Search results for: stochastic differential equations

Authors: Jatindra Lahkar

Abstract:

The effect of chemical reaction on laminar mixed convection flow and heat and mass transfer along a vertical unsteady stretching sheet is investigated, in the presence of heat generation/absorption with variable viscosity and viscous dissipation. The governing non-linear partial differential equations are reduced to ordinary differential equations using similarity transformation and solved numerically using the fourth order Runge-Kutta method along with shooting technique. The effects of various flow parameters on the velocity, temperature and concentration distributions are analyzed and presented graphically. Skin-friction coefficient, Nusselt number and Sherwood number are derived at the sheet. It is observed that the influence of chemical reaction, the fluid flow along the sheet accelerate with the increase of chemical reaction parameter, on the other hand, temperature of the fluid increases with increase of chemical reaction parameter but concentration of the fluid reduces with it. The boundary layer decreases on the surface of the sheet for all values of unsteadiness parameter, increasing values of the chemical reaction parameter. The increases in the values of Sc cause the species concentration and its boundary layer thickness to decrease resulting in less induced flow and higher fluid temperatures. This is depicted in the decreases in the velocity and species concentration and increases in the fluid temperature as Sc increases.

Keywords: chemical reaction, heat generation/absorption, magnetic number, unsteadiness, variable viscosity

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Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

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The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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Authors: Abeer Amayri, Akif A. Bulgak

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Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.

Keywords: global supply chains, quality, stochastic programming, supplier selection

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Authors: Ahmad Fahim Nasiry, Shigeo Honma

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We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: numerical simulation, immiscible, finite difference, IADI, IDE, waterflooding

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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: Faruk Firat Çalim, Nurullah Karaca, Hakan Tacettin Türker

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In this study, out-of-plane free vibrations of a circular rods is investigated theoretically. The governing equations for naturally twisted and curved spatial rods are obtained using Timoshenko beam theory and rewritten for circular rods. Effects of the axial and shear deformations are considered in the formulations. Ordinary differential equations in scalar form are solved analytically by using transfer matrix method. The circular rods of the mass matrix are obtained by using straight rod of consistent mass matrix. Free vibrations frequencies obtained by solving eigenvalue problem. A computer program coded in MATHEMATICA language is prepared. Circular beams are analyzed through various examples for free vibrations analysis. Results are compared with ANSYS results based on finite element method and available in the literature.

Keywords: circular rod, out-of-plane free vibration analysis, transfer matrix method

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

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Authors: Arin Ghazarian, Cyril Rakovski

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Differential privacy has become the leading technique to protect the privacy of individuals in a database while allowing useful analysis to be done and the results to be shared. It puts a guarantee on the amount of privacy loss in the worst-case scenario. Differential privacy is not a toggle between full privacy and zero privacy. It controls the tradeoff between the accuracy of the results and the privacy loss using a single key parameter called

Keywords: arrhythmia, cardiology, differential privacy, ECG, epsilon, medi-cal data, privacy preserving analytics, statistical databases

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Authors: Elsayed M. A. Elbashbeshy, T. G. Emam, M. S. El-Azab, K. M. Abdelgaber

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The effect of thermal radiation on flow, heat and mass transfer of an incompressible viscous nanofluid over a stretching horizontal cylinder embedded in a porous medium with suction/injection is discussed numerically. The governing boundary layer equations are reduced to a system of ordinary differential equations. Mathematica has been used to solve such system after obtaining the missed initial conditions. Comparison of obtained numerical results is made with previously published results in some special cases, and found to be in a good agreement.

Keywords: laminar flow, boundary layer, stretching horizontal cylinder, thermal radiation, suction/injection, nanofluid

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Authors: Teng Li, Kamran Mohseni

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This paper presents an inviscid regularization technique that is capable of regularizing the shocks and sharp interfaces simultaneously in the shock-interface interaction simulations. The direct numerical simulation of flows involving shocks has been investigated for many years and a lot of numerical methods were developed to capture the shocks. However, most of these methods rely on the numerical dissipation to regularize the shocks. Moreover, in high Reynolds number flows, the nonlinear terms in hyperbolic Partial Differential Equations (PDE) dominates, constantly generating small scale features. This makes direct numerical simulation of shocks even harder. The same difficulty happens in two-phase flow with sharp interfaces where the nonlinear terms in the governing equations keep sharpening the interfaces to discontinuities. The main idea of the proposed technique is to average out the small scales that is below the resolution (observable scale) of the computational grid by filtering the convective velocity in the nonlinear terms in the governing PDE. This technique is named “observable method” and it results in a set of hyperbolic equations called observable equations, namely, observable Navier-Stokes or Euler equations. The observable method has been applied to the flow simulations involving shocks, turbulence, and two-phase flows, and the results are promising. In the current paper, the observable method is examined on the performance of regularizing shocks and interfaces at the same time in shock-interface interaction problems. Bubble-shock interactions and Richtmyer-Meshkov instability are particularly chosen to be studied. Observable Euler equations will be numerically solved with pseudo-spectral discretization in space and third order Total Variation Diminishing (TVD) Runge Kutta method in time. Results are presented and compared with existing publications. The interface acceleration and deformation and shock reflection are particularly examined.

Keywords: compressible flow simulation, inviscid regularization, Richtmyer-Meshkov instability, shock-bubble interactions.

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Authors: Mounir Belattar

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In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.

Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series

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Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

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The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: control, limits cycle, robot, stability

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Authors: Pranjal Srivastava, Piyali Sengupta

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The performance of marine drilling risers is crucial in the offshore oil and gas industry to ensure safe drilling operation with minimum downtime. Experimental investigations on marine drilling risers are limited in the literature owing to the expensive and exhaustive test setup required to replicate the realistic riser model and ocean environment in the laboratory. Therefore, this study presents an analytical model of marine drilling riser for determining its fragility under ocean environmental loading. In this study, the marine drilling riser is idealized as a continuous beam having a concentric circular cross-section. Hydrodynamic loading acting on the marine drilling riser is determined by Morison’s equations. By considering the equilibrium of forces on the marine drilling riser for the connected and normal drilling conditions, the governing partial differential equations in terms of independent variables z (depth) and t (time) are derived. Subsequently, the Runge Kutta method and Finite Difference Method are employed for solving the partial differential equations arising from the analytical model. The proposed analytical approach is successfully validated with respect to the experimental results from the literature. From the dynamic analysis results of the proposed analytical approach, the critical design parameters peak displacements, upper and lower flex joint rotations and von Mises stresses of marine drilling risers are determined. An extensive parametric study is conducted to explore the effects of top tension, drilling depth, ocean current speed and platform drift on the critical design parameters of the marine drilling riser. Thereafter, incremental dynamic analysis is performed to derive the fragility functions of shallow water and deep-water marine drilling risers under ocean environmental loading. The proposed methodology can also be adopted for downtime estimation of marine drilling risers incorporating the ranges of uncertainties associated with the ocean environment, especially at deep and ultra-deepwater.

Keywords: drilling riser, marine, analytical model, fragility

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Authors: Rabia Khan, Nargis Munir, Suriya Gharib, Syeda Roshana Ali

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In this paper linear equations are discussed in detail along with elimination method. Gaussian elimination and Gauss Jordan schemes are carried out to solve the linear system of equation. This paper comprises of matrix introduction, and the direct methods for linear equations. The goal of this research was to analyze different elimination techniques of linear equations and measure the performance of Gaussian elimination and Gauss Jordan method, in order to find their relative importance and advantage in the field of symbolic and numeric computation. The purpose of this research is to revise an introductory concept of linear equations, matrix theory and forms of Gaussian elimination through which the performance of Gauss Jordan and Gaussian elimination can be measured.

Keywords: direct, indirect, backward stage, forward stage

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Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

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The physics-informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on a strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary conditions to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of the Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful in studying various optical phenomena.

Keywords: deep learning, optical soliton, physics informed neural network, partial differential equation

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Authors: Chia-li Wang

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The surge of service and commerce platforms, such as e-commerce and internet-of-things, have rapidly changed our lives. How to avoid the congestion and get the job done in the platform is now a common problem that many people encounter every day. This requires platform users to make decisions about when to enter the platform. To that end, we investigate the strategic entering time of a simple platform containing random numbers of buyers and sellers of some item. Upon a trade, the buyer and the seller gain respective profits, yet they pay the cost of waiting in the platform. To maximize their expected payoffs from trading, both buyers and sellers can choose their entering times. This creates an interesting and practical framework of a game that is played among buyers, among sellers, and between them. That is, a strategy employed by a player is not only against players of its type but also a response to those of the other type, and, thus, a strategy profile is composed of strategies of buyers and sellers. The players' best response, the Nash equilibrium (NE) strategy profile, is derived by a pair of differential equations, which, in turn, are used to establish its existence and uniqueness. More importantly, its structure sheds valuable insights of how the entering strategy of one side (buyers or sellers) is affected by the entering behavior of the other side. These results provide a base for the study of dynamic pricing for stochastic demand-supply imbalances. Finally, comparisons between the social welfares (the sum of the payoffs incurred by individual participants) obtained by the optimal strategy and by the NE strategy are conducted for showing the efficiency loss relative to the socially optimal solution. That should help to manage the platform better.

Keywords: double-sided queue, non-cooperative game, nash equilibrium, price of anarchy

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Authors: Eda Gök

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Peridynamics is a new modeling concept of non-local interactions for solid structures. The formulations of Peridynamic (PD) theory are based on integral equations rather than differential equations. Through, undefined equations of associated problems are avoided. PD theory might be defined as continuum version of molecular dynamics. The medium is usually modeled with mass particles bonded together. Particles interact with each other directly across finite distances through central forces named as bonds. The main assumption of this theory is that the body is composed of material points which interact with other material points within a finite distance. Although, PD theory developed for discontinuities, it gives good results for structures which have no discontinuities. In this paper, displacement control of the isotropic plate under the effect of tensile and bending loading has been investigated by means of PD theory. A MATLAB code is generated to create PD bonds and corresponding surface correction factors. Using generated MATLAB code the geometry of the specimen is generated, and the code is implemented in Finite Element Software. The results obtained from non-local continuum theory are compared with the Finite Element Analysis results and analytical solution. The results show good agreement.

Keywords: non-local continuum mechanics, peridynamic theory, solid structures, tensile loading, flexural loading

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Authors: Zhanar Imanova

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Masses of real celestial bodies change anisotropically and reactive forces appear, and they need to be taken into account in the study of these bodies' dynamics. We studied the two-planet problem of three bodies with variable masses in the presence of reactive forces and obtained the equations of perturbed motion in Newton’s form equations. The motion equations in the orbital coordinate system, unlike the Lagrange equation, are convenient for taking into account the reactive forces. The perturbing force is expanded in terms of osculating elements. The expansion of perturbing functions is a time-consuming analytical calculation and results in very cumber some analytical expressions. In the considered problem, we obtained expansions of perturbing functions by small parameters up to and including the second degree. In the non resonant case, we obtained evolution equations in the Newton equation form. All symbolic calculations were done in Wolfram Mathematica.

Keywords: two-planet, three-body problem, variable mass, evolutionary equations

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Authors: Hansoo Kim, Seunghak Shin

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The differential column shortening in tall buildings can be reduced by improving material and structural characteristics of the structural systems. This paper proposes structural methods to reduce differential column shortening in reinforced concrete tall buildings; connecting columns with rigidly jointed horizontal members, using outriggers, and placing additional reinforcement at the columns. The rigidly connected horizontal members including outriggers reduce the differential shortening between adjacent vertical members. The axial stiffness of columns with greater shortening can be effectively increased by placing additional reinforcement at the columns, thus the differential column shortening can be reduced in the design stage. The optimum distribution of additional reinforcement can be determined by applying a gradient based optimization technique.

Keywords: column shortening, long-term behavior, optimization, tall building

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Authors: Matevž Breška, Iztok Peruš, Vlado Stankovski

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Systematic overview of existing Ground Motion Prediction Equations (GMPEs) has been published by Douglas. The number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration (PGA) the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database, peak ground acceleration

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Authors: Raphael de Oliveira Garcia, Samuel Rocha de Oliveira

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We have developed a new computer program in Fortran 90, in order to obtain numerical solutions of a system of Relativistic Magnetohydrodynamics partial differential equations with predetermined gravitation (GRMHD), capable of simulating the formation of relativistic jets from the accretion disk of matter up to his ejection. Initially we carried out a study on numerical methods of unidimensional Finite Volume, namely Lax-Friedrichs, Lax-Wendroff, Nessyahu-Tadmor method and Godunov methods dependent on Riemann problems, applied to equations Euler in order to verify their main features and make comparisons among those methods. It was then implemented the method of Finite Volume Centered of Nessyahu-Tadmor, a numerical schemes that has a formulation free and without dimensional separation of Riemann problem solvers, even in two or more spatial dimensions, at this point, already applied in equations GRMHD. Finally, the Nessyahu-Tadmor method was possible to obtain stable numerical solutions - without spurious oscillations or excessive dissipation - from the magnetized accretion disk process in rotation with respect to a central black hole (BH) Schwarzschild and immersed in a magnetosphere, for the ejection of matter in the form of jet over a distance of fourteen times the radius of the BH, a record in terms of astrophysical simulation of this kind. Also in our simulations, we managed to get substructures jets. A great advantage obtained was that, with the our code, we got simulate GRMHD equations in a simple personal computer.

Keywords: finite volume methods, central schemes, fortran 90, relativistic astrophysics, jet

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Authors: Davide Forcellini, James Marshal Kelly

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Seismic isolation using multi-layer elastomeric isolators has been used in the United States for more than 20 years. Although isolation bearings normally have a large factor of safety against buckling due to low shear stiffness, this phenomenon has been widely studied. In particular, the linearly elastic theory adopted to study this phenomenon is relatively accurate and adequate for most design purposes. Unfortunately it cannot consider the large deformation response of a bearing when buckling occurs and the unresolved behaviour of the stability of the post-buckled state. The study conducted in this paper may be viewed as a development of the linear theory of multi-layered elastomeric bearing, simply replacing the differential equations by algebraic equations, showing how it is possible to evaluate the post-buckling behaviour and the interactions at large deformations.

Keywords: multi-layer elastomeric isolators, large deformation, compressive load, tensile load, post-buckling behaviour

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Authors: Liang Liu, Xiaopeng Luo

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In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.

Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum

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Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

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We have conducted the optimal synthesis of root-mean-squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous-time.

Keywords: mathematical expectation, filtration, anomalous noise, memory

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Authors: Seon Soon Choi

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The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.

Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable

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Authors: Zahid Ullah, Atlas Khan

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The presented research is dedicated to an extensive examination of the regularity properties associated with a specific class of equations, namely extremely degenerate elliptic equations. This study holds significance in unraveling the complexities inherent in these equations and understanding the smoothness of their solutions. The focus is on analyzing the regularity of results, aiming to contribute to the broader field of mathematical theory. By delving into the intricacies of extremely degenerate elliptic equations, the research seeks to advance our understanding beyond conventional analyses, addressing challenges posed by degeneracy and pushing the boundaries of classical analytical methods. The motivation for this exploration lies in the practical applicability of mathematical models, particularly in real-world scenarios where physical phenomena exhibit characteristics that challenge traditional mathematical modeling. The research aspires to fill gaps in the current understanding of regularity properties within solutions to extremely degenerate elliptic equations, ultimately contributing to both theoretical foundations and practical applications in diverse scientific fields.

Keywords: investigating smoothness, extremely degenerate elliptic equations, regularity properties, mathematical analysis, complexity solutions

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Authors: Kayode Oshinubi, Brice Kammegne, Jacques Demongeot

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The use of mathematical tools like Partial Differential Equations and Ordinary Differential Equations have become very important to predict the evolution of a viral disease in a population in order to take preventive and curative measures. In December 2019, a novel variety of Coronavirus (SARS-CoV-2) was identified in Wuhan, Hubei Province, China causing a severe and potentially fatal respiratory syndrome, i.e., COVID-19. Since then, it has become a pandemic declared by World Health Organization (WHO) on March 11, 2020 which has spread around the globe. A reaction-diffusion system is a mathematical model that describes the evolution of a phenomenon subjected to two processes: a reaction process in which different substances are transformed, and a diffusion process that causes a distribution in space. This article provides a mathematical study of the Susceptible, Exposed, Infected, Recovered, and Vaccinated population model of the COVID-19 pandemic by the bias of reaction-diffusion equations. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined using the Lyapunov function are considered and the endemic equilibrium point exists and is stable if it satisfies Routh–Hurwitz criteria. Also, adequate conditions for the existence and uniqueness of the solution of the model have been proved. We showed the spatial distribution of the model compartments when the basic reproduction rate $\mathcal{R}_0 < 1$ and $\mathcal{R}_0 > 1$ and sensitivity analysis is performed in order to determine the most sensitive parameters in the proposed model. We demonstrate the model's effectiveness by performing numerical simulations. We investigate the impact of vaccination and the significance of spatial distribution parameters in the spread of COVID-19. The findings indicate that reducing contact with an infected person and increasing the proportion of susceptible people who receive high-efficacy vaccination will lessen the burden of COVID-19 in the population. To the public health policymakers, we offered a better understanding of the COVID-19 management.

Keywords: COVID-19, SEIRV epidemic model, reaction-diffusion equation, basic reproduction number, vaccination, spatial distribution

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Authors: Prerana Sharma

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Effect of relativistic nonlinearity on stimulated Raman scattering of the propagating laser beam carrying null intensity in center (hollow Gaussian beam) by excited plasma wave are studied in a collisionless plasma. The construction of the equations is done employing the fluid theory which is developed with partial differential equation and Maxwell’s equations. The analysis is done using eikonal method. The phenonmenon of Stimulated Raman scattering is shown along with the excitation of seed plasma wave. The power of plasma wave and back reflectivity is observed for higher order of hollow Gaussian beam. Back reflectivity is studied numerically for various orders of HGLB with different value of plasma density, laser power and beam radius. Numerical analysis shows that these parameters play vital role on reflectivity characteristics.

Keywords: Hollow Gaussian beam, relativistic nonlinearity, plasma physics, Raman scattering

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Authors: I. Algul, G. Akgun, H. Kurtaran

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Dynamic analysis of composite doubly curved panels with variable thickness subjected to different pulse types using Generalized Differential Quadrature method (GDQ) is presented in this study. Panels with variable thickness are used in the construction of aerospace and marine industry. Giving variable thickness to panels can allow the designer to get optimum structural efficiency. For this reason, estimating the response of variable thickness panels is very important to design more reliable structures under dynamic loads. Dynamic equations for composite panels with variable thickness are obtained using virtual work principle. Partial derivatives in the equation of motion are expressed with GDQ and Newmark average acceleration scheme is used for temporal discretization. Several examples are used to highlight the effectiveness of the proposed method. Results are compared with finite element method. Effects of taper ratios, boundary conditions and loading type on the response of composite panel are investigated.

Keywords: differential quadrature method, doubly curved panels, laminated composite materials, small displacement

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Authors: Benniche Omar

Abstract:

We are concerned with abstract fully nonlinear differential equations having the form y’(t)=Ay(t)+f(t,y(t)) where A is an m—dissipative operator (possibly multi—valued) defined on a subset D(A) of a Banach space X with values in X and f is a given function defined on I×X with values in X. We consider a graph K in I×X. We recall that K is said to be viable with respect to the above abstract differential equation if for each initial data in K there exists at least one trajectory starting from that initial data and remaining in K at least for a short time. The viability problem has been studied by many authors by using various techniques and frames. If K is closed, it is shown that a tangency condition, which is mainly linked to the dynamic, is crucial for viability. In the case when X is infinite dimensional, compactness and convexity assumptions are needed. In this paper, we are concerned with the notion of near viability for a given graph K with respect to y’(t)=Ay(t)+f(t,y(t)). Roughly speaking, the graph K is said to be near viable with respect to y’(t)=Ay(t)+f(t,y(t)), if for each initial data in K there exists at least one trajectory remaining arbitrary close to K at least for short time. It is interesting to note that the near viability is equivalent to an appropriate tangency condition under mild assumptions on the dynamic. Adding natural convexity and compactness assumptions on the dynamic, we may recover the (exact) viability. Here we investigate near viability for a graph K in I×X with respect to y’(t)=Ay(t)+f(t,y(t)) where A and f are as above. We emphasis that the t—dependence on the perturbation f leads us to introduce a new tangency concept. In the base of a tangency conditions expressed in terms of that tangency concept, we formulate criteria for K to be near viable with respect to y’(t)=Ay(t)+f(t,y(t)). As application, an abstract null—controllability theorem is given.

Keywords: abstract differential equation, graph, tangency condition, viability

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