Search results for: Black-Scholes partial differential equations

Authors: A. Bentabet, A. Aydin, N. Fenineche

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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

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Authors: Engin Metin Kaplan, Kemal Yaman

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In this study, the crash of a medium heavy vehicle onto a designed Road blocker (vehicle barrier) is studied numerically. Structural integrity of the Road blocker is studied by nonlinear dynamic methods under the loading conditions which are defined in the standards. NASTRAN® and LS-DYNA® which are commercial software are used to solve the problem. Outer geometry determination, alignment of the inner part and material properties of the road blocker are studied linearly to yield design parameters. Best design parameters are determined to achieve the most structurally optimized road blocker. Strain and stress values of the vehicle barrier are obtained by solving the partial differential equations.

Keywords: vehicle barrier, truck collision, road blocker, crash analysis

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Authors: Ayda Nikkar, Roghayye Ahmadiasl

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In this letter, a new analytical method called homotopy perturbation method, which does not need small parameter in the equation is implemented for solving the nonlinear Whitham–Broer–Kaup (WBK) partial differential equation. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Comparison of the results with those of exact solution has led us to significant consequences. The results reveal that the HPM is very effective, convenient and quite accurate to systems of nonlinear equations. It is predicted that the HPM can be found widely applicable in engineering.

Keywords: homotopy perturbation method, Whitham–Broer–Kaup (WBK) equation, Modified Boussinesq, Approximate Long Wave

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Authors: Yuanhao Gao, Pin Lin, Kees Weijer

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In this paper, we will determine the external body force distribution with analysis of stokes fluid motion using mathematical modelling and numerical approaching. The body force distribution is regarded as the unknown variable and could be determined by the idea of optimal control theory. The Stokes flow motion and its velocity are generated by given forces in a unit square domain. A regularized objective functional is built to match the numerical result of flow velocity with the generated velocity data. So that the force distribution could be determined by minimizing the value of objective functional, which is also the difference between the numerical and experimental velocity. Then after utilizing the Lagrange multiplier method, some partial differential equations are formulated consisting the optimal control system to solve. Finite element method and conjugate gradient method are used to discretize equations and deduce the iterative expression of target body force to compute the velocity numerically and body force distribution. Programming environment FreeFEM++ supports the implementation of this model.

Keywords: optimal control model, Stokes equation, finite element method, conjugate gradient method

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Authors: Shubham Jaiswal

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During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: space fractional order linear/nonlinear reaction-advection diffusion equation, shifted Jacobi polynomials, operational matrix, collocation method, Caputo derivative

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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: Ntaganda J.M., Maniraguha J.D., Mukeshimana S., Harelimana D, Bizimungu T., Ruataganda E.

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This paper presents the design of Graphic User Interface (GUI) in Matlab as interaction tool between human and machine. The designed GUI can be used by medical doctors and other experts particularly the physiologists. Matlab packages and estimated parameters of the mathematical model of cardiovascular-respiratory system developed in Rwandan context are used in GUI. The ordinary differential equations (ODE’s) govern a mathematical model in designing GUI in Matlab and a window that sets model estimated parameters and the measured parameters by any user. For healthy subject, these measured parameters include heart rate, systolic blood and diastolic blood pressure, partial pressure of oxygen in arterial blood, partial pressure of carbon dioxide in arterial blood, concentration of bound and dissolved oxygen in the mixed venous blood entering the lungs, and concentration of bound and dissolved carbon dioxide in the mixed venous blood entering the lungs. The results of numerical test give a consistent appearance as empirically known results.

Keywords: Graphic User Interface, mathematical model, cardiovascur-respiratory system, walking physical activity, blood pressure, oxygen

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Authors: Malika El Kyal, Ahmed Machmoum

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We prove the superlinear convergence of asynchronous multi-splitting methods applied to differential equations. This study is based on the technique of nested sets. It permits to specify kind of the convergence in the asynchronous mode.The main characteristic of an asynchronous mode is that the local algorithm not have to wait at predetermined messages to become available. We allow some processors to communicate more frequently than others, and we allow the communication delays to be substantial and unpredictable. Note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: parallel methods, asynchronous mode, multisplitting, ODE

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Authors: Jiya Mohammed, Ibrahim Ismail Giwa

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Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.

Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow

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Authors: Ekaterina Artiukhina, Panagiotis Grammelis

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Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion and co-firing applications. In the course of torrefaction the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The non-stationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.

Keywords: torrefaction, biomass pellets, model, heat, mass transfer

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Authors: Bakur Gulua

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In this work, we consider some boundary value problems for the plate. The plate is the elastic material with voids. The state of plate equilibrium is described by the system of differential equations that is derived from three-dimensional equations of equilibrium of an elastic material with voids (Cowin-Nunziato model) by Vekua's reduction method. Its general solution is represented by means of analytic functions of a complex variable and solutions of Helmholtz equations. The problem is solved analytically by the method of the theory of functions of a complex variable.

Keywords: the elastic material with voids, boundary value problems, Vekua's reduction method, a complex variable

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Authors: Reza Mohammadi, Mahdieh Sahebi

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We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.

Keywords: fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points

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Authors: Souici Abdelaziz, Tehami Mohamed, Rahal Nacer, Said Mohamed Bekkouche, Berthet Jean-Fabien

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In this paper, the influence of the concrete slab creep on the initial deformability of a bent composite beam is modelled. This deformability depends on the rate of creep. This means the rise in value of the longitudinal strain ε c(x,t), the displacement D eflec(x,t) and the strain energy E(t). The variation of these three parameters can easily affect negatively the good appearance and the serviceability of the structure. Therefore, an analytical approach is designed to control the status of the deformability of the beam at the instant t. This approach is based on the Boltzmann’s superposition principle and very particularly on the irreversible law of deformation. For this, two conditions of compatibility and two other static equilibrium equations are adopted. The two first conditions are set according to the rheological equation of Dischinger. After having done a mathematical arrangement, we have reached a system of two differential equations whose integration allows to find the mathematical expression of each generalized internal force in terms of the ability of the concrete slab to creep.

Keywords: composite section, concrete, creep, deformation, differential equation, time

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Authors: Maryamosadat Ghasemi, Reza Amrollahi

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Plasma equilibrium geometry has a great influence on the confinement and magnetohydrodynamic stability in tokamaks. The poloidal field (PF) system of a tokamak should be able to support this plasma equilibrium geometry. In this work the prepared numerical code based on radial basis functions are presented and used to solve the Grad–Shafranov (GS) equation for the axisymmetric equilibrium of tokamak plasma. The radial basis functions (RBFs) which is a kind of numerical meshfree method (MFM) for solving partial differential equations (PDEs) has appeared in the last decade and is developing significantly in the last few years. This technique is applied in this study to obtain the equilibrium configuration for Alborz Tokamak. The behavior of numerical solution convergences show the validation of this calculations.

Keywords: equilibrium, grad–shafranov, radial basis functions, Alborz Tokamak

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Authors: Francys Souza, Alberto Ohashi, Dorival Leao

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

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

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Authors: Khairil Iskandar Othman, Nadhirah Kamal, Zarina Bibi Ibrahim

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Block methods for solving stiff systems of ordinary differential equations (ODEs) are based on backward differential formulas (BDF) with PE(CE)2 and Newton method. In this paper, we introduce Modified Newton as a new strategy to get more efficient result. The derivation of BBDF using modified block Newton method is presented. This new block method with predictor-corrector gives more accurate result when compared to the existing BBDF.

Keywords: modified Newton, stiff, BBDF, Jacobian matrix

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Authors: M. Shaban, A. Alibeigloo

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This paper studies free vibration behavior of single-walled carbon nanotubes (SWCNTs) embedded on elastic medium based on three-dimensional theory of elasticity. To accounting the size effect of carbon nanotubes, nonlocal theory is adopted to shell model. The nonlocal parameter is incorporated into all constitutive equations in three dimensions. The surrounding medium is modeled as two-parameter elastic foundation. By using Fourier series expansion in axial and circumferential direction, the set of coupled governing equations are reduced to the ordinary differential equations in thickness direction. Then, the state-space method as an efficient and accurate method is used to solve the resulting equations analytically. Comprehensive parametric studies are carried out to show the influences of the nonlocal parameter, radial and shear elastic stiffness, thickness-to-radius ratio and radius-to-length ratio.

Keywords: carbon nanotubes, embedded, nonlocal, free vibration

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Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino

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In this work, we model a coupled system where we explore the effects of steady and random behavior on a linear system like an extension of the classic Strogatz model. This is exemplified by modeling a couple love dynamics as a linear system of two coupled differential equations and studying its stability for four types of lovers chosen as CC='Cautious- Cautious', OO='Only other feelings', OP='Opposites' and RR='Romeo the Robot'. We explore the effects of, first, introducing saturation, and second, adding a random variation to one of the CC-type lover, which will shape his character by trying to model how its variability influences the dynamics between love and hate in couple in a long run relationship. This work could also be useful to model other kind of systems where interactions can be modeled as linear systems with external or internal random influence. We found the final results are not easy to predict and a strong dependence on initial conditions appear, which a signature of chaos.

Keywords: differential equations, dynamical systems, linear system, love dynamics

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Authors: Win Ko Ko, A. N. Temnov

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The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: nonlinear oscillations, two-layered liquid, instability region, hydrodynamic coefficients, resonance frequency

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Authors: Alexander Norbach

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The script in this paper describes the use of advanced simulation environment using electronic systems (Microcontroller, Operational Amplifiers, and FPGA). The simulation may be used for all dynamic systems with the diffusion and the ionisation behaviour also. By additionally required observer structure, the system works with parallel real-time simulation based on diffusion model and the state-space representation for other dynamics. The proposed deposited model may be used for electrodynamic effects, including ionising effects and eddy current distribution also. With the script and proposed method, it is possible to calculate the spatial distribution of the electromagnetic fields in real-time. For further purpose, the spatial temperature distribution may be used also. With upon system, the uncertainties, unknown initial states and disturbances may be determined. This provides the estimation of the more precise system states for the required system, and additionally, the estimation of the ionising disturbances that occur due to radiation effects. The results have shown that a system can be also developed and adopted specifically for space systems with the real-time calculation of the radiation effects only. Electronic systems can take damage caused by impacts with charged particle flux in space or radiation environment. In order to be able to react to these processes, it must be calculated within a shorter time that ionising radiation and dose is present. All available sensors shall be used to observe the spatial distributions. By measured value of size and known location of the sensors, the entire distribution can be calculated retroactively or more accurately. With the formation, the type of ionisation and the direct effect to the systems and thus possible prevent processes can be activated up to the shutdown. The results show possibilities to perform more qualitative and faster simulations independent of kind of systems space-systems and radiation environment also. The paper gives additionally an overview of the diffusion effects and their mechanisms. For the modelling and derivation of equations, the extended current equation is used. The size K represents the proposed charge density drifting vector. The extended diffusion equation was derived and shows the quantising character and has similar law like the Klein-Gordon equation. These kinds of PDE's (Partial Differential Equations) are analytically solvable by giving initial distribution conditions (Cauchy problem) and boundary conditions (Dirichlet boundary condition). For a simpler structure, a transfer function for B- and E- fields was analytically calculated. With known discretised responses g₁(k·Ts) and g₂(k·Ts), the electric current or voltage may be calculated using a convolution; g₁ is the direct function and g₂ is a recursive function. The analytical results are good enough for calculation of fields with diffusion effects. Within the scope of this work, a proposed model of the consideration of the electromagnetic diffusion effects of arbitrary current 'waveforms' has been developed. The advantage of the proposed calculation of diffusion is the real-time capability, which is not really possible with the FEM programs available today. It makes sense in the further course of research to use these methods and to investigate them thoroughly.

Keywords: advanced observer, electrodynamics, systems, diffusion, partial differential equations, solver

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Authors: Haowen Xi

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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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Authors: Selahattin Gultekin

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Today, in engineering departments, mathematics courses such as calculus, linear algebra and differential equations are generally taught by mathematicians. Therefore, during mathematicians’ classroom teaching there are few or no applications of the concepts to real world problems at all. Most of the times, students do not know whether the concepts or rules taught in these courses will be used extensively in their majors or not. This situation holds true of for all engineering and science disciplines. The general trend toward these mathematic courses is not good. The real-life application of mathematics will be appreciated by students when mathematical modeling of real-world problems are tackled. So, students do not like abstract mathematics, rather they prefer a solid application of the concepts to our daily life problems. The author highly recommends that mathematical modeling is to be taught starting in high schools all over the world In this paper, some mathematical concepts such as limit, derivative, integral, Taylor Series, differential equations and mean-value-theorem are chosen and their applications with graphical representations to real problems are emphasized.

Keywords: applied mathematics, engineering mathematics, mathematical concepts, mathematical modeling

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Authors: Mohammadreza Akbari, Leila Abdollahpour, Sara Akbari, Pooya Soleimani

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Transferring thermo at the field of solid materials for instance tube-shaped structures, causing dynamical vibration at them. Majority of thermal and fluid processes are done engineering science at solid materials, for example, thermo-transferred pipes, fluids, chemical and nuclear reactors, include thermal processes, so, they need to consider the moment solid-fundamental structural strength unto these thermal interactions. Fluid and thermo retentive materials in front of external force to it like thermodynamical force, hydrodynamical force and static force continuously according to a function of time vibrated, and this action causes relative displacement of the structural materials elements, as a result, the moment resistance analysis preservation materials in thermal processes, the most important parameters for design are discussed. Including structural substrate holder temperature and fluid of the administrative and industrial center, is a cylindrical tube that for vibration analysis of cylindrical cells with heat and fluid transfer requires the use of vibration differential equations governing the structure of a tubular and thermal differential equations as the vibrating motive force at double-glazed cylinders.

Keywords: heat transfer, elements in cylindrical coordinates, analytical solving the governing equations, structural vibration

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Authors: Hla Hla Khaing, Yit Jian Liang, Nant Nyein Moe Htay, Jiang Fan

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Partial shadowing is one of the problems that are always faced in terrestrial applications of solar photovoltaic (PV). The effects of partial shadow on the energy yield of conventional mono-crystalline and multi-crystalline PV modules have been researched for a long time. With deployment of new thin-film solar PV modules in the market, it is important to understand the performance of new PV modules operating under the partial shadow in the tropical zone. This paper addresses the impacts of different partial shadowing on the operating characteristics of four different types of solar PV modules that include multi-crystalline, amorphous thin-film, CdTe thin-film and CIGS thin-film PV modules.

Keywords: partial shade, CdTe, CIGS, multi-crystalline (mc-Si), amorphous silicon (a-Si), bypass diode

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Authors: Hemant Kumar Pathak

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In 1994, Matthews (S.G. Matthews, Partial metric topology, in: Proc. 8th Summer Conference on General Topology and Applications, in: Ann. New York Acad. Sci., vol. 728, 1994, pp. 183-197) introduced the concept of a partial metric as a part of the study of denotational semantics of data flow networks. He gave a modified version of the Banach contraction principle, more suitable in this context. In fact, (complete) partial metric spaces constitute a suitable framework to model several distinguished examples of the theory of computation and also to model metric spaces via domain theory. In this paper, we introduce the concept of almost partial Hausdorff metric. We prove a fixed point theorem for multi-valued mappings on partial metric space using the concept of almost partial Hausdorff metric and prove an analogous to the well-known Nadler’s fixed point theorem. In the sequel, we derive a homotopy result as an application of our main result.

Keywords: fixed point, partial metric space, homotopy, physical sciences

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Authors: S. S. Abas, Y. M. Yatim

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In this paper the unsteady, slender, symmetric dry patch in an infinitely wide and thin liquid film of Newtonian fluid draining under gravity down an inclined plane in the presence of strong surface-tension effect is considered. A similarity transformation, named a travelling-wave similarity solution is used to reduce the governing partial differential equation into the ordinary differential equation which is then solved numerically using a shooting method. The introduction of surface-tension effect on the flow leads to a fourth-order ordinary differential equation. The solution obtained predicts that the dry patch has a quartic shape and the free surface has a capillary ridge near the contact line which decays in an oscillatory manner far from it.

Keywords: dry patch, Newtonian fluid, similarity solution, surface-tension effect, travelling-wave, unsteady thin-film flow

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Authors: D. S. Palimkar

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The FRIGDI (functional random integrodifferential inclusion) seems to be new and includes several known random differential inclusions already studied in the literature as special cases have been discussed in the literature for various aspects of the solutions. In this paper, we prove the existence result for FIGDI under the non-convex case of multi-valued function involved in it.Using random fixed point theorem of B. C. Dhage and caratheodory condition. This result is new to the theory of differential inclusion.

Keywords: caratheodory condition, random differential inclusion, random solution, integro-differential inclusion

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Authors: Mustafa Taskin, Ozgur Demir, M. Mert Serveren

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The precise study of the impact of underwater explosions on structures is of great importance in the design and engineering calculations of floating structures, especially those used for military purposes, as well as power generation facilities such as offshore platforms that can become a target in case of war. Considering that ship and submarine structures are mostly curved surfaces, it is extremely important and interesting to examine the destructive effects of underwater explosions on curvilinear surfaces. In this study, geometric nonlinear dynamic analysis of cylindrical composite sandwich shells subjected to instantaneous pressure load is performed. The instantaneous pressure load is defined as an underwater explosion and the effects of the liquid medium are taken into account. There are equations in the literature for pressure due to underwater explosions, but these equations have been obtained for flat plates. For this reason, the instantaneous pressure load equations are arranged to be suitable for curvilinear structures before proceeding with the analyses. Fluid-solid interaction is defined by using Taylor's Plate Theory. The lower and upper layers of the cylindrical composite sandwich shell are modeled as composite laminate and the middle layer consists of soft core. The geometric nonlinear dynamic equations of the shell are obtained by Hamilton's principle, taken into account the von Kàrmàn theory of large displacements. Then, time dependent geometric nonlinear equations of motion are solved with the help of generalized differential quadrature method (GDQM) and dynamic behavior of cylindrical composite sandwich shells exposed to underwater explosion is investigated. An algorithm that can work parametrically for the solution has been developed within the scope of the study.

Keywords: cylindrical composite sandwich shells, generalized differential quadrature method, geometric nonlinear dynamic analysis, underwater explosion

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Authors: Evln Ranga Charyulu, S. P. Venu Madhavarao, S. Udaya kumar, S. V. S. S. N. V. G. Krishna Murthy

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With the advent of new nanometer process technologies, it is possible to integrate billion transistors on a single substrate. When more and more functionality included there is the possibility of multi-million transistors switching simultaneously consuming more power and dissipating more power along with more leakage of current into the substrate of porous silicon or germanium material. These results in substrate heating and thermal noise generation coupled to signals of interest. The heating process is represented by coupled nonlinear partial differential equations in porous silicon and germanium. By identifying heat sources and heat fluxes may results in designing of ultra-low power circuits. The PDEs are solved by finite difference scheme assuming that boundary layer equations in porous silicon and germanium. Local heat fluxes along the vertical isothermal surface immersed in porous SI/Ge are considered. The parameters considered for optimization are thermal diffusivity, thermal expansion coefficient, thermal diffusion ratio, permeability, specific heat at constant temperatures, Rayleigh number, amplitude of wavy surface, mass expansion coefficient. The diffusion of heat was caused by the concentration gradient. Thermal physical properties are homogeneous and isotropic. By using L8, TAGUCHI method the parameters are optimized.

Keywords: heat transfer, pde, taguchi optimization, SI/Ge

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Authors: Sachin Kumar

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Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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