Search results for: regime equations

Authors: Farhad Imanshoar

Abstract:

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: Noureddine Radouai

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Corruption is an endemic phenomenon in many countries around the globe. Morocco, as an authoritarian regime, relies on corruption for monarchy survival. I analyze the Makhzen structure and methods that it follows to exchange corruption for political loyalty. The abuse of power in Morocco is sponsored by the monarch itself as it is its way to remain its importance in the regime.

Keywords: corruption, Clientelism, authoritarian regime, Morocco

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Authors: Saghar Heidari

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

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

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Authors: Olga Koutsika

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The paper deals primarily with the question of the legal framework of non-orbital flights. The submission is based upon two pillars, starting with the ill-defined current legal regime and proceeding to further recommendations for the prospective legal regime for non-orbital flights. For this reason, the paper focuses on certain key legal aspects of the topic, including among other things liability, responsibility, jurisdiction, registration and authorisation. Furthermore, taking into consideration the hybrid nature of both the craft conducting non-orbital flights and of the flights themselves, which exit airspace but do not enter an orbit in outer space, the paper addresses each legal question from the perspective of both air law and space law and concludes to a number of recommendations regarding the applicability of each legal regime for each legal question individually.

Keywords: current regime, legal framework, non-orbital flights, prospective regime

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Authors: Amritpal Singh Nafria, Rohit Sharma, Md. Shami Ansari

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Up to now only five different equations of motion can be derived from velocity time graph without needing to know the normal and frictional forces acting at the point of contact. In this paper we obtained all possible requisite conditions to be considering an equation as an equation of motion. After that we classified equations of motion by considering two equations as fundamental kinematical equations of motion and other three as additional kinematical equations of motion. After deriving these five equations of motion, we examine the easiest way of solving a wide variety of useful numerical problems. At the end of the paper, we discussed the importance and educational benefits of classification of equations of motion.

Keywords: velocity-time graph, fundamental equations, additional equations, requisite conditions, importance and educational benefits

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Authors: Lev Idels, Arcady Ponosov

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Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others.

Keywords: delay equations, operator methods, stochastic noise, weak solutions

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Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov

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In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr\"odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.

Keywords: Heisenberg Ferromagnet equations, soliton equations, equivalence, Lax representation

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

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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

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Authors: Hosein Faramarzpour

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This work presents the optimum operational conditions for a hydrogen-based micro-scale power source, using a verified mathematical model including fluid dynamics and reaction kinetics. Thereafter the stable operational flame regime is pursued as a key factor in optimizing the design of micro-combustors. The results show that with increasing velocities, four H2 flame regimes develop in the micro-combustor, namely: 1) periodic ignition-extinction regime, 2) steady symmetric regime, 3) pulsating asymmetric regime, and 4) steady asymmetric regime. The first regime that appears in 0.8 m/s inlet velocity is a periodic ignition-extinction regime which is characterized by counter flows and tulip-shape flames. For flow velocity above 0.2 m/s, the flame shifts downstream, and the combustion regime switches to a steady symmetric flame where temperature increases considerably due to the increased rate of incoming energy. Further elevation in flow velocity up to 1 m/s leads to the pulsating asymmetric flame formation, which is associated with pulses in various flame properties such as temperature and species concentration. Further elevation in flow velocity up to 1 m/s leads to the pulsating asymmetric flame formation, which is associated with pulses in various flame properties such as temperature and species concentration. Ultimately, when the inlet velocity reached 1.2 m/s, the last regime was observed, and a steady asymmetric regime appeared.

Keywords: thermophotovoltaic generator, micro combustor, micro power generator, combustion regimes, flame dynamic

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Authors: H. Shokouhmand, M. Tajerian

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At this paper velocity profile modeling and heat transfer in the micro heat pipes by using electrohydrodynamic (EHD) field at the transient regime have been studied. In the transient flow, one dimensional and two phase fluid flow and heat transfer for micro heat pipes with square cross section, have been studied. At this model Coulomb and dielectrophoretic forces are considered. Coupled, non-linear equations governed on the model (continuity, momentum, and energy equations) have been solved simultaneously by numerical methods. Transient behavior of affecting parameters e.g. substrate temperature, velocity of coolant liquid, radius of curvature and coolant liquid pressure, has been verified. By obtaining and plotting the mentioned parameters, it has been shown that the EHD field enhances the heat transfer process. So, the time required to reach the steady state regime decreases from 16 seconds to 2.4 seconds after applying EHD field. Another result has been observed implicitly that by increasing the heat input the effect of EHD field became more significant. The numerical results of model predict the experimental results available in the literature successfully, and it has been observed there is a good agreement between them.

Keywords: micro heat pipe, transient modeling, electrohydrodynamics, capillary, meniscus

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Authors: Alexandra Andrade Brandão Soares, Paulo Batista Gonçalves

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Using a modal expansion that satisfies the boundary and continuity conditions and expresses the modal couplings characteristic of cylindrical shells in the nonlinear regime, the equations of motion are discretized using the Galerkin method. The resulting algebraic equations are solved by the Newton-Raphson method, thus obtaining the nonlinear frequency-amplitude relation. Finally, a parametric analysis is conducted to study the influence of the geometry of the shell, the gradient of the functional material and vibration modes on the degree and type of nonlinearity of the cylindrical shell, which is the main contribution of this research work.

Keywords: cylindrical shells, dynamics, functionally graded material, nonlinear vibrations

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Authors: Magu Raam Prasaad R., Venkatramani Jagadish

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Recent studies in the literature have shown that randomly fluctuating wind flows can give rise to a distinct regime of pre-flutter oscillations called intermittency. Intermittency is characterized by the presence of sporadic bursts of high amplitude oscillations interspersed amidst low-amplitude aperiodic fluctuations. The focus of this study is on investigating the energy harvesting potential of these intermittent oscillations. Available literature has by and large devoted its attention on extracting energy from flutter oscillations. The possibility of harvesting energy from pre-flutter regimes have remained largely unexplored. However, extracting energy from violent flutter oscillations can be severely detrimental to the structural integrity of airfoil structures. Consequently, investigating the relatively stable pre-flutter responses for energy extraction applications is of practical importance. The present study is devoted towards addressing these concerns. A pitch-plunge airfoil with cubic hardening nonlinearity in the plunge and pitch degree of freedom is considered. The input flow fluctuations are modelled using a sinusoidal term with randomly perturbed frequencies. An electromagnetic coupling is provided to the pitch-plunge equations, such that, energy from the wind induced vibrations of the structural response are extracted. With the mean flow speed as the bifurcation parameter, a fourth order Runge-Kutta based time marching algorithm is used to solve the governing aeroelastic equations with electro-magnetic coupling. The harnessed energy from the intermittency regime is presented and the results are discussed in comparison to that obtained from the flutter regime. The insights from this study could be useful in health monitoring of aeroelastic structures.

Keywords: aeroelasticity, energy harvesting, intermittency, randomly fluctuating flows

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Authors: Weirong Wang, Shenghong Huang, Xisheng Luo, Zhenyu Li

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Material mixing process and related dynamic issues at extreme compressing conditions have gained more and more concerns in last ten years because of the engineering appealings in inertial confinement fusion (ICF) and hypervelocity aircraft developments. However, there lacks models and methods that can handle fully coupled turbulent material mixing and complex fluid evolution under conditions of high energy density regime up to now. In aspects of macro hydrodynamics, three numerical methods such as direct numerical simulation (DNS), large eddy simulation (LES) and Reynolds-averaged Navier–Stokes equations (RANS) has obtained relative acceptable consensus under the conditions of low energy density regime. However, under the conditions of high energy density regime, they can not be applied directly due to occurrence of dissociation, ionization, dramatic change of equation of state, thermodynamic properties etc., which may make the governing equations invalid in some coupled situations. However, in view of micro/meso scale regime, the methods based on Molecular Dynamics (MD) as well as Monte Carlo (MC) model are proved to be promising and effective ways to investigate such issues. In this study, both classical MD and first-principle based electron force field MD (eFF-MD) methods are applied to investigate Richtmyer-Meshkov Instability of metal Lithium and gas Hydrogen (Li-H2) interface mixing at different shock loading speed ranging from 3 km/s to 30 km/s. It is found that: 1) Classical MD method based on predefined potential functions has some limits in application to extreme conditions, since it cannot simulate the ionization process and its potential functions are not suitable to all conditions, while the eFF-MD method can correctly simulate the ionization process due to its ‘ab initio’ feature; 2) Due to computational cost, the eFF-MD results are also influenced by simulation domain dimensions, boundary conditions and relaxation time choices, etc., in computations. Series of tests have been conducted to determine the optimized parameters. 3) Ionization induced by strong shock compression has important effects on Li-H2 interface evolutions of RMI, indicating a new micromechanism of RMI under conditions of high energy density regime.

Keywords: first-principle, ionization, molecular dynamics, material mixture, Richtmyer-Meshkov instability

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Authors: M. Bouinoun, M. Bouhadef

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The present study is concerned with the problem of determining the shape of the free surface flow in a hydraulic channel which has an uneven bottom. For the mathematical formulation of the problem, the fluid of the two-dimensional irrotational steady flow in water is assumed inviscid and incompressible. The solutions of the nonlinear problem are obtained by using the usual conformal mapping theory and Hilbert’s technique. An experimental study, for comparing the obtained results, has been conducted in a hydraulic channel (subcritical regime and supercritical regime).

Keywords: free-surface flow, experiments, numerical method, uneven bottom, supercritical regime, subcritical regime

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Authors: Nop Sopipan

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In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

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Authors: A. W. Gbolagade, M. O. Olayiwola, K. O. Kareem

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In this paper, further to our result on recent paper on the solution of nonlinear advection equations, we present further results on the nonlinear nonhomogeneous advection equations using a modified variational iteration method.

Keywords: lagrange multiplier, non-homogeneous equations, advection equations, mathematics

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Authors: Chi Zhang, Jun Jiang

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Constitutive equations are very important in finite element (FE) modeling, and the accuracy of the material constants in the equations have significant effects on the accuracy of the FE models. A wide range of constitutive equations are available; however, fitting the material constants in the constitutive equations could be complex and time-consuming due to the strong non-linearity and relationship between the constants. This work will focus on the development of a set of unified MATLAB programs for fitting the material constants in the constitutive equations efficiently. Users will only need to supply experimental data in the required format and run the program without modifying functions or precisely guessing the initial values, or finding the parameters in previous works and will be able to fit the material constants efficiently.

Keywords: constitutive equations, FE modelling, MATLAB program, non-linear curve fitting

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Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

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New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations, convectional motion

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Authors: Dake Wang, Ellis Edinkrah, Brian Wang

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Micro-propellers can operate in regimes of small Reynolds numbers where the effect of viscous friction becomes important. In this work, the transition from laminar to turbulent regime in micro-propellers driven by electric motors was observed. The analysis revealed that the lift force was linearly proportional to propeller output power when systems operate in the laminar/viscous regime, while a sublinear relation between the force and the output power was observed in the turbulent/inertial regime. These behaviors appeared to be independent of motor-propeller specifications. The Reynolds number that marks the regime transition was found to be at around 10000.

Keywords: UAV, micro-propeller, laminar-turbulent, Reynolds number

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Authors: Tarik Bazgour, Cedric Heuchenne, Danielle Sougne

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We examine time variation in the market beta of portfolios sorted on quality, liquidity level and liquidity beta characteristics across stock market phases. Using US stock market data for the period 1970-2010, we find, first, the US stock market was driven by four regimes. Second, during the crisis regime, low (high) quality, high (low) liquidity beta and illiquid (liquid) stocks exhibit an increase (a decrease) in their market betas. This finding is consistent with the flight-to-quality and liquidity phenomena. Third, we document the same pattern across stocks when the market volatility is low. We argue that, during low volatility times, investors shift their portfolios towards low quality and illiquid stocks to seek portfolio gains. The pattern observed in the tranquil regime can be, therefore, explained by a flight-to-low-quality and to illiquidity. Finally, our results reveal that liquidity level is more important than liquidity beta during the crisis regime.

Keywords: financial crises, quality, liquidity, liquidity risk, regime-switching models

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Authors: Rachid Fermous, Rima Mebrek

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Plasma expansion is an important physical process that takes place in laser interactions with solid targets. Within a self-similar model for the hydrodynamic multi-fluid equations, we investigated the expansion of dense plasma. The weakly relativistic electrons are produced by ultra-intense laser pulses, while ions are supposed to be in a non-relativistic regime. It is shown that dense plasma expansion is found to be governed mainly by quantum contributions in the fluid equations that originate from the degenerate pressure in addition to the nonlinear contributions from exchange and correlation potentials. The quantum degeneracy parameter profile provides clues to set the limit between under-dense and dense relativistic plasma expansions at a given density and temperature.

Keywords: plasma expansion, quantum degeneracy, weakly relativistic, under-dense plasma

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Authors: Teoman Ozer, Ozlem Orhan

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This study deals with symmetry group properties and conservation laws of partial differential equations. We give a geometrical interpretation of notion of μ-prolongations of vector fields and of the related concept of μ-symmetry for partial differential equations. We show that these are in providing symmetry reduction of partial differential equations and systems and invariant solutions.

Keywords: λ-symmetry, μ-symmetry, classification, invariant solution

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Authors: Jie Liu, Wei Wei, Chun-Ping Chang

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Using a sample of 110 countries over the period 1984-2013, this paper examines the impacts of country risks on choosing a specific exchange rate regime (first by utilizing the Levy-Yeyati and Sturzenegger de facto classification and then robusting it by the IMF de jure measurement) relative to other regimes via the panel multinomial logit approach. Empirical findings are as follows. First, in the full samples case we provide evidence that government is more likely to implement a flexible regime, but less likely to adopt a fixed regime, under a low level of composite and financial risk. Second, we find that Eurozone countries are more likely to choose a fixed exchange rate regime with a decrease in the level of country risk and favor a flexible regime in response to a shock from an increase of risk, which is opposite to non-Eurozone countries. Third, we note that high-risk countries are more likely to choose a fixed regime with a low level of composite and political risk in the government, but do not adjust the exchange rate regime as a shock absorber when facing economic and financial risks. It is interesting to see that those countries with relatively low risk display almost opposite results versus high-risk economies. Overall, we believe that it is critically important to account for political economy variables in a government’s exchange rate policy decisions, especially for country risks. All results are robust to the panel ordered probit model.

Keywords: country risk, political economy, exchange rate regimes, shock absorber

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Authors: Anas El Amraoui, Abdelkhalek Cheddadi, Mohammed Touhami Ouazzani

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Laminar natural convection in a cylindrical annular cavity filled with air and provided with two fins is studied numerically using the discretization of the governing equations with the Centered Finite Difference method based on the Alternating Direction Implicit (ADI) scheme. The fins are attached to the inner cylinder of radius r_i (hot wall of temperature T_i). The outer cylinder of radius r_o is maintained at a temperature T_o (T_o < T_i). Two values of the dimensionless thickness of the fins are considered: 0.015 and 0.203. We consider a low fin height equal to 0.078 and medium fin heights equal to 0.093 and 0.203. The position of the fin is 0.82π and the radius ratio is equal to 2. The effect of Rayleigh number, Ra, on the flow structure and heat transfer is analyzed for a range of Ra from 10³ to 10⁴. The results for established flow structures and heat transfer at low height indicate that the flow regime that occurs is unicellular for all Ra and fin thickness; in addition, the heat transfer rate increases with increasing Rayleigh number and is the same for both thicknesses. At median fin heights 0.093 and 0.203, the increase of Rayleigh number leads to transitions of flow structure which correspond to significant variations of the heat transfer. The critical Rayleigh numbers, Ra_c.app and Ra_c.disp corresponding to the appearance of the bicellular flow regime and its disappearance, are determined and their influence on the change of heat transfer rate is analyzed.

Keywords: natural convection, fins, critical Rayleigh number, heat transfer, fluid flow regime, horizontal annulus

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Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

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This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As₂S₃ chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation

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Authors: Fuziyah Ishak, Siti Norazura Ahmad

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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: Chiung-Ju Huang

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This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.

Keywords: nonlinearity, public debt, sustainability, threshold autoregressive model

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Authors: Yildiray Keskin, Omer Acan, Murat Akkus

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In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

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Authors: Liliana O. Martínez, Juan E González, Manuel Ramírez-Aranda, Ana Cervantes-Herrera

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A serious game category mobile application called Math Dominoes is presented. The main objective of this applications is to strengthen the teaching-learning process of solving algebraic equations and is based on the board game "Double 6" dominoes. Math Dominoes allows the practice of solving first, second-, and third-degree algebraic equations. This application is aimed to students who seek to strengthen their skills in solving algebraic equations in a dynamic, interactive, and fun way, to reduce the risk of failure in subsequent courses that require mastery of this algebraic tool.

Keywords: algebra, equations, dominoes, serious games

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Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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