Search results for: differential equations.

Authors: H. A. Majid, N. Razali, M. S. Sulaiman, A. K. A'ain

Abstract:

A new interface circuit for capacitive sensor is presented. This paper presents the design and simulation of soil moisture capacitive sensor interface circuit based on phase differential technique. The circuit has been designed and fabricated using MIMOS- 0.35"m CMOS technology. Simulation and test results show linear characteristic from 36 – 52 degree phase difference, representing 0 – 100% in soil moisture level. Test result shows the circuit has sensitivity of 0.79mV/0.10 phase difference, translating into resolution of 10% soil moisture level.

Keywords: Capacitive sensor, interface, phase differential.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Nirmala P. Ratchagar, S. Senthamilselvi

Abstract:

The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao

Abstract:

This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.

Keywords: Cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb.

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Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao

Abstract:

Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.

Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.

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Authors: Rampal Singh, S. Balasundaram

Abstract:

In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.

Keywords: Chaotic time series, Extreme learning machine, Generalization performance.

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Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

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This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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Authors: M. M. Shokrieh, A. Karamnejad

Abstract:

This paper deals with a numerical analysis of the transient response of composite beams with strain rate dependent mechanical properties by use of a finite difference method. The equations of motion based on Timoshenko beam theory are derived. The geometric nonlinearity effects are taken into account with von Kármán large deflection theory. The finite difference method in conjunction with Newmark average acceleration method is applied to solve the differential equations. A modified progressive damage model which accounts for strain rate effects is developed based on the material property degradation rules and modified Hashin-type failure criteria and added to the finite difference model. The components of the model are implemented into a computer code in Mathematica 6. Glass/epoxy laminated composite beams with constant and strain rate dependent mechanical properties under dynamic load are analyzed. Effects of strain rate on dynamic response of the beam for various stacking sequences, load and boundary conditions are investigated.

Keywords: Composite beam, Finite difference method, Progressive damage modeling, Strain rate.

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Authors: Amna Noreen , Kare Olaussen

Abstract:

We demonstrate that it is possible to compute wave function normalization constants for a class of Schr¨odinger type equations by an algorithm which scales linearly (in the number of eigenfunction evaluations) with the desired precision P in decimals.

Keywords: Eigenvalue problems, bound states, trapezoidal rule, poisson resummation.

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Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay

Abstract:

In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.

Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.

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Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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Authors: Da-Xue Chen, Guang-Hui Liu

Abstract:

In this paper, we study the oscillation of a class of second-order nonlinear neutral damped variable delay dynamic equations on time scales. By using a generalized Riccati transformation technique, we obtain some sufficient conditions for the oscillation of the equations. The results of this paper improve and extend some known results. We also illustrate our main results with some examples.

Keywords: Oscillation theorem, second-order nonlinear neutral dynamic equation, variable delay, damping, Riccati transformation.

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Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.

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Authors: Salma Faraj Ramadan, Maslina Darus

Abstract:

In this paper we define generalized differential operators from some well-known operators on the class A of analytic functions in the unit disk U = {z ∈ C : |z| < 1}. New classes containing these operators are investigated. Also univalence of integral operator is considered.

Keywords: Univalent functions, integral operators, differential operators.

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Authors: Ömer Aktaş, Olga A. Suvorova, Oleg Tretyakov

Abstract:

The boundary value problem on non-canonical and arbitrary shaped contour is solved with a numerically effective method called Analytical Regularization Method (ARM) to calculate propagation parameters. As a result of regularization, the equation of first kind is reduced to the infinite system of the linear algebraic equations of the second kind in the space of L₂. This equation can be solved numerically for desired accuracy by using truncation method. The parameters as cut-off wavenumber and cut-off frequency are used in waveguide evolutionary equations of electromagnetic theory in time-domain to illustrate the real-valued TM fields with lossy and lossless media.

Keywords: Arbitrary cross section waveguide, analytical regularization method, evolutionary equations of electromagnetic theory of time-domain, TM field.

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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: Deepak Kumar, Vivek Kumar, V. P. Singh

Abstract:

This paper describes a steady state model of a multiple effect evaporator system for simulation and control purposes. The model includes overall as well as component mass balance equations, energy balance equations and heat transfer rate equations for area calculations for all the effects. Each effect in the process is represented by a number of variables which are related by the energy and material balance equations for the feed, product and vapor flow for backward, mixed and split feed. For simulation 'fsolve' solver in MATLAB source code is used. The optimality of three sequences i.e. backward, mixed and splitting feed is studied by varying the various input parameters.

Keywords: MATLAB "fsolve" solver, multiple effectevaporators, black liquor, feeding sequences.

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Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

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

Keywords: Run-up waves, Shallow water equations, finite volume method, wet/dry interface, dam-break problem.

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Authors: Jinfeng Wang, Yang Liu, Hong Li

Abstract:

In this article, we propose a new approximate procedure based on He’s variational iteration method for solving nonlinear hyperbolic equations. We introduce two transformations q = ut and σ = ux and formulate a first-order system of equations. We can obtain the approximation solution for the scalar unknown u, time derivative q = ut and space derivative σ = ux, simultaneously. Finally, some examples are provided to illustrate the effectiveness of our method.

Keywords: Hyperbolic wave equation, Nonlinear, He’s variational iteration method, Transformations

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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 the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying Runge- Kutta method.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, order, local error, global error.

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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: M. Chitsazi, B. Maraghechi, M. H. Rouhani

Abstract:

Three-dimensional simulation of harmonic up generation in free electron laser amplifier operating simultaneously with a cold and relativistic electron beam is presented in steady-state regime where the slippage of the electromagnetic wave with respect to the electron beam is ignored. By using slowly varying envelope approximation and applying the source-dependent expansion to wave equations, electromagnetic fields are represented in terms of the Hermit Gaussian modes which are well suited for the planar wiggler configuration. The electron dynamics is described by the fully threedimensional Lorentz force equation in presence of the realistic planar magnetostatic wiggler and electromagnetic fields. A set of coupled nonlinear first-order differential equations is derived and solved numerically. The fundamental and third harmonic radiation of the beam is considered. In addition to uniform beam, prebunched electron beam has also been studied. For this effect of sinusoidal distribution of entry times for the electron beam on the evolution of radiation is compared with uniform distribution. It is shown that prebunching reduces the saturation length substantially. For efficiency enhancement the wiggler is set to decrease linearly when the radiation of the third harmonic saturates. The optimum starting point of tapering and the slope of radiation in the amplitude of wiggler are found by successive run of the code.

Keywords: Free electron laser, Prebunching, Undulator, Wiggler.

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Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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Authors: Safae El Alaoui, Mohamed Ouzahra

Abstract:

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: Hsuan-Ku Liu

Abstract:

This paper investigates the solutions of two-point fuzzy boundary value problems as the form x = f(t, x(t)), x(0) = A and x(l) = B, where A and B are fuzzy numbers. There are four different solutions for the problems when the lateral type of H-derivative is employed to solve the problems. As f(t, x) is a monotone function of x, these four solutions are reduced to two different solutions. As f(t, x(t)) = λx(t) or f(t, x(t)) = -λx(t), solutions and several comparison results are presented to indicate advantages of each solution.

Keywords: Fuzzy derivative, lateral type of H-derivative, fuzzy differential equations, fuzzy boundary value problems, boundary value problems.

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Authors: Roman Kalvin, Anam Nadeem, Shahab Khushnood

Abstract:

Differential is an integral part of four wheeled vehicle, and its main function is to transmit power from drive shaft to wheels. Differential assembly allows both rear wheels to turn at different speed along curved paths. It consists of four gears which are assembled together namely pinion, ring, spider and bevel gears. This research focused on the spider gear and its static structural analysis using ANSYS. The main aim was to evaluate the distribution of stresses on the teeth of the spider gear. This study also analyzed total deformation that may occur during its working along with bevel gear that is meshed with spider gear. Structural steel was chosen for spider gear in this research. Modeling and assembling were done on SolidWorks for both spider and bevel gear. They were assembled exactly same as in a differential assembly. This assembly was then imported to ANSYS. After observing results that maximum amount of stress and deformation was produced in the spider gear, it was concluded that structural steel material for spider gear possesses greater amount of strength to bear maximum stress.

Keywords: Differential, spider gear, ANSYS, structural steel.

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Authors: R. Kongnuy, P. Pongsumpun

Abstract:

Dengue, a disease found in most tropical and subtropical areas of the world. It has become the most common arboviral disease of humans. This disease is caused by any of four serotypes of dengue virus (DEN1-DEN4). In many endemic countries, the average age of getting dengue infection is shifting upwards, dengue in pregnancy and infancy are likely to be encountered more frequently. The dynamics of the disease is studied by a compartmental model involving ordinary differential equations for the pregnant, infant human and the vector populations. The stability of each equilibrium point is given. The epidemic dynamic is discussed. Moreover, the numerical results are shown for difference values of dengue antibody.

Keywords: Dengue antibody, infant, pregnant human, mathematical model.

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Authors: Kholod M. Abualnaja

Abstract:

This paper consider the solution of the matrix differential models using quadratic, cubic, quartic, and quintic splines. Also using the Taylor’s and Picard’s matrix methods, one illustrative example is included.

Keywords: Matrix Splines, Cubic Splines, Quartic Splines.

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Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi

Abstract:

By means of the idea of three-wave method, we obtain some analytic solutions for high nonlinear form of Benjamin-Bona- Mahony-Burgers (shortly BBMB) equations in its bilinear form.

Keywords: Benjamin-Bona-Mahony-Burgers equations, Hirota's bilinear form, three-wave method.

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