Search results for: simultaneous equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2427

Search results for: simultaneous equations

2307 Microcrystalline Cellulose (MCC) from Oil Palm Empty Fruit Bunch (EFB) Fiber via Simultaneous Ultrasonic and Alkali Treatment

Authors: Ridzuan Ramli, Norhafzan Junadi, Mohammad D.H. Beg, Rosli M. Yunus

Abstract:

In this study, microcrystalline cellulose (MCC) was extracted from oil palm empty fruit bunch (EFB) cellulose which was earlier isolated from oil palm EFB fibre. In order to isolate the cellulose, the chlorination method was carried out. Then, the MCC was prepared by simultaneous ultrasonic and alkali treatment from the isolated α-cellulose. Based on mass balance calculation, the yields for MCC obtained from EFB was 44%. For fiber characterization, it is observed that the chemical composition of the hemicellulose and lignin for all samples decreased while composition for cellulose increased. The structural property of the MCC was studied by X-ray diffraction (XRD) method and the result shows that the MCC produced is a cellulose-I polymorph, with 73% crystallinity.

Keywords: oil palm empty fruit bunch, microcrystalline cellulose, ultrasonic, alkali treatment, x-ray diffraction

Procedia PDF Downloads 385
2306 Optimal Simultaneous Sizing and Siting of DGs and Smart Meters Considering Voltage Profile Improvement in Active Distribution Networks

Authors: T. Sattarpour, D. Nazarpour

Abstract:

This paper investigates the effect of simultaneous placement of DGs and smart meters (SMs), on voltage profile improvement in active distribution networks (ADNs). A substantial center of attention has recently been on responsive loads initiated in power system problem studies such as distributed generations (DGs). Existence of responsive loads in active distribution networks (ADNs) would have undeniable effect on sizing and siting of DGs. For this reason, an optimal framework is proposed for sizing and siting of DGs and SMs in ADNs. SMs are taken into consideration for the sake of successful implementing of demand response programs (DRPs) such as direct load control (DLC) with end-side consumers. Looking for voltage profile improvement, the optimization procedure is solved by genetic algorithm (GA) and tested on IEEE 33-bus distribution test system. Different scenarios with variations in the number of DG units, individual or simultaneous placing of DGs and SMs, and adaptive power factor (APF) mode for DGs to support reactive power have been established. The obtained results confirm the significant effect of DRPs and APF mode in determining the optimal size and site of DGs to be connected in ADN resulting to the improvement of voltage profile as well.

Keywords: active distribution network (ADN), distributed generations (DGs), smart meters (SMs), demand response programs (DRPs), adaptive power factor (APF)

Procedia PDF Downloads 267
2305 Pressure-Controlled Dynamic Equations of the PFC Model: A Mathematical Formulation

Authors: Jatupon Em-Udom, Nirand Pisutha-Arnond

Abstract:

The phase-field-crystal, PFC, approach is a density-functional-type material model with an atomic resolution on a diffusive timescale. Spatially, the model incorporates periodic nature of crystal lattices and can naturally exhibit elasticity, plasticity and crystal defects such as grain boundaries and dislocations. Temporally, the model operates on a diffusive timescale which bypasses the need to resolve prohibitively small atomic-vibration time steps. The PFC model has been used to study many material phenomena such as grain growth, elastic and plastic deformations and solid-solid phase transformations. In this study, the pressure-controlled dynamic equation for the PFC model was developed to simulate a single-component system under externally applied pressure; these coupled equations are important for studies of deformable systems such as those under constant pressure. The formulation is based on the non-equilibrium thermodynamics and the thermodynamics of crystalline solids. To obtain the equations, the entropy variation around the equilibrium point was derived. Then the resulting driving forces and flux around the equilibrium were obtained and rewritten as conventional thermodynamic quantities. These dynamics equations are different from the recently-proposed equations; the equations in this study should provide more rigorous descriptions of the system dynamics under externally applied pressure.

Keywords: driving forces and flux, evolution equation, non equilibrium thermodynamics, Onsager’s reciprocal relation, phase field crystal model, thermodynamics of single-component solid

Procedia PDF Downloads 278
2304 Some Basic Problems for the Elastic Material with Voids in the Case of Approximation N=1 of Vekua's Theory

Authors: Bakur Gulua

Abstract:

In this work, we consider some boundary value problems for the plate. The plate is the elastic material with voids. The state of plate equilibrium is described by the system of differential equations that is derived from three-dimensional equations of equilibrium of an elastic material with voids (Cowin-Nunziato model) by Vekua's reduction method. Its general solution is represented by means of analytic functions of a complex variable and solutions of Helmholtz equations. The problem is solved analytically by the method of the theory of functions of a complex variable.

Keywords: the elastic material with voids, boundary value problems, Vekua's reduction method, a complex variable

Procedia PDF Downloads 97
2303 Nonhomogeneous Linear Fractional Differential Equations Will Bessel Functions of the First Kind Giving Hypergeometric Functions Solutions

Authors: Fernando Maass, Pablo Martin, Jorge Olivares

Abstract:

Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α.

Keywords: Caputo, fractional calculation, hypergeometric, linear differential equations

Procedia PDF Downloads 172
2302 Comparing Numerical Accuracy of Solutions of Ordinary Differential Equations (ODE) Using Taylor's Series Method, Euler's Method and Runge-Kutta (RK) Method

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

Procedia PDF Downloads 320
2301 Matrix Valued Difference Equations with Spectral Singularities

Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

Abstract:

In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: asymptotics, continuous spectrum, difference equations, eigenvalues, jost functions, spectral singularities

Procedia PDF Downloads 421
2300 Electrochemically Reduced Graphene Oxide Modified Boron-Doped Diamond Paste Electrode on Paper-Based Analytical Device for Simultaneous Determination of Norepinephrine and Serotonin

Authors: Siriwan Nantaphol, Robert B. Channon, Takeshi Kondo, Weena Siangproh, Orawon Chailapakul, Charles S. Henry

Abstract:

In this work, we demonstrate a novel electrochemically reduced graphene oxide (ERGO) modified boron-doped diamond paste (BDDP) electrode on paper-based analytical devices (PADs) for simultaneous determination of norepinephrine (NE) and serotonin (5-HT). The BDD paste electrode was easily constructed by filling BDD paste in small channels, which made in transparency film sheets using a CO₂ laser etching 
system. The counter and reference electrodes were fabricated on paper by in-house screen-printing and then combined with BDD paste microelectrode. The electrochemical characterization of the device was investigated by cyclic voltammetry (CV). Differential pulse voltammetry (DPV) was employed for the simultaneous determination of NE and 5-HT. The ERGO-modified BDDP electrode displayed excellent electrocatalytic activities toward the oxidation of NE and 5-HT and strong function for resolving the overlapping voltammetric responses of NE and 5-HT into two well-defined voltammetric peaks. This device was capable of simultaneously detecting NE and 5-HT in wide concentration ranges and with a low limit of detections. In addition, it has the advantages in terms of ease of use, low cost, and disposability.

Keywords: boron-doped diamond paste electrode, electrochemically reduced graphene oxide, norepinephrine, paper-based analytical device, serotonin

Procedia PDF Downloads 231
2299 Efficiency Improvement of REV-Method for Calibration of Phased Array Antennas

Authors: Daniel Hristov

Abstract:

The paper describes the principle of operation, simulation and physical validation of method for simultaneous acquisition of gain and phase states of multiple antenna elements and the corresponding feed lines across a Phased Array Antenna (PAA). The derived values for gain and phase are used for PAA-calibration. The method utilizes the Rotating-Element Electric- Field Vector (REV) principle currently used for gain and phase state estimation of single antenna element across an active antenna aperture. A significant reduction of procedure execution time is achieved with simultaneous setting of different phase delays to multiple phase shifters, followed by a single power measurement. The initial gain and phase states are calculated using spectral and correlation analysis of the measured power series.

Keywords: antenna, antenna arrays, calibration, phase measurement, power measurement

Procedia PDF Downloads 109
2298 Mechanical Behavior of Laminated Glass Cylindrical Shell with Hinged Free Boundary Conditions

Authors: Ebru Dural, M. Zulfu Asık

Abstract:

Laminated glass is a kind of safety glass, which is made by 'sandwiching' two glass sheets and a polyvinyl butyral (PVB) interlayer in between them. When the glass is broken, the interlayer in between the glass sheets can stick them together. Because of this property, the hazards of sharp projectiles during natural and man-made disasters reduces. They can be widely applied in building, architecture, automotive, transport industries. Laminated glass can easily undergo large displacements even under their own weight. In order to explain their true behavior, they should be analyzed by using large deflection theory to represent nonlinear behavior. In this study, a nonlinear mathematical model is developed for the analysis of laminated glass cylindrical shell which is free in radial directions and restrained in axial directions. The results will be verified by using the results of the experiment, carried out on laminated glass cylindrical shells. The behavior of laminated composite cylindrical shell can be represented by five partial differential equations. Four of the five equations are used to represent axial displacements and radial displacements and the fifth one for the transverse deflection of the unit. Governing partial differential equations are derived by employing variational principles and minimum potential energy concept. Finite difference method is employed to solve the coupled differential equations. First, they are converted into a system of matrix equations and then iterative procedure is employed. Iterative procedure is necessary since equations are coupled. Problems occurred in getting convergent sequence generated by the employed procedure are overcome by employing variable underrelaxation factor. The procedure developed to solve the differential equations provides not only less storage but also less calculation time, which is a substantial advantage in computational mechanics problems.

Keywords: laminated glass, mathematical model, nonlinear behavior, PVB

Procedia PDF Downloads 288
2297 A Coupled System of Caputo-Type Katugampola Fractional Differential Equations with Integral Boundary Conditions

Authors: Yacine Arioua

Abstract:

In this paper, we investigate the existence and uniqueness of solutions for a coupled system of nonlinear Caputo-type Katugampola fractional differential equations with integral boundary conditions. Based upon a contraction mapping principle, Schauders fixed point theorems, some new existence and uniqueness results of solutions for the given problems are obtained. For application, some examples are given to illustrate the usefulness of our main results.

Keywords: fractional differential equations, coupled system, Caputo-Katugampola derivative, fixed point theorems, existence, uniqueness

Procedia PDF Downloads 235
2296 Quantification of Glucosinolates in Turnip Greens and Turnip Tops by Near-Infrared Spectroscopy

Authors: S. Obregon-Cano, R. Moreno-Rojas, E. Cartea-Gonzalez, A. De Haro-Bailon

Abstract:

The potential of near-infrared spectroscopy (NIRS) for screening the total glucosinolate (t-GSL) content, and also, the aliphatic glucosinolates gluconapin (GNA), progoitrin (PRO) and glucobrassicanapin (GBN) in turnip greens and turnip tops was assessed. This crop is grown for edible leaves and stems for human consumption. The reference values for glucosinolates, as they were obtained by high performance liquid chromatography on the vegetable samples, were regressed against different spectral transformations by modified partial least-squares (MPLS) regression (calibration set of samples n= 350). The resulting models were satisfactory, with calibration coefficient values from 0.72 (GBN) to 0.98 (tGSL). The predictive ability of the equations obtained was tested using a set of samples (n=70) independent of the calibration set. The determination coefficients and prediction errors (SEP) obtained in the external validation were: GNA=0.94 (SEP=3.49); PRO=0.41 (SEP=1.08); GBN=0.55 (SEP=0.60); tGSL=0.96 (SEP=3.28). These results show that the equations developed for total glucosinolates, as well as for gluconapin can be used for screening these compounds in the leaves and stems of this species. In addition, the progoitrin and glucobrassicanapin equations obtained can be used to identify those samples with high, medium and low contents. The calibration equations obtained were accurate enough for a fast, non-destructive and reliable analysis of the content in GNA and tGSL directly from NIR spectra. The equations for PRO and GBN can be employed to identify samples with high, medium and low contents.

Keywords: brassica rapa, glucosinolates, gluconapin, NIRS, turnip greens

Procedia PDF Downloads 116
2295 Simultaneous Determination of Methotrexate and Aspirin Using Fourier Transform Convolution Emission Data under Non-Parametric Linear Regression Method

Authors: Marwa A. A. Ragab, Hadir M. Maher, Eman I. El-Kimary

Abstract:

Co-administration of methotrexate (MTX) and aspirin (ASP) can cause a pharmacokinetic interaction and a subsequent increase in blood MTX concentrations which may increase the risk of MTX toxicity. Therefore, it is important to develop a sensitive, selective, accurate and precise method for their simultaneous determination in urine. A new hybrid chemometric method has been applied to the emission response data of the two drugs. Spectrofluorimetric method for determination of MTX through measurement of its acid-degradation product, 4-amino-4-deoxy-10-methylpteroic acid (4-AMP), was developed. Moreover, the acid-catalyzed degradation reaction enables the spectrofluorimetric determination of ASP through the formation of its active metabolite salicylic acid (SA). The proposed chemometric method deals with convolution of emission data using 8-points sin xi polynomials (discrete Fourier functions) after the derivative treatment of these emission data. The first and second derivative curves (D1 & D2) were obtained first then convolution of these curves was done to obtain first and second derivative under Fourier functions curves (D1/FF) and (D2/FF). This new application was used for the resolution of the overlapped emission bands of the degradation products of both drugs to allow their simultaneous indirect determination in human urine. Not only this chemometric approach was applied to the emission data but also the obtained data were subjected to non-parametric linear regression analysis (Theil’s method). The proposed method was fully validated according to the ICH guidelines and it yielded linearity ranges as follows: 0.05-0.75 and 0.5-2.5 µg mL-1 for MTX and ASP respectively. It was found that the non-parametric method was superior over the parametric one in the simultaneous determination of MTX and ASP after the chemometric treatment of the emission spectra of their degradation products. The work combines the advantages of derivative and convolution using discrete Fourier function together with the reliability and efficacy of the non-parametric analysis of data. The achieved sensitivity along with the low values of LOD (0.01 and 0.06 µg mL-1) and LOQ (0.04 and 0.2 µg mL-1) for MTX and ASP respectively, by the second derivative under Fourier functions (D2/FF) were promising and guarantee its application for monitoring the two drugs in patients’ urine samples.

Keywords: chemometrics, emission curves, derivative, convolution, Fourier transform, human urine, non-parametric regression, Theil’s method

Procedia PDF Downloads 402
2294 Propagation of W Shaped of Solitons in Fiber Bragg Gratings

Authors: Mezghiche Kamel

Abstract:

We present solitary wave solutions for the perturbed nonlinear Schrodinger (PNLS) equation describing propagation of femtosecond light pulses through the fiber Bragg grating structure where the pulse dynamics is governed by the nonlinear-coupled mode (NLCM) equations. Using the multiple scale analysis, we reduce the NLCM equations into the perturbed nonlinear Schrodinger (PNLS) type equation. Unlike the reported solitary wave solutions of the PNLS equation, the novel ones can describe W shaped of solitons and their properties.

Keywords: fiber bragg grating, nonlinear-coupled mode equations, w shaped of solitons, PNLS

Procedia PDF Downloads 741
2293 Assessment of Analytical Equations for the Derivation of Young’s Modulus of Bonded Rubber Materials

Authors: Z. N. Haji, S. O. Oyadiji, H. Samami, O. Farrell

Abstract:

The prediction of the vibration response of rubber products by analytical or numerical method depends mainly on the predefined intrinsic material properties such as Young’s modulus, damping factor and Poisson’s ratio. Such intrinsic properties are determined experimentally by subjecting a bonded rubber sample to compression tests. The compression tests on such a sample yield an apparent Young’s modulus which is greater in magnitude than the intrinsic Young’s modulus of the rubber. As a result, many analytical equations have been developed to determine Young’s modulus from an apparent Young’s modulus of bonded rubber materials. In this work, the applicability of some of these analytical equations is assessed via experimental testing. The assessment is based on testing of vulcanized nitrile butadiene rubber (NBR70) samples using tensile test and compression test methods. The analytical equations are used to determine the intrinsic Young’s modulus from the apparent modulus that is derived from the compression test data of the bonded rubber samples. Then, these Young’s moduli are compared with the actual Young’s modulus that is derived from the tensile test data. The results show significant discrepancy between the Young’s modulus derived using the analytical equations and the actual Young’s modulus.

Keywords: bonded rubber, quasi-static test, shape factor, apparent Young’s modulus

Procedia PDF Downloads 140
2292 A Study on the Solutions of the 2-Dimensional and Forth-Order Partial Differential Equations

Authors: O. Acan, Y. Keskin

Abstract:

In this study, we will carry out a comparative study between the reduced differential transform method, the adomian decomposition method, the variational iteration method and the homotopy analysis method. These methods are used in many fields of engineering. This is been achieved by handling a kind of 2-Dimensional and forth-order partial differential equations called the Kuramoto–Sivashinsky equations. Three numerical examples have also been carried out to validate and demonstrate efficiency of the four methods. Furthermost, it is shown that the reduced differential transform method has advantage over other methods. This method is very effective and simple and could be applied for nonlinear problems which used in engineering.

Keywords: reduced differential transform method, adomian decomposition method, variational iteration method, homotopy analysis method

Procedia PDF Downloads 405
2291 Electrochemical Sensor Based on Poly(Pyrogallol) for the Simultaneous Detection of Phenolic Compounds and Nitrite in Wastewater

Authors: Majid Farsadrooh, Najmeh Sabbaghi, Seyed Mohammad Mostashari, Abolhasan Moradi

Abstract:

Phenolic compounds are chief environmental contaminants on account of their hazardous and toxic nature on human health. The preparation of sensitive and potent chemosensors to monitor emerging pollution in water and effluent samples has received great consideration. A novel and versatile nanocomposite sensor based on poly pyrogallol is presented for the first time in this study, and its electrochemical behavior for simultaneous detection of hydroquinone (HQ), catechol (CT), and resorcinol (RS) in the presence of nitrite is evaluated. The physicochemical characteristics of the fabricated nanocomposite were investigated by emission-scanning electron microscopy (FE-SEM), energy-dispersive X-ray spectroscopy (EDS), and Brunauer-Emmett-Teller (BET). The electrochemical response of the proposed sensor to the detection of HQ, CT, RS, and nitrite is studied using cyclic voltammetry (CV), chronoamperometry (CA), differential pulse voltammetry (DPV), and electrochemical impedance spectroscopy (EIS). The kinetic characterization of the prepared sensor showed that both adsorption and diffusion processes can control reactions at the electrode. In the optimized conditions, the new chemosensor provides a wide linear range of 0.5-236.3, 0.8-236.3, 0.9-236.3, and 1.2-236.3 μM with a low limit of detection of 21.1, 51.4, 98.9, and 110.8 nM (S/N = 3) for HQ, CT and RS, and nitrite, respectively. Remarkably, the electrochemical sensor has outstanding selectivity, repeatability, and stability and is successfully employed for the detection of RS, CT, HQ, and nitrite in real water samples with the recovery of 96.2%–102.4%, 97.8%-102.6%, 98.0%–102.4% and 98.4%–103.2% for RS, CT, HQ, and nitrite, respectively. These outcomes illustrate that poly pyrogallol is a promising candidate for effective electrochemical detection of dihydroxybenzene isomers in the presence of nitrite.

Keywords: electrochemical sensor, poly pyrogallol, phenolic compounds, simultaneous determination

Procedia PDF Downloads 36
2290 Exploring Subjective Simultaneous Mixed Emotion Experiences in Middle Childhood

Authors: Esther Burkitt

Abstract:

Background: Evidence is mounting that mixed emotions can be experienced simultaneously in different ways across the lifespan. Four types of patterns of simultaneously mixed emotions (sequential, prevalent, highly parallel, and inverse types) have been identified in middle childhood and adolescence. Moreover, the recognition of these experiences tends to develop firstly when children consider peers rather than the self. This evidence from children and adolescents is based on examining the presence of experiences specified in adulthood. The present study, therefore, applied an exhaustive coding scheme to investigate whether children experience types of previously unidentified simultaneous mixed emotional experiences. Methodology: One hundred and twenty children (60 girls) aged 7 years 1 month - 9 years 2 months (X=8 years 1 month; SD = 10 months) were recruited from mainstream schools across the UK. Two age groups were formed (youngest, n = 61, 7 years 1 month- 8 years 1 months: oldest, n = 59, 8 years 2 months – 9 years 2 months) and allocated to one of two conditions hearing vignettes describing happy and sad mixed emotion events in age and gender-matched protagonist or themselves. Results: Loglinear analyses identified new types of flexuous, vertical, and other experiences along with established sequential, prevalent, highly parallel, and inverse types of experience. Older children recognised more complex experiences other than the self-condition. Conclusion: Several additional types of simultaneously mixed emotions are recognised in middle childhood. The theoretical relevance of simultaneous mixed emotion processing in childhood is considered, and the potential utility of the findings in emotion assessments is discussed.

Keywords: emotion, childhood, self, other

Procedia PDF Downloads 45
2289 Vibration Analysis of Stepped Nanoarches with Defects

Authors: Jaan Lellep, Shahid Mubasshar

Abstract:

A numerical solution is developed for simply supported nanoarches based on the non-local theory of elasticity. The nanoarch under consideration has a step-wise variable cross-section and is weakened by crack-like defects. It is assumed that the cracks are stationary and the mechanical behaviour of the nanoarch can be modeled by Eringen’s non-local theory of elasticity. The physical and thermal properties are sensitive with respect to changes of dimensions in the nano level. The classical theory of elasticity is unable to describe such changes in material properties. This is because, during the development of the classical theory of elasticity, the speculation of molecular objects was avoided. Therefore, the non-local theory of elasticity is applied to study the vibration of nanostructures and it has been accepted by many researchers. In the non-local theory of elasticity, it is assumed that the stress state of the body at a given point depends on the stress state of each point of the structure. However, within the classical theory of elasticity, the stress state of the body depends only on the given point. The system of main equations consists of equilibrium equations, geometrical relations and constitutive equations with boundary and intermediate conditions. The system of equations is solved by using the method of separation of variables. Consequently, the governing differential equations are converted into a system of algebraic equations whose solution exists if the determinant of the coefficients of the matrix vanishes. The influence of cracks and steps on the natural vibration of the nanoarches is prescribed with the aid of additional local compliance at the weakened cross-section. An algorithm to determine the eigenfrequencies of the nanoarches is developed with the help of computer software. The effects of various physical and geometrical parameters are recorded and drawn graphically.

Keywords: crack, nanoarches, natural frequency, step

Procedia PDF Downloads 95
2288 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

Procedia PDF Downloads 113
2287 Existence of Minimal and Maximal Mild Solutions for Non-Local in Time Subdiffusion Equations of Neutral Type

Authors: Jorge Gonzalez-Camus

Abstract:

In this work is proved the existence of at least one minimal and maximal mild solutions to the Cauchy problem, for fractional evolution equation of neutral type, involving a general kernel. An operator A generating a resolvent family and integral resolvent family on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Kuratowski measure of noncompactness and fixed point theorems, specifically Darbo-type, and an iterative method of lower and upper solutions, based in an order in X induced by a normal cone P. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the theory of resolvent families, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, the existence of minimal and maximal mild solutions was proved through in an iterative method of lower and upper solutions, using the Azcoli-Arzela Theorem, and the Gronwall’s inequality. Finally, we recovered the case derivate in Caputo sense.

Keywords: fractional evolution equations, Volterra integral equations, minimal and maximal mild solutions, neutral type equations, non-local in time equations

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2286 Stochastic Age-Structured Population Models

Authors: Arcady Ponosov

Abstract:

Many well-known age-structured population models are derived from the celebrated McKendrick-von Foerster equation (MFE), also called the biological conservation law. A similar technique is suggested for the stochastically perturbed MFE. This technique is shown to produce stochastic versions of the deterministic population models, which appear to be very different from those one can construct by simply appending additive stochasticity to deterministic equations. In particular, it is shown that stochastic Nicholson’s blowflies model should contain both additive and multiplicative stochastic noises. The suggested transformation technique is similar to that used in the deterministic case. The difference is hidden in the formulas for the exact solutions of the simplified boundary value problem for the stochastically perturbed MFE. The analysis is also based on the theory of stochastic delay differential equations.

Keywords: boundary value problems, population models, stochastic delay differential equations, stochastic partial differential equation

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2285 Compact Finite Difference Schemes for Fourth Order Parabolic Partial Differential Equations

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

Procedia PDF Downloads 254
2284 Using Lagrange Equations to Study the Relative Motion of a Mechanism

Authors: R. A. Petre, S. E. Nichifor, A. Craifaleanu, I. Stroe

Abstract:

The relative motion of a robotic arm formed by homogeneous bars of different lengths and masses, hinged to each other is investigated. The first bar of the mechanism is articulated on a platform, considered initially fixed on the surface of the Earth, while for the second case the platform is considered to be in rotation with respect to the Earth. For both analyzed cases the motion equations are determined using the Lagrangian formalism, applied in its traditional form, valid with respect to an inertial reference system, conventionally considered as fixed. However, in the second case, a generalized form of the formalism valid with respect to a non-inertial reference frame will also be applied. The numerical calculations were performed using a MATLAB program.

Keywords: Lagrange equations, relative motion, inertial reference frame, non-inertial reference frame

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2283 Foliation and the First Law of Thermodynamics for the Kerr Newman Black Hole

Authors: Syed M. Jawwad Riaz

Abstract:

There has been a lot of interest in exploring the thermodynamic properties at the horizon of a black hole geometry. Earlier, it has been shown, for different spacetimes, that the Einstein field equations at the horizon can be expressed as a first law of black hole thermodynamics. In this paper, considering r = constant slices, for the Kerr-Newman black hole, shown that the Einstein field equations for the induced 3-metric of the hypersurface is expressed in thermodynamic quantities under the virtual displacements of the hypersurfaces. As expected, it is found that the field equations of the induced metric corresponding to the horizon can only be written as a first law of black hole thermodynamics. It is to be mentioned here that the procedure adopted is much easier, to obtain such results, as here one has to essentially deal with (n - 1)-dimensional induced metric for an n-dimensional spacetime.

Keywords: black hole space-times, Einstein's field equation, foliation, hyper-surfaces

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2282 Symbolic Partial Differential Equations Analysis Using Mathematica

Authors: Davit Shahnazaryan, Diogo Gomes, Mher Safaryan

Abstract:

Many symbolic computations and manipulations required in the analysis of partial differential equations (PDE) or systems of PDEs are tedious and error-prone. These computations arise when determining conservation laws, entropies or integral identities, which are essential tools for the study of PDEs. Here, we discuss a new Mathematica package for the symbolic analysis of PDEs that automate multiple tasks, saving time and effort. Methodologies: During the research, we have used concepts of linear algebra and partial differential equations. We have been working on creating algorithms based on theoretical mathematics to find results mentioned below. Major Findings: Our package provides the following functionalities; finding symmetry group of different PDE systems, generation of polynomials invariant with respect to different symmetry groups; simplification of integral quantities by integration by parts and null Lagrangian cleaning, computing general forms of expressions by integration by parts; finding equivalent forms of an integral expression that are simpler or more symmetric form; determining necessary and sufficient conditions on the coefficients for the positivity of a given symbolic expression. Conclusion: Using this package, we can simplify integral identities, find conserved and dissipated quantities of time-dependent PDE or system of PDEs. Some examples in the theory of mean-field games and semiconductor equations are discussed.

Keywords: partial differential equations, symbolic computation, conserved and dissipated quantities, mathematica

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2281 Numerical Modeling of Wave Run-Up in Shallow Water Flows Using Moving Wet/Dry Interfaces

Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

We present a new class of numerical techniques to solve shallow water flows over dry areas including run-up. Many recent investigations on wave run-up in coastal areas are based on the well-known shallow water equations. Numerical simulations have also performed to understand the effects of several factors on tsunami wave impact and run-up in the presence of coastal areas. In all these simulations the shallow water equations are solved in entire domain including dry areas and special treatments are used for numerical solution of singularities at these dry regions. In the present study we propose a new method to deal with these difficulties by reformulating the shallow water equations into a new system to be solved only in the wetted domain. The system is obtained by a change in the coordinates leading to a set of equations in a moving domain for which the wet/dry interface is the reconstructed using the wave speed. To solve the new system we present a finite volume method of Lax-Friedrich type along with a modified method of characteristics. The method is well-balanced and accurately resolves dam-break problems over dry areas.

Keywords: dam-break problems, finite volume method, run-up waves, shallow water flows, wet/dry interfaces

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2280 Exact Solutions of K(N,N)-Type Equations Using Jacobi Elliptic Functions

Authors: Edamana Krishnan, Khalil Al-Ghafri

Abstract:

In this paper, modified K(n,n) and K(n+1,n+1) equations have been solved using mapping methods which give a variety of solutions in terms of Jacobi elliptic functions. The solutions when m approaches 0 and 1, with m as the modulus of the JEFs have also been deduced. The role of constraint conditions has been discussed.

Keywords: travelling wave solutions, solitary wave solutions, compactons, Jacobi elliptic functions, mapping methods

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2279 Regularization of Gene Regulatory Networks Perturbed by White Noise

Authors: Ramazan I. Kadiev, Arcady Ponosov

Abstract:

Mathematical models of gene regulatory networks can in many cases be described by ordinary differential equations with switching nonlinearities, where the initial value problem is ill-posed. Several regularization methods are known in the case of deterministic networks, but the presence of stochastic noise leads to several technical difficulties. In the presentation, it is proposed to apply the methods of the stochastic singular perturbation theory going back to Yu. Kabanov and Yu. Pergamentshchikov. This approach is used to regularize the above ill-posed problem, which, e.g., makes it possible to design stable numerical schemes. Several examples are provided in the presentation, which support the efficiency of the suggested analysis. The method can also be of interest in other fields of biomathematics, where differential equations contain switchings, e.g., in neural field models.

Keywords: ill-posed problems, singular perturbation analysis, stochastic differential equations, switching nonlinearities

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2278 Scrutiny and Solving Analytically Nonlinear Differential at Engineering Field of Fluids, Heat, Mass and Wave by New Method AGM

Authors: Mohammadreza Akbari, Sara Akbari, Davood Domiri Ganji, Pooya Solimani, Reza Khalili

Abstract:

As all experts know most of engineering system behavior in practical are nonlinear process (especially heat, fluid and mass, etc.) and analytical solving (no numeric) these problems are difficult, complex and sometimes impossible like (fluids and gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure a innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will be emerged after comparing the achieved solutions by Numerical method (Runge-Kutte 4th) and so compare to other methods such as HPM, ADM,… and exact solutions. Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students (engineering and basic science) in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear differential equations, with help of that there is no difficulty for solving nonlinear differential equations(ODE and PDE). In this paper, we investigate and solve 4 types of the nonlinear differential equation with AGM method : 1-Heat and fluid, 2-Unsteady state of nonlinear partial differential, 3-Coupled nonlinear partial differential in wave equation, and 4-Nonlinear integro-differential equation.

Keywords: new method AGM, sets of coupled nonlinear equations at engineering field, waves equations, integro-differential, fluid and thermal

Procedia PDF Downloads 515