Search results for: differential algebraic equations

Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

Abstract:

A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: exponentially shrinking sheet, magnetic field, mixed convection, suction

Procedia PDF Downloads 306

Authors: M. A. Anwar, K. Iqbal, M. Razzaq

Abstract:

Background and Objectives: This numerical study reflects the magnetic field's effect on the reduction of plaque formation due to stenosis in a stenosed bifurcated artery. The entire arterythe wall is assumed as linearly elastic, and blood flow is modeled as a Newtonian, viscous, steady, incompressible, laminar, biomagnetic fluid. Methods: An Arbitrary Lagrangian-Eulerian (ALE) technique is employed to formulate the hemodynamic flow in a bifurcated artery under the effect of the asymmetric magnetic field by two-way Fluid-structure interaction coupling. A stable P2P1 finite element pair is used to discretize thenonlinear system of partial differential equations. The resulting nonlinear system of algebraic equations is solved by the Newton Raphson method. Results: The numerical results for displacement, velocity magnitude, pressure, and wall shear stresses for Reynolds numbers, Re = 500, 1000, 1500, 2000, in the presence of magnetic fields are presented graphically. Conclusions: The numerical results show that the presence of the magnetic field influences the displacement and flows velocity magnitude considerably. The magnetic field reduces the flow separation, recirculation area adjacent to stenosis and gives rise to wall shear stress.

Keywords: bifurcation, elastic walls, finite element, wall shear stress,

Procedia PDF Downloads 140

Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov

Abstract:

In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr\"odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.

Keywords: Heisenberg Ferromagnet equations, soliton equations, equivalence, Lax representation

Procedia PDF Downloads 430

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

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

Procedia PDF Downloads 326

Authors: Pradeepa Teegala, Ramreddy Chitteti

Abstract:

This article analyzes the mixed convection flow of chemically reacting micropolar fluid over a truncated cone embedded in non-Darcy porous medium with convective boundary condition. In addition, heat generation/absorption and Joule heating effects are taken into consideration. The similarity solution does not exist for this complex fluid flow problem, and hence non-similarity transformations are used to convert the governing fluid flow equations along with related boundary conditions into a set of nondimensional partial differential equations. Many authors have been applied the spectral quasi-linearization method to solve the ordinary differential equations, but here the resulting nonlinear partial differential equations are solved for non-similarity solution by using a recently developed method called the spectral quasi-linearization method (SQLM). Comparison with previously published work on special cases of the problem is performed and found to be in excellent agreement. The effect of pertinent parameters namely, Biot number, mixed convection parameter, heat generation/absorption, Joule heating, Forchheimer number, chemical reaction, micropolar and magnetic field on physical quantities of the flow are displayed through graphs and the salient features are explored in detail. Further, the results are analyzed by comparing with two special cases, namely, vertical plate and full cone wherever possible.

Keywords: chemical reaction, convective boundary condition, joule heating, micropolar fluid, mixed convection, spectral quasi-linearization method

Procedia PDF Downloads 254

Authors: Roslinda Nazar, Amin Noor, Khamisah Jafar, Ioan Pop

Abstract:

In this paper, the steady laminar three-dimensional boundary layer flow and heat transfer of a copper (Cu)-water nanofluid in the vicinity of a permeable shrinking flat surface in an otherwise quiescent fluid is studied. The nanofluid mathematical model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Dual solutions (upper and lower branch solutions) are found for the similarity boundary layer equations for a certain range of the suction parameter. A stability analysis has been performed to show which branch solutions are stable and physically realizable. The numerical results for the skin friction coefficient and the local Nusselt number as well as the velocity and temperature profiles are obtained, presented and discussed in detail for a range of various governing parameters.

Keywords: heat transfer, nanofluid, shrinking surface, stability analysis, three-dimensional flow

Procedia PDF Downloads 258

Authors: Krzysztof Pomorski

Abstract:

In the given work we present universal mathematical framework for modeling of cattle farm system that can set and validate various hypothesis that can be tested against experimental data. The presented work is preliminary but it is expected to be valid tool for future deeper analysis that can result in new class of prediction methods allowing early detection of cow dieseaes as well as cow performance. Therefore the presented work shall have its meaning in agriculture models and in machine learning as well. It also opens the possibilities for incorporation of certain class of biological models necessary in modeling of cow behavior and farm performance that might include the impact of environment on the farm system. Particular attention is paid to the model of coupled oscillators that it the basic building hypothesis that can construct the model showing certain periodic or quasiperiodic behavior.

Keywords: coupled ordinary differential equations, cattle farm system, numerical methods, stochastic differential equations

Procedia PDF Downloads 119

Authors: Neslihan Genckal, Reha Gursoy, Vedat Z. Dogan

Abstract:

In this study, dynamic responses of composite plates on elastic foundations subjected to impact and moving loads are investigated. The first order shear deformation (FSDT) theory is used for moderately thick plates. Pasternak-type (two-parameter) elastic foundation is assumed. Elastic foundation effects are integrated into the governing equations. It is assumed that plate is first hit by a mass as an impact type loading then the mass continues to move on the composite plate as a distributed moving loading, which resembles the aircraft landing on airport pavements. Impact and moving loadings are modeled by a mass-spring-damper system with a wheel. The wheel is assumed to be continuously in contact with the plate after impact. The governing partial differential equations of motion for displacements are converted into the ordinary differential equations in the time domain by using Galerkin’s method. Then, these sets of equations are solved by using the Runge-Kutta method. Several parameters such as vertical and horizontal velocities of the aircraft, volume fractions of the steel rebar in the reinforced concrete layer, and the different touchdown locations of the aircraft tire on the runway are considered in the numerical simulation. The results are compared with those of the ABAQUS, which is a commercial finite element code.

Keywords: elastic foundation, impact, moving load, thick plate

Procedia PDF Downloads 280

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

Abstract:

In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

Procedia PDF Downloads 259

Authors: Tingting Lin, Manfred von Willich, Dafu Lou, Phil Eisen

Abstract:

A white-box implementation of a cryptographic algorithm is a software implementation intended to resist extraction of the secret key by an adversary. To date, most of the white-box techniques are used to protect block cipher implementations. However, a large proportion of the white-box implementations are proven to be vulnerable to affine equivalence attacks and other algebraic attacks, as well as differential computation analysis (DCA). In this paper, we identify a class of block ciphers for which we propose a method of constructing white-box implementations. Our method is based on threshold implementations and operations in composite fields. The resulting implementations consist of lookup tables and few exclusive OR operations. All intermediate values (inputs and outputs of the lookup tables) are masked. The threshold implementation makes the distribution of the masked values uniform and independent of the original inputs, and the operations in composite fields reduce the size of the lookup tables. The white-box implementations can provide resistance against algebraic attacks and DCA-like attacks.

Keywords: white-box, block cipher, composite field, threshold implementation

Procedia PDF Downloads 127

Authors: Nileshkumar Vishnav, Aditya Tatu

Abstract:

A recent approach of representing graph signals and graph filters as polynomials is useful for graph signal processing. In this approach, the adjacency matrix plays pivotal role; instead of the more common approach involving graph-Laplacian. In this work, we follow the adjacency matrix based approach and corresponding algebraic signal model. We further expand the theory and introduce the concept of similarity of two graphs. The similarity of graphs is useful in that key properties (such as filter-response, algebra related to graph) get transferred from one graph to another. We demonstrate potential applications of the relation between two similar graphs, such as nonuniform filter design, DTMF detection and signal reconstruction.

Keywords: graph signal processing, algebraic signal processing, graph similarity, isospectral graphs, nonuniform signal processing

Procedia PDF Downloads 319

Authors: Rajeev, N. K. Raigar

Abstract:

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

Procedia PDF Downloads 381

Authors: Malika El Kyal, Ahmed Machmoum

Abstract:

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

Procedia PDF Downloads 498

Authors: Kun-Peng Jin, Jin Liang, Ti-Jun Xiao

Abstract:

In this work, we are concerned with the dynamic behaviors of solutions to some coupled systems with infinite memory, which consist of two partial differential equations where only one partial differential equation has damping. Such coupled systems are good mathematical models to describe the deformation and stress characteristics of some viscoelastic materials affected by temperature change, external forces, and other factors. By using the theory of operator semigroups, we give wellposedness results for the Cauchy problem for these coupled systems. Then, with the help of some auxiliary functions and lemmas, which are specially designed for overcoming difficulties in the proof, we show that the solutions of the coupled systems decay to zero in a strong way under a few basic conditions. The results in this dynamic analysis of coupled systems are generalizations of many existing results.

Keywords: dynamic analysis, coupled system, infinite memory, damping.

Procedia PDF Downloads 192

Authors: Jiya Mohammed, Ibrahim Ismail Giwa

Abstract:

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

Procedia PDF Downloads 439

Authors: Bakur Gulua

Abstract:

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

Procedia PDF Downloads 98

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

Abstract:

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

Procedia PDF Downloads 362

Authors: Francys Souza, Alberto Ohashi, Dorival Leao

Abstract:

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

Procedia PDF Downloads 146

Authors: Muhammad Bilal Ameen, M. Zubair Akbar Qureshi

Abstract:

The current investigation of two-dimensional hybrid nanofluid flows with two coaxial parallel disks has been presented. Consider the hybrid nanofluid has been taken as steady-state. Consider the coaxial disks that have been porous. Consider the heat equation to examine joule heating and viscous dissipation effects. Nonlinear partial differential equations have been solved numerically. For shear stress and heat transfer, results are tabulated. Hybrid nanoparticles and Eckert numbers are increasing for heat transfer. Entropy generation is expanded with radiation parameters Eckert, Reynold, Prandtl, and Peclet numbers. A set of ordinary differential equations is obtained to utilize the capable transformation variables. The numerical solution of the continuity, momentum, energy, and entropy generation equations is obtaining using the command bvp4c of Matlab as a solver. To explore the impact of main parameters like suction/infusion, Prandtl, Reynold, Eckert, Peclet number, and volume fraction parameters, various graphs have been plotted and examined. It is concluded that a convectional nanofluid is highly compared by entropy generation with the boundary layer of hybrid nanofluid.

Keywords: entropy generation, hybrid nano fluid, heat transfer, porous disks

Procedia PDF Downloads 122

Authors: Merouane Salhi, Mohamed Roudane, Abdelkader Kirad

Abstract:

In this work, we present a new form of characteristics method, which is a technique for solving partial differential equations. Typically, it applies to first-order equations; the aim of this method is to reduce a partial differential equation to a family of ordinary differential equations along which the solution can be integrated from some initial data. This latter developed under the real gas theory, because when the thermal and the caloric imperfections of a gas increases, the specific heat and their ratio do not remain constant anymore and start to vary with the gas parameters. The gas doesn’t stay perfect. Its state equation change and it becomes for a real gas. The presented equations of the characteristics remain valid whatever area or field of study. Here we need have inserted the developed Prandtl Meyer function in the mathematical system to find a new model when the effect of stagnation pressure is taken into account. In this case, the effects of molecular size and intermolecular attraction forces intervene to correct the state equation, the thermodynamic parameters and the value of Prandtl Meyer function. However, with the assumptions that Berthelot’s state equation accounts for molecular size and intermolecular force effects, expressions are developed for analyzing the supersonic flow for thermally and calorically imperfect gas. The supersonic parameters depend directly on the stagnation parameters of the combustion chamber. The resolution has been made by the finite differences method using the corrector predictor algorithm. As results, the developed mathematical model used to design 2D minimum length nozzles under effect of the stagnation parameters of fluid flow. A comparison for air with the perfect gas PG and high temperature models on the one hand and our results by the real gas theory on the other of nozzles shapes and characteristics are made.

Keywords: numerical methods, nozzles design, real gas, stagnation parameters, supersonic expansion, the characteristics method

Procedia PDF Downloads 215

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

Abstract:

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

Procedia PDF Downloads 340

Authors: Krish Jhurani

Abstract:

The research paper presents an in-depth analysis of symmetry properties in linear algebraic systems under the operation of non-canonical scalar multiplication structures, specifically semirings, and near-rings. The objective is to unveil the profound alterations that occur in traditional linear algebraic structures when we replace conventional field multiplication with these non-canonical operations. In the methodology, we first establish the theoretical foundations of non-canonical scalar multiplication, followed by a meticulous investigation into the resulting symmetry properties, focusing on eigenvectors, eigenspaces, and invariant subspaces. The methodology involves a combination of rigorous mathematical proofs and derivations, supplemented by illustrative examples that exhibit these discovered symmetry properties in tangible mathematical scenarios. The core findings uncover unique symmetry attributes. For linear algebraic systems with semiring scalar multiplication, we reveal eigenvectors and eigenvalues. Systems operating under near-ring scalar multiplication disclose unique invariant subspaces. These discoveries drastically broaden the traditional landscape of symmetry properties in linear algebraic systems. With the application of these findings, potential practical implications span across various fields such as physics, coding theory, and cryptography. They could enhance error detection and correction codes, devise more secure cryptographic algorithms, and even influence theoretical physics. This expansion of applicability accentuates the significance of the presented research. The research paper thus contributes to the mathematical community by bringing forth perspectives on linear algebraic systems and their symmetry properties through the lens of non-canonical scalar multiplication, coupled with an exploration of practical applications.

Keywords: eigenspaces, eigenvectors, invariant subspaces, near-rings, non-canonical scalar multiplication, semirings, symmetry properties

Procedia PDF Downloads 78

Authors: M. Shaban, A. Alibeigloo

Abstract:

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

Procedia PDF Downloads 416

Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino

Abstract:

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

Procedia PDF Downloads 324

Authors: Anuar Ishak

Abstract:

The characteristics of stagnation point flow of a nanofluid towards a stretching/shrinking sheet are investigated. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. The numerical results show that dual (upper and lower branch) solutions exist for the shrinking case, while for the stretching case, the solution is unique. A stability analysis is performed to determine the stability of the dual solutions. It is found that the skin friction decreases when the sheet is stretched, but increases when the suction effect is increased. It is also found that increasing the thermophoresis parameter reduces the heat transfer rate at the surface, while increasing the Brownian motion parameter increases the mass transfer rate at the surface.

Keywords: dual solutions, heat transfer, forced convection, nanofluid, stability analysis

Procedia PDF Downloads 383

Authors: Abdi Ammar, Ouazir Youcef, Laissaoui Abdelmalek

Abstract:

In this work, an approach based on transmission lines theory is presented. It is exploited for the calculation of overvoltage created by direct impacts of lightning waves on a guard cable of an overhead high-voltage line. First, we show the theoretical developments leading to the propagation equation, its discretization by finite difference time domain method (FDTD), and the resulting linear algebraic equations, followed by the calculation of the linear parameters of the line. The second step consists of solving the transmission lines system of equations by the FDTD method. This enabled us to determine the spatio-temporal evolution of the induced overvoltage.

Keywords: lightning surge, transient overvoltage, eddy current, FDTD, electromagnetic compatibility, ground wire

Procedia PDF Downloads 53

Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

Abstract:

Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

Procedia PDF Downloads 68

Authors: Win Ko Ko, A. N. Temnov

Abstract:

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

Procedia PDF Downloads 191

Authors: Haowen Xi

Abstract:

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

Procedia PDF Downloads 103

Authors: Binyam Teferi

Abstract:

In this paper, a theoretical analysis of blood flow in the presence of thermal radiation and chemical reaction under the influence of time dependent magnetic field intensity has been studied. The unsteady non linear partial differential equations of blood flow considers time dependent stretching velocity, the energy equation also accounts time dependent temperature of vessel wall, and concentration equation includes time dependent blood concentration. The governing non linear partial differential equations of motion, energy, and concentration are converted into ordinary differential equations using similarity transformations solved numerically by applying ode45. MATLAB code is used to analyze theoretical facts. The effect of physical parameters viz., permeability parameter, unsteadiness parameter, Prandtl number, Hartmann number, thermal radiation parameter, chemical reaction parameter, and Schmidt number on flow variables viz., velocity of blood flow in the vessel, temperature and concentration of blood has been analyzed and discussed graphically. From the simulation study, the following important results are obtained: velocity of blood flow increases with both increment of permeability and unsteadiness parameter. Temperature of the blood increases in vessel wall as Prandtl number and Hartmann number increases. Concentration of the blood decreases as time dependent chemical reaction parameter and Schmidt number increases.

Keywords: stretching velocity, similarity transformations, time dependent magnetic field intensity, thermal radiation, chemical reaction

Procedia PDF Downloads 52