Search results for: and Numerical Solution of Linear Differential Equations.

Authors: Partha Sarathi Majee, S. Bhattacharyya

Abstract:

Migration of a core-shell soft particle under the influence of an external electric field in an electrolyte solution is studied numerically. The soft particle is coated with a positively charged polyelectrolyte layer (PEL) and the rigid core is having a uniform surface charge density. The Darcy-Brinkman extended Navier-Stokes equations are solved for the motion of the ionized fluid, the non-linear Nernst-Planck equations for the ion transport and the Poisson equation for the electric potential. A pressure correction based iterative algorithm is adopted for numerical computations. The effects of convection on double layer polarization (DLP) and diffusion dominated counter ions penetration are investigated for a wide range of Debye layer thickness, PEL fixed surface charge density, and permeability of the PEL. Our results show that when the Debye layer is in order of the particle size, the DLP effect is significant and produces a reduction in electrophoretic mobility. However, the double layer polarization effect is negligible for a thin Debye layer or low permeable cases. The point of zero mobility and the existence of mobility reversal depending on the electrolyte concentration are also presented.

Keywords: Debye length, double layer polarization, electrophoresis, mobility reversal, soft particle.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Kwa-Sur Tam

Abstract:

This paper reviews various approaches that have been used for the modeling and simulation of large-scale engineering systems and determines their appropriateness in the development of a RICS modeling and simulation tool. Bond graphs, linear graphs, block diagrams, differential and difference equations, modeling languages, cellular automata and agents are reviewed. This tool should be based on linear graph representation and supports symbolic programming, functional programming, the development of noncausal models and the incorporation of decentralized approaches.

Keywords: Interdisciplinary, dynamic, functional programming, object-oriented.

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Authors: Ghasem Abbasnejad, Soheil Zarkandi, Misagh Imani

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In this article the homotopy continuation method (HCM) to solve the forward kinematic problem of the 3-PRS parallel manipulator is used. Since there are many difficulties in solving the system of nonlinear equations in kinematics of manipulators, the numerical solutions like Newton-Raphson are inevitably used. When dealing with any numerical solution, there are two troublesome problems. One is that good initial guesses are not easy to detect and another is related to whether the used method will converge to useful solutions. Results of this paper reveal that the homotopy continuation method can alleviate the drawbacks of traditional numerical techniques.

Keywords: Forward kinematics, Homotopy continuationmethod, Parallel manipulators, Rotation matrix

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Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

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Authors: Adil AL-Rammahi

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In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.

Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.

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Authors: Tawiwat Veeraklaew, Nathasit Phathana-im, Songkit Heama

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Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting relationship between the minimum direct and indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of direct and indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of control inputs employed by minimum direct and indirect jerk designs. By considering minimum indirect jerk problem, the numerical solution becomes much easier and yields to the similar results as minimum direct jerk problem.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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

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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: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Safae El Alaoui, Mohamed Ouzahra

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In this work, we investigate the exponential stability of a linear system described by x˙ (t) = Ax(t) − ρBx(t). Here, A generates a semigroup S(t) on a Hilbert space, the operator B is supposed to be of Desch-Schappacher type, which makes the investigation more interesting in many applications. The case of Miyadera-Voigt perturbations is also considered. Sufficient conditions are formulated in terms of admissibility and observability inequalities and the approach is based on some energy estimates. Finally, the obtained results are applied to prove the uniform exponential stabilization of bilinear partial differential equations.

Keywords: Exponential stabilization, unbounded operator, Desch-Schappacher, Miyadera-Voigt operator.

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Authors: A. Selmi

Abstract:

Free vibration analysis of homogenous and axially functionally graded simply supported beams within the context of Euler-Bernoulli beam theory is presented in this paper. The material properties of the beams are assumed to obey the linear law distribution. The effective elastic modulus of the composite was predicted by using the rule of mixture. Here, the complexities which appear in solving differential equation of transverse vibration of composite beams which limit the analytical solution to some special cases are overcome using a relatively new approach called the Differential Transformation Method. This technique is applied for solving differential equation of transverse vibration of axially functionally graded beams. Natural frequencies and corresponding normalized mode shapes are calculated for different Young’s modulus ratios. MATLAB code is designed to solve the transformed differential equation of the beam. Comparison of the present results with the exact solutions proves the effectiveness, the accuracy, the simplicity, and computational stability of the differential transformation method. The effect of the Young’s modulus ratio on the normalized natural frequencies and mode shapes is found to be very important.

Keywords: Differential transformation method, functionally graded material, mode shape, natural frequency.

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Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

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Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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Authors: Rabha W. Ibrahim

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Our main aim in this paper is to use the technique of non expansive operators to more general iterative and non iterative fractional differential equations (Cauchy type ). The non integer case is taken in sense of Riemann-Liouville fractional operators. Applications are illustrated.

Keywords: Fractional calculus, fractional differential equation, Cauchy equation, Riemann-Liouville fractional operators, Volterra integral equation, non-expansive mapping, iterative differential equation.

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Authors: Bandaris Shankar, Yohannes Yirga

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

Keywords: Manetohydrodynamics, nanofluid, non-uniform heat source/sink, unsteady.

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Authors: Yohannes Yirga, Daniel Tesfay

Abstract:

The convective heat and mass transfer in nanofluid flow through a porous media due to a permeable stretching sheet with magnetic field, viscous dissipation, chemical reaction and Soret effects are numerically investigated. Two types of nanofluids, namely Cu-water and Ag-water were studied. The governing boundary layer equations are formulated and reduced to a set of ordinary differential equations using similarity transformations and then solved numerically using the Keller box method. Numerical results are obtained for the skin friction coefficient, Nusselt number and Sherwood number as well as for the velocity, temperature and concentration profiles for selected values of the governing parameters. Excellent validation of the present numerical results has been achieved with the earlier linearly stretching sheet problems in the literature.

Keywords: Heat and mass transfer, magnetohydrodynamics, nanofluid.

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Authors: Mohammad M. Toufigh, Ahad Ouria

Abstract:

This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.

Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.

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Authors: A. M. Pashaev, R. A. Sadihov, A. S. Samedov, C. Ardil

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A mathematical model and a numerical method for computing the temperature field of the profile part of convectionally cooled blades are developed. The theoretical substantiation of the method is proved by corresponding theorems. To this end, convergent quadrature processes were developed and error estimates were obtained in terms of the Zygmund continuity moduli. The boundary conditions for heat exchange are determined from the solution of the corresponding integral equations and empirical relations. The reliability of the developed methods is confirmed by calculation and experimental studies of the thermohydraulic characteristics of the nozzle apparatus of the first stage of the gas turbine.

Keywords: Aviation gas turbine, temperature field, cooled blades, numerical modeling.

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Authors: Troy L. Story

Abstract:

A mathematical model for the Dynamics of Economic Profit is constructed by proposing a characteristic differential oneform for this dynamics (analogous to the action in Hamiltonian dynamics). After processing this form with exterior calculus, a pair of characteristic differential equations is generated and solved for the rate of change of profit P as a function of revenue R (t) and cost C (t). By contracting the characteristic differential one-form with a vortex vector, the Lagrangian is obtained for the Dynamics of Economic Profit.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics, economic functions, and dynamics

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Authors: A. Elsayed Ahmed, A. Hafez, A. N. Ouda, H. Eldin Hussein Ahmed, H. Mohamed Abd-Elkader

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Unmanned aircraft systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. . In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized, and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end the model is checked by matching between the behavior of the states of the nonlinear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: Equations of motion, linearization, modeling, nonlinear model, UAV.

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Authors: Changjin Xu, Qianhong Zhang

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In this paper, a delayed competitive system with the effect of toxic substances is investigated. With the aid of differential equations with piecewise constant arguments, a discrete analogue of continuous non-autonomous delayed competitive system with the effect of toxic substances is proposed. By using Gaines and Mawhin,s continuation theorem of coincidence degree theory, a easily verifiable sufficient condition for the existence of positive solutions of difference equations is obtained.

Keywords: Competitive system, periodic solution, discrete time delay, topological degree.

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Authors: Nebojsa B. Raicevic, Teodoros S. Prokic, Vladan Golubovic

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Recently, bianisotropic media again received increasing importance in electromagnetic theory because of advances in material science which enable the manufacturing of complex bianisotropic materials. By using Maxwell's equations and corresponding boundary conditions, the electromagnetic field distribution in bianisotropic solenoid coils is determined and the influence of the bianisotropic behaviour of coil to the impedance and Q-factor is considered. Bianisotropic media are the largest class of linear media which is able to describe the macroscopic material properties of artificial dielectrics, artificial magnetics, artificial chiral materials, left-handed materials, metamaterials, and other composite materials. Several special cases of coils, filled with complex substance, have been analyzed. Results obtained by using the analytical approach are compared with values calculated by numerical methods, especially by our new hybrid EEM/BEM method and FEM.

Keywords: Bianisotropic media, impedance and Q-factor, Maxwell`s equations, hybrid EEM/BEM method.

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Authors: M. Zarebnia, R. Parvaz

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In this paper the Kuramoto-Sivashinsky equation is solved numerically by collocation method. The solution is approximated as a linear combination of septic B-spline functions. Applying the Von-Neumann stability analysis technique, we show that the method is unconditionally stable. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The global relative error and L∞ in the solutions show the efficiency of the method computationally.

Keywords: Kuramoto-Sivashinsky equation, Septic B-spline, Collocation method, Finite difference.

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Authors: Yiqin Lin, Liang Bao

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This paper is devoted to the numerical solution of large-scale linear ill-posed systems. A multilevel regularization method is proposed. This method is based on a synthesis of the Arnoldi-Tikhonov regularization technique and the multilevel technique. We show that if the Arnoldi-Tikhonov method is a regularization method, then the multilevel method is also a regularization one. Numerical experiments presented in this paper illustrate the effectiveness of the proposed method.

Keywords: Discrete ill-posed problem, Tikhonov regularization, discrepancy principle, Arnoldi process, multilevel method.

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Authors: Benedek Kovacs, Janos Toth

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Solutions are proposed for the central problem of estimating the reaction rate coefficients in homogeneous kinetics. The first is based upon the fact that the right hand side of a kinetic differential equation is linear in the rate constants, whereas the second one uses the technique of neural networks. This second one is discussed deeply and its advantages, disadvantages and conditions of applicability are analyzed in the mirror of the first one. Numerical analysis carried out on practical models using simulated data, and our programs written in Mathematica.

Keywords: Neural networks, parameter estimation, linear regression, kinetic models, reaction rate coefficients.

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Authors: Nadaniela Egidi, Pierluigi Maponi

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The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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Authors: Balgaisha Mukanova, Tolkyn Mirgalikyzy

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Theory of interpretation of electromagnetic fields studied in the electrical prospecting with direct current is mainly developed for the case of a horizontal surface observation. However in practice we often have to work in difficult terrain surface. Conducting interpretation without the influence of topography can cause non-existent anomalies on sections. This raises the problem of studying the impact of different shapes of ground surface relief on the results of electrical prospecting's research. This research examines the numerical solutions of the direct problem of electrical prospecting for two-dimensional and three-dimensional media, taking into account the terrain. The problem is solved using the method of integral equations. The density of secondary currents on the relief surface is obtained.

Keywords: Ground surface relief, method of integral equations, numerical method.

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Authors: M. Zamani, O. Kahar

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Solution to unsteady Navier-Stokes equation by Splitting method in physical orthogonal algebraic curvilinear coordinate system, also termed 'Non-linear grid system' is presented. The linear terms in Navier-Stokes equation are solved by Crank- Nicholson method while the non-linear term is solved by the second order Adams-Bashforth method. This work is meant to bring together the advantage of Splitting method as pressure-velocity solver of higher efficiency with the advantage of consuming Non-linear grid system which produce more accurate results in relatively equal number of grid points as compared to Cartesian grid. The validation of Splitting method as a solution of Navier-Stokes equation in Nonlinear grid system is done by comparison with the benchmark results for lid driven cavity flow by Ghia and some case studies including Backward Facing Step Flow Problem.

Keywords: Navier-Stokes, 'Non-linear grid system', Splitting method.

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Authors: Xiguang Li

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In this paper, by constructing a special set and utilizing fixed point theory in coin, we study the existence of solution of singular two point’s boundary value problem for second-order differential equation, which improved and generalize the result of related paper.

Keywords: Singular differential equation, boundary value problem, coin, fixed point theory.

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Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: Axially moving beam, Galerkin method, non-linear vibration, super harmonic resonances.

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Authors: G.Ashwini, A.T.Eswara

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This paper examines the forced convection flow of incompressible, electrically conducting viscous fluid past a sharp wedge in the presence of heat generation or absorption with an applied magnetic field. The system of partial differential equations governing Falkner - Skan wedge flow and heat transfer is first transformed into a system of ordinary differential equations using similarity transformations which is later solved using an implicit finite - difference scheme, along with quasilinearization technique. Numerical computations are performed for air (Pr = 0.7) and displayed graphically to illustrate the influence of pertinent physical parameters on local skin friction and heat transfer coefficients and, also on, velocity and temperature fields. It is observed that the magnetic field increases both the coefficients of skin friction and heat transfer. The effect of heat generation or absorption is found to be very significant on heat transfer, but its effect on the skin friction is negligible. Indeed, the occurrence of overshoot is noticed in the temperature profiles during heat generation process, causing the reversal in the direction of heat transfer.

Keywords: Heat generation / absorption, MHD Falkner- Skan flow, skin friction and heat transfer

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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