Search results for: differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3256

Search results for: differential equation

3166 Chaotic Motion of Single-Walled Carbon Nanotube Subject to Damping Effect

Authors: Tai-Ping Chang

Abstract:

In the present study, the effects on chaotic motion of single-walled carbon nanotube (SWCNT) due to the linear and nonlinear damping are investigated. By using the Hamilton’s principle, the nonlinear governing equation of the single-walled carbon nanotube embedded in a matrix is derived. The Galerkin’s method is adopted to simplify the integro-partial differential equation into a nonlinear dimensionless governing equation for the SWCNT, which turns out to be a forced Duffing equation. The variations of the Lyapunov exponents of the SWCNT with damping and harmonic forcing amplitudes are investigated. Based on the computations of the top Lyapunov exponent, it is concluded that the chaotic motion of the SWCNT occurs when the amplitude of the periodic excitation exceeds certain value, besides, the chaotic motion of the SWCNT occurs with small linear damping and tiny nonlinear damping.

Keywords: chaotic motion, damping, Lyapunov exponents, single-walled carbon nanotube

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3165 Implicit Off-Grid Block Method for Solving Fourth and Fifth Order Ordinary Differential Equations Directly

Authors: Olusola Ezekiel Abolarin, Gift E. Noah

Abstract:

This research work considered an innovative procedure to numerically approximate higher-order Initial value problems (IVP) of ordinary differential equations (ODE) using the Legendre polynomial as the basis function. The proposed method is a half-step, self-starting Block integrator employed to approximate fourth and fifth order IVPs without reduction to lower order. The method was developed through a collocation and interpolation approach. The basic properties of the method, such as convergence, consistency and stability, were well investigated. Several test problems were considered, and the results compared favorably with both exact solutions and other existing methods.

Keywords: initial value problem, ordinary differential equation, implicit off-grid block method, collocation, interpolation

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3164 Creep Effect on Composite Beam with Perfect Steel-Concrete Connection

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

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3163 Sensitivity Analysis and Solitary Wave Solutions to the (2+1)-Dimensional Boussinesq Equation in Dispersive Media

Authors: Naila Nasreen, Dianchen Lu

Abstract:

This paper explores the dynamical behavior of the (2+1)-dimensional Boussinesq equation, which is a nonlinear water wave equation and is used to model wave packets in dispersive media with weak nonlinearity. This equation depicts how long wave made in shallow water propagates due to the influence of gravity. The (2+1)- dimensional Boussinesq equation combines the two-way propagation of the classical Boussinesq equation with the dependence on a second spatial variable, as that occurs in the two-dimensional Kadomstev- Petviashvili equation. This equation provides a description of head- on collision of oblique waves and it possesses some interesting properties. The governing model is discussed by the assistance of Ricatti equation mapping method, a relatively integration tool. The solutions have been extracted in different forms the solitary wave solutions as well as hyperbolic and periodic solutions. Moreover, the sensitivity analysis is demonstrated for the designed dynamical structural system’s wave profiles, where the soliton wave velocity and wave number parameters regulate the water wave singularity. In addition to being helpful for elucidating nonlinear partial differential equations, the method in use gives previously extracted solutions and extracts fresh exact solutions. Assuming the right values for the parameters, various graph in different shapes are sketched to provide information about the visual format of the earned results. This paper’s findings support the efficacy of the approach taken in enhancing nonlinear dynamical behavior. We believe this research will be of interest to a wide variety of engineers that work with engineering models. Findings show the effectiveness simplicity, and generalizability of the chosen computational approach, even when applied to complicated systems in a variety of fields, especially in ocean engineering.

Keywords: (2+1)-dimensional Boussinesq equation, solitary wave solutions, Ricatti equation mapping approach, nonlinear phenomena

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3162 A Dynamic Symplectic Manifold Analysis for Wave Propagation in Porous Media

Authors: K. I. M. Guerra, L. A. P. Silva, J. C. Leal

Abstract:

This study aims to understand with more amplitude and clarity the behavior of a porous medium where a pressure wave travels, translated into relative displacements inside the material, using mathematical tools derived from topology and symplectic geometry. The paper starts with a given partial differential equation based on the continuity and conservation theorems to describe the traveling wave through the porous body. A solution for this equation is proposed after all boundary, and initial conditions are fixed, and it’s accepted that the solution lies in a manifold U of purely spatial dimensions and that is embedded in the Real n-dimensional manifold, with spatial and kinetic dimensions. It’s shown that the U manifold of lower dimensions than IRna, where it is embedded, inherits properties of the vector spaces existing inside the topology it lies on. Then, a second manifold (U*), embedded in another space called IRnb of stress dimensions, is proposed and there’s a non-degenerative function that maps it into the U manifold. This relation is proved as a transformation in between two corresponding admissible solutions of the differential equation in distinct dimensions and properties, leading to a more visual and intuitive understanding of the whole dynamic process of a stress wave through a porous medium and also highlighting the dimensional invariance of Terzaghi’s theory for any coordinate system.

Keywords: poremechanics, soil dynamics, symplectic geometry, wave propagation

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3161 A General Form of Characteristics Method Applied on Minimum Length Nozzles Design

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

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3160 Super Harmonic Nonlinear Lateral Vibration of an Axially Moving Beam with Rotating Prismatic Joint

Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

Abstract:

The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: super harmonic resonances, non-linear vibration, axially moving beam, Galerkin method

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3159 Finite Element and Split Bregman Methods for Solving a Family of Optimal Control Problem with Partial Differential Equation Constraint

Authors: Mahmoud Lot

Abstract:

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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3158 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

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

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3157 Nonlinear Evolution on Graphs

Authors: Benniche Omar

Abstract:

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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3156 Numerical Solutions of Generalized Burger-Fisher Equation by Modified Variational Iteration Method

Authors: M. O. Olayiwola

Abstract:

Numerical solutions of the generalized Burger-Fisher are obtained using a Modified Variational Iteration Method (MVIM) with minimal computational efforts. The computed results with this technique have been compared with other results. The present method is seen to be a very reliable alternative method to some existing techniques for such nonlinear problems.

Keywords: burger-fisher, modified variational iteration method, lagrange multiplier, Taylor’s series, partial differential equation

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3155 Existence Result of Third Order Functional Random Integro-Differential Inclusion

Authors: D. S. Palimkar

Abstract:

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

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

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3154 Integral Image-Based Differential Filters

Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: integral images, differential images, differential filters, image fusion

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3153 Fokas-Lenells Equation Conserved Quantities and Landau-Lifshitz System

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

Abstract:

Fokas-Lenells equation (FLE) is one of the integrable nonlinear equations use to describe the propagation of ultrashort optical pulses in an optical medium. A 2x2 Lax pair has been introduced for the FLE and from that solving the Riccati equation yields infinitely many conserved quantities. Thereafter for a new field function (S) of the Landau-Lifshitz (LL) system, a gauge equivalence of the FLE with the generalised LL equation has been derived. We hope our findings are useful for the application purpose of FLE in optics and other branches of physics.

Keywords: conserved quantities, fokas-lenells equation, landau-lifshitz equation, lax pair

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3152 On the Relation between λ-Symmetries and μ-Symmetries of Partial Differential Equations

Authors: Teoman Ozer, Ozlem Orhan

Abstract:

This study deals with symmetry group properties and conservation laws of partial differential equations. We give a geometrical interpretation of notion of μ-prolongations of vector fields and of the related concept of μ-symmetry for partial differential equations. We show that these are in providing symmetry reduction of partial differential equations and systems and invariant solutions.

Keywords: λ-symmetry, μ-symmetry, classification, invariant solution

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3151 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation

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3150 A Uniformly Convergent Numerical Scheme for a Singularly Perturbed Volterra Integrodifferential Equation

Authors: Nana Adjoah Mbroh, Suares Clovis Oukouomi Noutchie

Abstract:

Singularly perturbed problems are parameter dependent problems, and they play major roles in the modelling of real-life situational problems in applied sciences. Thus, designing efficient numerical schemes to solve these problems is of much interest since the exact solutions of such problems may not even exist. Generally, singularly perturbed problems are identified by a small parameter multiplying at least the highest derivative in the equation. The presence of this parameter causes the solution of these problems to be characterized by rapid oscillations. This unique feature renders classical numerical schemes inefficient since they are unable to capture the behaviour of the exact solution in the part of the domain where the rapid oscillations are present. In this paper, a numerical scheme is proposed to solve a singularly perturbed Volterra Integro-differential equation. The scheme is based on the midpoint rule and employs the non-standard finite difference scheme to solve the differential part whilst the composite trapezoidal rule is used for the integral part. A fully fledged error estimate is performed, and Richardson extrapolation is applied to accelerate the convergence of the scheme. Numerical simulations are conducted to confirm the theoretical findings before and after extrapolation.

Keywords: midpoint rule, non-standard finite difference schemes, Richardson extrapolation, singularly perturbed problems, trapezoidal rule, uniform convergence

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3149 Parameter Estimation in Dynamical Systems Based on Latent Variables

Authors: Arcady Ponosov

Abstract:

A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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3148 A Mathematical Based Prediction of the Forming Limit of Thin-Walled Sheet Metals

Authors: Masoud Ghermezi

Abstract:

Studying the sheet metals is one of the most important research areas in the field of metal forming due to their extensive applications in the aerospace industries. A useful method for determining the forming limit of these materials and consequently preventing the rupture of sheet metals during the forming process is the use of the forming limit curve (FLC). In addition to specifying the forming limit, this curve also delineates a boundary for the allowed values of strain in sheet metal forming; these characteristics of the FLC along with its accuracy of computation and wide range of applications have made this curve the basis of research in the present paper. This study presents a new model that not only agrees with the results obtained from the above mentioned theory, but also eliminates its shortcomings. In this theory, like in the M-K theory, a thin sheet with an inhomogeneity as a gradient thickness reduction with a sinusoidal function has been chosen and subjected to two-dimensional stress. Through analytical evaluation, ultimately, a governing differential equation has been obtained. The numerical solution of this equation for the range of positive strains (stretched region) yields the results that agree with the results obtained from M-K theory. Also the solution of this equation for the range of negative strains (tension region) completes the FLC curve. The findings obtained by applying this equation on two alloys with the hardening exponents of 0.4 and 0.24 indicate the validity of the presented equation.

Keywords: sheet metal, metal forming, forming limit curve (FLC), M-K theory

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3147 The Analysis of the Two Dimensional Huxley Equation Using the Galerkin Method

Authors: Pius W. Molo Chin

Abstract:

Real life problems such as the Huxley equation are always modeled as nonlinear differential equations. These problems need accurate and reliable methods for their solutions. In this paper, we propose a nonstandard finite difference method in time and the Galerkin combined with the compactness method in the space variables. This coupled method, is used to analyze a two dimensional Huxley equation for the existence and uniqueness of the continuous solution of the problem in appropriate spaces to be defined. We proceed to design a numerical scheme consisting of the aforementioned method and show that the scheme is stable. We further show that the stable scheme converges with the rate which is optimal in both the L2 as well as the H1-norms. Furthermore, we show that the scheme replicates the decaying qualities of the exact solution. Numerical experiments are presented with the help of an example to justify the validity of the designed scheme.

Keywords: Huxley equations, non-standard finite difference method, Galerkin method, optimal rate of convergence

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3146 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

Authors: Yildiray Keskin, Omer Acan, Murat Akkus

Abstract:

In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

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3145 On Radially Symmetric Vibrations of Bi-Directional Functionally Graded Circular Plates on the Basis of Mindlin’s Theory and Neutral Axis

Authors: Rahul Saini, Roshan Lal

Abstract:

The present paper deals with the free axisymmetric vibrations of bi-directional functionally graded circular plates using Mindlin’s plate theory and physical neutral surface. The temperature-dependent, as well as temperature-independent mechanical properties of the plate material, varies in radial and transverse directions. Also, temperature profile for one- and two-dimensional temperature variations has been obtained from the heat conduction equation. A simple computational formulation for the governing differential equation of motion for such a plate model has been derived using Hamilton's principle for the clamped and simply supported plates at the periphery. Employing the generalized differential quadrature method, the corresponding frequency equations have been obtained and solved numerically to retain their lowest three roots as the natural frequencies for the first three modes. The effect of various other parameters such as temperature profile, functionally graded indices, and boundary conditions on the vibration characteristics has been presented. In order to validate the accuracy and efficiency of the method, the results have been compared with those available in the literature.

Keywords: bi-directionally FG, GDQM, Mindlin’s circular plate, neutral axis, vibrations

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3144 Evaluation of Prestressed Reinforced Concrete Slab Punching Shear Using Finite Element Method

Authors: Zhi Zhang, Liling Cao, Seyedbabak Momenzadeh, Lisa Davey

Abstract:

Reinforced concrete (RC) flat slab-column systems are commonly used in residential or office buildings, as the flat slab provides efficient clearance resulting in more stories at a given height than regular reinforced concrete beam-slab system. Punching shear of slab-column joints is a critical component of two-way reinforced concrete flat slab design. The unbalanced moment at the joint is transferred via slab moment and shear forces. ACI 318 provides an equation to evaluate the punching shear under the design load. It is important to note that the design code considers gravity and environmental load when considering the design load combinations, while it does not consider the effect from differential foundation settlement, which may be a governing load condition for the slab design. This paper describes how prestressed reinforced concrete slab punching shear is evaluated based on ACI 318 provisions and finite element analysis. A prestressed reinforced concrete slab under differential settlements is studied using the finite element modeling methodology. The punching shear check equation is explained. The methodology to extract data for punching shear check from the finite element model is described and correlated with the corresponding code provisions. The study indicates that the finite element analysis results should be carefully reviewed and processed in order to perform accurate punching shear evaluation. Conclusions are made based on the case studies to help engineers understand the punching shear behavior in prestressed and non-prestressed reinforced concrete slabs.

Keywords: differential settlement, finite element model, prestressed reinforced concrete slab, punching shear

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3143 An Analytical Method for Solving General Riccati Equation

Authors: Y. Pala, M. O. Ertas

Abstract:

In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati equation, analytical solution, proper solution, nonlinear

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3142 Operator Splitting Scheme for the Inverse Nagumo Equation

Authors: Sharon-Yasotha Veerayah-Mcgregor, Valipuram Manoranjan

Abstract:

A backward or inverse problem is known to be an ill-posed problem due to its instability that easily emerges with any slight change within the conditions of the problem. Therefore, only a limited number of numerical approaches are available to solve a backward problem. This paper considers the Nagumo equation, an equation that describes impulse propagation in nerve axons, which also models population growth with the Allee effect. A creative operator splitting numerical scheme is constructed to solve the inverse Nagumo equation. Computational simulations are used to verify that this scheme is stable, accurate, and efficient.

Keywords: inverse/backward equation, operator-splitting, Nagumo equation, ill-posed, finite-difference

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3141 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

Keywords: transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space

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3140 Effects of Variable Viscosity on Radiative MHD Flow in a Porous Medium Between Twovertical Wavy Walls

Authors: A. B. Disu, M. S. Dada

Abstract:

This study was conducted to investigate two dimensional heat transfer of a free convective-radiative MHD (Magneto-hydrodynamics) flow with temperature dependent viscosity and heat source of a viscous incompressible fluid in a porous medium between two vertical wavy walls. The fluid viscosity is assumed to vary as an exponential function of temperature. The flow is assumed to consist of a mean part and a perturbed part. The perturbed quantities were expressed in terms of complex exponential series of plane wave equation. The resultant differential equations were solved by Differential Transform Method (DTM). The numerical computations were presented graphically to show the salient features of the fluid flow and heat transfer characteristics. The skin friction and Nusselt number were also analyzed for various governing parameters.

Keywords: differential transform method, MHD free convection, porous medium, two dimensional radiation, two wavy walls

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3139 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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3138 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin

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3137 Investigation of Flexural – Torsion Instability of Struts Using Modified Newmark Method

Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi

Abstract:

Differential equations are of fundamental importance in engineering and applied mathematics, since many physical laws and relations appear mathematically in the form of such equations. The equilibrium state of structures consisting of one-dimensional elements can be described by an ordinary differential equation. The response of these kinds of structures under the loading, namely relationship between the displacement field and loading field, can be predicted by the solution of these differential equations and on satisfying the given boundary conditions. When the effect of change of geometry under loading is taken into account in modeling of equilibrium state, then these differential equations are partially integrable in quartered. They also exhibit instability characteristics when the structures are loaded compressively. The purpose of this paper is to represent the ability of the Modified Newmark Method in analyzing flexural-torsional instability of struts for both bifurcation and non-bifurcation structural systems. The results are shown to be very accurate with only a small number of iterations. The method is easily programmed, and has the advantages of simplicity and speeds of convergence and easily is extended to treat material and geometric nonlinearity including no prismatic members and linear and nonlinear spring restraints that would be encountered in frames. In this paper, these abilities of the method will be extended to the system of linear differential equations that govern strut flexural torsional stability.

Keywords: instability, torsion, flexural, buckling, modified newmark method stability

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