Search results for: Chapman Kolmogorov forward differential equations

Authors: Mounir Belattar

Abstract:

In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

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The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: control, limits cycle, robot, stability

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Authors: Pranjal Srivastava, Piyali Sengupta

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The performance of marine drilling risers is crucial in the offshore oil and gas industry to ensure safe drilling operation with minimum downtime. Experimental investigations on marine drilling risers are limited in the literature owing to the expensive and exhaustive test setup required to replicate the realistic riser model and ocean environment in the laboratory. Therefore, this study presents an analytical model of marine drilling riser for determining its fragility under ocean environmental loading. In this study, the marine drilling riser is idealized as a continuous beam having a concentric circular cross-section. Hydrodynamic loading acting on the marine drilling riser is determined by Morison’s equations. By considering the equilibrium of forces on the marine drilling riser for the connected and normal drilling conditions, the governing partial differential equations in terms of independent variables z (depth) and t (time) are derived. Subsequently, the Runge Kutta method and Finite Difference Method are employed for solving the partial differential equations arising from the analytical model. The proposed analytical approach is successfully validated with respect to the experimental results from the literature. From the dynamic analysis results of the proposed analytical approach, the critical design parameters peak displacements, upper and lower flex joint rotations and von Mises stresses of marine drilling risers are determined. An extensive parametric study is conducted to explore the effects of top tension, drilling depth, ocean current speed and platform drift on the critical design parameters of the marine drilling riser. Thereafter, incremental dynamic analysis is performed to derive the fragility functions of shallow water and deep-water marine drilling risers under ocean environmental loading. The proposed methodology can also be adopted for downtime estimation of marine drilling risers incorporating the ranges of uncertainties associated with the ocean environment, especially at deep and ultra-deepwater.

Keywords: drilling riser, marine, analytical model, fragility

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Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

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The physics-informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on a strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary conditions to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of the Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful in studying various optical phenomena.

Keywords: deep learning, optical soliton, physics informed neural network, partial differential equation

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Authors: Eda Gök

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Peridynamics is a new modeling concept of non-local interactions for solid structures. The formulations of Peridynamic (PD) theory are based on integral equations rather than differential equations. Through, undefined equations of associated problems are avoided. PD theory might be defined as continuum version of molecular dynamics. The medium is usually modeled with mass particles bonded together. Particles interact with each other directly across finite distances through central forces named as bonds. The main assumption of this theory is that the body is composed of material points which interact with other material points within a finite distance. Although, PD theory developed for discontinuities, it gives good results for structures which have no discontinuities. In this paper, displacement control of the isotropic plate under the effect of tensile and bending loading has been investigated by means of PD theory. A MATLAB code is generated to create PD bonds and corresponding surface correction factors. Using generated MATLAB code the geometry of the specimen is generated, and the code is implemented in Finite Element Software. The results obtained from non-local continuum theory are compared with the Finite Element Analysis results and analytical solution. The results show good agreement.

Keywords: non-local continuum mechanics, peridynamic theory, solid structures, tensile loading, flexural loading

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Authors: Zhanar Imanova

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Masses of real celestial bodies change anisotropically and reactive forces appear, and they need to be taken into account in the study of these bodies' dynamics. We studied the two-planet problem of three bodies with variable masses in the presence of reactive forces and obtained the equations of perturbed motion in Newton’s form equations. The motion equations in the orbital coordinate system, unlike the Lagrange equation, are convenient for taking into account the reactive forces. The perturbing force is expanded in terms of osculating elements. The expansion of perturbing functions is a time-consuming analytical calculation and results in very cumber some analytical expressions. In the considered problem, we obtained expansions of perturbing functions by small parameters up to and including the second degree. In the non resonant case, we obtained evolution equations in the Newton equation form. All symbolic calculations were done in Wolfram Mathematica.

Keywords: two-planet, three-body problem, variable mass, evolutionary equations

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Authors: Hansoo Kim, Seunghak Shin

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The differential column shortening in tall buildings can be reduced by improving material and structural characteristics of the structural systems. This paper proposes structural methods to reduce differential column shortening in reinforced concrete tall buildings; connecting columns with rigidly jointed horizontal members, using outriggers, and placing additional reinforcement at the columns. The rigidly connected horizontal members including outriggers reduce the differential shortening between adjacent vertical members. The axial stiffness of columns with greater shortening can be effectively increased by placing additional reinforcement at the columns, thus the differential column shortening can be reduced in the design stage. The optimum distribution of additional reinforcement can be determined by applying a gradient based optimization technique.

Keywords: column shortening, long-term behavior, optimization, tall building

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Authors: Matevž Breška, Iztok Peruš, Vlado Stankovski

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Systematic overview of existing Ground Motion Prediction Equations (GMPEs) has been published by Douglas. The number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration (PGA) the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database, peak ground acceleration

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Authors: Raphael de Oliveira Garcia, Samuel Rocha de Oliveira

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

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

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Authors: Davide Forcellini, James Marshal Kelly

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Seismic isolation using multi-layer elastomeric isolators has been used in the United States for more than 20 years. Although isolation bearings normally have a large factor of safety against buckling due to low shear stiffness, this phenomenon has been widely studied. In particular, the linearly elastic theory adopted to study this phenomenon is relatively accurate and adequate for most design purposes. Unfortunately it cannot consider the large deformation response of a bearing when buckling occurs and the unresolved behaviour of the stability of the post-buckled state. The study conducted in this paper may be viewed as a development of the linear theory of multi-layered elastomeric bearing, simply replacing the differential equations by algebraic equations, showing how it is possible to evaluate the post-buckling behaviour and the interactions at large deformations.

Keywords: multi-layer elastomeric isolators, large deformation, compressive load, tensile load, post-buckling behaviour

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Authors: Nurul Bin Ibrahim

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Advancements in neural networks have offered valuable insights into Fluid Dynamics, notably in addressing turbulence-related challenges. In this research, we introduce multiple applications of models of neural networks, namely Feed-Forward and Recurrent Neural Networks, to explore the relationship between jet formations and stratified turbulence within stochastically excited Boussinesq systems. Using machine learning tools like TensorFlow and PyTorch, the study has created models that effectively mimic and show the underlying features of the complex patterns of jet formation and stratified turbulence. These models do more than just help us understand these patterns; they also offer a faster way to solve problems in stochastic systems, improving upon traditional numerical techniques to solve stochastic differential equations such as the Euler-Maruyama method. In addition, the research includes a thorough comparison with the Statistical State Dynamics (SSD) approach, which is a well-established method for studying chaotic systems. This comparison helps evaluate how well neural networks can help us understand the complex relationship between jet formations and stratified turbulence. The results of this study underscore the potential of neural networks in computational physics and fluid dynamics, opening up new possibilities for more efficient and accurate simulations in these fields.

Keywords: neural networks, machine learning, computational fluid dynamics, stochastic systems, simulation, stratified turbulence

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Authors: Zahid Ullah, Atlas Khan

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The presented research is dedicated to an extensive examination of the regularity properties associated with a specific class of equations, namely extremely degenerate elliptic equations. This study holds significance in unraveling the complexities inherent in these equations and understanding the smoothness of their solutions. The focus is on analyzing the regularity of results, aiming to contribute to the broader field of mathematical theory. By delving into the intricacies of extremely degenerate elliptic equations, the research seeks to advance our understanding beyond conventional analyses, addressing challenges posed by degeneracy and pushing the boundaries of classical analytical methods. The motivation for this exploration lies in the practical applicability of mathematical models, particularly in real-world scenarios where physical phenomena exhibit characteristics that challenge traditional mathematical modeling. The research aspires to fill gaps in the current understanding of regularity properties within solutions to extremely degenerate elliptic equations, ultimately contributing to both theoretical foundations and practical applications in diverse scientific fields.

Keywords: investigating smoothness, extremely degenerate elliptic equations, regularity properties, mathematical analysis, complexity solutions

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Authors: S. O. Oyamakin, A. U. Chukwu

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Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

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Authors: Anyeres N. Atehortua Jimenez, J. David Lambraño, Juan Carlos Muñoz

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Navier-Stokes equations (NSE), which describe the dynamics of a fluid, have an important application on modeling waves used for data inversion techniques as full waveform inversion (FWI). In this work a linearized version of NSE and its variables, neglecting deviatoric terms of stress tensor, is presented. In order to get a theoretical modeling of pressure p(x,t) and wave velocity profile c(x,t), a wave equation of visco-acoustic medium (VAE) is written. A change of variables p(x,t)=q(x,t)h(ρ), is made on the equation for the VAE leading to a well known Klein-Gordon equation (KGE) describing waves propagating in variable density medium (ρ) with dispersive term α^2(x). KGE is reduced to a Poisson equation and solved by proposing a specific function for α^2(x) accounting for the energy dissipation and dispersion. Finally, an integral form solution is derived for p(x,t), c(x,t) and kinematics variables like particle velocity v(x,t), displacement u(x,t) and bulk modulus function k_b(x,t). Further, it is compared this visco-acoustic formulation with another form broadly used in the geophysics; it is argued that this formalism is more general and, given its integral form, it may offer several advantages from the modern parallel computing point of view. Applications to minimize the errors in modeling for FWI applied to oils resources in geophysics are discussed.

Keywords: Navier-Stokes equations, modeling, visco-acoustic, inversion FWI

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Authors: Kayode Oshinubi, Brice Kammegne, Jacques Demongeot

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The use of mathematical tools like Partial Differential Equations and Ordinary Differential Equations have become very important to predict the evolution of a viral disease in a population in order to take preventive and curative measures. In December 2019, a novel variety of Coronavirus (SARS-CoV-2) was identified in Wuhan, Hubei Province, China causing a severe and potentially fatal respiratory syndrome, i.e., COVID-19. Since then, it has become a pandemic declared by World Health Organization (WHO) on March 11, 2020 which has spread around the globe. A reaction-diffusion system is a mathematical model that describes the evolution of a phenomenon subjected to two processes: a reaction process in which different substances are transformed, and a diffusion process that causes a distribution in space. This article provides a mathematical study of the Susceptible, Exposed, Infected, Recovered, and Vaccinated population model of the COVID-19 pandemic by the bias of reaction-diffusion equations. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined using the Lyapunov function are considered and the endemic equilibrium point exists and is stable if it satisfies Routh–Hurwitz criteria. Also, adequate conditions for the existence and uniqueness of the solution of the model have been proved. We showed the spatial distribution of the model compartments when the basic reproduction rate $\mathcal{R}_0 < 1$ and $\mathcal{R}_0 > 1$ and sensitivity analysis is performed in order to determine the most sensitive parameters in the proposed model. We demonstrate the model's effectiveness by performing numerical simulations. We investigate the impact of vaccination and the significance of spatial distribution parameters in the spread of COVID-19. The findings indicate that reducing contact with an infected person and increasing the proportion of susceptible people who receive high-efficacy vaccination will lessen the burden of COVID-19 in the population. To the public health policymakers, we offered a better understanding of the COVID-19 management.

Keywords: COVID-19, SEIRV epidemic model, reaction-diffusion equation, basic reproduction number, vaccination, spatial distribution

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Authors: Prerana Sharma

Abstract:

Effect of relativistic nonlinearity on stimulated Raman scattering of the propagating laser beam carrying null intensity in center (hollow Gaussian beam) by excited plasma wave are studied in a collisionless plasma. The construction of the equations is done employing the fluid theory which is developed with partial differential equation and Maxwell’s equations. The analysis is done using eikonal method. The phenonmenon of Stimulated Raman scattering is shown along with the excitation of seed plasma wave. The power of plasma wave and back reflectivity is observed for higher order of hollow Gaussian beam. Back reflectivity is studied numerically for various orders of HGLB with different value of plasma density, laser power and beam radius. Numerical analysis shows that these parameters play vital role on reflectivity characteristics.

Keywords: Hollow Gaussian beam, relativistic nonlinearity, plasma physics, Raman scattering

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Authors: I. Algul, G. Akgun, H. Kurtaran

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Dynamic analysis of composite doubly curved panels with variable thickness subjected to different pulse types using Generalized Differential Quadrature method (GDQ) is presented in this study. Panels with variable thickness are used in the construction of aerospace and marine industry. Giving variable thickness to panels can allow the designer to get optimum structural efficiency. For this reason, estimating the response of variable thickness panels is very important to design more reliable structures under dynamic loads. Dynamic equations for composite panels with variable thickness are obtained using virtual work principle. Partial derivatives in the equation of motion are expressed with GDQ and Newmark average acceleration scheme is used for temporal discretization. Several examples are used to highlight the effectiveness of the proposed method. Results are compared with finite element method. Effects of taper ratios, boundary conditions and loading type on the response of composite panel are investigated.

Keywords: differential quadrature method, doubly curved panels, laminated composite materials, small displacement

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Authors: Benniche Omar

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We are concerned with abstract fully nonlinear differential equations having the form y’(t)=Ay(t)+f(t,y(t)) where A is an m—dissipative operator (possibly multi—valued) defined on a subset D(A) of a Banach space X with values in X and f is a given function defined on I×X with values in X. We consider a graph K in I×X. We recall that K is said to be viable with respect to the above abstract differential equation if for each initial data in K there exists at least one trajectory starting from that initial data and remaining in K at least for a short time. The viability problem has been studied by many authors by using various techniques and frames. If K is closed, it is shown that a tangency condition, which is mainly linked to the dynamic, is crucial for viability. In the case when X is infinite dimensional, compactness and convexity assumptions are needed. In this paper, we are concerned with the notion of near viability for a given graph K with respect to y’(t)=Ay(t)+f(t,y(t)). Roughly speaking, the graph K is said to be near viable with respect to y’(t)=Ay(t)+f(t,y(t)), if for each initial data in K there exists at least one trajectory remaining arbitrary close to K at least for short time. It is interesting to note that the near viability is equivalent to an appropriate tangency condition under mild assumptions on the dynamic. Adding natural convexity and compactness assumptions on the dynamic, we may recover the (exact) viability. Here we investigate near viability for a graph K in I×X with respect to y’(t)=Ay(t)+f(t,y(t)) where A and f are as above. We emphasis that the t—dependence on the perturbation f leads us to introduce a new tangency concept. In the base of a tangency conditions expressed in terms of that tangency concept, we formulate criteria for K to be near viable with respect to y’(t)=Ay(t)+f(t,y(t)). As application, an abstract null—controllability theorem is given.

Keywords: abstract differential equation, graph, tangency condition, viability

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.

Keywords: dynamic analysis, high frequency, integration method, overshoot, weak instability

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Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams

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A one-directional dynamic model of a Stewart Platform was developed to assist NASA in analyzing the dynamic response in spacecraft docking operations. A simplified mechanical drawing was created, capturing the physical structure's main features. A simplified schematic diagram was developed into a lumped mass model from the mechanical drawing. Three differential equations were derived according to the schematic diagram. A Simulink diagram was created using MATLAB to represent the three equations. System parameters, including spring constants and masses, are derived in detail from the physical system. The model can be used for further analysis via computer simulation in predicting dynamic response in its main docking direction, i.e., up-and-down motion.

Keywords: stewart platform, docking operation, spacecraft, spring constant

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Authors: Hamioud Saida, Khalfallah Salah

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

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

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Authors: G. Baraneedaran, Deepak Singh, Kollipara Tejesh

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The wireless sensors network has been an active research area over the y-ear passed. Due to the limited energy and communication ability of sensor nodes, it seems especially important to design a routing protocol for WSNs so that sensing data can be transmitted to the receiver effectively, an energy-balanced routing method based on forward-aware factor (FAF-EBRM) is proposed in this paper. In FAF-EBRM, the next-hop node is selected according to the awareness of link weight and forward energy density. A spontaneous reconstruction mechanism for Local topology is designed additionally. In this experiment, FAF-EBRM is compared with LEACH and EECU, experimental results show that FAF-EBRM outperforms LEACH and EECU, which balances the energy consumption, prolongs the function lifetime and guarantees high Qos of WSN.

Keywords: energy balance, forward-aware factor (FAF), forward energy density, link weight, network performance

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Authors: Melusi Khumalo, Anastacia Dlamini

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In this paper, we consider a numerical solution for nonlinear Fredholm integral equations of the second kind. We work with uniform mesh and use the Lagrange polynomials together with the Galerkin finite element method, where the weight function is chosen in such a way that it takes the form of the approximate solution but with arbitrary coefficients. We implement the finite element method to the nonlinear Fredholm integral equations of the second kind. We consider the error analysis of the method. Furthermore, we look at a specific example to illustrate the implementation of the finite element method.

Keywords: finite element method, Galerkin approach, Fredholm integral equations, nonlinear integral equations

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Authors: Esmaeil Bahmyari

Abstract:

The natural frequency analysis of the functionally graded (FG) rotating cylindrical shells subjected to thermal loads is studied based on the three-dimensional elasticity theory. The temperature-dependent assumption of the material properties is graded in the thickness direction, which varies based on the simple power law distribution. The governing equations and the appropriate boundary conditions, which include the effects of initial thermal stresses, are derived employing Hamilton’s principle. The initial thermo-mechanical stresses are obtained by the thermo-elastic equilibrium equation’s solution. As an efficient and accurate numerical tool, the differential quadrature method (DQM) is adopted to solve the thermo-elastic equilibrium equations, free vibration equations and natural frequencies are obtained. The high accuracy of the method is demonstrated by comparison studies with those existing solutions in the literature. Ultimately, the parametric studies are performed to demonstrate the effects of boundary conditions, temperature rise, material graded index, the thickness-to-length and the aspect ratios for the rotating cylindrical shells on the natural frequency.

Keywords: free vibration, DQM, elasticity theory, FG shell, rotating cylindrical shell

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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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Authors: Archit Yajnik, Rustam Ali

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In this paper, numerical method based on discrete GHM multiwavelets is presented for solving the Fredholm integral equations of second kind. There is hardly any article available in the literature in which the integral equations are numerically solved using discrete GHM multiwavelet. A number of examples are demonstrated to justify the applicability of the method. In GHM multiwavelets, the values of scaling and wavelet functions are calculated only at t = 0, 0.5 and 1. The numerical solution obtained by the present approach is compared with the traditional Quadrature method. It is observed that the present approach is more accurate and computationally efficient as compared to quadrature method.

Keywords: GHM multiwavelet, fredholm integral equations, quadrature method, function approximation

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Tayeb Bensattalah, Mohamed Zidour, Mohamed Ait Amar Meziane, Tahar Hassaine Daouadji, Abdelouahed Tounsi

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In this paper, the Differential Transform Method (DTM) is employed to predict and to analysis the non-local critical buckling loads of carbon nanotubes with various end conditions and the non-local Timoshenko beam described by single differential equation. The equation differential of buckling of the nanobeams is derived via a non-local theory and the solution for non-local critical buckling loads is finding by the DTM. The DTM is introduced briefly. It can easily be applied to linear or nonlinear problems and it reduces the size of computational work. Influence of boundary conditions, the chirality of carbon nanotube and aspect ratio on non-local critical buckling loads are studied and discussed. Effects of nonlocal parameter, ratios L/d, the chirality of single-walled carbon nanotube, as well as the boundary conditions on buckling of CNT are investigated.

Keywords: boundary conditions, buckling, non-local, differential transform method

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

Abstract:

This paper analyzes a single point rough collision in three dimensional rigid-multibody systems. A set of nonlinear different equations describing the progress and outcome of the impact are obtained. Specifically in case of the tangential, referred to as sliding, component of impact velocity is of great importance. Numerical methods are used to solve this problem. In this work, all these possible sliding behaviors during impact are identified, conditions leading to each behavior are specified, and an appropriate numerical procedure is suggested. A case of a four-degrees-of-freedom spatial robot that collides with its environment is investigated. The phase portrait of the tangential velocity, which presents the flow trajectories for different initial conditions, is calculated. Using the coefficient of friction as a control parameter, few phase portraits are drawn, each for a specific value of this coefficient. In addition, the bifurcation associated with the variation of this coefficient will be investigated.

Keywords: friction impact, three-dimensional rigid multibody systems, sliding velocity, nonlinear ordinary differential equations, phase portrait

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Authors: M. A. Sohaly, M. A. Elfouly

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Parkinson's disease (PD) is a heterogeneous movement disorder that often appears in the elderly. PD is induced by a loss of dopamine secretion. Some drugs increase the secretion of dopamine. In this paper, we will simply study the stability of PD models as a nonlinear delay differential equation. After a period of taking drugs, these act as positive feedback and increase the tremors of patients, and then, the differential equation has positive coefficients and the system is unstable under these conditions. We will present a set of suggested modifications to make the system more compatible with the biodynamic system. When giving a set of numerical examples, this research paper is concerned with the mathematical analysis, and no clinical data have been used.

Keywords: Parkinson's disease, stability, simulation, two delay differential equation

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