Search results for: numerical solutions

Authors: Kamel Al-Khaled

Abstract:

In this paper, numerical solutions for the nonlinear coupled Korteweg-de Vries, (abbreviated as KdV) equations are calculated by Sinc-collocation method. This approach is based on a global collocation method using Sinc basis functions. First, discretizing time derivative of the KdV equations by a classic finite difference formula, while the space derivatives are approximated by a $\theta-$weighted scheme. Sinc functions are used to solve these two equations. Soliton solutions are constructed to show the nature of the solution. The numerical results are shown to demonstrate the efficiency of the newly proposed method.

Keywords: Nonlinear coupled KdV equations, Soliton solutions, Sinc-collocation method, Sinc functions

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Authors: Palwinder Singh, Munish Sandhir, Tejinder Singh

Abstract:

The ordinary differential equations (ODE) represent a natural framework for mathematical modeling of many real-life situations in the field of engineering, control systems, physics, chemistry and astronomy etc. Such type of differential equations can be solved by analytical methods or by numerical methods. If the solution is calculated using analytical methods, it is done through calculus theories, and thus requires a longer time to solve. In this paper, we compare the numerical accuracy of the solutions given by the three main types of one-step initial value solvers: Taylor’s Series Method, Euler’s Method and Runge-Kutta Fourth Order Method (RK4). The comparison of accuracy is obtained through comparing the solutions of ordinary differential equation given by these three methods. Furthermore, to verify the accuracy; we compare these numerical solutions with the exact solutions.

Keywords: Ordinary differential equations (ODE), Taylor’s Series Method, Euler’s Method, Runge-Kutta Fourth Order Method

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Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations

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Authors: Badr Alkahtani

Abstract:

In this poster, numerical solutions of two-dimensional and three-dimensional lid driven cavity are presented by solving the steady Navier-Stokes equations at high Reynolds numbers where it becomes difficult. Lid driven cavity is where the a fluid contained in a cube and the upper wall is moving. In two dimensions, we use the streamfunction-vorticity formulation to solve the problem in a square domain. A numerical method is employed to discretize the problem in the x and y directions with a spectral collocation method. The problem is coded in the MATLAB programming environment. Solutions at high Reynolds numbers are obtained up to Re=20000 on a fine grid of 131 * 131. Also in this presentation, the numerical solutions for the three-dimensional lid-driven cavity problem are obtained by solving the velocity-vorticity formulation of the Navier-Stokes equations (which is the first time that this has been simulated with special boundary conditions) for various Reynolds numbers. A spectral collocation method is employed to discretize the y and z directions and a finite difference method is used to discretize the x direction. Numerical solutions are obtained for Reynolds number up to 200. , The work prepared here is to show the efficiency of methods used to simulate the physical problem where accurate simulations of lid driven cavity are obtained at high Reynolds number as mentioned above. The result for the two dimensional problem is far from the previous researcher result.

Keywords: lid driven cavity, navier-stokes, simulation, Reynolds number

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Authors: Doo Ki Lee, Man Young Kim

Abstract:

The Urea-Selective Catalytic Reduction (SCR) system is considered to be the most promising technology to fulfill the stringent emission regulation. In the Urea-SCR system, the urea solutions are used as the reducing agent, which is a eutectic composition (32.5wt% of urea). The advantage of this eutectic compositions is that it has a low freezing point approximately at -11 ℃, however, the problem of freezing occurs at low-temperature levels below that freezing point. To prevent freezing of urea solutions, we need heating systems that can melt by heating the frozen urea solutions in urea storage tank at low-temperature environment. In this study, therefore, a numerical investigation of three-dimensional unsteady heating problems analyzed to find the melting characteristics of the urea solutions on melting process. In this work, it can be found that the urea melting initiated by heat conduction from the heater is enhanced by the natural convection inside the melted liquid urea solutions due to the temperature difference. Also, liquid urea solutions are initially concentrated on the upper parts of the urea sender module.

Keywords: urea solution, melting, heat conduction, natural convection, liquid fraction, phase change

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Authors: Abbas Ebrahimi, Mohammad Zandsalimy

Abstract:

The main purpose of this study is to investigate the feasibility of using FPGA (Field Programmable Gate Arrays) chips as alternatives for the conventional CPUs to accelerate the numerical solution of the Laplace equation. FPGA is an integrated circuit that contains an array of logic blocks, and its architecture can be reprogrammed and reconfigured after manufacturing. Complex circuits for various applications can be designed and implemented using FPGA hardware. The reconfigurable hardware used in this paper is an SoC (System on a Chip) FPGA type that integrates both microprocessor and FPGA architectures into a single device. In the present study the Laplace equation is implemented and solved numerically on both reconfigurable hardware and CPU. The precision of results and speedups of the calculations are compared together. The computational process on FPGA, is up to 20 times faster than a conventional CPU, with the same data precision. An analytical solution is used to validate the results.

Keywords: accelerating numerical solutions, CFD, FPGA, hardware definition language, numerical solutions, reconfigurable hardware

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Authors: M. O. Olayiwola

Abstract:

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

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

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Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: spectral decomposition, linear RHS, homogeneous linear systems, eigenvalues of the Jacobian

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Authors: Matheus Fernando Pereira, Varese Salvador Timoteo

Abstract:

In this work, we have solved the two-dimensional advection-diffusion equation numerically for a spatially dependent solute dispersion along non-uniform flow with a pulse type source in order to make a systematic study on the influence of medium heterogeneity, initial flow velocity, and initial dispersion coefficient parameters on the solutions of the equation. The behavior of the solutions is then investigated as we change the three parameters independently. Our results show that even though the parameters represent different physical features of the system, the effect on their variation is very similar. We also observe that the effects caused by the parameters on the concentration depend on the distance from the source. Finally, our numerical results are in good agreement with the exact solutions for all values of the parameters we used in our analysis.

Keywords: advection-diffusion equation, dispersion, numerical methods, pulse-type source

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Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, computational analysis, finance, options pricing, numerical methods

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Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

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

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

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Authors: Khaled Moaddy

Abstract:

In this paper, we present a fast and accurate numerical scheme for the solution of a Laplace equation with Dirichlet boundary conditions. The non-standard finite difference scheme (NSFD) is applied to construct the numerical solutions of a Laplace equation with two different Dirichlet boundary conditions. The solutions obtained using NSFD are compared with the solutions obtained using the standard finite difference scheme (SFD). The NSFD scheme is demonstrated to be reliable and efficient.

Keywords: standard finite difference schemes, non-standard schemes, Laplace equation, Dirichlet boundary conditions

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Authors: Amin Noor, Roslinda Nazar, Norihan Md. Arifin

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In this paper, a numerical and theoretical study has been performed for the stagnation-point boundary layer flow and heat transfer towards a shrinking sheet in a nanofluid. The mathematical nanofluid model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Numerical results are obtained for the skin friction coefficient, the local Nusselt number as well as the velocity and temperature profiles for some values of the governing parameters, namely the nanoparticle volume fraction Φ, the shrinking parameter λ and the Prandtl number Pr. Three different types of nanoparticles are considered, namely Cu, Al2O3 and TiO2. It is found that solutions do not exist for larger shrinking rates and dual (upper and lower branch) solutions exist when λ < -1.0. A stability analysis has been performed to show which branch solutions are stable and physically realizable. It is also found that the upper branch solutions are stable while the lower branch solutions are unstable.

Keywords: heat transfer, nanofluid, shrinking sheet, stability analysis, stagnation-point flow

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Authors: Abdalla Manur, Daniel Offin, Alessandro Arsie

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In this paper, we study the extension of the minimizing equal mass parallelogram solutions which was derived by Chen in 2001. Chen’s solution was minimizing for one quarter of the period [0; T], where numerical integration had been used in his proof. This paper focuses on extending the minimization property to intervals of time [0; 2T] and [0; 4T].

Keywords: action, Hamiltoian, N-body, symmetry

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Authors: Muhammad Younis

Abstract:

In this article, the novel (G′/G)-expansion method is successfully applied to construct the abundant travelling wave solutions to the modified Burgers’ equation with the aid of computation. The method is reliable and useful, which gives more general exact travelling wave solutions than the existing methods. These obtained solutions are in the form of hyperbolic, trigonometric and rational functions including solitary, singular and periodic solutions which have many potential applications in physical science and engineering. Some of these solutions are new and some have already been constructed. Additionally, the constraint conditions, for the existence of the solutions are also listed.

Keywords: traveling wave solutions, NLPDE, computation, integrability

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Authors: Roslinda Nazar, Ezad Hafidz Hafidzuddin, Norihan M. Arifin, Ioan Pop

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In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate, and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.

Keywords: boundary layer, exponentially stretching/shrinking sheet, generalized slip, heat transfer, numerical solutions

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Authors: Magdy G. Asaad

Abstract:

Solitons are among the most beneficial solutions for science and technology for their applicability in physical applications including plasma, energy transport along protein molecules, wave transport along poly-acetylene molecules, ocean waves, constructing optical communication systems, transmission of information through optical fibers and Josephson junctions. In this talk, we will apply the bilinear technique to generate a class of soliton solutions to the (3+1)-dimensional nonlinear soliton equation of Jimbo-Miwa type. Examples of the resulting soliton solutions are computed and a few solutions are plotted.

Keywords: Pfaffian solutions, N-soliton solutions, soliton equations, Jimbo-Miwa

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Authors: M. O. Durojaye, J. T. Agee

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This paper is on the one-dimensional, positive temperature coefficient (PTC) thermistor model with a hyperbolic tangent function approximation for the electrical conductivity. The method of asymptotic expansion was adopted to obtain the steady state solution and the unsteady-state response was obtained using the method of lines (MOL) which is a well-established numerical technique. The approach is to reduce the partial differential equation to a vector system of ordinary differential equations and solve numerically. Our analysis shows that the hyperbolic tangent approximation introduced is well suitable for the electrical conductivity. Numerical solutions obtained also exhibit correct physical characteristics of the thermistor and are in good agreement with the exact steady state solutions.

Keywords: electrical conductivity, hyperbolic tangent function, PTC thermistor, method of lines

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Authors: Payel Das, Gnaneshwar Nelakanti

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In this paper we analyse the iterated discrete Legendre Galerkin method for Fredholm-Hammerstein integral equations with smooth kernel. Using sufficiently accurate numerical quadrature rule, we obtain superconvergence rates for the iterated discrete Legendre Galerkin solutions in both infinity and $L^2$-norm. Numerical examples are given to illustrate the theoretical results.

Keywords: hammerstein integral equations, spectral method, discrete galerkin, numerical quadrature, superconvergence

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Authors: Sufyan Muhammad

Abstract:

Recently, in achieving highly efficient but at the same time highly accurate solutions has become the major target of numerical analyst community. The concept is termed as compact schemes and has gained great popularity and consequently, we construct compact schemes for fourth order parabolic differential equations used to study vibrations in structures. For the superiority of newly constructed schemes, we consider range of examples. We have achieved followings i.e. (a) numerical scheme utilizes minimum number of stencil points (which means new scheme is compact); (b) numerical scheme is highly accurate (which means new scheme is reliable) and (c) numerical scheme is highly efficient (which means new scheme is fast).

Keywords: central finite differences, compact schemes, Bernoulli's equations, finite differences

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Authors: H. Hentati, R. Abdelmoula, Li Jia, A. Maalej

Abstract:

In this work, we present numerical simulations of the quasi-static crack propagation based on the variation approach. We perform numerical simulations of a piece of brittle material without initial crack. An alternate minimization algorithm is used. Based on these numerical results, we determine the influence of numerical parameters on the location of crack. We show the importance of trying to optimize the time of numerical computation and we present the first attempt to develop a simple numerical method to optimize this time.

Keywords: fracture mechanics, optimization, variation approach, mechanic

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Authors: Hebert Montegranario, Mauricio Londoño

Abstract:

Solutions of Helmholtz equation are essential in seismic imaging methods like full wave inversion, which needs to solve many times the wave equation. Traditional methods like Finite Element Method (FEM) or Finite Differences (FD) have sparse matrices but may suffer the so called pollution effect in the numerical solutions of Helmholtz equation for large values of the wave number. On the other side, global radial basis functions have a better accuracy but produce full matrices that become unstable. In this research we combine the virtues of both approaches to find numerical solutions of Helmholtz equation, by applying a meshless method that produce sparse matrices by local radial basis functions. We solve the equation with absorbing boundary conditions of the kind Clayton-Enquist and PML (Perfect Matched Layers) and compared with results in standard literature, showing a promising performance by tackling both the pollution effect and matrix instability.

Keywords: Helmholtz equation, meshless methods, seismic imaging, wavefield inversion

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Authors: N. Senu, I. A. Kasim, F. Ismail, N. Bachok

Abstract:

In this paper zero-dissipative explicit Runge-Kutta method is derived for solving second-order ordinary differential equations with periodical solutions. The phase-lag and dissipation properties for Runge-Kutta (RK) method are also discussed. The new method has algebraic order three with dissipation of order infinity. The numerical results for the new method are compared with existing method when solving the second-order differential equations with periodic solutions using constant step size.

Keywords: dissipation, oscillatory solutions, phase-lag, Runge-Kutta methods

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Authors: Kamel Al-Khaled

Abstract:

Reaction-diffusion equations are commonly used in population biology to model the spread of biological species. In this paper, we propose a fractional reaction-diffusion equation, where the classical second derivative diffusion term is replaced by a fractional derivative of order less than two. Based on the symbolic computation system Mathematica, Adomian decomposition method, developed for fractional differential equations, is directly extended to derive explicit and numerical solutions of space fractional reaction-diffusion equations. The fractional derivative is described in the Caputo sense. Finally, the recent appearance of fractional reaction-diffusion equations as models in some fields such as cell biology, chemistry, physics, and finance, makes it necessary to apply the results reported here to some numerical examples.

Keywords: fractional partial differential equations, reaction-diffusion equations, adomian decomposition, biological species

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Authors: Shahroz Khan, Osman Taha Şen

Abstract:

In automotive brake systems, brake noise has been a major problem, and brake squeal is one of the critical ones which is an instability issue. The brake squeal produces an audible sound at high frequency that is irritating to the human ear. To study this critical problem, first a nonlinear mathematical model with three degree of freedom is developed. This model consists of a point mass that simulates the brake pad and a sliding surface that simulates the brake rotor. The model exposes kinematic and clearance nonlinearities, but no friction nonlinearity. In the formulation, the friction coefficient is assumed to be constant and the friction force does not change direction. The nonlinear governing equations of the model are first obtained, and numerical solutions are sought for different cases. Second, a computational model for the squeal problem is developed with a commercial software, and computational solutions are obtained with two different types of contact cases (solid-to-solid and sphere-to-plane). This model consists of three rigid bodies and several elastic elements that simulate the key characteristics of a brake system. The response obtained from this model is compared with numerical solutions in time and frequency domain.

Keywords: contact force, nonlinearities, brake squeal, vehicle brake

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Authors: M. W. Sun, Y. Zhang, L. M. Zhang, Z. H. Wang, Z. Q. Chen

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In the realm of flight control, the Proportional- Derivative (PD) control is still widely used for the attitude control in practice, particularly for the pitch control, and the attitude dynamics using PD controller should be investigated deeply. According to the empirical knowledge about the unstable flight dynamics, the control parameter combination conditions to generate sole or finite number of closed-loop oscillations, which is a quite smooth response and is more preferred by practitioners, are presented in analytical or numerical manners. To analyze the effects of the combination conditions of the control parameters, the roots of several polynomials are sought to obtain feasible solutions. These conditions can also be plotted in a 2-D plane which makes the conditions be more explicit by using multiple interval operations. Finally, numerical examples are used to validate the proposed methods and some comparisons are also performed.

Keywords: attitude control, dynamic performance, numerical solving method, interval, unstable flight dynamics

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Authors: Mustafa Soyler, Mustafa M. Yavuz, Bulent Yaniktepe, Coskun Ozalp

Abstract:

In this study, unsteady two-dimensional turbulent flow around a circular cylinder and passive control of the flow with groove on the cylinder was examined. In the CFD analysis, solutions were made using turbulent flow conditions. Steady and unsteady solutions were used in turbulent flow analysis. Numerical analysis of the flow around the circular cylinder is difficult since flow is not in a stable regime when Reynold number is between 1000 and 10000. The analyses in this study were performed at a subcritical Re number of 5000 and the results were compared with available experimental results of the drag coefficient (Cd) and Strouhal (St) number values in the literature. The effect of different groove types and depths on the Cd coefficient has been analyzed and grooves increase the Cd coefficient compared to the smooth cylinder.

Keywords: CFD, drag coefficient, flow over cylinder, passive flow control

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Authors: Yves Lacroix, Van Van Than, Didier Léandri, Pierre Liardet

Abstract:

The western Tombolo of the Giens peninsula in southern France, known as Almanarre beach, is subject to coastal erosion. We are trying to use computer simulation in order to propose solutions to stop this erosion. Our aim was first to determine the main factors for this erosion and successfully apply a coupled hydro-sedimentological numerical model based on observations and measurements that have been performed on the site for decades. We have gathered all available information and data about waves, winds, currents, tides, bathymetry, coastal line, and sediments concerning the site. These have been divided into two sets: one devoted to calibrating a numerical model using Mike 21 software, the other to serve as a reference in order to numerically compare the present situation to what it could be if we implemented different types of underwater constructions. This paper presents the first part of the study: selecting and melting different sources into a coherent data basis, identifying the main erosion factors, and calibrating the coupled software model against the selected reference period. Our results bring calibration of the numerical model with good fitting coefficients. They also show that the winter South-Western storm events conjugated to depressive weather conditions constitute a major factor of erosion, mainly due to wave impact in the northern part of the Almanarre beach. Together, current and wind impact is shown negligible.

Keywords: Almanarre beach, coastal erosion, hydro-sedimentological, numerical model

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Authors: A. Zerarka, W. Djoudi

Abstract:

We use some fractional transformations to obtain many types of new exact solutions of nonlinear lattice equation. These solutions include rational solutions, periodic wave solutions, and doubly periodic wave solutions.

Keywords: fractional transformations, nonlinear equation, travelling wave solutions, lattice equation

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Authors: Anuar Ishak

Abstract:

The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: dual solutions, heat transfer, mixed convection, stability analysis

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