Search results for: stokes equations

Authors: Jagdish Prasad Maurya, Sanjay Kumar Pandey

Abstract:

Inadequate understanding of the complex nature of flow features in tornado vortex is a major problem in modelling tornadoes. Tornadoes are violent atmospheric phenomenon that appear all over the world. Modelling tornadoes aim to reduce the loss of the human lives and material damage caused by the tornadoes. Dynamics of tornado is investigated by a numerical technique, the improved version of the projection method. In this paper, authors solve the problem for axisymmetric tornado vortex by the said method that uses a finite difference approach for getting an accurate and stable solution. The conclusions drawn are that large radial inflow velocity occurs near the ground that leads to increase the tangential velocity. The increased velocity phenomenon occurs close to the boundary and absolute maximum wind is obtained near the vortex core. The results validate previous numerical and theoretical models.

Keywords: computational fluid dynamics, mathematical model, Navier-Stokes equations, tornado

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Authors: Payel Das, Gnaneshwar Nelakanti

Abstract:

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

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

Procedia PDF Downloads 447

Authors: Beghdadi Lotfi

Abstract:

In the present work a numerical method is proposed in order to optimize the thermal performance of finned surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Stokes theorem, unstructured grid, heat transfer, complex geometry, effectiveness

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Authors: Mikhail Gritskevich, Sebastian Hohenstein

Abstract:

The paper presents the results of a detailed assessment of several modern Reynolds Averaged Navier-Stokes (RANS) turbulence models for prediction of C3X vane film cooling at various injection regimes. Three models are considered, namely the Shear Stress Transport (SST) model, the modification of the SST model accounting for the streamlines curvature (SST-CC), and the Explicit Algebraic Reynolds Stress Model (EARSM). It is shown that all the considered models face with a problem in prediction of the adiabatic effectiveness in the vicinity of the cooling holes; however, accounting for the Reynolds stress anisotropy within the EARSM model noticeably increases the solution accuracy. On the other hand, further downstream all the models provide a reasonable agreement with the experimental data for the adiabatic effectiveness and among the considered models the most accurate results are obtained with the use EARMS.

Keywords: discrete holes film cooling, Reynolds Averaged Navier-Stokes (RANS), Reynolds stress tensor anisotropy, turbulent heat transfer

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Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm2 ≦ ≦ 40W/cm2. The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: microchannel heat sinks, conjugate heat transfer, optimization, genetic algorithm method

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Authors: Ogunrinde Roseline Bosede

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: differential equations, numerical, polynomial, initial value problem, differential equation

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Authors: Samuel Ahamefula Mba

Abstract:

Fluid turbulence is a complex and nonlinear phenomenon that occurs in various natural and industrial processes. Understanding turbulence remains a challenging task due to its intricate nature. One approach to gain insights into turbulence is through the study of entropy, which quantifies the disorder or randomness of a system. This research presents a numerical investigation of entropy signatures in fluid turbulence. The work is to develop a numerical framework to describe and analyse fluid turbulence in terms of entropy. This decomposes the turbulent flow field into different scales, ranging from large energy-containing eddies to small dissipative structures, thus establishing a correlation between entropy and other turbulence statistics. This entropy-based framework provides a powerful tool for understanding the underlying mechanisms driving turbulence and its impact on various phenomena. This work necessitates the derivation of the Poisson equation for pressure transformation of Navier-Stokes equation and using Chebyshev-Finite Difference techniques to effectively resolve it. To carry out the mathematical analysis, consider bounded domains with smooth solutions and non-periodic boundary conditions. To address this, a hybrid computational approach combining direct numerical simulation (DNS) and Large Eddy Simulation with Wall Models (LES-WM) is utilized to perform extensive simulations of turbulent flows. The potential impact ranges from industrial process optimization and improved prediction of weather patterns.

Keywords: turbulence, Navier-Stokes equation, Poisson pressure equation, numerical investigation, Chebyshev-finite difference, hybrid computational approach, large Eddy simulation with wall models, direct numerical simulation

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Authors: Mohammadreza Nezamirad, Nasim Sabetpour, Azadeh Yazdi, Amirmasoud Hamedi

Abstract:

In this study OpenFOAM 4.4.2 was used to investigate flow inside the coronary artery of the heart. This step is the first step of our future project, which is to include conjugate heat transfer of the heart with three main coronary arteries. Three different velocities were used as inlet boundary conditions to see the effect of velocity increase on velocity, pressure, and wall shear of the coronary artery. Also, three different fluids, namely the University of Wisconsin solution, gelatin, and blood was used to investigate the effect of different fluids on flow inside the coronary artery. A code based on Reynolds Stress Navier Stokes (RANS) equations was written and implemented with the real boundary condition that was calculated based on MRI images. In order to improve the accuracy of the current numerical scheme, hex dominant mesh is utilized. When the inlet velocity increases to 0.5 m/s, velocity, wall shear stress, and pressure increase at the narrower parts.

Keywords: CFD, simulation, OpenFOAM, heart

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Authors: Yue-Tzu Yang, Peng-Jen Chen

Abstract:

The present study deals with the numerical optimization of wavy channel with the help of genetic algorithm (GA). Three design variables related to the wave amplitude (A), the wavelength (λ) and the channel aspect ratio (α) are chosen and their ranges are decided through preliminary calculations of three-dimensional Navier-stokes and energy equations. A parametric study is also performed to show the effects of different design variables on the overall performance of the wavy channel. Objective functions related to the heat transfer and pressure drop, performance factor (PF) is formulated to analyze the performance of the wavy channel. The numerical results show that the wave amplitude and the channel aspect ratio have significant effects on the thermal performance. It can improve the performance of the wavy channels by increasing wave amplitude or decreasing the channel aspect ratio. Increasing wavelengths have no significant effects on the heat transfer performance.

Keywords: wavy channel, genetic algorithm, optimization, numerical simulation

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Authors: A. M. Tahsini, S. Tadayon Mousavi

Abstract:

The purpose of this paper is to elucidate the flow unsteady behavior for moving plug in convergent-divergent variable thrust nozzle. Compressible axisymmetric Navier-Stokes equations are used to study this physical phenomenon. Different velocities are set for plug to investigate the effect of plug movement on flow unsteadiness. Variation of mass flow rate and thrust are compared under two conditions: First, the plug is placed at different positions and flow is simulated to reach the steady state (quasi steady simulation) and second, the plug is moved with assigned velocity and flow simulation is coupled with plug movement (unsteady simulation). If plug speed is high enough and its movement time scale is at the same order of the flow time scale, variation of the mass flow rate and thrust level versus plug position demonstrate a vital discrepancy under the quasi steady and unsteady conditions. This phenomenon should be considered especially from response time viewpoints in thrusters design.

Keywords: nozzle, numerical study, unsteady, variable thrust

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

Abstract:

In this paper, three complicated nonlinear differential equations(PDE,ODE) in the field of engineering and non-vibration have been analyzed and solved completely by new method that we have named it Akbari-Ganji's Method (AGM) . As regards the previous published papers, investigating this kind of equations is a very hard task to do and the obtained solution is not accurate and reliable. This issue will be emerged after comparing the achieved solutions by Numerical Method. Based on the comparisons which have been made between the gained solutions by AGM and Numerical Method (Runge-Kutta 4th), it is possible to indicate that AGM can be successfully applied for various differential equations particularly for difficult ones. Furthermore, It is necessary to mention that a summary of the excellence of this method in comparison with the other approaches can be considered as follows: It is noteworthy that these results have been indicated that this approach is very effective and easy therefore it can be applied for other kinds of nonlinear equations, And also the reasons of selecting the mentioned method for solving differential equations in a wide variety of fields not only in vibrations but also in different fields of sciences such as fluid mechanics, solid mechanics, chemical engineering, etc. Therefore, a solution with high precision will be acquired. With regard to the afore-mentioned explanations, the process of solving nonlinear equation(s) will be very easy and convenient in comparison with the other methods. And also one of the important position that is explored in this paper is: Trigonometric and exponential terms in the differential equation (the method AGM) , is no need to use Taylor series Expansion to enhance the precision of the result.

Keywords: new method (AGM), complex non-linear partial differential equations, damping ratio, energy lost per cycle

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Authors: Nicolas Thiers, Romain Gers, Olivier Skurtys

Abstract:

In this work, we study numerically the effect of a thermal perturbation on the heat transfer in a rectangular differentially heated cavity of aspect ratio 4, filled by air. In order to maintain the center symmetry, the thermal perturbation is imposed by a square wave at both active walls, at the same relative position of the hot or cold boundary layers. The influences of the amplitude and the vertical location of the perturbation are investigated. The air flow is calculated solving the unsteady Boussinesq-Navier-Stokes equations using the PN - PN-2 Spectral Element Method (SEM) programmed in the Nek5000 opencode, at RaH= 9x107, just before the first bifurcation which leads to periodical flow. The results show that the perturbation has a major impact for the highest amplitude, and at about three quarters of the cavity height, upstream, in both hot and cold boundary layers.

Keywords: direct numerical simulation, heat transfer enhancement, localized thermal perturbations, natural convection, rectangular differentially-heated cavity

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Authors: M. R. Akbari, S. Akbari, L. Abdollahpour

Abstract:

The present paper is concerned with calculating the 2-dimensional velocity profile of a viscous flow for an incompressible fluid along the leading edge of a flat plate by using the continuity and motion equations with a simple and innovative approach. A Comparison between Numerical method and AGM has been made and the results have been revealed that AGM is very accurate and easy and can be applied for a wide variety of nonlinear problems. It is notable that most of the differential equations can be solved in this approach which in the other approaches they do not have this capability. Moreover, there are some valuable benefits in this method of solving differential equations, for instance: Without any dimensionless procedure, we can solve many differential equation(s), that is, differential equations are directly solvable by this method. In addition, it is not necessary to convert variables into new ones. According to the afore-mentioned expressions which will be proved in this literature, the process of solving nonlinear differential equation(s) will be very simple and convenient in contrast to the other approaches.

Keywords: leading edge, new idea, flat plate, incompressible fluid

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Authors: Beghdadi Lotfi, Belkacem Abdellah

Abstract:

In this work, a numerical method is proposed in order to solve the thermal performance problems of heat transfer of fins surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Stokes theorem, unstructured grid, heat transfer, complex geometry

Procedia PDF Downloads 377

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

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Authors: Y. J. Zhou, G. Lu

Abstract:

In this paper, an analytical study is made for the dynamic behavior of human brain tissue under transient loading. In this analytical model the Mooney-Rivlin constitutive law is coupled with visco-elastic constitutive equations to take into account both the nonlinear and time-dependent mechanical behavior of brain tissue. Five ordinary differential equations representing the relationships of five main parameters (radial stress, circumferential stress, radial strain, circumferential strain, and particle velocity) are obtained by using the characteristic method to transform five partial differential equations (two continuity equations, one motion equation, and two constitutive equations). Analytical expressions of the attenuation properties for spherical wave in brain tissue are analytically derived. Numerical results are obtained based on the five ordinary differential equations. The mechanical responses (particle velocity and stress) of brain are compared at different radii including 5, 6, 10, 15 and 25 mm under four different input conditions. The results illustrate that loading curves types of the particle velocity significantly influences the stress in brain tissue. The understanding of the influence by the input loading cures can be used to reduce the potentially injury to brain under head impact by designing protective structures to control the loading curves types.

Keywords: analytical method, mechanical responses, spherical wave propagation, traumatic brain injury

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Authors: Abdel-Maksoud Abdel-Kader Soliman

Abstract:

The General Regularized Long Wave (GRLW) equation is solved numerically by giving a new algorithm based on collocation method using quartic B-splines at the mid-knot points as element shape. Also, we use the Fourth Runge-Kutta method for solving the system of first order ordinary differential equations instead of finite difference method. Our test problems, including the migration and interaction of solitary waves, are used to validate the algorithm which is found to be accurate and efficient. The three invariants of the motion are evaluated to determine the conservation properties of the algorithm.

Keywords: generalized RLW equation, solitons, quartic b-spline, nonlinear partial differential equations, difference equations

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Authors: Mohammad Moonesun, Ehsan Asadi Asrami, Julia Bodnarchuk

Abstract:

In the case of Solar Autonomous Underwater Vehicle, which uses photovoltaic panels to provide its required power, due to limitation of energy, accurate estimation of resistance and energy has major sensitivity. In this work, hydrodynamic calculations by numerical method for a solar autonomous underwater vehicle equipped by two 50 W photovoltaic panels has been studied. To evaluate the required power and energy, hull hydrodynamic resistance in several velocities should be taken into account. To do this assessment, the ANSYS FLUENT 18 applied as Computational Fluid Dynamics (CFD) tool that solves Reynolds Average Navier Stokes (RANS) equations around AUV hull, and K-ω SST is used as turbulence model. To validate of solution method and modeling approach, the model of Myring submarine that it’s experimental data was available, is simulated. There is good agreement between numerical and experimental results. Also, these results showed that the K-ω SST Turbulence model is an ideal method to simulate the AUV motion in low velocities.

Keywords: underwater vehicle, hydrodynamic resistance, numerical modelling, CFD, RANS

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Authors: Saurabh Rawat, Anushree Sah

Abstract:

K Maps are generally and ideally, thought to be simplest form for obtaining solution of Boolean equations. Cubical Representation of Boolean equations is an alternate pick to incur a solution, otherwise to be meted out with Truth Tables, Boolean Laws, and different traits of Karnaugh Maps. Largest possible k- cubes that exist for a given function are equivalent to its prime implicants. A technique of minimization of Logic functions is tried to be achieved through cubical methods. The main purpose is to make aware and utilise the advantages of cubical techniques in minimization of Logic functions. All this is done with an aim to achieve minimal cost solution.r

Keywords: K-maps, don’t care conditions, Boolean equations, cubes

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Authors: Norjan Jumaa, David Graham

Abstract:

We present a Lattice Boltzmann Method (LBM) for multiphase flows with high viscosity and density ratios. The motion of the interface between fluids is modelled by solving the Cahn-Hilliard (CH) equation with LBM. Incompressibility of the velocity fields in each phase is imposed by using a pressure correction scheme. We use a unified LBM approach with separate formulations for the phase field, the pressure less Naiver-Stokes (NS) equations and the pressure Poisson equation required for correction of the velocity field. The implementation has been verified for various test case. Here, we present results for some complex flow problems including two dimensional single and multiple mode Rayleigh-Taylor instability and we obtain good results when comparing with those in the literature. The main focus of our work is related to interactions between aerated or non-aerated waves and structures so we also present results for both high viscosity and low viscosity waves.

Keywords: lattice Boltzmann method, multiphase flows, Rayleigh-Taylor instability, waves

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Authors: Maali Kachouri, Anis Jarboui

Abstract:

We focus on the causal relationship between governance and information transparency as well as interrelation among the various governance mechanisms. This paper employs a simultaneous equations approach to show this relationship in the Tunisian context. Based on an 8-year dataset, our sample covers 28 listed companies over 2006-2013. Our findings suggest that internal and external governance mechanisms are interdependent. Moreover, in order to analyze the causal effect between information transparency and governance mechanisms, we found evidence that information transparency tends to increase good corporate governance practices.

Keywords: simultaneous equations approach, transparency, causal relationship, corporate governance

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Authors: M. Shaban, A. Alibeigloo

Abstract:

This paper studies free vibration behavior of single-walled carbon nanotubes (SWCNTs) embedded on elastic medium based on three-dimensional theory of elasticity. To accounting the size effect of carbon nanotubes, nonlocal theory is adopted to shell model. The nonlocal parameter is incorporated into all constitutive equations in three dimensions. The surrounding medium is modeled as two-parameter elastic foundation. By using Fourier series expansion in axial and circumferential direction, the set of coupled governing equations are reduced to the ordinary differential equations in thickness direction. Then, the state-space method as an efficient and accurate method is used to solve the resulting equations analytically. Comprehensive parametric studies are carried out to show the influences of the nonlocal parameter, radial and shear elastic stiffness, thickness-to-radius ratio and radius-to-length ratio.

Keywords: carbon nanotubes, embedded, nonlocal, free vibration

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Authors: Kazumasa Kitazono, Hiroshi Fukuoka, Nao Kuniyoshi, Minoru Yaga, Eri Ueno, Naoaki Fukuda, Toshio Takiya

Abstract:

The unsteady supersonic jet formed by a shock tube with a small high-pressure chamber was used as a simple alternative model for pulsed laser ablation. Understanding the vortex ring formed by the shock wave is crucial in clarifying the behavior of unsteady supersonic jet discharged from an elliptical cell. Therefore, this study investigated the behavior of vortex rings and a jet. The experiment and numerical calculation were conducted using the schlieren method and by solving the axisymmetric two-dimensional compressible Navier–Stokes equations, respectively. In both, the calculation and the experiment, laser ablation is conducted for a certain duration, followed by discharge through the exit. Moreover, a parametric study was performed to demonstrate the effect of pressure ratio on the interaction among vortex rings and the supersonic jet. The interaction between the supersonic jet and the vortex rings increased the velocity of the supersonic jet up to the magnitude of the velocity at the center of the vortex rings. The interaction between the vortex rings increased the velocity at the center of the vortex ring.

Keywords: computational fluid dynamics, shock-wave, unsteady jet, vortex ring

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Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin

Abstract:

In the paper, our purpose is to enhance the ability to solve a nonlinear differential equation which is about the motion of an incompressible fluid flow going down of an inclined plane without thermal effect with a simple and innovative approach which we have named it new method. Comparisons are made amongst the Numerical, new method, and HPM methods, and the results reveal that this method is very effective and simple and can be applied to other nonlinear problems. It is noteworthy that there are some valuable advantages in this way of solving differential equations, and also most of the sets of differential equations can be answered in this manner which in the other methods they do not have acceptable solutions up to now. A summary of the excellence of this method in comparison to the other manners is as follows: 1) Differential equations are directly solvable by this method. 2) Without any dimensionless procedure, we can solve equation(s). 3) It is not necessary to convert variables into new ones. According to the afore-mentioned assertions which will be proved in this case study, the process of solving nonlinear equation(s) will be very easy and convenient in comparison to the other methods.

Keywords: viscos fluid, incompressible fluid flow, inclined plane, nonlinear phenomena

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Authors: S. Srednyak

Abstract:

We study a class of functional partial differential equations(FPDEs). This class is suggested by Quantum Field Theory. We derive general properties of solutions to such equations. In particular, we demonstrate that they lead to systems of coupled integral equations with singular kernels. We show that solutions to such hierarchies can be sought among functions with regular singularities at a countable set of subvarieties of the physical space. We also develop a formal analogy of basic constructions of differential geometry on functional manifolds, as this is necessary for in depth study of FPDEs. We also consider the case of linear overdetermined systems of functional differential equations and show that it can be completely solved in terms of formal solutions of a functional equation that is a functional analogy of a system of determined algebraic equations. This development leads us to formally define the functional analogy of algebraic geometry, which we call functional algebraic geometry. We study basic properties of functional algebraic varieties. In particular, we investigate the case of a formally discrete set of solutions. We also define and study functional analogy of discriminants. In the case of fully determined systems such that the defining functionals have regular singularities, we demonstrate that formal solutions can be sought in the class of functions with regular singularities. This case provides a practical way to apply our results to physics problems.

Keywords: functional equations, quantum field theory, holomorphic functions, Yang Mills mass gap problem, quantum chaos

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Authors: Kadri Koçer, Sezer Kefeli

Abstract:

This paper proposes a comparison of hydrodynamic performance and stability characteristic for an underwater vehicle which has two type of tail design, namely X and +tail-body configurations. The effects of these configurations on the underwater vehicle’s hydrodynamic performance and maneuvering characteristic will be investigated comprehensively. Hydrodynamic damping coefficients for modeling the motion of the underwater vehicles will be predicted. Additionally, forces and moments due to control surfaces will be compared using computational fluid dynamics methods. In the aviation, the X tail-body configuration is widely used for high maneuverability requirements. However, in the underwater, the + tail-body configuration is more commonly used than the X tail-body configuration for its stability characteristics. Thus it is important to see the effect and differences of the tail designs in the underwater world. For CFD analysis, the incompressible, three-dimensional, and steady Navier-Stokes equations will be used to simulate the flows. Also, k-ε Realizable turbulence model with enhanced wall treatment will be taken. Numerical results is verified with experimental results for verification. The overall goal of this study is to present the advantages and disadvantages of hydrodynamic performance and stability characteristic for X and + tail-body configurations of the underwater vehicle.

Keywords: maneuverability, stability, CFD, tail configuration, hydrodynamic design

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Authors: Y. M. Aiyesimi, S. O. Abah, G. T. Okedayo

Abstract:

A general analysis has been developed to study the chemical reaction effects on unsteady MHD double-diffusive free convective flow over a vertical stretching plate. The governing nonlinear partial differential equations have been reduced to the coupled nonlinear ordinary differential equations by the similarity transformations. The resulting equations are solved numerically by using Runge-Kutta shooting technique. The effects of the chemical parameters are examined on the velocity, temperature and concentration profiles.

Keywords: chemical reaction, MHD, double-diffusive, stretching plate

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Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration

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Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

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Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi

Abstract:

The main purpose of this paper is to present the Modified Newmark Method as a method of non-linear frame analysis by considering the effect of the axial load (second order analysis). The discussion will be restricted to plane frameworks containing a constant cross-section for each element. In addition, it is assumed that the frames are prevented from out-of-plane deflection. This part of the investigation is performed to generalize the established method for the assemblage structures such as frameworks. As explained, the governing differential equations are non-linear and cannot be formulated easily due to unknown axial load of the struts in the frame. By the assumption of constant axial load, the governing equations are changed to linear ones in most methods. Since the modeling and the solutions of the non-linear form of the governing equations are cumbersome, the linear form of the equations would be used in the established method. However, according to the ability of the method to reconsider the minor omitted parameters in modeling during the solution procedure, the axial load in the elements at each stage of the iteration can be computed and applied in the next stage. Therefore, the ability of the method to present an accurate approach to the solutions of non-linear equations will be demonstrated again in this paper.

Keywords: nonlinear, stability, buckling, modified newmark method

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