Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8

Search results for: integro-differential

8 A Study on Approximate Controllability of Impulsive Integrodifferential Systems with Non Local Conditions

Authors: Anandhi Santhosh

Abstract:

In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations has been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive integrodifferential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive integrodifferential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.

Keywords: approximate controllability, impulsive differential system, fixed point theorem, state-dependent delay

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7 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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6 A Series Solution of Fuzzy Integro-Differential Equation

Authors: Maryam Mosleh, Mahmood Otadi

Abstract:

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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5 Total Controllability of the Second Order Nonlinear Differential Equation with Delay and Non-Instantaneous Impulses

Authors: Muslim Malik, Avadhesh Kumar

Abstract:

A stronger concept of exact controllability which is called Total Controllability is introduced in this manuscript. Sufficient conditions have been established for the total controllability of a control problem, governed by second order nonlinear differential equation with delay and non-instantaneous impulses in a Banach space X. The results are obtained using the strongly continuous cosine family and Banach fixed point theorem. Also, the total controllability of an integrodifferential problem is investigated. At the end, some numerical examples are provided to illustrate the analytical findings.

Keywords: Banach fixed point theorem, non-instantaneous impulses, strongly continuous cosine family, total controllability

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4 A Study of Evolutional Control Systems

Authors: Ti-Jun Xiao, Zhe Xu

Abstract:

Controllability is one of the fundamental issues in control systems. In this paper, we study the controllability of second order evolutional control systems in Hilbert spaces with memory and boundary controls, which model dynamic behaviors of some viscoelastic materials. Transferring the control problem into a moment problem and showing the Riesz property of a family of functions related to Cauchy problems for some integrodifferential equations, we obtain a general boundary controllability theorem for these second order evolutional control systems. This controllability theorem is applicable to various concrete 1D viscoelastic systems and recovers some previous related results. It is worth noting that Riesz sequences can be used for numerical computations of the control functions and the identification of new Riesz sequence is of independent interest for the basis-function theory. Moreover, using the Riesz sequences, we obtain the existence and uniqueness of (weak) solutions to these second order evolutional control systems in Hilbert spaces. Finally, we derive the exact boundary controllability of a viscoelastic beam equation, as an application of our abstract theorem.

Keywords: evolutional control system, controllability, boundary control, existence and uniqueness

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3 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model

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2 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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1 Quasi-Photon Monte Carlo on Radiative Heat Transfer: An Importance Sampling and Learning Approach

Authors: Utkarsh A. Mishra, Ankit Bansal

Abstract:

At high temperature, radiative heat transfer is the dominant mode of heat transfer. It is governed by various phenomena such as photon emission, absorption, and scattering. The solution of the governing integrodifferential equation of radiative transfer is a complex process, more when the effect of participating medium and wavelength properties are taken into consideration. Although a generic formulation of such radiative transport problem can be modeled for a wide variety of problems with non-gray, non-diffusive surfaces, there is always a trade-off between simplicity and accuracy of the problem. Recently, solutions of complicated mathematical problems with statistical methods based on randomization of naturally occurring phenomena have gained significant importance. Photon bundles with discrete energy can be replicated with random numbers describing the emission, absorption, and scattering processes. Photon Monte Carlo (PMC) is a simple, yet powerful technique, to solve radiative transfer problems in complicated geometries with arbitrary participating medium. The method, on the one hand, increases the accuracy of estimation, and on the other hand, increases the computational cost. The participating media -generally a gas, such as CO₂, CO, and H₂O- present complex emission and absorption spectra. To model the emission/absorption accurately with random numbers requires a weighted sampling as different sections of the spectrum carries different importance. Importance sampling (IS) was implemented to sample random photon of arbitrary wavelength, and the sampled data provided unbiased training of MC estimators for better results. A better replacement to uniform random numbers is using deterministic, quasi-random sequences. Halton, Sobol, and Faure Low-Discrepancy Sequences are used in this study. They possess better space-filling performance than the uniform random number generator and gives rise to a low variance, stable Quasi-Monte Carlo (QMC) estimators with faster convergence. An optimal supervised learning scheme was further considered to reduce the computation costs of the PMC simulation. A one-dimensional plane-parallel slab problem with participating media was formulated. The history of some randomly sampled photon bundles is recorded to train an Artificial Neural Network (ANN), back-propagation model. The flux was calculated using the standard quasi PMC and was considered to be the training target. Results obtained with the proposed model for the one-dimensional problem are compared with the exact analytical and PMC model with the Line by Line (LBL) spectral model. The approximate variance obtained was around 3.14%. Results were analyzed with respect to time and the total flux in both cases. A significant reduction in variance as well a faster rate of convergence was observed in the case of the QMC method over the standard PMC method. However, the results obtained with the ANN method resulted in greater variance (around 25-28%) as compared to the other cases. There is a great scope of machine learning models to help in further reduction of computation cost once trained successfully. Multiple ways of selecting the input data as well as various architectures will be tried such that the concerned environment can be fully addressed to the ANN model. Better results can be achieved in this unexplored domain.

Keywords: radiative heat transfer, Monte Carlo Method, pseudo-random numbers, low discrepancy sequences, artificial neural networks

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