Search results for: first order ordinary differential equations

Authors: Kholod Mohammad Abualnaja

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A new algorithm is presented to find some new iterative methods for solving nonlinear equations F(x)=0 by using the variational iteration method. The efficiency of the considered method is illustrated by example. The results show that the proposed iteration technique, without linearization or small perturbation, is very effective and convenient.

Keywords: variational iteration method, nonlinear equations, Lagrange multiplier, algorithms

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Authors: J. Liu, Z. P. Yu, L. Xiong, Y. Feng, J. He

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According to the independence, accuracy and controllability of the driving/braking torque of the distributed drive electric vehicle, a control strategy of differential drive assisted steering was designed. Firstly, the assisted curve under different speed and steering wheel torque was developed and the differential torques were distributed to the right and left front wheels. Then the steering return ability assisted control algorithm was designed. At last, the joint simulation was conducted by CarSim/Simulink. The result indicated: the differential drive assisted steering algorithm could provide enough steering drive-assisted under low speed and improve the steering portability. Along with the increase of the speed, the provided steering drive-assisted decreased. With the control algorithm, the steering stiffness of the steering system increased along with the increase of the speed, which ensures the driver’s road feeling. The control algorithm of differential drive assisted steering could avoid the understeer under low speed effectively.

Keywords: differential assisted steering, control strategy, distributed drive electric vehicle, driving/braking torque

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Authors: Hamed Khani Arani, Mohammad Shariyat, Armaghan Mohammadian

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In this research, the free vibration of a rectangular sandwich nano-plate (SNP) made of three smart layers in the visco Pasternak foundation is studied. The core of the sandwich is a piezo magnetic nano-plate integrated with two layers of piezoelectric materials. First-order shear deformation plate theory is utilized to derive the motion equations by using Hamilton’s principle, piezoelectricity, and modified couple stress theory. Elastic medium is modeled by visco Pasternak foundation, where the damping coefficient effect is investigated on the stability of sandwich nano-plate. These equations are solved by the differential quadrature method (DQM), considering different boundary conditions. Results indicate the effect of various parameters such as aspect ratio, thickness ratio, shear correction factor, damping coefficient, and boundary conditions on the dimensionless frequency of sandwich nano-plate. The results are also compared by those available in the literature, and these findings can be used for automotive industry, communications equipment, active noise, stability, and vibration cancellation systems and utilized for designing the magnetostrictive actuator, motor, transducer and sensors in nano and micro smart structures.

Keywords: free vibration, modified couple stress theory, sandwich nano-plate, visco Pasternak foundation

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Authors: Ahmad Fahim Nasiry, Shigeo Honma

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We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: numerical simulation, immiscible, finite difference, IADI, IDE, waterflooding

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Authors: Bo Liu, Liangtian Gao, Idrees Qasim

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The impact of the storm leads to accidents even in the case of vessels that meet the computed safety criteria for stability. That is why, in order to clarify the causes of the accident and shipwreck, it is necessary to study the dynamics of the ship under the complex sudden impact of external forces. The task is to determine the movement and landing of the ship in the complex and sudden impact of external forces, i.e. when the ship's load changes over a relatively short period of time. For the solution, a technique was used to study the ship's dynamics, which is based on the compilation of a system of differential equations of motion. A coordinate system was adopted for the equation of motion of the hull and the determination of external forces. As a numerical method of integration, the 4^th order Runge-Kutta method was chosen. The results of the calculation show that dynamic deviations were lower for high-altitude vessels. The study of the movement of the hull under a difficult situation is performed: receiving of cargo, impact of a flurry of wind and subsequent displacement of the cargo. The risk of overturning and flooding was assessed.

Keywords: dynamics, statics, roll, trim, vertical displacement, dynamic load, tilt

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Authors: Alam Ali, Ashok Kumar Pathak

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Path analysis is a statistical technique used to evaluate the strength of the direct and indirect effects of variables. One or more structural regression equations are used to estimate a series of parameters in order to find the better fit of data. Sometimes, exogenous variables do not show a significant strength of their direct and indirect effect when the assumption of classical regression (ordinary least squares (OLS)) are violated by the nature of the data. The main motive of this article is to investigate the efficacy of the copula-based regression approach over the classical regression approach and calculate the direct and indirect effects of variables when data violates the OLS assumption and variables are linked through an elliptical copula. We perform this study using a well-organized numerical scheme. Finally, a real data application is also presented to demonstrate the performance of the superiority of the copula approach.

Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique

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Authors: Saghar Heidari

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In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.

Keywords: continuous-installment option, European option, regime-switching model, finite element method

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Authors: Arin Ghazarian, Cyril Rakovski

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Differential privacy has become the leading technique to protect the privacy of individuals in a database while allowing useful analysis to be done and the results to be shared. It puts a guarantee on the amount of privacy loss in the worst-case scenario. Differential privacy is not a toggle between full privacy and zero privacy. It controls the tradeoff between the accuracy of the results and the privacy loss using a single key parameter called

Keywords: arrhythmia, cardiology, differential privacy, ECG, epsilon, medi-cal data, privacy preserving analytics, statistical databases

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Authors: Mohamed Ali Ben Halima, Malik Koubi, Joseph Lanfranchi, Yohan Wloczysiak

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This article assesses the consequences on the frequency and duration of ordinary sick leave of the January 2012 and 2018 reforms modifying the scope of sick leave reimbursement in the French civil service. These reforms introduce a one-day waiting period which removes the compensation for the first day of ordinary sick leave. In order to evaluate these reforms, we use an administrative database from the National Pension Fund for local public employees (FPT). The first important result of our data analysis is that the one-day waiting period was not introduced at the same time in the French Local Public Service establishments, or even never in some. This peculiarity allows for an identification strategy using a difference-in-differences method based on the definition at each date of groups of employees treated and not treated by the reform, since establishments that apply the one-day waiting period coexist with establishments that do not apply it. Two types of estimators are used for this evaluation: individual and time fixed effects estimators and DIDM estimators which correct for the biases of the Two Way Fixed Effects one. The results confirm that the change in the sick pay system decreases the probability of having at least one ordinary sick leave as well as the number and duration of these episodes. On the other hand, the estimates show that longer leave episodes are not less affected than shorter ones. Finally, the validity tests of the estimators support the results obtained for the second period of 2018-2019, but suggest estimation biases for the period 2012-2013. The extent to which the endogeneity of the choices of implementation of the reform at the local level impact these estimates needs to be further tested.

Keywords: sick leave, one-day waiting period, territorial civil service, public policy evaluation

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Authors: Mounir Belattar

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

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

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Authors: Adel Mohsen

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A direct method based on the good Broyden's updates for evaluating the inverse of a nonsingular square matrix of full rank and solving related system of linear algebraic equations is studied. For a matrix A of order n whose LU-decomposition is A = LU, the multiplication count is O (n3). This includes the evaluation of the LU-decompositions of the inverse, the lower triangular decomposition of A as well as a “reduced matrix inverse”. If an explicit value of the inverse is not needed the order reduces to O (n3/2) to compute to compute inv(U) and the reduced inverse. For a symmetric matrix only O (n3/3) operations are required to compute inv(L) and the reduced inverse. An example is presented to demonstrate the capability of using the reduced matrix inverse in treating ill-conditioned systems. Besides the simplicity of Broyden's update, the method provides a mean to exploit the possible sparsity in the matrix and to derive a suitable preconditioner.

Keywords: Broyden's updates, matrix inverse, inverse factorization, solution of linear algebraic equations, ill-conditioned matrices, preconditioning

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Authors: Pranjal Srivastava, Piyali Sengupta

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

Keywords: drilling riser, marine, analytical model, fragility

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Authors: Azam Zare

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Separation flow control for performance enhancement over airfoils at high incidence angle has become an increasingly important topic. This work details the characteristics of an efficient feedback control of the turbulent subsonic flow over NACA23012 airfoil using forced reduced‐order model based on the proper orthogonal decomposition/Galerkin projection and perturbation method on the compressible Reynolds Averaged Navier‐Stokes equations. The forced reduced‐order model is used in the optimal control of the turbulent separated flow over a NACA23012 airfoil at Mach number of 0.2, Reynolds number of 5×106, and high incidence angle of 24° using blowing/suction controlling jets. The Spallart-Almaras turbulence model is implemented for high Reynolds number calculations. The main shortcoming of the POD/Galerkin projection on flow equations for controlling purposes is that the blowing/suction controlling jet velocity does not show up explicitly in the resulting reduced order model. Combining perturbation method and POD/Galerkin projection on flow equations introduce a forced reduced‐order model that can predict the time-varying influence of the blowing/suction controlling jet velocity. An optimal control theory based on forced reduced‐order system is used to design a control law for a nonlinear reduced‐order model, which attempts to minimize the vorticity content in the turbulent flow field over NACA23012 airfoil. Numerical simulations were performed to help understand the behavior of the controlled suction jet at 12% to 18% chord from leading edge and a pair of blowing/suction jets at 15% to 18% and 24% to 30% chord from leading edge, respectively. Analysis of streamline profiles indicates that the blowing/suction jets are efficient in removing separation bubbles and increasing the lift coefficient up to 22%, while the perturbation method can predict the flow field in an accurate Manner.

Keywords: flow control, POD, Galerkin projection, separation

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Authors: Deva Kanta Phukan

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An investigation is made to carry out to study the thermal-diffusion and diffusion thermo-effects in hydro-magnetic unsteady flow by a mixed convection boundary layer past an impermeable vertical stretching sheet embedded in a conducting fluid-saturated porous medium in the presence of a chemical reaction effect. The velocity of stretching surface, the surface temperature and the concentration are assumed to vary linearly with the distance along the surface. The governing partial differential equations are transformed in to self similar unsteady equations using similarity transformations and solved numerically by the Runge kutta fourth order scheme in association with the shooting method for the whole transient domain from the initial state to the final steady state flow. Numerical results for the velocity, temperature, the concentration, the skin friction , and the Nusselt and Sherwood numbers are shown graphically for various flow parameters. The results reveal that there is a smooth transition of flow from unsteady state to the final steady state. A special case of our results is in good agreement with an earlier published work.

Keywords: heat and mass transfer, boundary layer flow, porous media, magnetic field, Soret number, Dufour’s number

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

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

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

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Authors: Eda Gök

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

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

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Authors: Sweta Sinha

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Rapid evolution of technology has changed language pedagogy as well as perspectives on language use, leading to strategic changes in discourse studies. We are now firmly embedded in a time when digital technologies have become an integral part of our daily lives. This has led to generalized approaches to English Language Teaching (ELT) which has raised two-pronged concerns in linguistically diverse settings: a) the diverse linguistic background of the learner might interfere/ intervene with the learning process and b) the differential level of already acquired knowledge of target language might make the classroom practices too easy or too difficult for the target group of learners. ELT needs a more systematic and differential pedagogical approach for greater efficiency and accuracy. The present research analyses the need of identifying learner groups based on different levels of target language proficiency based on a longitudinal study done on 150 undergraduate students. The learners were divided into five groups based on their performance on a twenty point scale in Listening Speaking Reading and Writing (LSRW). The groups were then subjected to varying durations of technology aided language learning sessions and their performance was recorded again on the same scale. Identifying groups and introducing differential teaching and learning strategies led to better results compared to generalized teaching strategies. Language teaching includes different aspects: the organizational, the technological, the sociological, the psychological, the pedagogical and the linguistic. And a facilitator must account for all these aspects in a carefully devised differential approach meeting the challenge of learner diversity. Apart from the justification of the formation of differential groups the paper attempts to devise framework to account for all these aspects in order to make ELT in multilingual setting much more effective.

Keywords: differential groups, English language teaching, language pedagogy, multilingualism, technology aided language learning

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Authors: Zhanar Imanova

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

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

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Authors: Hansoo Kim, Seunghak Shin

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

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

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Authors: Matevž Breška, Iztok Peruš, Vlado Stankovski

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

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

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Authors: Davide Forcellini, James Marshal Kelly

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

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

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Authors: Zahid Ullah, Atlas Khan

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

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

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Authors: Mohammed Abdulhameed, Sagir M. Abdullahi

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In this paper, based on the applications of nanoparticle, the blood flow along with nanoparticles through stenosed artery is studied. The blood is acted by periodic body acceleration, an oscillating pressure gradient and an external magnetic field. The mathematical formulation is based on Caputo-Fabrizio fractional derivative without singular kernel. The model of ordinary blood, corresponding to time-derivatives of integer order, is obtained as a limiting case. Analytical solutions of the blood velocity and temperature distribution are obtained by means of the Hankel and Laplace transforms. Effects of the order of Caputo-Fabrizio time-fractional derivatives and three different nanoparticles i.e. Fe3O4, TiO4 and Cu are studied. The results highlights that, models with fractional derivatives bring significant differences compared to the ordinary model. It is observed that the addition of Fe3O4 nanoparticle reduced the resistance impedance of the blood flow and temperature distribution through bell shape stenosed arteries as compared to TiO4 and Cu nanoparticles. On entering in the stenosed area, blood temperature increases slightly, but, increases considerably and reaches its maximum value in the stenosis throat. The shears stress has variation from a constant in the area without stenosis and higher in the layers located far to the longitudinal axis of the artery. This fact can be an important for some clinical applications in therapeutic procedures.

Keywords: nanoparticles, blood flow, stenosed artery, mathematical models

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Authors: Mehrdad Mahmudizad, Roya Ahmadi Ahangar

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This paper presents the method of designing the type 2 fuzzy PID controllers in order to solve the problem of Load Frequency Control (LFC). The Harmony Search (HS) algorithm is used to regulate the measurement factors and the effect of uncertainty of membership functions of Interval Type 2 Fuzzy Proportional Integral Differential (IT2FPID) controllers in order to reduce the frequency deviation resulted from the load oscillations. The simulation results implicitly show that the performance of the proposed IT2FPID LFC in terms of error, settling time and resistance against different load oscillations is more appropriate and preferred than PID and Type 1 Fuzzy Proportional Integral Differential (T1FPID) controllers.

Keywords: load frequency control, fuzzy-pid controller, type 2 fuzzy system, harmony search algorithm

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

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

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

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Authors: Young Hee Geum

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In this paper, we present the iterative method and determine the control parameters to converge cubically for solving nonlinear equations. In addition, we derive the asymptotic error constant.

Keywords: asymptotic error constant, iterative method, multiple root, root-finding, order of convergent

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Authors: Wararit Panichkitkosolkul

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The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

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Authors: Benniche Omar

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

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

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

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

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

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Authors: Marcin Sowa

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The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.

Keywords: numerical method, SubIval, fractional calculus, numerical solver, circuit analysis

Procedia PDF Downloads 178