Search results for: partial differential equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3896

Search results for: partial differential equations

3476 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

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

Abstract:

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

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

Procedia PDF Downloads 111
3475 Analysis and Simulation of TM Fields in Waveguides with Arbitrary Cross-Section Shapes by Means of Evolutionary Equations of Time-Domain Electromagnetic Theory

Authors: Ömer Aktaş, Olga A. Suvorova, Oleg Tretyakov

Abstract:

The boundary value problem on non-canonical and arbitrary shaped contour is solved with a numerically effective method called Analytical Regularization Method (ARM) to calculate propagation parameters. As a result of regularization, the equation of first kind is reduced to the infinite system of the linear algebraic equations of the second kind in the space of L2. This equation can be solved numerically for desired accuracy by using truncation method. The parameters as cut-off wavenumber and cut-off frequency are used in waveguide evolutionary equations of electromagnetic theory in time-domain to illustrate the real-valued TM fields with lossy and lossless media.

Keywords: analytical regularization method, electromagnetic theory evolutionary equations of time-domain, TM Field

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3474 Nonlinear Impact Responses for a Damped Frame Supported by Nonlinear Springs with Hysteresis Using Fast FEA

Authors: T. Yamaguchi, M. Watanabe, M. Sasajima, C. Yuan, S. Maruyama, T. B. Ibrahim, H. Tomita

Abstract:

This paper deals with nonlinear vibration analysis using finite element method for frame structures consisting of elastic and viscoelastic damping layers supported by multiple nonlinear concentrated springs with hysteresis damping. The frame is supported by four nonlinear concentrated springs near the four corners. The restoring forces of the springs have cubic non-linearity and linear component of the nonlinear springs has complex quantity to represent linear hysteresis damping. The damping layer of the frame structures has complex modulus of elasticity. Further, the discretized equations in physical coordinate are transformed into the nonlinear ordinary coupled differential equations using normal coordinate corresponding to linear natural modes. Comparing shares of strain energy of the elastic frame, the damping layer and the springs, we evaluate the influences of the damping couplings on the linear and nonlinear impact responses. We also investigate influences of damping changed by stiffness of the elastic frame on the nonlinear coupling in the damped impact responses.

Keywords: dynamic response, nonlinear impact response, finite element analysis, numerical analysis

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3473 Cementing Efficiency of Low Calcium Fly Ash in Fly Ash Concretes

Authors: T. D. Gunneswara Rao, Mudimby Andal

Abstract:

Research on the utilization of fly ash will no longer refer the fly ash as a waste material of thermal power plants. Use of fly ash in concrete making, makes the concrete economical as well as durable. The fly ash is being added to the concrete in three ways namely, as partial replacement to cement, partial replacement to fine aggregates and admixture. Addition of fly ash to the concrete in each one of the form mentioned above, makes the concrete more workable and durable than the conventional concrete. Studies on fly ash as partial replacement to cement gained momentum as such replacement makes the concrete economical. In the present study, an attempt has been made to understand the effects of fly ash on the workability characteristics and strength aspects of fly ash concretes. In India, major number of thermal power plants are producing low calcium fly ash. Hence, in the present investigation, low calcium fly ash has been used. Fly ash in concrete was considered for the partial replacement of cement. The percentage replacement of cement by fly ash varied from 0% to 40% at regular intervals of 10%. Moreover the fine aggregate to coarse aggregate ratio also has been varied as 1:1, 1:2, and 1:3. The workability tests revealed that up to 30% replacement of cement by fly ash in concrete mixes water demand for reduces and beyond 30% replacement of cement by fly ash demanded more water content for constant workability.

Keywords: cementing efficiency, compressive strength, low calcium fly ash, workability

Procedia PDF Downloads 452
3472 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

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

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

Procedia PDF Downloads 199
3471 Chebyshev Polynomials Relad with Fibonacci and Lucas Polynomials

Authors: Vandana N. Purav

Abstract:

Fibonacci and Lucas polynomials are special cases of Chebyshev polynomial. There are two types of Chebyshev polynomials, a Chebyshev polynomial of first kind and a Chebyshev polynomial of second kind. Chebyshev polynomial of second kind can be derived from the Chebyshev polynomial of first kind. Chebyshev polynomial is a polynomial of degree n and satisfies a second order homogenous differential equation. We consider the difference equations which are related with Chebyshev, Fibonacci and Lucas polynomias. Thus Chebyshev polynomial of second kind play an important role in finding the recurrence relations with Fibonacci and Lucas polynomials.

Keywords:

Procedia PDF Downloads 344
3470 Defect Identification in Partial Discharge Patterns of Gas Insulated Switchgear and Straight Cable Joint

Authors: Chien-Kuo Chang, Yu-Hsiang Lin, Yi-Yun Tang, Min-Chiu Wu

Abstract:

With the trend of technological advancement, the harm caused by power outages is substantial, mostly due to problems in the power grid. This highlights the necessity for further improvement in the reliability of the power system. In the power system, gas-insulated switches (GIS) and power cables play a crucial role. Long-term operation under high voltage can cause insulation materials in the equipment to crack, potentially leading to partial discharges. If these partial discharges (PD) can be analyzed, preventative maintenance and replacement of equipment can be carried out, there by improving the reliability of the power grid. This research will diagnose defects by identifying three different defects in GIS and three different defects in straight cable joints, for a total of six types of defects. The partial discharge data measured will be converted through phase analysis diagrams and pulse sequence analysis. Discharge features will be extracted using convolutional image processing, and three different deep learning models, CNN, ResNet18, and MobileNet, will be used for training and evaluation. Class Activation Mapping will be utilized to interpret the black-box problem of deep learning models, with each model achieving an accuracy rate of over 95%. Lastly, the overall model performance will be enhanced through an ensemble learning voting method.

Keywords: partial discharge, gas-insulated switches, straight cable joint, defect identification, deep learning, ensemble learning

Procedia PDF Downloads 47
3469 Unsteady Heat and Mass Transfer in MHD Flow of Nanofluids over Stretching Sheet with a Non Uniform Heat Source/Sink

Authors: Bandari Shankar, Yohannes Yirga

Abstract:

In this paper, the problem of heat and mass transfer in unsteady MHD boundary-layer flow of nanofluids over stretching sheet with a non uniform heat source/sink is considered. The unsteadiness in the flow and temperature is caused by the time-dependent stretching velocity and surface temperature. The unsteady boundary layer equations are transformed to a system of non-linear ordinary differential equations and solved numerically using Keller box method. The velocity, temperature, and concentration profiles were obtained and utilized to compute the skin-friction coefficient, local Nusselt number, and local Sherwood number for different values of the governing parameters viz. solid volume fraction parameter, unsteadiness parameter, magnetic field parameter, Schmidt number, space-dependent and temperature-dependent parameters for heat source/sink. A comparison of the numerical results of the present study with previously published data revealed an excellent agreement

Keywords: unsteady, heat and mass transfer, manetohydrodynamics, nanofluid, non-uniform heat source/sink, stretching sheet

Procedia PDF Downloads 246
3468 Ordinary Differentiation Equations (ODE) Reconstruction of High-Dimensional Genetic Networks through Game Theory with Application to Dissecting Tree Salt Tolerance

Authors: Libo Jiang, Huan Li, Rongling Wu

Abstract:

Ordinary differentiation equations (ODE) have proven to be powerful for reconstructing precise and informative gene regulatory networks (GRNs) from dynamic gene expression data. However, joint modeling and analysis of all genes, essential for the systematical characterization of genetic interactions, are challenging due to high dimensionality and a complex pattern of genetic regulation including activation, repression, and antitermination. Here, we address these challenges by unifying variable selection and game theory through ODE. Each gene within a GRN is co-expressed with its partner genes in a way like a game of multiple players, each of which tends to choose an optimal strategy to maximize its “fitness” across the whole network. Based on this unifying theory, we designed and conducted a real experiment to infer salt tolerance-related GRNs for Euphrates poplar, a hero tree that can grow in the saline desert. The pattern and magnitude of interactions between several hub genes within these GRNs were found to determine the capacity of Euphrates poplar to resist to saline stress.

Keywords: gene regulatory network, ordinary differential equation, game theory, LASSO, saline resistance

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3467 Flow Analysis of Viscous Nanofluid Due to Rotating Rigid Disk with Navier’s Slip: A Numerical Study

Authors: Khalil Ur Rehman, M. Y. Malik, Usman Ali

Abstract:

In this paper, the problem proposed by Von Karman is treated in the attendance of additional flow field effects when the liquid is spaced above the rotating rigid disk. To be more specific, a purely viscous fluid flow yield by rotating rigid disk with Navier’s condition is considered in both magnetohydrodynamic and hydrodynamic frames. The rotating flow regime is manifested with heat source/sink and chemically reactive species. Moreover, the features of thermophoresis and Brownian motion are reported by considering nanofluid model. The flow field formulation is obtained mathematically in terms of high order differential equations. The reduced system of equations is solved numerically through self-coded computational algorithm. The pertinent outcomes are discussed systematically and provided through graphical and tabular practices. A simultaneous way of study makes this attempt attractive in this sense that the article contains dual framework and validation of results with existing work confirms the execution of self-coded algorithm for fluid flow regime over a rotating rigid disk.

Keywords: Navier’s condition, Newtonian fluid model, chemical reaction, heat source/sink

Procedia PDF Downloads 146
3466 Scaling Analysis for the Liquefaction Phenomena Generated by Water Waves

Authors: E. Arcos, E. Bautista, F. Méndez

Abstract:

In this work, a scaling analysis of the liquefaction phenomena is presented. The characteristic scales are obtained by balancing term by term of the well-known partial dynamics governing equations, (U − P). From the above, the order of magnitude of the horizontal displacement is very smaller compared with the vertical displacement and therefore the governing equation is only a function of the dependent vertical variables. The U − P approximation is reduced and presented in its dimensionless version. This scaling analysis can be used to obtain analytical solutions of the liquefaction phenomena under the action of the water waves.

Keywords: approximation U-P, porous seabed, scaling analysis, water waves

Procedia PDF Downloads 324
3465 Modified Newton's Iterative Method for Solving System of Nonlinear Equations in Two Variables

Authors: Sara Mahesar, Saleem M. Chandio, Hira Soomro

Abstract:

Nonlinear system of equations in two variables is a system which contains variables of degree greater or equal to two or that comprises of the transcendental functions. Mathematical modeling of numerous physical problems occurs as a system of nonlinear equations. In applied and pure mathematics it is the main dispute to solve a system of nonlinear equations. Numerical techniques mainly used for finding the solution to problems where analytical methods are failed, which leads to the inexact solutions. To find the exact roots or solutions in case of the system of non-linear equations there does not exist any analytical technique. Various methods have been proposed to solve such systems with an improved rate of convergence and accuracy. In this paper, a new scheme is developed for solving system of non-linear equation in two variables. The iterative scheme proposed here is modified form of the conventional Newton’s Method (CN) whose order of convergence is two whereas the order of convergence of the devised technique is three. Furthermore, the detailed error and convergence analysis of the proposed method is also examined. Additionally, various numerical test problems are compared with the results of its counterpart conventional Newton’s Method (CN) which confirms the theoretic consequences of the proposed method.

Keywords: conventional Newton’s method, modified Newton’s method, order of convergence, system of nonlinear equations

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3464 Electromagnetic Wave Propagation Equations in 2D by Finite Difference Method

Authors: N. Fusun Oyman Serteller

Abstract:

In this paper, the techniques to solve time dependent electromagnetic wave propagation equations based on the Finite Difference Method (FDM) are proposed by comparing the results with Finite Element Method (FEM) in 2D while discussing some special simulation examples.  Here, 2D dynamical wave equations for lossy media, even with a constant source, are discussed for establishing symbolic manipulation of wave propagation problems. The main objective of this contribution is to introduce a comparative study of two suitable numerical methods and to show that both methods can be applied effectively and efficiently to all types of wave propagation problems, both linear and nonlinear cases, by using symbolic computation. However, the results show that the FDM is more appropriate for solving the nonlinear cases in the symbolic solution. Furthermore, some specific complex domain examples of the comparison of electromagnetic waves equations are considered. Calculations are performed through Mathematica software by making some useful contribution to the programme and leveraging symbolic evaluations of FEM and FDM.

Keywords: finite difference method, finite element method, linear-nonlinear PDEs, symbolic computation, wave propagation equations

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3463 The Physical Impact of Nano-Layer Due to Dispersions of Carbon Nano-Tubes through an Absorbent Channel: A Numerical Nano-Fluid Flow Model

Authors: Muhammad Zubair Akbar Qureshi, Abdul Bari Farooq

Abstract:

The intention of the current study to analyze the significance of nano-layer in incompressible magneto-hydrodynamics (MHD) flow of a Newtonian nano-fluid consisting of carbon nano-materials has been considered through an absorbent channel with moving porous walls. Using applicable similarity transforms, the governing equations are converted into a system of nonlinear ordinary differential equations which are solved by using the 4th-order Runge-Kutta technique together with shooting methodology. The phenomena of nano-layer have also been modeled mathematically. The inspiration behind this segment is to reveal the behavior of involved parameters on velocity and temperature profiles. A detailed table is presented in which the effects of involved parameters on shear stress and heat transfer rate are discussed. Specially presented the impact of the thickness of the nano-layer and radius of the particle on the temperature profile. We observed that due to an increase in the thickness of the nano-layer, the heat transfer rate increases rapidly. The consequences of this research may be advantageous to the applications of biotechnology and industrial motive.

Keywords: carbon nano-tubes, magneto-hydrodynamics, nano-layer, thermal conductivity

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3462 Numerical Solutions of Fredholm Integral Equations by B-Spline Wavelet Method

Authors: Ritu Rani

Abstract:

In this paper, we apply minimalistically upheld linear semi-orthogonal B-spline wavelets, exceptionally developed for the limited interim to rough the obscure function present in the integral equations. Semi-orthogonal wavelets utilizing B-spline uniquely developed for the limited interim and these wavelets can be spoken to in a shut frame. This gives a minimized help. Semi-orthogonal wavelets frame the premise in the space L²(R). Utilizing this premise, an arbitrary function in L²(R) can be communicated as the wavelet arrangement. For the limited interim, the wavelet arrangement cannot be totally introduced by utilizing this premise. This is on the grounds that backings of some premise are truncated at the left or right end purposes of the interim. Subsequently, an uncommon premise must be brought into the wavelet development on the limited interim. These functions are alluded to as the limit scaling functions and limit wavelet functions. B-spline wavelet method has been connected to fathom linear and nonlinear integral equations and their systems. The above method diminishes the integral equations to systems of algebraic equations and afterward these systems can be illuminated by any standard numerical methods. Here, we have connected Newton's method with suitable starting speculation for solving these systems.

Keywords: semi-orthogonal, wavelet arrangement, integral equations, wavelet development

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3461 Intelligent Path Tracking Hybrid Fuzzy Controller for a Unicycle-Type Differential Drive Robot

Authors: Abdullah M. Almeshal, Mohammad R. Alenezi, Muhammad Moaz

Abstract:

In this paper, we discuss the performance of applying hybrid spiral dynamic bacterial chemotaxis (HSDBC) optimisation algorithm on an intelligent controller for a differential drive robot. A unicycle class of differential drive robot is utilised to serve as a basis application to evaluate the performance of the HSDBC algorithm. A hybrid fuzzy logic controller is developed and implemented for the unicycle robot to follow a predefined trajectory. Trajectories of various frictional profiles and levels were simulated to evaluate the performance of the robot at different operating conditions. Controller gains and scaling factors were optimised using HSDBC and the performance is evaluated in comparison to previously adopted optimisation algorithms. The HSDBC has proven its feasibility in achieving a faster convergence toward the optimal gains and resulted in a superior performance.

Keywords: differential drive robot, hybrid fuzzy controller, optimization, path tracking, unicycle robot

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3460 Reduced General Dispersion Model in Cylindrical Coordinates and Isotope Transient Kinetic Analysis in Laminar Flow

Authors: Masood Otarod, Ronald M. Supkowski

Abstract:

This abstract discusses a method that reduces the general dispersion model in cylindrical coordinates to a second order linear ordinary differential equation with constant coefficients so that it can be utilized to conduct kinetic studies in packed bed tubular catalytic reactors at a broad range of Reynolds numbers. The model was tested by 13CO isotope transient tracing of the CO adsorption of Boudouard reaction in a differential reactor at an average Reynolds number of 0.2 over Pd-Al2O3 catalyst. Detailed experimental results have provided evidence for the validity of the theoretical framing of the model and the estimated parameters are consistent with the literature. The solution of the general dispersion model requires the knowledge of the radial distribution of axial velocity. This is not always known. Hence, up until now, the implementation of the dispersion model has been largely restricted to the plug-flow regime. But, ideal plug-flow is impossible to achieve and flow regimes approximating plug-flow leave much room for debate as to the validity of the results. The reduction of the general dispersion model transpires as a result of the application of a factorization theorem. Factorization theorem is derived from the observation that a cross section of a catalytic bed consists of a solid phase across which the reaction takes place and a void or porous phase across which no significant measure of reaction occurs. The disparity in flow and the heterogeneity of the catalytic bed cause the concentration of reacting compounds to fluctuate radially. These variabilities signify the existence of radial positions at which the radial gradient of concentration is zero. Succinctly, factorization theorem states that a concentration function of axial and radial coordinates in a catalytic bed is factorable as the product of the mean radial cup-mixing function and a contingent dimensionless function. The concentration of adsorbed compounds are also factorable since they are piecewise continuous functions and suffer the same variability but in the reverse order of the concentration of mobile phase compounds. Factorability is a property of packed beds which transforms the general dispersion model to an equation in terms of the measurable mean radial cup-mixing concentration of the mobile phase compounds and mean cross-sectional concentration of adsorbed species. The reduced model does not require the knowledge of the radial distribution of the axial velocity. Instead, it is characterized by new transport parameters so denoted by Ωc, Ωa, Ωc, and which are respectively denominated convection coefficient cofactor, axial dispersion coefficient cofactor, and radial dispersion coefficient cofactor. These cofactors adjust the dispersion equation as compensation for the unavailability of the radial distribution of the axial velocity. Together with the rest of the kinetic parameters they can be determined from experimental data via an optimization procedure. Our data showed that the estimated parameters Ωc, Ωa Ωr, are monotonically correlated with the Reynolds number. This is expected to be the case based on the theoretical construct of the model. Computer generated simulations of methanation reaction on nickel provide additional support for the utility of the newly conceptualized dispersion model.

Keywords: factorization, general dispersion model, isotope transient kinetic, partial differential equations

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3459 Calculating Non-Unique Sliding Modes for Switched Dynamical Systems

Authors: Eugene Stepanov, Arkadi Ponossov

Abstract:

Ordinary differential equations with switching nonlinearities constitute a very useful tool in many applications. The solutions of such equations can usually be calculated analytically if they cross the discontinuities transversally. Otherwise, one has trajectories that slides along the discontinuity, and the calculations become less straightforward in this case. For instance, one of the problems one faces is non-uniqueness of the sliding modes. In the presentation, it is proposed to apply the theory of hybrid dynamical systems to calculate the solutions that are ‘hidden’ in the discontinuities. Roughly, one equips the underlying switched system with an explicitly designed discrete dynamical system (‘automaton’), which governs the dynamics of the switched system. This construction ‘splits’ the dynamics, which, as it is shown in the presentation, gives uniqueness of the resulting hybrid trajectories and at the same time provides explicit formulae for them. Projecting the hybrid trajectories back onto the original continuous system explains non-uniqueness of its trajectories. The automaton is designed with the help of the attractors of the specially constructed adjoint dynamical system. Several examples are provided in the presentation, which supports the efficiency of the suggested scheme. The method can be of interest in control theory, gene regulatory networks, neural field models and other fields, where switched dynamics is a part of the analysis.

Keywords: hybrid dynamical systems, singular perturbation analysis, sliding modes, switched dynamics

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3458 A Fundamental Functional Equation for Lie Algebras

Authors: Ih-Ching Hsu

Abstract:

Inspired by the so called Jacobi Identity (x y) z + (y z) x + (z x) y = 0, the following class of functional equations EQ I: F [F (x, y), z] + F [F (y, z), x] + F [F (z, x), y] = 0 is proposed, researched and generalized. Research methodologies begin with classical methods for functional equations, then evolve into discovering of any implicit algebraic structures. One of this paper’s major findings is that EQ I, under two additional conditions F (x, x) = 0 and F (x, y) + F (y, x) = 0, proves to be a fundamental functional equation for Lie Algebras. Existence of non-trivial solutions for EQ I can be proven by defining F (p, q) = [p q] = pq –qp, where p and q are quaternions, and pq is the quaternion product of p and q. EQ I can be generalized to the following class of functional equations EQ II: F [G (x, y), z] + F [G (y, z), x] + F [G (z, x), y] = 0. Concluding Statement: With a major finding proven, and non-trivial solutions derived, this research paper illustrates and provides a new functional equation scheme for studies in two major areas: (1) What underlying algebraic structures can be defined and/or derived from EQ I or EQ II? (2) What conditions can be imposed so that conditional general solutions to EQ I and EQ II can be found, investigated and applied?

Keywords: fundamental functional equation, generalized functional equations, Lie algebras, quaternions

Procedia PDF Downloads 197
3457 Multidimensional Integral and Discrete Opial–Type Inequalities

Authors: Maja Andrić, Josip Pečarić

Abstract:

Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.

Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality

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3456 Design of Reconfigurable Supernumerary Robotic Limb Based on Differential Actuated Joints

Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao

Abstract:

This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.

Keywords: cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb

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3455 Optimal Control of Volterra Integro-Differential Systems Based on Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

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3454 Power Transformers Insulation Material Investigations: Partial Discharge

Authors: Jalal M. Abdallah

Abstract:

There is a great problem in testing and investigations the reliability of different type of transformers insulation materials. It summarized in how to create and simulate the real conditions of working transformer and testing its insulation materials for Partial Discharge PD, typically as in the working mode. A lot of tests may give untrue results as the physical behavior of the insulation material differs under tests from its working condition. In this work, the real working conditions were simulated, and a large number of specimens have been tested. The investigations first stage, begin with choosing samples of different types of insulation materials (papers, pressboards, etc.). The second stage, the samples were dried in ovens at 105 C0and 0.01bar for 48 hours, and then impregnated with dried and gasless oil (the water content less than 6 ppm.) at 105 C0and 0.01bar for 48 hours, after so specimen cooling at room pressure and temperature for 24 hours. The third stage is investigating PD for the samples using ICM PD measuring device. After that, a continuous test on oil-impregnated insulation materials (paper, pressboards) was developed, and the phase resolved partial discharge pattern of PD signals was measured. The important of this work in providing the industrial sector with trusted high accurate measuring results based on real simulated working conditions. All the PD patterns (results) associated with a discharge produced in well-controlled laboratory condition. They compared with other previous and other laboratory results. In addition, the influence of different temperatures condition on the partial discharge activities was studied.

Keywords: transformers, insulation materials, voids, partial discharge

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3453 Sensitivity Analysis and Solitary Wave Solutions to the (2+1)-Dimensional Boussinesq Equation in Dispersive Media

Authors: Naila Nasreen, Dianchen Lu

Abstract:

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

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

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3452 A Runge Kutta Discontinuous Galerkin Method for Lagrangian Compressible Euler Equations in Two-Dimensions

Authors: Xijun Yu, Zhenzhen Li, Zupeng Jia

Abstract:

This paper presents a new cell-centered Lagrangian scheme for two-dimensional compressible flow. The new scheme uses a semi-Lagrangian form of the Euler equations. The system of equations is discretized by Discontinuous Galerkin (DG) method using the Taylor basis in Eulerian space. The vertex velocities and the numerical fluxes through the cell interfaces are computed consistently by a nodal solver. The mesh moves with the fluid flow. The time marching is implemented by a class of the Runge-Kutta (RK) methods. A WENO reconstruction is used as a limiter for the RKDG method. The scheme is conservative for the mass, momentum and total energy. The scheme maintains second-order accuracy and has free parameters. Results of some numerical tests are presented to demonstrate the accuracy and the robustness of the scheme.

Keywords: cell-centered Lagrangian scheme, compressible Euler equations, RKDG method

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3451 A Non-Iterative Shape Reconstruction of an Interface from Boundary Measurement

Authors: Mourad Hrizi

Abstract:

In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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3450 Multiple Positive Solutions for Boundary Value Problem of Nonlinear Fractional Differential Equation

Authors: A. Guezane-Lakoud, S. Bensebaa

Abstract:

In this paper, we study a boundary value problem of nonlinear fractional differential equation. Existence and positivity results of solutions are obtained.

Keywords: positive solution, fractional caputo derivative, Banach contraction principle, Avery and Peterson fixed point theorem

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3449 A Study on Stochastic Integral Associated with Catastrophes

Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

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3448 Heat Transfer and Entropy Generation in a Partial Porous Channel Using LTNE and Exothermicity/Endothermicity Features

Authors: Mohsen Torabi, Nader Karimi, Kaili Zhang

Abstract:

This work aims to provide a comprehensive study on the heat transfer and entropy generation rates of a horizontal channel partially filled with a porous medium which experiences internal heat generation or consumption due to exothermic or endothermic chemical reaction. The focus has been given to the local thermal non-equilibrium (LTNE) model. The LTNE approach helps us to deliver more accurate data regarding temperature distribution within the system and accordingly to provide more accurate Nusselt number and entropy generation rates. Darcy-Brinkman model is used for the momentum equations, and constant heat flux is assumed for boundary conditions for both upper and lower surfaces. Analytical solutions have been provided for both velocity and temperature fields. By incorporating the investigated velocity and temperature formulas into the provided fundamental equations for the entropy generation, both local and total entropy generation rates are plotted for a number of cases. Bifurcation phenomena regarding temperature distribution and interface heat flux ratio are observed. It has been found that the exothermicity or endothermicity characteristic of the channel does have a considerable impact on the temperature fields and entropy generation rates.

Keywords: entropy generation, exothermicity or endothermicity, forced convection, local thermal non-equilibrium, analytical modelling

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3447 Superconvergence of the Iterated Discrete Legendre Galerkin Method for Fredholm-Hammerstein Equations

Authors: Payel Das, Gnaneshwar Nelakanti

Abstract:

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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