Search results for: Jacobi elliptic function

Authors: Zahid Ullah, Atlas Khan

Abstract:

This research endeavors to explore the regularity properties associated with a specific class of equations, namely extremely degenerate elliptic equations. These equations hold significance in understanding complex physical systems like porous media flow, with applications spanning various branches of mathematics. The focus is on unraveling and analyzing regularity results to gain insights into the smoothness of solutions for these highly degenerate equations. Elliptic equations, fundamental in expressing and understanding diverse physical phenomena through partial differential equations (PDEs), are particularly adept at modeling steady-state and equilibrium behaviors. However, within the realm of elliptic equations, the subset of extremely degenerate cases presents a level of complexity that challenges traditional analytical methods, necessitating a deeper exploration of mathematical theory. While elliptic equations are celebrated for their versatility in capturing smooth and continuous behaviors across different disciplines, the introduction of degeneracy adds a layer of intricacy. Extremely degenerate elliptic equations are characterized by coefficients approaching singular behavior, posing non-trivial challenges in establishing classical solutions. Still, the exploration of extremely degenerate cases remains uncharted territory, requiring a profound understanding of mathematical structures and their implications. The motivation behind this research lies in addressing gaps in the current understanding of regularity properties within solutions to extremely degenerate elliptic equations. The study of extreme degeneracy is prompted by its prevalence in real-world applications, where physical phenomena often exhibit characteristics defying conventional mathematical modeling. Whether examining porous media flow or highly anisotropic materials, comprehending the regularity of solutions becomes crucial. Through this research, the aim is to contribute not only to the theoretical foundations of mathematics but also to the practical applicability of mathematical models in diverse scientific fields.

Keywords: elliptic equations, extremely degenerate, regularity results, partial differential equations, mathematical modeling, porous media flow

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Authors: Eun-Jun Yoon

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Deniable authentication protocol is a new security authentication mechanism which can enable a receiver to identify the true source of a given message, but not to prove the identity of the sender to a third party. In 2013, Kar proposed a secure ID-based deniable authentication protocol whose security is based on computational infeasibility of solving Elliptic Curve Diffie-Hellman Problem (ECDHP). Kar claimed that the proposed protocol achieves properties of deniable authentication, mutual authentication, and message confidentiality. However, this paper points out that Kar's protocol still suffers from sender spoofing attack and message modification attack unlike its claims.

Keywords: deniable authentication, elliptic curve cryptography, Diffie-Hellman problem, cryptanalysis

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Authors: Kanshio Richard Tyokyaa, Jagadish Singh

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In this paper, we examined the location and stability of Out-Of-Plane Equilibrium points in the elliptic restricted three-body problem of an infinitesimal body when both primaries are taken as oblate spheroids with oblateness up to zonal harmonic J₄. The positions of the Equilibrium points L₆,₇ and their stability depend on the oblateness of the primaries and the eccentricity of their orbits. We explored the problem numerically to show the effects of parameters involved in the position and stability of the Out-Of-Plane Equilibrium points for the systems: HD188753 and Gliese 667. It is found that their positions are affected by the oblateness of the primaries, eccentricity and the semi-major axis of the orbits, but its stability behavior remains unchanged and is unstable.

Keywords: out-of-plane, equilibrium points, stability, elliptic restricted three-body problem, oblateness, zonal harmonic

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Authors: D. M. S. Bandara, Yunqi Lei, Ye Luo

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Fingerprints are suitable as long-term markers of human identity since they provide detailed and unique individual features which are difficult to alter and durable over life time. In this paper, we propose an algorithm to encrypt and decrypt fingerprint images by using a specially designed Elliptic Curve Cryptography (ECC) procedure based on block ciphers. In addition, to increase the confusing effect of fingerprint encryption, we also utilize a chaotic-behaved method called Arnold Cat Map (ACM) for a 2D scrambling of pixel locations in our method. Experimental results are carried out with various types of efficiency and security analyses. As a result, we demonstrate that the proposed fingerprint encryption/decryption algorithm is advantageous in several different aspects including efficiency, security and flexibility. In particular, using this algorithm, we achieve a margin of about 0.1% in the test of Number of Pixel Changing Rate (NPCR) values comparing to the-state-of-the-art performances.

Keywords: arnold cat map, biometric encryption, block cipher, elliptic curve cryptography, fingerprint encryption, Koblitz’s encoding

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Authors: Khaled I. Nawafleh

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In this paper, it provide the canonical approach for studying dissipated oscillators based on the doubling of degrees of freedom. Clearly, expressions for Lagrangians of the elementary modes of the system are given, which ends with the familiar classical equations of motion for the dissipative oscillator. The equation for one variable is the time reversed of the motion of the second variable. it discuss in detail the extended Bateman Lagrangian specifically for a dual extended damped oscillator time-dependent. A Hamilton-Jacobi analysis showing the equivalence with the Lagrangian approach is also obtained. For that purpose, the techniques of separation of variables were applied, and the quantization process was achieved.

Keywords: doubling of degrees of freedom, dissipated harmonic oscillator, Hamilton-Jacobi, time-dependent lagrangians, quantization

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Authors: H. Parveen Begam, M. A. Maluk Mohamed

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Grid computing is an environment that allows sharing and coordinated use of diverse resources in dynamic, heterogeneous and distributed environment using Virtual Organization (VO). Security is a critical issue due to the open nature of the wireless channels in the grid computing which requires three fundamental services: authentication, authorization, and encryption. The privacy and anonymity are considered as an important factor while communicating over publicly spanned network like web. To ensure a high level of security we explored an extension of onion routing, which has been used with dynamic token exchange along with protection of privacy and anonymity of individual identity. To improve the performance of encrypting the layers, the elliptic curve cryptography is used. Compared to traditional cryptosystems like RSA (Rivest-Shamir-Adelman), ECC (Elliptic Curve Cryptosystem) offers equivalent security with smaller key sizes which result in faster computations, lower power consumption, as well as memory and bandwidth savings. This paper presents the estimation of the performance improvements of onion routing using ECC as well as the comparison graph between performance level of RSA and ECC.

Keywords: grid computing, privacy, anonymity, onion routing, ECC, RSA

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Authors: Song Ni, Junxiang Xu

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This paper concerns quasi-periodic perturbations with parameters of 2-dimensional degenerate systems. If the equilibrium point of the unperturbed system is elliptic-type degenerate. Assume that the perturbation is real analytic quasi-periodic with diophantine frequency. Without imposing any assumption on the perturbation, we can use a path of equilibrium points to tackle with the Melnikov non-resonance condition, then by the Leray-Schauder Continuation Theorem and the Kolmogorov-Arnold-Moser technique, it is proved that the equation has a small response solution for many sufficiently small parameters.

Keywords: quasi-periodic systems, KAM-iteration, degenerate equilibrium point, response solution

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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

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

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Authors: Elyas Shivanian

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In this paper, the spectral meshless radial point interpolation (SMRPI) technique is applied to the Cauchy problems of two-dimensional elliptic PDEs in doubly connected domains. It is obtained the unknown data on the inner boundary of the domain while overspecified boundary data are imposed on the outer boundary of the domain by using the SMRPI. Shape functions, which are constructed through point interpolation method using the radial basis functions, help us to treat problem locally with the aim of high order convergence rate. In this way, localization in SMRPI can reduce the ill-conditioning for Cauchy problem. Furthermore, we improve previous results and it is revealed the SMRPI is more accurate and stable by adding strong perturbations.

Keywords: cauchy problem, doubly connected domain, radial basis function, shape function

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Authors: Safa Saoudi, Souheib Yousfi, Riadh Robbana

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E-passport is a relatively new electronic document which maintains the passport features and provides better security. It deploys new technologies such as biometrics and Radio Frequency identification (RFID). The international civil aviation organization (ICAO) and the European union define mechanisms and protocols to provide security but their solutions present many threats. In this paper, a new mechanism is presented to strengthen e-passport security and authentication process. We propose a new protocol based on Elliptic curve, identity based encryption and shared secret between entities. Authentication in our contribution is formally proved with BAN Logic verification language. This proposal aims to provide a secure data storage and authentication.

Keywords: e-passport, elliptic curve cryptography, identity based encryption, shared secret, BAN Logic

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Authors: El Hassene Osmani, Mounir Haddou, Naceurdine Bensalem

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In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely, the obstacle problem. We present a relaxed formulation for the problem using smoothing functions. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods, we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using IPOPT algorithm (Interior Point Optimizer) are presented to verify the efficiency of our approach.

Keywords: complementarity problem, IPOPT, Lagrange multipliers, mathematical programming, optimal control, smoothing methods, variationally inequalities

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Authors: Nur Rokhman

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A mathematical function gives relationship between the variables composing the function. Interpolation can be viewed as a process of finding mathematical function which goes through some specified points. There are many interpolation methods, namely: Lagrange method, Newton method, Spline method etc. For some specific condition, such as, big amount of interpolation points, the interpolation function can not be written explicitly. This such function consist of computational steps. The solution of equations involving the interpolation function is a problem of solution of non linear equation. Newton method will not work on the interpolation function, for the derivative of the interpolation function cannot be written explicitly. This paper shows the use of Secton method to determine the numerical solution of the function involving the interpolation function. The experiment shows the fact that Secton method works better than Newton method in finding the root of Lagrange interpolation function.

Keywords: Secton method, interpolation, non linear function, numerical solution

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Authors: Sherwan Kher Alden Yakub Alsofy

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

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

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Authors: Falek Kamel

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Various approaches are usually used in the dynamic analysis of beams vibrating transversally. For this, numerical methods allowing the solving of the general eigenvalue problem are utilized. The equilibrium equations describe the movement resulting from the solution of a fourth-order differential equation. Our investigation is based on the finite element method. The findings of these investigations are the vibration frequencies obtained by the Jacobi method. Two types of the elementary mass matrix are considered, representing a uniform distribution of the mass along with the element and concentrated ones located at fixed points whose number is increased progressively separated by equal distances at each evaluation stage. The studied beams have different boundary constraints representing several classical situations. Comparisons are made for beams where the distributed mass is replaced by n concentrated masses. As expected, the first calculus stage is to obtain the lowest number of beam parts that gives a frequency comparable to that issued from the Rayleigh formula. The obtained values are then compared to theoretical results based on the assumptions of the Bernoulli-Euler theory. These steps are used for the second type of mass representation in the same manner.

Keywords: structural elements, beams vibrating, dynamic analysis, finite element method, Jacobi method

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Authors: Mustapha Benssalah, Mustapha Djeddou, Karim Drouiche

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The random number generation (RNG) presents a significant importance for the security and the privacy of numerous applications, such as RFID technology and smart cards. Since, the quality of the generated bit sequences is paramount that a weak internal generator for example, can directly cause the entire application to be insecure, and thus it makes no sense to employ strong algorithms for the application. In this paper, we propose a new pseudo random number generator (PRNG), suitable for cryptosystems ECC-based, constructed by randomly selecting points from several elliptic curves randomly selected. The main contribution of this work is the increasing of the generator internal states by extending the set of its output realizations to several curves auto-selected. The quality and the statistical characteristics of the proposed PRNG are validated using the Chi-square goodness of fit test and the empirical Special Publication 800-22 statistical test suite issued by NIST.

Keywords: PRNG, security, cryptosystem, ECC

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Authors: Faisel Eltuhami Alzaalik, Omar Imhemed Alramli, Ahmed Mohamed Elaieb

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The IEEE 802.11 defines two modes of MAC, distributed coordination function (DCF) and point coordination function (PCF) mode. The first sub-layer of the MAC is the distributed coordination function (DCF). A contention algorithm is used via DCF to provide access to all traffic. The point coordination function (PCF) is the second sub-layer used to provide contention-free service. PCF is upper DCF and it uses features of DCF to establish guarantee access of its users. Some papers and researches that have been published in this technology were reviewed in this paper, as well as talking briefly about the distributed coordination function (DCF) technology. The simulation of the PCF function have been applied by using a simulation program called network simulator (NS2) and have been found out the throughput of a transmitter system by using this function.

Keywords: DCF, PCF, throughput, NS2

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Authors: Despoina Chochtoula, Aristidis Ilias, Yannis Stamatiou

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Modbus is a protocol that enables the communication among devices which are connected to the same network. This protocol is, often, deployed in connecting sensor and monitoring units to central supervisory servers in Supervisory Control and Data Acquisition, or SCADA, systems. These systems monitor critical infrastructures, such as factories, power generation stations, nuclear power reactors etc. in order to detect malfunctions and ignite alerts and corrective actions. However, due to their criticality, SCADA systems are vulnerable to attacks that range from simple eavesdropping on operation parameters, exchanged messages, and valuable infrastructure information to malicious modification of vital infrastructure data towards infliction of damage. Thus, the SCADA research community has been active over strengthening SCADA systems with suitable data protection mechanisms based, to a large extend, on cryptographic methods for data encryption, device authentication, and message integrity protection. However, due to the limited computation power of many SCADA sensor and embedded devices, the usual public key cryptographic methods are not appropriate due to their high computational requirements. As an alternative, Elliptic Curve Cryptography has been proposed, which requires smaller key sizes and, thus, less demanding cryptographic operations. Until now, however, no such implementation has been proposed in the SCADA literature, to the best of our knowledge. In order to fill this gap, our methodology was focused on integrating Modbus, a frequently used SCADA communication protocol, with Elliptic Curve based cryptography and develop a server/client application to demonstrate the proof of concept. For the implementation we deployed two C language libraries, which were suitably modify in order to be successfully integrated: libmodbus (https://github.com/stephane/libmodbus) and ecc-lib https://www.ceid.upatras.gr/webpages/faculty/zaro/software/ecc-lib/). The first library provides a C implementation of the Modbus/TCP protocol while the second one offers the functionality to develop cryptographic protocols based on Elliptic Curve Cryptography. These two libraries were combined, after suitable modifications and enhancements, in order to give a modified version of the Modbus/TCP protocol focusing on the security of the data exchanged among the devices and the supervisory servers. The mechanisms we implemented include key generation, key exchange/sharing, message authentication, data integrity check, and encryption/decryption of data. The key generation and key exchange protocols were implemented with the use of Elliptic Curve Cryptography primitives. The keys established by each device are saved in their local memory and are retained during the whole communication session and are used in encrypting and decrypting exchanged messages as well as certifying entities and the integrity of the messages. Finally, the modified library was compiled for the Android environment in order to run the server application as an Android app. The client program runs on a regular computer. The communication between these two entities is an example of the successful establishment of an Elliptic Curve Cryptography based, secure Modbus wireless communication session between a portable device acting as a supervisor station and a monitoring computer. Our first performance measurements are, also, very promising and demonstrate the feasibility of embedding Elliptic Curve Cryptography into SCADA systems, filling in a gap in the relevant scientific literature.

Keywords: elliptic curve cryptography, ICT security, modbus protocol, SCADA, TCP/IP protocol

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Authors: Mourad Hrizi

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In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Mahmoud Lot

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In this article, we will discuss the solution of elliptic optimal control problem. First, by using the nite element method, we obtain the discrete form of the problem. The obtained discrete problem is actually a large scale constrained optimization problem. Solving this optimization problem with traditional methods is difficult and requires a lot of CPU time and memory. But split Bergman method converts the constrained problem to an unconstrained, and hence it saves time and memory requirement. Then we use the split Bregman method for solving this problem, and examples show the speed and accuracy of split Bregman methods for solving these types of problems. We also use the SQP method for solving the examples and compare with the split Bregman method.

Keywords: Split Bregman Method, optimal control with elliptic partial differential equation constraint, finite element method

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Authors: B. X. Tchomeni, A. A. Alugongo, L. M. Masu

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An analytical 4-DOF nonlinear model of a de Laval rotor-stator system based on Energy Principles has been used theoretically and experimentally to investigate fault symptoms in a rotating system. The faults, namely rotor-stator-rub, crack and unbalance are modelled as excitations on the rotor shaft. Mayes steering function is used to simulate the breathing behaviour of the crack. The fault analysis technique is based on waveform signal, orbits and Fast Fourier Transform (FFT) derived from simulated and real measured signals. Simulated and experimental results manifest considerable mutual resemblance of elliptic-shaped orbits and FFT for a same range of test data.

Keywords: a breathing crack, fault, FFT, nonlinear, orbit, rotor-stator rub, vibration analysis

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Authors: Shatha S. Alhily

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The purpose of this research paper is to show all the possible values of the pth power of the integrable function which make the integral means of the derivative of univalent function existing and finite.

Keywords: derivative, integral means, self conformal maps, univalent function

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Authors: Sanjeev Kumar Sharma, Arnab Mondal, Ranjit Kumar Upadhyay

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Excitable cells often produce different oscillatory activities that help us to understand the transmitting and processing of signals in the neural system. We consider a FitzHugh-Rinzel (FH-R) model and studied the different dynamics of the model by considering the parameter c as the predominant parameter. The model exhibits different types of neuronal responses such as regular spiking, mixed-mode bursting oscillations (MMBOs), elliptic bursting, etc. Based on the bifurcation diagram, we consider the three regimes (MMBOs, elliptic bursting, and quiescent state). An analytical treatment for the occurrence of the supercritical Hopf bifurcation is studied. Further, we extend our study to a network of a hundred neurons by considering the bi-directional synaptic coupling between them. In this article, we investigate the alternation of spiking propagation and bursting phenomena of an uncoupled and coupled FH-R neurons. We explore that the complete graph of heterogenous desynchronized neurons can exhibit different types of bursting oscillations for certain coupling strength. For higher coupling strength, all the neurons in the network show complete synchronization.

Keywords: excitable neuron model, spiking-bursting, stability and bifurcation, synchronization networks

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Authors: William Wong, Zakaria Alomari, Hon Ching Lai, Zhida Li

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Modern-day information security depends on implementing Diffie-Hellman, which requires the generation of prime numbers. Because the number of primes is infinite, it is impractical to store prime numbers for use, and therefore, primality tests are indispensable in modern-day information security. A primality test is a test to determine whether a number is prime or composite. There are two types of primality tests, which are deterministic tests and probabilistic tests. Deterministic tests are adopting algorithms that provide a definite answer whether a given number is prime or composite. While in probabilistic tests, a probabilistic result would be provided, there is a degree of uncertainty. In this paper, we review three probabilistic tests: the Fermat Primality Test, the Miller-Rabin Test, and the Baillie-PSW Test, as well as one deterministic test, the Agrawal-Kayal-Saxena (AKS) Test. Furthermore, we do an analysis of these tests. All of the reviews discussed are not based on the Elliptic Curve. The analysis demonstrates that, in the majority of real-world scenarios, the Baillie- PSW test’s favorability stems from its typical operational complexity of O(log 3n) and its capacity to deliver accurate results for numbers below 2^64.

Keywords: primality tests, Fermat’s primality test, Miller-Rabin primality test, Baillie-PSW primality test, AKS primality test

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Authors: Amit K. Singh, Subhankar Sen

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The bifurcation curve of separation in steady two-dimensional viscous flow past an elliptic cylinder is studied by varying the angle of incidence (α) with different aspect ratio (ratio of minor to major axis). The solutions are based on numerical investigation, using finite element analysis, of the Navier-Stokes equations for incompressible flow. Results are presented for Reynolds number up to 50 and angle of incidence varies from 0° to 90°. Range of aspect ratio (Ar) is from 0.1 to 1 (in steps of 0.1) and flow is considered as unbounded flow. Bifurcation curve represents the locus of Reynolds numbers (Res) at which flow detaches or separates from the surface of the body at a given α and Ar. In earlier studies, effect of Ar on laminar separation curve or bifurcation curve is limited for Ar = 0.1, 0.2, 0.5 and 0.8. Some results are also available at α = 90° and 45°. The present study attempts to provide a systematic data and clear understanding on the effect of Ar at bifurcation curve and its point of maxima. In addition, issues regarding location of separation angle and maximum ratio of coefficient of lift to drag are studied. We found that nature of curve, separation angle and maximum ratio of lift to drag changes considerably with respect to change in Ar.

Keywords: aspect ratio, bifurcation curve, elliptic cylinder, GMRES, stabilized finite-element

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Authors: Chiou-Yng Lee, Wen-Yo Lee, Chieh-Tsai Wu, Cheng-Chen Yang

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Shifted polynomial basis (SPB) is a variation of polynomial basis representation. SPB has potential for efficient bit-level and digit-level implementations of multiplication over binary extension fields with subquadratic space complexity. For efficient implementation of pairing computation with large finite fields, this paper presents a new SPB multiplication algorithm based on Karatsuba schemes, and used that to derive a novel scalable multiplier architecture. Analytical results show that the proposed multiplier provides a trade-off between space and time complexities. Our proposed multiplier is modular, regular, and suitable for very-large-scale integration (VLSI) implementations. It involves less area complexity compared to the multipliers based on traditional decomposition methods. It is therefore, more suitable for efficient hardware implementation of pairing based cryptography and elliptic curve cryptography (ECC) in constraint driven applications.

Keywords: digit-serial systolic multiplier, elliptic curve cryptography (ECC), Karatsuba algorithm (KA), shifted polynomial basis (SPB), pairing computation

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Authors: F. U. Rahman, R. Q. Zhang

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This work aims to develop a systematic numerical technique which can be easily extended to many-body problem. The Lippmann Schwinger equation (integral form of the Schrodinger wave equation) is solved for the nonrelativistic radial wave of hydrogen atom using iterative integration scheme. As the unknown wave function appears on both sides of the Lippmann Schwinger equation, therefore an approximate wave function is used in order to solve the equation. The Green’s function is obtained by the method of Laplace transform for the radial wave equation with excluded potential term. Using the Lippmann Schwinger equation, the product of approximate wave function, the Green’s function and the potential term is integrated iteratively. Finally, the wave function is normalized and plotted against the standard radial wave for comparison. The outcome wave function converges to the standard wave function with the increasing number of iteration. Results are verified for the first fifteen states of hydrogen atom. The method is efficient and consistent and can be applied to complex systems in future.

Keywords: Green’s function, hydrogen atom, Lippmann Schwinger equation, radial wave

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Authors: Zhongzhi Hu, Jie Shen, Jiqiang Wang

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A high precision aeroengine model is needed when developing the engine control system. Compared with other main components, the axial compressor is the most challenging component to simulate. In this paper, a compressor map optimizing tool based on the introduction of a modifiable β function is developed for FWorks (FADEC Works). Three parameters (d density, f fitting coefficient, k₀ slope of the line β=0) are introduced to the β function to make it modifiable. The comparison of the traditional β function and the modifiable β function is carried out for a certain type of compressor. The interpolation errors show that both methods meet the modeling requirements, while the modifiable β function can predict compressor performance more accurately for some areas of the compressor map where the users are interested in.

Keywords: beta function, compressor map, interpolation error, map optimization tool

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Authors: S. M. Dash, K. B. Lua, T. T. Lim

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This paper presents results of numerical and experimental studies on a two-dimensional (2D) flapping elliptic airfoil in a forward flight condition at Reynolds number of 5000. The study is motivated from an earlier investigation which shows that the deterioration in thrust performance of a sinusoidal heaving and pitching 2D (NACA0012) airfoil at high flapping frequency can be recovered by changing the effective angle of attack profile to square wave, sawtooth, or cosine wave shape. To better understand why such modifications lead to superior thrust performance, we take a closer look at the transient aerodynamic force behavior of an airfoil when the effective angle of attack profile changes gradually from a generic smooth trapezoidal profile to a sinusoid shape by modifying the base length of the trapezoid. The choice of using a smooth trapezoidal profile is to avoid the infinite acceleration condition encountered in the square wave profile. Our results show that the enhancement in the time-averaged thrust performance at high flapping frequency can be attributed to the delay and reduction in the drag producing valley region in the transient thrust force coefficient when the effective angle of attack profile changes from sinusoidal to trapezoidal.

Keywords: two-dimensional flapping airfoil, thrust performance, effective angle of attack, CFD, experiments

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Authors: Slobodan B. Tričković

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We present the results concerned with trigonometric series that include sine and cosine functions with a parameter appearing in the denominator. We derive two types of closed-form formulas for trigonometric series. At first, for some integer values, as we know that Riemann’s ζ function and Dirichlet η, λ equal zero at negative even integers, whereas Dirichlet’s β function equals zero at negative odd integers, after a certain number of members, the rest of the series vanishes. Thus, a trigonometric series becomes a polynomial with coefficients involving Riemann’s ζ function and Dirichlet η, λ, β functions. On the other hand, in some cases, one cannot immediately replace the parameter with any positive integer because we shall encounter singularities. So it is necessary to take a limit, so in the process, we apply L’Hospital’s rule and, after a series of rearrangements, we bring a trigonometric series to a form suitable for the application of Choi-Srivastava’s theorem dealing with Hurwitz’s zeta function and Harmonic numbers. In this way, we express a trigonometric series as a polynomial over Hurwitz’s zeta function derivative.

Keywords: Dirichlet eta lambda beta functions, Riemann's zeta function, Hurwitz zeta function, Harmonic numbers

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Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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