Search results for: Maxwell-Cattaneo heat transfers equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2342

Search results for: Maxwell-Cattaneo heat transfers equations

2012 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation

Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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2011 Numerical Simulation of Heat Exchanger Area of R410A-R23 and R404A-R508B Cascade Refrigeration System at Various Evaporating and Condensing Temperature

Authors: A. D. Parekh, P. R. Tailor

Abstract:

Capacity and efficiency of any refrigerating system diminish rapidly as the difference between the evaporating and condensing temperature is increased by reduction in the evaporator temperature. The single stage vapour compression refrigeration system is limited to an evaporator temperature of -40 0C. Below temperature of -40 0C the either cascade refrigeration system or multi stage vapour compression system is employed. Present work describes thermal design of main three heat exchangers namely condenser (HTS), cascade condenser and evaporator (LTS) of R404A-R508B and R410A-R23 cascade refrigeration system. Heat transfer area of condenser (HTS), cascade condenser and evaporator (LTS) for both systems have been compared and the effect of condensing and evaporating temperature on heat-transfer area for both systems have been studied under same operating condition. The results shows that the required heat-transfer area of condenser and cascade condenser for R410A-R23 cascade system is lower than the R404A-R508B cascade system but heat transfer area of evaporator is similar for both the system. The heat transfer area of condenser and cascade condenser decreases with increase in condensing temperature (Tc), whereas the heat transfer area of cascade condenser and evaporator increases with increase in evaporating temperature (Te).

Keywords: Heat-transfer area, R410A, R404A, R508B, R23, Refrigeration system, Thermal design

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2010 Two Spherical Three Degrees of Freedom Parallel Robots 3-RCC and 3-RRS Static Analysis

Authors: Alireza Abbasi Moshaii, Mehdi Tale Masouleh, Esmail Zarezadeh, Kamran Farajzadeh

Abstract:

The main purpose of this study is static analysis of two three-degree of freedom parallel mechanisms: 3-RCC and 3- RRS. Geometry of these mechanisms is expressed and static equilibrium equations are derived for the whole chains. For these mechanisms due to the equal number of equations and unknowns, the solution is as same as 3-RCC mechanism. A mathematical software is used to solve the equations. In order to prove the results obtained from solving the equations of mechanisms, the CAD model of these robots has been simulated and their static is analysed in ADAMS software. Due to symmetrical geometry of the mechanisms, the force and external torque acting on the end-effecter have been considered asymmetric to prove the generality of the solution method. Finally, the results of both softwares, for both mechanisms are extracted and compared as graphs. The good achieved comparison between the results indicates the accuracy of the analysis.

Keywords: Robotic, Static analysis, 3-RCC, 3-RRS.

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2009 Periodic Solutions in a Delayed Competitive System with the Effect of Toxic Substances on Time Scales

Authors: Changjin Xu, Qianhong Zhang

Abstract:

In this paper, the existence of periodic solutions of a delayed competitive system with the effect of toxic substances is investigated by using the Gaines and Mawhin,s continuation theorem of coincidence degree theory on time scales. New sufficient conditions are obtained for the existence of periodic solutions. The approach is unified to provide the existence of the desired solutions for the continuous differential equations and discrete difference equations. Moreover, The approach has been widely applied to study existence of periodic solutions in differential equations and difference equations.

Keywords: Time scales, competitive system, periodic solution, coincidence degree, topological degree.

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2008 Parallel Block Backward Differentiation Formulas For Solving Large Systems of Ordinary Differential Equations

Authors: Zarina Bibi, I., Khairil Iskandar, O.

Abstract:

In this paper, parallelism in the solution of Ordinary Differential Equations (ODEs) to increase the computational speed is studied. The focus is the development of parallel algorithm of the two point Block Backward Differentiation Formulas (PBBDF) that can take advantage of the parallel architecture in computer technology. Parallelism is obtained by using Message Passing Interface (MPI). Numerical results are given to validate the efficiency of the PBBDF implementation as compared to the sequential implementation.

Keywords: Ordinary differential equations, parallel.

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2007 Flow and Heat Transfer Mechanism Analysis in Outward Convex Asymmetrical Corrugated Tubes

Authors: Huaizhi Han, Bingxi Li, Yurong He, Rushan Bie, Zhao Wu

Abstract:

The flow and heat transfer mechanism in convex corrugated tubes have been investigated through numerical simulations in this paper. Two kinds of tube types named as symmetric corrugated tube (SCT) and asymmetric corrugated tube (ACT) are modeled and studied numerically based on the RST model. The predictive capability of RST model is examined in the corrugation wall in order to check the reliability of RST model under the corrugation wall condition. We propose a comparison between the RST modelling the corrugation wall with existing direct numerical simulation of Maaß C and Schumann U [14]. The numerical results pressure coefficient at different profiles between RST and DNS are well matched. The influences of large corrugation tough radii to heat transfer and flow characteristic had been considered. Flow and heat transfer comparison between SCT and ACT had been discussed. The numerical results show that ACT exhibits higher overall heat transfer performance than SCT.

Keywords: Asymmetric corrugated tube, RST, DNS, flow and heat transfer mechanism.

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2006 Effect of Implementation of Nonlinear Sequence Transformations on Power Series Expansion for a Class of Non-Linear Abel Equations

Authors: Javad Abdalkhani

Abstract:

Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..

Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica

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2005 Integral Image-Based Differential Filters

Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: Integral images, differential images, differential filters, image fusion.

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2004 DQ Analysis of 3D Natural Convection in an Inclined Cavity Using an Velocity-Vorticity Formulation

Authors: D. C. Lo, S. S. Leu

Abstract:

In this paper, the differential quadrature method is applied to simulate natural convection in an inclined cubic cavity using velocity-vorticity formulation. The numerical capability of the present algorithm is demonstrated by application to natural convection in an inclined cubic cavity. The velocity Poisson equations, the vorticity transport equations and the energy equation are all solved as a coupled system of equations for the seven field variables consisting of three velocities, three vorticities and temperature. The coupled equations are simultaneously solved by imposing the vorticity definition at boundary without requiring the explicit specification of the vorticity boundary conditions. Test results obtained for an inclined cubic cavity with different angle of inclinations for Rayleigh number equal to 103, 104, 105 and 106 indicate that the present coupled solution algorithm could predict the benchmark results for temperature and flow fields. Thus, it is convinced that the present formulation is capable of solving coupled Navier-Stokes equations effectively and accurately.

Keywords: Natural convection, velocity-vorticity formulation, differential quadrature (DQ).

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2003 Behavior of Ice Melting in Natural Convention

Authors: N. Dizadji, P. Entezar

Abstract:

In this paper, the ice melting in rectangular, cylindrical and conical forms, which are erected vertically against air flow, are experimentally studied in the free convection regime.The results obtained are: Nusslet Number, heat transfer coefficient andGrashof Number, and the variations of the said numbers in relation to the time. The variations of ice slab area and volume are measured, too.

Keywords: Nusselt Number, Heat Transfer, Grashof Number, Heat Transfer Coefficient.

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2002 Separation of Hazardous Brominated Plastics from Waste Plastics by Froth Flotation after Surface Modification with Mild Heat-Treatment

Authors: Nguyen Thi Thanh Truc, Chi-Hyeon Lee, Byeong-Kyu Lee, Srinivasa Reddy Mallampati

Abstract:

This study evaluated to facilitate separation of ABS plastics from other waste plastics by froth flotation after surface hydrophilization of ABS with heat treatment. The mild heat treatment at 100oC for 60s could selectively increase the hydrophilicity of the ABS plastics surface (i.e., ABS contact angle decreased from 79o to 65.8o) among other plastics mixture. The SEM and XPS results of plastic samples sufficiently supported the increase in hydrophilic functional groups and decrease contact angle on ABS surface, after heat treatment. As a result of the froth flotation (at mixing speed 150 rpm and airflow rate 0.3 L/min) after heat treatment, about 85% of ABS was selectively separated from other heavy plastics with 100% of purity. The effect of optimum treatment condition and detailed mechanism onto separation efficiency in the froth floatation was also investigated. This research is successful in giving a simple, effective, and inexpensive method for ABS separation from waste plastics.

Keywords: ABS, hydrophilic, heat treatment, froth flotation, contact angle.

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2001 New Newton's Method with Third-order Convergence for Solving Nonlinear Equations

Authors: Osama Yusuf Ababneh

Abstract:

For the last years, the variants of the Newton-s method with cubic convergence have become popular iterative methods to find approximate solutions to the roots of non-linear equations. These methods both enjoy cubic convergence at simple roots and do not require the evaluation of second order derivatives. In this paper, we present a new Newton-s method based on contra harmonic mean with cubically convergent. Numerical examples show that the new method can compete with the classical Newton's method.

Keywords: Third-order convergence, non-linear equations, root finding, iterative method.

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2000 Lattice Boltzmann Method for Turbulent Heat Transfer in Wavy Channel Flows

Authors: H.Y. Lai, S. C. Chang, W. L. Chen

Abstract:

The hydrodynamic and thermal lattice Boltzmann methods are applied to investigate the turbulent convective heat transfer in the wavy channel flows. In this study, the turbulent phenomena are modeling by large-eddy simulations with the Smagorinsky model. As a benchmark, the laminar and turbulent backward-facing step flows are simulated first. The results give good agreement with other numerical and experimental data. For wavy channel flows, the distribution of Nusselt number and the skin-friction coefficients are calculated to evaluate the heat transfer effect and the drag force. It indicates that the vortices at the trough would affect the magnitude of drag and weaken the heat convection effects on the wavy surface. In turbulent cases, if the amplitude of the wavy boundary is large enough, the secondary vortices would be generated at troughs and contribute to the heat convection. Finally, the effects of different Re on the turbulent transport phenomena are discussed.

Keywords: Heat transfer, lattice Boltzmann method, turbulence, wavy channel.

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1999 Data Centers’ Temperature Profile Simulation Optimized by Finite Elements and Discretization Methods

Authors: José Alberto García Fernández, Zhimin Du, Xinqiao Jin

Abstract:

Nowadays, data center industry faces strong challenges for increasing the speed and data processing capacities while at the same time is trying to keep their devices a suitable working temperature without penalizing that capacity. Consequently, the cooling systems of this kind of facilities use a large amount of energy to dissipate the heat generated inside the servers, and developing new cooling techniques or perfecting those already existing would be a great advance in this type of industry. The installation of a temperature sensor matrix distributed in the structure of each server would provide the necessary information for collecting the required data for obtaining a temperature profile instantly inside them. However, the number of temperature probes required to obtain the temperature profiles with sufficient accuracy is very high and expensive. Therefore, other less intrusive techniques are employed where each point that characterizes the server temperature profile is obtained by solving differential equations through simulation methods, simplifying data collection techniques but increasing the time to obtain results. In order to reduce these calculation times, complicated and slow computational fluid dynamics simulations are replaced by simpler and faster finite element method simulations which solve the Burgers‘ equations by backward, forward and central discretization techniques after simplifying the energy and enthalpy conservation differential equations. The discretization methods employed for solving the first and second order derivatives of the obtained Burgers‘ equation after these simplifications are the key for obtaining results with greater or lesser accuracy regardless of the characteristic truncation error.

Keywords: Burgers’ equations, CFD simulation, data center, discretization methods, FEM simulation, temperature profile.

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1998 Verified Experiment: Intelligent Fuzzy Weighted Input Estimation Method to Inverse Heat Conduction Problem

Authors: Chen-Yu Wang, Tsung-Chien Chen, Ming-Hui Lee, Jen-Feng Huang

Abstract:

In this paper, the innovative intelligent fuzzy weighted input estimation method (FWIEM) can be applied to the inverse heat transfer conduction problem (IHCP) to estimate the unknown time-varying heat flux efficiently as presented. The feasibility of this method can be verified by adopting the temperature measurement experiment. We would like to focus attention on the heat flux estimation to three kinds of samples (Copper, Iron and Steel/AISI 304) with the same 3mm thickness. The temperature measurements are then regarded as the inputs into the FWIEM to estimate the heat flux. The experiment results show that the proposed algorithm can estimate the unknown time-varying heat flux on-line.

Keywords: Fuzzy Weighted Input Estimation Method, IHCP andHeat Flux.

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1997 A Study of Numerical Reaction-Diffusion Systems on Closed Surfaces

Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: Close surfaces, high-order approach, numerical solutions, reaction-diffusion systems.

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1996 Numerical Solution of Volterra Integro-differential Equations of Fractional Order by Laplace Decomposition Method

Authors: Changqing Yang, Jianhua Hou

Abstract:

In this paper the Laplace Decomposition method is developed to solve linear and nonlinear fractional integro- differential equations of Volterra type.The fractional derivative is described in the Caputo sense.The Laplace decomposition method is found to be fast and accurate.Illustrative examples  are included to demonstrate the validity and applicability of presented technique and comparasion is made with exacting results.

Keywords: Integro-differential equations, Laplace transform, fractional derivative, adomian polynomials, pade appoximants.

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1995 Lattice Boltzmann Simulation of MHD Natural Convection Heat Transfer of Cu-Water Nanofluid in a Linearly/Sinusoidally Heated Cavity

Authors: Bouchmel Mliki, Chaouki Ali, Mohamed Ammar Abbassi

Abstract:

In this numerical study, natural convection of Cu–water nanofluid in a cavity submitted to different heating modes on its vertical walls is analyzed. Maxwell-Garnetts (MG) and Brinkman models have been utilized for calculating the effective thermal conductivity and dynamic viscosity of nanofluid, respectively. Influences of Rayleigh number (Ra = 103−106), nanoparticle volume concentration (f = 0-0.04) and Hartmann number (Ha = 0-90) on the flow and heat transfer characteristics have been examined. The results indicate that the Hartmann number influences the heat transfer at Ra = 106 more than other Raleigh numbers, as the least effect is observed at Ra = 103. Moreover, the results show that the solid volume fraction has a significant influence on heat transfer, depending on the value of Hartmann, heat generation or absorption coefficient and Rayleigh numbers.

Keywords: Heat transfer, linearly/sinusoidally heated, Lattice Boltzmann Method, natural convection, nanofluid.

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1994 Analytic and Finite Element Solutions for Temperature Profiles in Welding using Varied Heat Source Models

Authors: Djarot B. Darmadi, John Norrish, Anh Kiet Tieu

Abstract:

Solutions for the temperature profile around a moving heat source are obtained using both analytic and finite element (FEM) methods. Analytic and FEM solutions are applied to study the temperature profile in welding. A moving heat source is represented using both point heat source and uniform distributed disc heat source models. Analytic solutions are obtained by solving the partial differential equation for energy conservation in a solid, and FEM results are provided by simulating welding using the ANSYS software. Comparison is made for quasi steady state conditions. The results provided by the analytic solutions are in good agreement with results obtained by FEM.

Keywords: Analytic solution, FEM, Temperature profile, HeatSource Model

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1993 Action Functional of the Electomagnetic Field: Effect of Gravitation

Authors: Arti Vaish, Harish Parthasarathy

Abstract:

The scalar wave equation for a potential in a curved space time, i.e., the Laplace-Beltrami equation has been studied in this work. An action principle is used to derive a finite element algorithm for determining the modes of propagation inside a waveguide of arbitrary shape. Generalizing this idea, the Maxwell theory in a curved space time determines a set of linear partial differential equations for the four electromagnetic potentials given by the metric of space-time. Similar to the Einstein-s formulation of the field equations of gravitation, these equations are also derived from an action principle. In this paper, the expressions for the action functional of the electromagnetic field have been derived in the presence of gravitational field.

Keywords: General theory of relativity, electromagnetism, metric tensor, Maxwells equations, test functions, finite element method.

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1992 Experimental and Numerical Analysis of Built-In Thermoelectric Generator Modules with an Elliptical Pin-Fin Heat Sink

Authors: J. Y. Jang, C. Y. Tseng

Abstract:

A three-dimensional numerical model of thermoelectric generator (TEG) modules attached to a large chimney plate is proposed and solved numerically using a control volume based finite difference formulation. The TEG module consists of a thermoelectric generator, an elliptical pin-fin heat sink, and a cold plate for water cooling. In the chimney, the temperature of flue gases is 450-650K. Although the TEG hot-side temperature and thus the electric power output can be increased by inserting an elliptical pin-fin heat sink into the chimney tunnel to increase the heat transfer area, the pin fin heat sink would cause extra pumping power at the same time. The main purpose of this study is to analyze the effects of geometrical parameters on the electric power output and chimney pressure drop characteristics. The effects of different operating conditions, including various inlet velocities (Vin= 1, 3, 5 m/s), inlet temperatures (Tgas = 450, 550, 650K) and different fin height (0 to 150 mm) are discussed in detail. The predicted numerical data for the power vs. current (P-I) curve are in good agreement (within 11%) with the experimental data.

Keywords: Thermoelectric generator, Waste heat recovery, Elliptical pin-fin heat sink.

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1991 Hybrid Heat Pump for Micro Heat Network

Authors: J. M. Counsell, Y. Khalid, M. J. Stewart

Abstract:

Achieving nearly zero carbon heating continues to be identified by UK government analysis as an important feature of any lowest cost pathway to reducing greenhouse gas emissions. Heat currently accounts for 48% of UK energy consumption and approximately one third of UK’s greenhouse gas emissions. Heat Networks are being promoted by UK investment policies as one means of supporting hybrid heat pump based solutions. To this effect the RISE (Renewable Integrated and Sustainable Electric) heating system project is investigating how an all-electric heating sourceshybrid configuration could play a key role in long-term decarbonisation of heat.  For the purposes of this study, hybrid systems are defined as systems combining the technologies of an electric driven air source heat pump, electric powered thermal storage, a thermal vessel and micro-heat network as an integrated system.  This hybrid strategy allows for the system to store up energy during periods of low electricity demand from the national grid, turning it into a dynamic supply of low cost heat which is utilized only when required. Currently a prototype of such a system is being tested in a modern house integrated with advanced controls and sensors. This paper presents the virtual performance analysis of the system and its design for a micro heat network with multiple dwelling units. The results show that the RISE system is controllable and can reduce carbon emissions whilst being competitive in running costs with a conventional gas boiler heating system.

Keywords: Gas boilers, heat pumps, hybrid heating and thermal storage, renewable integrated& sustainable electric.

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1990 Some Third Order Methods for Solving Systems of Nonlinear Equations

Authors: Janak Raj Sharma, Rajni Sharma

Abstract:

Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.

Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.

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1989 Application of Lattice Boltzmann Methods in Heat and Moisture Transfer in Frozen Soil

Authors: Wenyu Song, Bingxi Li, Zhongbin Fu, Bo Zhang

Abstract:

Although water only takes a little percentage in the total mass of soil, it indeed plays an important role to the strength of structure. Moisture transfer can be carried out by many different mechanisms which may involve heat and mass transfer, thermodynamic phase change, and the interplay of various forces such as viscous, buoyancy, and capillary forces. The continuum models are not well suited for describing those phenomena in which the connectivity of the pore space or the fracture network, or that of a fluid phase, plays a major role. However, Lattice Boltzmann methods (LBMs) are especially well suited to simulate flows around complex geometries. Lattice Boltzmann methods were initially invented for solving fluid flows. Recently, fluid with multicomponent and phase change is also included in the equations. By comparing the numerical result with experimental result, the Lattice Boltzmann methods with phase change will be optimized.

Keywords: Frozen soil, Lattice Boltzmann method, Phase change, Test rig.

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1988 Heat transfer Characteristics of Fin-and-Tube heat Exchanger under Condensing Conditions

Authors: Abdenour Bourabaa, Mohamed Saighi, Said El Metenani

Abstract:

In the present work an investigation of the effects of the air frontal velocity, relative humidity and dry air temperature on the heat transfer characteristics of plain finned tube evaporator has been conducted. Using an appropriate correlation for the air side heat transfer coefficient the temperature distribution along the fin surface was calculated using a dimensionless temperature distribution. For a constant relative humidity and bulb temperature, it is found that the temperature distribution decreases with increasing air frontal velocity. Apparently, it is attributed to the condensate water film flowing over the fin surface. When dry air temperature and face velocity are being kept constant, the temperature distribution decreases with the increase of inlet relative humidity. An increase in the inlet relative humidity is accompanied by a higher amount of moisture on the fin surface. This results in a higher amount of latent heat transfer which involves higher fin surface temperature. For the influence of dry air temperature, the results here show an increase in the dimensionless temperature parameter with a decrease in bulb temperature. Increasing bulb temperature leads to higher amount of sensible and latent heat transfer when other conditions remain constant.

Keywords: Fin efficiency, heat and mass transfer, dehumidifying conditions, finned tube heat exchangers.

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1987 On the Efficiency of Five Step Approximation Method for the Solution of General Third Order Ordinary Differential Equations

Authors: N. M. Kamoh, M. C. Soomiyol

Abstract:

In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

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1986 Study on the Variation Effects of Diverging Angleon Characteristics of Flow in Converging and Diverging Ducts by Numerical Method

Authors: Moghiman Mohammad, Amiri Maryam, Amiri Amirhosein

Abstract:

The present paper develops and validates a numerical procedure for the calculation of turbulent combustive flow in converging and diverging ducts and throuh simulation of the heat transfer processes, the amount of production and spread of Nox pollutant has been measured. A marching integration solution procedure employing the TDMA is used to solve the discretized equations. The turbulence model is the Prandtl Mixing Length method. Modeling the combustion process is done by the use of Arrhenius and Eddy Dissipation method. Thermal mechanism has been utilized for modeling the process of forming the nitrogen oxides. Finite difference method and Genmix numerical code are used for numerical solution of equations. Our results indicate the important influence of the limiting diverging angle of diffuser on the coefficient of recovering of pressure. Moreover, due to the intense dependence of Nox pollutant to the maximum temperature in the domain with this feature, the Nox pollutant amount is also in maximum level.

Keywords: Converging and Diverging Duct, Combustion, Diffuser, Diverging Angle, Nox

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1985 Exponential Stability of Numerical Solutions to Stochastic Age-Dependent Population Equations with Poisson Jumps

Authors: Mao Wei

Abstract:

The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.

Keywords: Stochastic age-dependent population equations, poisson random measures, numerical solutions, exponential stability.

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1984 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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1983 A Family of Zero Stable Block Integrator for the Solutions of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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