturally from the transformations are respectively the energy and the momentum of the system.

Keywords: conservation laws, field theories, multisymplectic geometry, relativistic mechanics

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3583 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

Procedia PDF Downloads 80
3582 Effects of Supplementary Cementitious Materials on Early Age Thermal Properties of Cement Paste

Authors: Maryam Ghareh Chaei, Masuzyo Chilwesa, Ali Akbarnezhad, Arnaud Castel, Redmond Lloyd, Stephen Foster

Abstract:

Cement hydration is an exothermic chemical reaction generally leading to a rise in concrete’s temperature. This internal heating of concrete may, in turn, lead to a temperature difference between the hotter interior and the cooler exterior of concrete and thus differential thermal stresses in early ages which could be particularly significant in mass concrete. Such differential thermal stresses result in early age thermal cracking of concrete when exceeding the concrete’s tensile strength. The extent of temperature rise and thus early age differential thermal stresses is generally a function of hydration heat intensity, thermal properties of concrete and size of the concrete element. Both hydration heat intensity and thermal properties of concrete may vary considerably with variations in the type cementitious materials and other constituents. With this in mind, partial replacement of cement with supplementary cementitious materials including fly ash and ground granulated blast furnace slag has been investigated widely as an effective strategy to moderate the heat generation rate and thus reduce the risk of early age thermal cracking of concrete. However, there is currently a lack of adequate literature on effect of partial replacement of cement with fly ash and/or ground granulated blast furnace slag on the thermal properties of concrete. This paper presents the results of an experimental conducted to evaluate the effect of addition of varying percentages of fly ash (up to 60%) and ground granulated blast furnace slag (up to 50%) on the heat capacity and thermal conductivity of early age cement paste. The water to cementitious materials ratio is kept 0.45 for all the paste samples. The results of the experimental studies were used in a numerical analysis performed using Comsol Multiphysics to highlight the effects of variations in the thermal properties of concrete, due to variations in the type of aggregate and content of supplemenraty cementitious materials, on the risk of early age cracking of a concrete raft.

Keywords: thermal diffusivity, early age thermal cracking, concrete, supplementary cementitious materials

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3581 Characterization and Modelling of Aerosol Droplet in Absorption Columns

Authors: Hammad Majeed, Hanna Knuutila, Magne Hillestad, Hallvard F. Svendsen

Abstract:

Formation of aerosols can cause serious complications in industrial exhaust gas CO2 capture processes. SO3 present in the flue gas can cause aerosol formation in an absorption based capture process. Small mist droplets and fog formed can normally not be removed in conventional demisting equipment because their submicron size allows the particles or droplets to follow the gas flow. As a consequence of this aerosol based emissions in the order of grams per Nm3 have been identified from PCCC plants. In absorption processes aerosols are generated by spontaneous condensation or desublimation processes in supersaturated gas phases. Undesired aerosol development may lead to amine emissions many times larger than what would be encountered in a mist free gas phase in PCCC development. It is thus of crucial importance to understand the formation and build-up of these aerosols in order to mitigate the problem. Rigorous modelling of aerosol dynamics leads to a system of partial differential equations. In order to understand mechanics of a particle entering an absorber an implementation of the model is created in Matlab. The model predicts the droplet size, the droplet internal variable profiles and the mass transfer fluxes as function of position in the absorber. The Matlab model is based on a subclass method of weighted residuals for boundary value problems named, orthogonal collocation method. The model comprises a set of mass transfer equations for transferring components and the essential diffusion reaction equations to describe the droplet internal profiles for all relevant constituents. Also included is heat transfer across the interface and inside the droplet. This paper presents results describing the basic simulation tool for the characterization of aerosols formed in CO2 absorption columns and gives examples as to how various entering droplets grow or shrink through an absorber and how their composition changes with respect to time. Below are given some preliminary simulation results for an aerosol droplet composition and temperature profiles.

Keywords: absorption columns, aerosol formation, amine emissions, internal droplet profiles, monoethanolamine (MEA), post combustion CO2 capture, simulation

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3580 Resolution and Experimental Validation of the Asymptotic Model of a Viscous Laminar Supersonic Flow around a Thin Airfoil

Authors: Eddegdag Nasser, Naamane Azzeddine, Radouani Mohammed, Ensam Meknes

Abstract:

In this study, we are interested in the asymptotic modeling of the two-dimensional stationary supersonic flow of a viscous compressible fluid around wing airfoil. The aim of this article is to solve the partial differential equations of the flow far from the leading edge and near the wall using the triple-deck technique is what brought again in precision according to the principle of least degeneration. In order to validate our theoretical model, these obtained results will be compared with the experimental results. The comparison of the results of our model with experimentation has shown that they are quantitatively acceptable compared to the obtained experimental results. The experimental study was conducted using the AF300 supersonic wind tunnel and a NACA Reduced airfoil model with two pressure Taps on extrados. In this experiment, we have considered the incident upstream supersonic Mach number over a dissymmetric NACA airfoil wing. The validation and the accuracy of the results support our model.

Keywords: supersonic, viscous, triple deck technique, asymptotic methods, AF300 supersonic wind tunnel, reduced airfoil model

Procedia PDF Downloads 188
3579 Starting Order Eight Method Accurately for the Solution of First Order Initial Value Problems of Ordinary Differential Equations

Authors: James Adewale, Joshua Sunday

Abstract:

In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

Procedia PDF Downloads 464
3578 Influence of Mass Flow Rate on Forced Convective Heat Transfer through a Nanofluid Filled Direct Absorption Solar Collector

Authors: Salma Parvin, M. A. Alim

Abstract:

The convective and radiative heat transfer performance and entropy generation on forced convection through a direct absorption solar collector (DASC) is investigated numerically. Four different fluids, including Cu-water nanofluid, Al2O3-waternanofluid, TiO2-waternanofluid, and pure water are used as the working fluid. Entropy production has been taken into account in addition to the collector efficiency and heat transfer enhancement. Penalty finite element method with Galerkin’s weighted residual technique is used to solve the governing non-linear partial differential equations. Numerical simulations are performed for the variation of mass flow rate. The outcomes are presented in the form of isotherms, average output temperature, the average Nusselt number, collector efficiency, average entropy generation, and Bejan number. The results present that the rate of heat transfer and collector efficiency enhance significantly for raising the values of m up to a certain range.

Keywords: DASC, forced convection, mass flow rate, nanofluid

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3577 Asymptotic Expansion of the Korteweg-de Vries-Burgers Equation

Authors: Jian-Jun Shu

Abstract:

It is common knowledge that many physical problems (such as non-linear shallow-water waves and wave motion in plasmas) can be described by the Korteweg-de Vries (KdV) equation, which possesses certain special solutions, known as solitary waves or solitons. As a marriage of the KdV equation and the classical Burgers (KdVB) equation, the Korteweg-de Vries-Burgers (KdVB) equation is a mathematical model of waves on shallow water surfaces in the presence of viscous dissipation. Asymptotic analysis is a method of describing limiting behavior and is a key tool for exploring the differential equations which arise in the mathematical modeling of real-world phenomena. By using variable transformations, the asymptotic expansion of the KdVB equation is presented in this paper. The asymptotic expansion may provide a good gauge on the validation of the corresponding numerical scheme.

Keywords: asymptotic expansion, differential equation, Korteweg-de Vries-Burgers (KdVB) equation, soliton

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3576 Effectiveness Factor for Non-Catalytic Gas-Solid Pyrolysis Reaction for Biomass Pellet Under Power Law Kinetics

Authors: Haseen Siddiqui, Sanjay M. Mahajani

Abstract:

Various important reactions in chemical and metallurgical industries fall in the category of gas-solid reactions. These reactions can be categorized as catalytic and non-catalytic gas-solid reactions. In gas-solid reaction systems, heat and mass transfer limitations put an appreciable influence on the rate of the reaction. The consequences can be unavoidable for overlooking such effects while collecting the reaction rate data for the design of the reactor. Pyrolysis reaction comes in this category that involves the production of gases due to the interaction of heat and solid substance. Pyrolysis is also an important step in the gasification process and therefore, the gasification reactivity majorly influenced by the pyrolysis process that produces the char, as a feed for the gasification process. Therefore, in the present study, a non-isothermal transient 1-D model is developed for a single biomass pellet to investigate the effect of heat and mass transfer limitations on the rate of pyrolysis reaction. The obtained set of partial differential equations are firstly discretized using the concept of ‘method of lines’ to obtain a set of ordinary differential equation with respect to time. These equations are solved, then, using MATLAB ode solver ode15s. The model is capable of incorporating structural changes, porosity variation, variation in various thermal properties and various pellet shapes. The model is used to analyze the effectiveness factor for different values of Lewis number and heat of reaction (G factor). Lewis number includes the effect of thermal conductivity of the solid pellet. Higher the Lewis number, the higher will be the thermal conductivity of the solid. The effectiveness factor was found to be decreasing with decreasing Lewis number due to the fact that smaller Lewis numbers retard the rate of heat transfer inside the pellet owing to a lower rate of pyrolysis reaction. G factor includes the effect of the heat of reaction. Since the pyrolysis reaction is endothermic in nature, the G factor takes negative values. The more the negative value higher will be endothermic nature of the pyrolysis reaction. The effectiveness factor was found to be decreasing with more negative values of the G factor. This behavior can be attributed to the fact that more negative value of G factor would result in more energy consumption by the reaction owing to a larger temperature gradient inside the pellet. Further, the analytical expressions are also derived for gas and solid concentrations and effectiveness factor for two limiting cases of the general model developed. The two limiting cases of the model are categorized as the homogeneous model and unreacted shrinking core model.

Keywords: effectiveness factor, G-factor, homogeneous model, lewis number, non-catalytic, shrinking core model

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3575 MHD Chemically Reacting Viscous Fluid Flow towards a Vertical Surface with Slip and Convective Boundary Conditions

Authors: Ibrahim Yakubu Seini, Oluwole Daniel Makinde

Abstract:

MHD chemically reacting viscous fluid flow towards a vertical surface with slip and convective boundary conditions has been conducted. The temperature and the chemical species concentration of the surface and the velocity of the external flow are assumed to vary linearly with the distance from the vertical surface. The governing differential equations are modeled and transformed into systems of ordinary differential equations, which are then solved numerically by a shooting method. The effects of various parameters on the heat and mass transfer characteristics are discussed. Graphical results are presented for the velocity, temperature, and concentration profiles whilst the skin-friction coefficient and the rate of heat and mass transfers near the surface are presented in tables and discussed. The results revealed that increasing the strength of the magnetic field increases the skin-friction coefficient and the rate of heat and mass transfers toward the surface. The velocity profiles are increased towards the surface due to the presence of the Lorenz force, which attracts the fluid particles near the surface. The rate of chemical reaction is seen to decrease the concentration boundary layer near the surface due to the destructive chemical reaction occurring near the surface.

Keywords: boundary layer, surface slip, MHD flow, chemical reaction, heat transfer, mass transfer

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3574 Numerical Wave Solutions for Nonlinear Coupled Equations Using Sinc-Collocation Method

Authors: Kamel Al-Khaled

Abstract:

In this paper, numerical solutions for the nonlinear coupled Korteweg-de Vries, (abbreviated as KdV) equations are calculated by Sinc-collocation method. This approach is based on a global collocation method using Sinc basis functions. First, discretizing time derivative of the KdV equations by a classic finite difference formula, while the space derivatives are approximated by a $\theta-$weighted scheme. Sinc functions are used to solve these two equations. Soliton solutions are constructed to show the nature of the solution. The numerical results are shown to demonstrate the efficiency of the newly proposed method.

Keywords: Nonlinear coupled KdV equations, Soliton solutions, Sinc-collocation method, Sinc functions

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3573 Differentiation of the Functional in an Optimization Problem for Coefficients of Elliptic Equations with Unbounded Nonlinearity

Authors: Aigul Manapova

Abstract:

We consider an optimal control problem in the higher coefficient of nonlinear equations with a divergent elliptic operator and unbounded nonlinearity, and the Dirichlet boundary condition. The conditions imposed on the coefficients of the state equation are assumed to hold only in a small neighborhood of the exact solution to the original problem. This assumption suggests that the state equation involves nonlinearities of unlimited growth and considerably expands the class of admissible functions as solutions of the state equation. We obtain formulas for the first partial derivatives of the objective functional with respect to the control functions. To calculate the gradients the numerical solutions of the state and adjoint problems are used. We also prove that the gradient of the cost function is Lipchitz continuous.

Keywords: cost functional, differentiability, divergent elliptic operator, optimal control, unbounded nonlinearity

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3572 Assessing Influence of End-Boundary Conditions on Stability and Second-Order Lateral Stiffness of Beam-Column Elements Embedded in Non-Homogeneous Soil

Authors: Carlos A. Vega-Posada, Jeisson Alejandro Higuita-Villa, Julio C. Saldarriaga-Molina

Abstract:

This paper presents a simplified analytical approach to conduct elastic stability and second-order lateral stiffness analyses of beam-column elements (i.e., piles) with generalized end-boundary conditions embedded on a homogeneous or non-homogeneous Pasternak foundation. The solution is derived using the well-known Differential Transformation Method (DTM), and it consists simply of solving a system of two linear algebraic equations. Using other conventional approaches to solve the governing differential equation of the proposed element can be cumbersome and the solution challenging to implement, especially when the non-homogeneity of the soil is considered. The proposed formulation includes the effects of i) any rotational or lateral transverse spring at the ends of the pile, ii) any external transverse load acting along the pile, iii) soil non-homogeneity, and iv) the second-parameter of the elastic foundation (i.e., shear layer connecting the springs at the top). A parametric study is conducted to investigate the effects of different modulus of subgrade reactions, degrees of non-homogeneities, and intermediate end-boundary conditions on the pile response. The same set of equations can be used to conduct both elastic stability and static analyses. Comprehensive examples are presented to show the simplicity and practicability of the proposed method.

Keywords: elastic stability, second-order lateral stiffness, soil-non-homogeneity, pile analysis

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3571 Normalized P-Laplacian: From Stochastic Game to Image Processing

Authors: Abderrahim Elmoataz

Abstract:

More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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3570 Performance Analysis of LINUX Operating System Connected in LAN Using Gumbel-Hougaard Family Copula Distribution

Authors: V. V. Singh

Abstract:

In this paper we have focused on the study of a Linux operating system connected in a LAN (local area network). We have considered two different topologies STAR topology (subsystem-1) and BUS topology (subsystem-2) which are placed at two different places and connected to a server through a hub. In both topologies BUS topology and STAR topology, we have assumed 'n' clients. The system has two types of failure partial failure and complete failure. Further the partial failure has been categorized as minor partial failure and major partial failure. It is assumed that minor partial failure degrades the subsystem and the major partial failure brings the subsystem to break down mode. The system can completely failed due to failure of server hacking and blocking etc. The system is studied by supplementary variable technique and Laplace transform by taking different types of failure and two types of repairs. The various measures of reliability like availability of system, MTTF, profit function for different parametric values has been discussed.

Keywords: star topology, bus topology, hacking, blocking, linux operating system, Gumbel-Hougaard family copula, supplementary variable

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3569 A Qualitative Description of the Dynamics in the Interactions between Three Populations: Pollinators, Plants, and Herbivores

Authors: Miriam Sosa-Díaz, Faustino Sánchez-Garduño

Abstract:

In population dynamics the study of both, the abundance and the spatial distribution of the populations in a given habitat, is a fundamental issue a From ecological point of view, the determination of the factors influencing such changes involves important problems. In this paper a mathematical model to describe the temporal dynamic and the spatiotemporal dynamic of the interaction of three populations (pollinators, plants and herbivores) is presented. The study we present is carried out by stages: 1. The temporal dynamics and 2. The spatio-temporal dynamics. In turn, each of these stages is developed by considering three cases which correspond to the dynamics of each type of interaction. For instance, for stage 1, we consider three ODE nonlinear systems describing the pollinator-plant, plant-herbivore and plant-pollinator-herbivore, interactions, respectively. In each of these systems different types of dynamical behaviors are reported. Namely, transcritical and pitchfork bifurcations, existence of a limit cycle, existence of a heteroclinic orbit, etc. For the spatiotemporal dynamics of the two mathematical models a novel factor are introduced. This consists in considering that both, the pollinators and the herbivores, move towards those places of the habitat where the plant population density is high. In mathematical terms, this means that the diffusive part of the pollinators and herbivores equations depend on the plant population density. The analysis of this part is presented by considering pairs of populations, i. e., the pollinator-plant and plant-herbivore interactions and at the end the two mathematical model is presented, these models consist of two coupled nonlinear partial differential equations of reaction-diffusion type. These are defined on a rectangular domain with the homogeneous Neumann boundary conditions. We focused in the role played by the density dependent diffusion term into the coexistence of the populations. For both, the temporal and spatio-temporal dynamics, a several of numerical simulations are included.

Keywords: bifurcation, heteroclinic orbits, steady state, traveling wave

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3568 Implementation of State-Space and Super-Element Techniques for the Modeling and Control of Smart Structures with Damping Characteristics

Authors: Nader Ghareeb, Rüdiger Schmidt

Abstract:

Minimizing the weight in flexible structures means reducing material and costs as well. However, these structures could become prone to vibrations. Attenuating these vibrations has become a pivotal engineering problem that shifted the focus of many research endeavors. One technique to do that is to design and implement an active control system. This system is mainly composed of a vibrating structure, a sensor to perceive the vibrations, an actuator to counteract the influence of disturbances, and finally a controller to generate the appropriate control signals. In this work, two different techniques are explored to create two different mathematical models of an active control system. The first model is a finite element model with a reduced number of nodes and it is called a super-element. The second model is in the form of state-space representation, i.e. a set of partial differential equations. The damping coefficients are calculated and incorporated into both models. The effectiveness of these models is demonstrated when the system is excited by its first natural frequency and an active control strategy is developed and implemented to attenuate the resulting vibrations. Results from both modeling techniques are presented and compared.

Keywords: damping coefficients, finite element analysis, super-element, state-space model

Procedia PDF Downloads 283