Search results for: integral equation

Authors: Ali Albadri

Abstract:

The logistics equation has never been used or studied in scientific fields outside the field of ecology. It has never been used to understand the behavior of a dynamic system of mechanical machines, like an escalator. We have studied the compatibility of the logistic map against real measurements from an escalator. This study has proven that there is good compatibility between the logistics equation and the experimental measurements. It has discovered the potential of a relationship between the fractal dimension and the non-linearity parameter, R, in the logistics equation. The fractal dimension increases as the R parameter (non-linear parameter) increases. It implies that the fractal dimension increases as the phase of the life span of the machine move from the steady/stable phase to the periodic double phase to a chaotic phase. The fractal dimension and the parameter R can be used as a tool to verify and check the health of machines. We have come up with a theory that there are three areas of behaviors, which they can be classified during the life span of a machine, a steady/stable stage, a periodic double stage, and a chaotic stage. The level of attention to the machine differs depending on the stage that the machine is in. The rate of faults in a machine increases as the machine moves through these three stages. During the double period and the chaotic stages, the number of faults starts to increase and become less predictable. The rate of predictability improves as our monitoring of the changes in the fractal dimension and the parameter R improves. The principles and foundations of our theory in this work have and will have a profound impact on the design of systems, on the way of operation of systems, and on the maintenance schedules of the systems. The systems can be mechanical, electrical, or electronic. The discussed methodology in this paper will give businesses the chance to be more careful at the design stage and planning for maintenance to control costs. The findings in this paper can be implied and used to correlate the three stages of a mechanical system to more in-depth mechanical parameters like wear and fatigue life.

Keywords: logistcs map, bifurcation map, fractal dimension, logistics equation

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Authors: Wenlong Feng, Zhenchun Du, Jianguo Yang

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To decrease the grating scale thermal expansion error, a novel method which based on multiple temperature detections is proposed. Several temperature sensors are installed on the grating scale and the temperatures of these sensors are recorded. The temperatures of every point on the grating scale are calculated by interpolating between adjacent sensors. According to the thermal expansion principle, the grating scale thermal expansion error model can be established by doing the integral for the variations of position and temperature. A novel compensation method is proposed in this paper. By applying the established error model, the grating scale thermal expansion error is decreased by 90% compared with no compensation. The residual positioning error of the grating scale is less than 15um/10m and the accuracy of the machine tool is significant improved.

Keywords: thermal expansion error of grating scale, error compensation, machine tools, integral method

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Authors: Murat Gunduz, Mustafa Ozdemir

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In this research, a framework is to be proposed to model the safety performance in construction sites. Determinants of safety performance are to be defined through extensive literature review and a multidimensional safety performance model is to be developed. In this context, a questionnaire is to be administered to construction companies with sites. The collected data through questionnaires including linguistic terms are then to be defuzzified to get concrete numbers by using fuzzy set theory which provides strong and significant instruments for the measurement of ambiguities and provides the opportunity to meaningfully represent concepts expressed in the natural language. The validity of the proposed safety performance model, relationships between determinants of safety performance are to be analyzed using the structural equation modeling (SEM) which is a highly strong multi variable analysis technique that makes possible the evaluation of latent structures. After validation of the model, a safety performance index assessment tool is to be proposed by the help of software. The proposed safety performance assessment tool will be based on the empirically validated theoretical model.

Keywords: Fuzzy set theory, safety performance assessment, safety index, structural equation modeling (SEM), construction sites

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Authors: Ibrahim Cicek, Melike Nikbay

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Electrically propelled vehicles, either road or aerial vehicles are studied on contemporarily for their robust maneuvers and cost-efficient transport operations. The main power generating systems of such vehicles electrified by selecting proper components and assembled as e-powertrain. Generally, e-powertrain components selected considering the target performance requirements. Since the main component of propulsion is the drive unit, e-motor control system is subjected to achieve the performance targets. In this paper, the optimization of e-motor control parameters studied by Integral Squared Method (ISE). The overall aim is to minimize power consumption of such vehicles depending on mission profile and maintaining smooth maneuvers for passenger comfort. The sought-after values of control parameters are computed using the Optimal Control Theory. The system is modeled as a closed-loop linear control system with calibratable parameters.

Keywords: optimization, e-powertrain, optimal control, electric vehicles

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Authors: Hafiza Rizwana Kausar

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In this paper, we formulate the wave equation in modified theories, particularly in f(R) theory, scalar-tensor theory, and metric palatine f(X) theory. We solve the wave equation in each case and try to find maximum possible solutions in the form polarization modes. It is found that modified theories present at most six modes however the mentioned metric theories allow four polarization modes, two of which are tensor in nature and other two are scalars.

Keywords: gravitational waves, modified theories, polariozation modes, scalar tensor theories

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Authors: E. Esra Kasapbaşı, Büşra Yıldırım

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Weak oxidizing radicals, such as alkyl peroxyl derivatives, react with carotenoids through hydrogen atom transfer to form neutral carotenoid radicals. Using the DFT method, it has been observed that s-cis-β-carotene is more stable than all-transforms. In the context of this study, an attempt is made to explain the reaction mechanism of the isomers of β-carotene, which exhibits antioxidant properties, with n-pentyl peroxide, one of the alkyl peroxyl molecules, using the Density Functional Theory (DFT) method. The cis and transforms of β-carotene are used in the study to determine which form is more reactive. For this purpose, Natural Bond Orbital (NBO) charges of all optimized structures are calculated, and electron transfer is determined by examining electron transitions between Highest Occupied Molecular Orbital (HOMO) and Lowest Unoccupied Molecular Orbital (LUMO). Additionally, the radical character and reaction mechanism of β-carotene in a radical environment are attempted to be explained based on the calculations. The theoretical inclination of whether β-carotene in cis or transforms is more active in reaction is also discussed. All these calculations are performed in the gas phase using the Integral Equation Formalism Polarizable Continuum Model IEFPCM method with dichloromethane as the solvent.

Keywords: β-carotene, n-pentyl peroxyl radical, DFT, TD-DFT

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Authors: Swarn Singh, Suruchi Singh

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In this paper, we present a fourth order two level implicit finite difference scheme for 1D Pennes bio-heat equation. Unconditional stability and convergence of the proposed scheme is discussed. Numerical results are obtained to demonstrate the efficiency of the scheme. In this paper we present a fourth order two level implicit finite difference scheme for 1D Pennes bio-heat equation. Unconditional stability and convergence of the proposed scheme is discussed. Numerical results are obtained to demonstrate the efficiency of the scheme.

Keywords: convergence, finite difference scheme, Pennes bio-heat equation, stability

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Authors: T. Yilmaz, N. Kirac

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Beam-column elements are defined as structural members subjected to a combination of axial and bending forces. Lateral torsional buckling is one of the major failure modes in which beam-columns that are bent about its strong axis may buckle out of the plane by deflecting laterally and twisting. This study presents a compact closed-form equation that it can be used for calculating critical lateral torsional-buckling load of beam-columns with monosymmetric sections in the presence of a known axial load. Lateral-torsional buckling behavior of beam-columns subjected to constant axial force and various transverse load cases are investigated by using Ritz method in order to establish proposed equation. Lateral-torsional buckling loads calculated by presented formula are compared to finite element model results. ABAQUS software is utilized to generate finite element models of beam-columns. It is found out that lateral-torsional buckling load of beam-columns with monosymmetric sections can be determined by proposed equation and can be safely used in design.

Keywords: lateral-torsional buckling, stability, beam-column, monosymmetric section

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Authors: N. Q. Bau, N. V. Nghia

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The acoustomagnetoelectric (AME) field in a rectangular quantum wire with an infinite potential (RQWIP) is calculated in the presence of an external magnetic field (EMF) by using the quantum kinetic equation for the distribution function of electrons system interacting with external phonons and electrons scattering with internal acoustic phonon in a RQWIP. We obtained ananalytic expression for the AME field in the RQWIP in the presence of the EMF. The dependence of AME field on the frequency of external acoustic wave, the temperature T of system, the cyclotron frequency of the EMF and the intensity of the EMF is obtained. Theoretical results for the AME field are numerically evaluated, plotted and discussed for a specific RQWIP GaAs/GaAsAl. This result has shown that the dependence of the AME field on intensity of the EMF is nonlinearly and it is many distinct maxima in the quantized magnetic region. We also compared received fields with those for normal bulk semiconductors, quantum well and quantum wire to show the difference. The influence of an EMF on AME field in a RQWIP is newly developed.

Keywords: rectangular quantum wire, acoustomagnetoelectric field, electron-phonon interaction, kinetic equation method

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Authors: M. Bakhtaoui, L. Merahi

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The reliability of the filtered HVBK model is now investigated via some large eddy simulations of freely decaying isotropic superfluid turbulence. For homogeneous turbulence at very high Reynolds numbers, comparison of the terms in the spectral kinetic energy budget equation indicates, in the energy-containing range, that the production and energy transfer effects become significant except for dissipation. In the inertial range, where the two fluids are perfectly locked, the mutual friction maybe neglected with respect to other terms. Also the LES results for the other terms of the energy balance are presented.

Keywords: superfluid turbulence, HVBK, energy budget, Large Eddy Simulation

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Authors: Soniya Chaudhary, Sanjeev Sahu

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Propagation of Rayleigh-type waves in a rotating piezoelectric plate is investigated. The materials are assumed to be transversely isotropic crystals. The frequency equation have been derived for electrically open and short cases. Effect of rotation and piezoelectricity have been shown. It is also found that piezoelectric material properties have an important effect on Rayleigh wave propagation. The result is relevant to the analysis and design of various acoustic surface wave devices constructed from piezoelectric materials also in SAW devices.

Keywords: rotation, frequency equation, piezoelectricity, rayleigh-type wave

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Authors: Sameena Tarannum, S. Pranesh

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A nonlinear study of triple diffusive convection in a rotating couple stress liquid has been analysed. It is performed to study the effect of heat and mass transfer by deriving Ginzburg-Landau equation. Heat and mass transfer are quantified in terms of Nusselt number and Sherwood numbers, which are obtained as a function of thermal and solute Rayleigh numbers. The obtained Ginzburg-Landau equation is Bernoulli equation, and it has been elucidated numerically by using Mathematica. The effects of couple stress parameter, solute Rayleigh numbers, and Taylor number on the onset of convection and heat and mass transfer have been examined. It is found that the effects of couple stress parameter and Taylor number are to stabilize the system and to increase the heat and mass transfer.

Keywords: couple stress liquid, Ginzburg-Landau model, rotation, triple diffusive convection

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Authors: Balgaisha Mukanova, Natalya Glazyrina, Sergey Glazyrin

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The formulated problem of optimization of the technological process of water treatment for thermal power plants is considered in this article. The problem is of multiparametric nature. To optimize the process, namely, reduce the amount of waste water, a new technology was developed to reuse such water. A mathematical model of the technology of wastewater reuse was developed. Optimization parameters were determined. The model consists of a material balance equation, an equation describing the kinetics of ion exchange for the non-equilibrium case and an equation for the ion exchange isotherm. The material balance equation includes a nonlinear term that depends on the kinetics of ion exchange. A direct problem of calculating the impurity concentration at the outlet of the water treatment plant was numerically solved. The direct problem was approximated by an implicit point-to-point computation difference scheme. The inverse problem was formulated as relates to determination of the parameters of the mathematical model of the water treatment plant operating in non-equilibrium conditions. The formulated inverse problem was solved. Following the results of calculation the time of start of the filter regeneration process was determined, as well as the period of regeneration process and the amount of regeneration and wash water. Multi-parameter optimization of water treatment process for thermal power plants allowed decreasing the amount of wastewater by 15%.

Keywords: direct problem, multiparametric optimization, optimization parameters, water treatment

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Authors: Benalia Nadia, Zerzouri Nora, Ben Si Ali Nadia

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Abstract: Among the many different modern heuristic optimization methods, genetic algorithms (GA) and the particle swarm optimization (PSO) technique have been attracting a lot of interest. The GA has gained popularity in academia and business mostly because to its simplicity, ability to solve highly nonlinear mixed integer optimization problems that are typical of complex engineering systems, and intuitiveness. The mechanics of the PSO methodology, a relatively recent heuristic search tool, are modeled after the swarming or cooperative behavior of biological groups. It is suitable to compare the performance of the two techniques since they both aim to solve a particular objective function but make use of distinct computing methods. In this article, PSO and GA optimization approaches are used for the parameter tuning of the power system stabilizer and Proportional integral derivative regulator. Load angle and rotor speed variations in the single machine infinite bus bar system is used to measure the performance of the suggested solution.

Keywords: SMIB, genetic algorithm, PSO, transient stability, power system stabilizer, PID

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Authors: J. Wicks

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Aim: To develop a simple methodology to allow collected heart rate (HR) data from inexpensive wearable devices to be expressed in a suitable format (METs) to quantitate occupational (and recreational) activity. Introduction: Assessment of occupational activity is commonly done by utilizing questionnaires in combination with prescribed MET levels of a vast range of previously measured activities. However for any individual the intensity of performing a specific activity can vary significantly. Ideally objective measurement of individual activity is preferred. Though there are a wide range of HR recording devices there is a distinct lack methodology to allow processing of collected data to quantitate energy expenditure (EE). The HR index equation expresses METs in relation to relative HR i.e. the ratio of activity HR to resting HR. The use of this equation provides a simple utility for objective measurement of EE. Methods: During a typical occupational work period of approximately 8 hours HR data was recorded using a Polar RS 400 wrist monitor. Recorded data was downloaded to a Windows PC and non HR data was stripped from the ASCII file using ‘Notepad’. The HR data was exported to a spread sheet program and sorted by HR range into a histogram format. Three HRs were determined, namely a resting HR (the HR delimiting the lowest 30 minutes of recorded data), a mean HR and a peak HR (the HR delimiting the highest 30 minutes of recorded data). HR indices were calculated (mean index equals mean HR/rest HR and peak index equals peak HR/rest HR) with mean and peak indices being converted to METs using the HR index equation. Conclusion: Inexpensive HR recording devices can be utilized to make reasonable estimates of occupational (or recreational) EE suitable for large scale demographic screening by utilizing the HR index equation. The intrinsic value of the HR index equation is that it is independent of factors that influence absolute HR, namely fitness, smoking and beta-blockade.

Keywords: energy expenditure, heart rate histograms, heart rate index, occupational activity

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Authors: İsmail Ay

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In this study, it was aimed to determine the relations between need for psychological help and psychological symptoms. The sample of the study consists of 530 university students getting educated in University of Atatürk in 2015-2016 academic years. Need for Psychological Help Scale and Brief Symptom Inventory were used to collect data in the study. In data analysis, correlation analysis and structural equation model with latent variables were used. Normality and homogeneity analyses were used to analyze the basic conditions of parametric tests. The findings obtained from the study show that as the psychological symptoms increase, need for psychological help also increases. The findings obtained through the study were approached according to the literature.

Keywords: psychological symptoms, need for psychological help, structural equation model, correlation

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Authors: Ali Maksum

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In a number of countries, including Indonesia, the tendency for non-communicable diseases is increasing. As a result, health costs must be paid by the state continues to increase as well. People's lifestyles, including due to lack of physical activity, are thought to have contributed significantly to the problem. This study aims to examine the impact of participation in sports on quality of life, which is reflected in three main indicators, namely health, psychological, and social aspects. The study was conducted in the city of Surabaya and its surroundings, with a total of 490 participants, consisting of 245 men and 245 women with an average age of 45.4 years. Data on physical activity and quality of life were collected by questionnaire and analyzed using structural equation modeling. The test results of the model prove that the value of chi-square = 8,259 with p = .409, RMSEA = .008, NFI = .992, and CFI = 1. This means that the model is compatible with the data. The model explains that physical activity has a significant effect on quality of life. People who exercise regularly are better able to cope with stress, have a lower risk of illness, and have higher pro-social behavior. Therefore, it needs serious efforts from stakeholders, especially the government, to create an ecosystem that allows the growth of movement culture in the community.

Keywords: participation, physical activity, quality of life, structural equation modelling

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Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

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This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: membrane distillation, dynamical modeling, advection-diffusion equation, thermal equilibrium, heat equation

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Authors: Rajesh Chakraborty, Dibyendu Das, Rabindra Nath Barman, Uttam Kumar Mandal

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In the present study, the objective is to find out the most effective zone causing soil erosion in the Gumati river basin located in the state of Tripura, a north eastern state of India using analytical hierarchy process (AHP) and multi-objective optimization on the basis of ratio analysis (MOORA).The watershed is segmented into 20 zones based on Area. The watershed is considered by pointing the maximum elevation from sea lever from Google earth. The soil erosion is determined using the universal soil loss equation. The different independent variables of soil loss equation bear different weightage for different soil zones. And therefore, to find the weightage factor for all the variables of soil loss equation like rainfall runoff erosivity index, soil erodibility factor etc, analytical hierarchy process (AHP) is used. And thereafter, multi-objective optimization on the basis of ratio analysis (MOORA) approach is used to select the most effective zone causing soil erosion. The MCDM technique concludes that the maximum soil erosion is occurring in the zone 14.

Keywords: soil erosion, analytic hierarchy process (AHP), multi criteria decision making (MCDM), universal soil loss equation (USLE), multi-objective optimization on the basis of ratio analysis (MOORA)

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Authors: T. J. Hasanova, C. N. Imamalieva

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The problem about the movement of the rigid cylinder keeping the vertical position under the influence of running superficial waves in a liquid is considered. The indignation of a falling wave caused by the presence of the cylinder which moves is thus considered. Special decomposition on a falling harmonious wave is used. The problem dares an operational method. For a finding of the original decision, Considering that the image denominator represents a tabular function, Voltaire's integrated equation of the first sort which dares a numerical method is used. Cylinder movement in the continuous environment under the influence of waves is considered in work. Problems are solved by an operational method, thus originals of required functions are looked for by the numerical definition of poles of combinations of transcendental functions and calculation of not own integrals. Using specificity of a task below, Decisions are under construction the numerical solution of the integrated equation of Volter of the first sort that does not create computing problems of the complex roots of transcendental functions connected with search.

Keywords: rigid cylinder, linear interpolation, fluctuations, Voltaire's integrated equation, harmonious wave

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Authors: Maryam Mosleh, Mahmood Otadi

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The hybrid differential equations have a wide range of applications in science and engineering. In this paper, the homotopy analysis method (HAM) is applied to obtain the series solution of the hybrid differential equations. Using the homotopy analysis method, it is possible to find the exact solution or an approximate solution of the problem. Comparisons are made between improved predictor-corrector method, homotopy analysis method and the exact solution. Finally, we illustrate our approach by some numerical example.

Keywords: Fuzzy number, parametric form of a fuzzy number, fuzzy integrodifferential equation, homotopy analysis method

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Authors: Babatunde J. Falaye

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In this study, we obtain the approximate analytical solutions of the radial Schrödinger equation for the Deng-Fan diatomic molecular potential by using exact quantization rule approach. The wave functions have been expressed by hypergeometric functions via the functional analysis approach. An extension to rotational-vibrational energy eigenvalues of some diatomic molecules are also presented. It is shown that the calculated energy levels are in good agreement with the ones obtained previously E_nl-D (shifted Deng-Fan).

Keywords: Schrödinger equation, exact quantization rule, functional analysis, Deng-Fan potential

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Authors: Gulshan Sachdeva, Ram Bilash

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In this paper, the exergy analysis of vapor absorption refrigeration system using LiBr-H2O as working fluid is carried out with the modified Gouy-Stodola approach rather than the classical Gouy-Stodola equation and effect of varying input parameters is also studied on the performance of the system. As the modified approach uses the concept of effective temperature, the mathematical expressions for effective temperature have been formulated and calculated for each component of the system. Various constraints and equations are used to develop program in EES to solve these equations. The main aim of this analysis is to determine the performance of the system and the components having major irreversible loss. Results show that exergy destruction rate is considerable in absorber and generator followed by evaporator and condenser. There is an increase in exergy destruction in generator, absorber and condenser and decrease in the evaporator by the modified approach as compared to the conventional approach. The value of exergy determined by the modified Gouy Stodola equation deviates maximum i.e. 26% in the generator as compared to the exergy calculated by the classical Gouy-Stodola method.

Keywords: exergy analysis, Gouy-Stodola, refrigeration, vapor absorption

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Authors: Sherry Ann Ganase, Sandra Sookram

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In this paper, the vulnerability level to climate change is analysed using a comprehensive index, consisting of five pillars: human, social, natural, physical, and financial. A structural equation model is also applied to determine the indicators and relationships that exist between the observed environmental changes and the quality of life. Using survey data to model the results, a value of 0.382 is derived as the vulnerability level for San Pedro, where values closer to zero indicates lower vulnerability and values closer to one indicates higher vulnerability. The results showed the social pillar to be most vulnerable, with the indicator ‘participation’ ranked the highest in its cohort. Although, the environmental pillar is ranked as least vulnerable, the indicators ‘hazard’ and ‘biodiversity’ obtained scores closer to 0.4, suggesting that changes in the environment are occurring from natural and anthropogenic activities. These changes can negatively influence the quality of life as illustrated in the structural equation modelling. The study concludes by reporting on the need for collective action and participation by households in lowering vulnerability to ensure sustainable development and livelihood.

Keywords: climate change, participation, San Pedro, structural equation model, vulnerability index

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Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin

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In this study, a vibrational differential equation governing on swinging single-degree-of-freedom pendulum in a viscous fluid has been investigated. The damping process is characterized according to two different regimes: at first, damping in stationary viscous fluid, in the second, damping in flowing viscous fluid with constant velocity. Our purpose is to enhance the ability of solving the mentioned nonlinear differential equation with a simple and innovative approach. Comparisons are made between new method and Numerical Method (rkf45). The results show that this method is very effective and simple and can be applied for other nonlinear problems.

Keywords: oscillating systems, angular frequency and damping ratio, pendulum at fluid, locus of maximum

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Authors: Najib K. Dankadai, Ahmad 'Athif Mohd Faudzi, Khairuddin Osman, Muhammad Rusydi Muhammad Razif, IIi Najaa Aimi Mohd Nordin

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Researches in soft actuators are now growing rapidly because of their adequacy to be applied in sectors like medical, agriculture, biological and welfare. This paper presents system identification (SI) and control of the force generated by a two chambers pneumatic soft actuator (PSA). A force mathematical model for the actuator was identified experimentally using data acquisition card and MATLAB SI toolbox. Two control techniques; a predictive functional control (PFC) and conventional proportional integral and derivative (PID) schemes are proposed and compared based on the identified model for the soft actuator flexible mechanism. Results of this study showed that both of the proposed controllers ensure accurate tracking when the closed loop system was tested with the step, sinusoidal and multi step reference input through MATLAB simulation although the PFC provides a better response than the PID.

Keywords: predictive functional control (PFC), proportional integral and derivative (PID), soft actuator, system identification

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Authors: Raoul Ouambo Tobou, Alexis Kuitche, Marcel Edoun

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The FWM (Finite Window Method) is a new numerical meshfree technique for solving problems defined either in terms of PDEs (Partial Differential Equation) or by a set of conservation/equilibrium laws. The principle behind the FWM is that in such problem each element of the concerned domain is interacting with its neighbors and will always try to adapt to keep in equilibrium with respect to those neighbors. This leads to a very simple and robust problem solving scheme, well suited for transfer problems. In this work, we have applied the FWM to an unsteady scalar convection-diffusion equation. Despite its simplicity, it is well known that convection-diffusion problems can be challenging to be solved numerically, especially when convection is highly dominant. This has led researchers to set the scalar convection-diffusion equation as a benchmark one used to analyze and derive the required conditions or artifacts needed to numerically solve problems where convection and diffusion occur simultaneously. We have shown here that the standard FWM can be used to solve convection-diffusion equations in a robust manner as no adjustments (Upwinding or Artificial Diffusion addition) were required to obtain good results even for high Peclet numbers and coarse space and time steps. A comparison was performed between the FWM scheme and both a first order implicit Finite Volume Scheme (Upwind scheme) and a third order implicit Finite Volume Scheme (QUICK Scheme). The results of the comparison was that for equal space and time grid spacing, the FWM yields a much better precision than the used Finite Volume schemes, all having similar computational cost and conditioning number.

Keywords: Finite Window Method, Convection-Diffusion, Numerical Technique, Convergence

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Authors: Farhad Imanshoar

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The regime or equilibrium geometry of alluvial rivers remains a topic of fundamental scientific and engineering interest. There are several approaches to analyze the problem, namely: empirical formulas, semi-theoretical methods and rational (extreme) procedures. However, none of them is widely accepted at present, due to lack of knowledge of some physical processes associated with channel formation and the simplification hypotheses imposed in order to reduce the high quantity of involved variables. The study presented in this paper shows a new approach to estimate stable width and depth of sand-bed rivers by using developed stream power equation (DSPE). At first, a new procedure based on theoretical analysis and by considering DSPE and ultimate sediment concentration were developed. Then, experimental data for regime condition in sand-bed rivers (flow depth, flow width, sediment feed rate for several cases) were gathered. Finally, the results of this research (regime equations) are compared with the field data and other regime equations. A good agreement was observed between the field data and the values resulted from developed regime equation.

Keywords: regime equations, developed stream power equation, sand-bed rivers, semi-theoretical methods

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Authors: Silas A. Ihedioha

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In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.

Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle

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Authors: Ahmet Kaya

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Incoming cash flows and outgoing claims play an important role to determine how is companies’ profit or loss. In this matter, ruin probability provides to describe vulnerability of the companies against ruin. Quantum mechanism is one of the significant approaches to model ruin probability as stochastically. Using the Hamiltonian method, we have performed formalisation of quantum mechanics < x|e-ᵗᴴ|x' > and obtained the transition probability of 2x2 and 3x3 matrix as traditional and eigenvector basis where A is a ruin operator and H|x' > is a Schroedinger equation. This operator A and Schroedinger equation are defined by a Hamiltonian matrix H. As a result, probability of not to be in ruin can be simulated and calculated as stochastically.

Keywords: ruin probability, quantum mechanics, Hamiltonian technique, operator approach

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