Search results for: Integral equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1592

Search results for: Integral equations

1202 Parallel-Distributed Software Implementation of Buchberger Algorithm

Authors: Praloy Kumar Biswas, Prof. Dipanwita Roy Chowdhury

Abstract:

Grobner basis calculation forms a key part of computational commutative algebra and many other areas. One important ramification of the theory of Grobner basis provides a means to solve a system of non-linear equations. This is why it has become very important in the areas where the solution of non-linear equations is needed, for instance in algebraic cryptanalysis and coding theory. This paper explores on a parallel-distributed implementation for Grobner basis calculation over GF(2). For doing so Buchberger algorithm is used. OpenMP and MPI-C language constructs have been used to implement the scheme. Some relevant results have been furnished to compare the performances between the standalone and hybrid (parallel-distributed) implementation.

Keywords: Grobner basis, Buchberger Algorithm, Distributed- Parallel Computation, OpenMP, MPI.

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1201 New Coordinate System for Countries with Big Territories

Authors: Mohammed Sabri Ali Akresh

Abstract:

The modern technologies and developments in computer and Global Positioning System (GPS) as well as Geographic Information System (GIS) and total station TS. This paper presents a new proposal for coordinates system by a harmonic equations “United projections”, which have five projections (Mercator, Lambert, Russell, Lagrange, and compound of projection) in one zone coordinate system width 14 degrees, also it has one degree for overlap between zones, as well as two standards parallels for zone from 10 S to 45 S. Also this paper presents two cases; first case is to compare distances between a new coordinate system and UTM, second case creating local coordinate system for the city of Sydney to measure the distances directly from rectangular coordinates using projection of Mercator, Lambert and UTM.

Keywords: Harmonic equations, coordinate system, projections, algorithms and parallels.

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1200 Simulation of Dam Break using Finite Volume Method

Authors: A.Roshandel, N.Hedayat, H.kiamanesh

Abstract:

Today, numerical simulation is a powerful tool to solve various hydraulic engineering problems. The aim of this research is numerical solutions of shallow water equations using finite volume method for Simulations of dam break over wet and dry bed. In order to solve Riemann problem, Roe-s approximate solver is used. To evaluate numerical model, simulation was done in 1D and 2D states. In 1D state, two dam break test over dry bed (with and without friction) were studied. The results showed that Structural failure around the dam and damage to the downstream constructions in bed without friction is more than friction bed. In 2D state, two tests for wet and dry beds were done. Generally in wet bed case, waves are propagated to canal sides but in dry bed it is not significant. Therefore, damage to the storage facilities and agricultural lands in wet bed case is more than in dry bed.

Keywords: dam break, dry bed, finite volume method, shallow water equations.

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1199 A Model for Analyzing the Startup Dynamics of a Belt Transmission Driven by a DC Motor

Authors: Giovanni Incerti

Abstract:

In this paper the vibration of a synchronous belt drive during start-up is analyzed and discussed. Besides considering the belt elasticity, the model here proposed also takes into consideration the electromagnetic response of the DC motor. The solution of the motion equations is obtained by means of the modal analysis in state space, which allows to obtain the decoupling of all equations, without introducing the hypothesis of proportional damping. The mathematical model of the transmission and the solution algorithms have been implemented within a computing software that allows the user to simulate the dynamics of the system and to evaluate the effects due to the elasticity of the belt branches and to the electromagnetic behavior of the DC motor. In order to show the details of the calculation procedure, the paper presents a case study developed with the aid of the above-mentioned software.

Keywords: Belt drive, Vibrations, Startup, DC motor.

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1198 A Note on MHD Flow and Heat Transfer over a Curved Stretching Sheet by Considering Variable Thermal Conductivity

Authors: M. G. Murtaza, E. E. Tzirtzilakis, M. Ferdows

Abstract:

The mixed convective flow of MHD incompressible, steady boundary layer in heat transfer over a curved stretching sheet due to temperature dependent thermal conductivity is studied. We use curvilinear coordinate system in order to describe the governing flow equations. Finite difference solutions with central differencing have been used to solve the transform governing equations. Numerical results for the flow velocity and temperature profiles are presented as a function of the non-dimensional curvature radius. Skin friction coefficient and local Nusselt number at the surface of the curved sheet are discussed as well.

Keywords: Curved stretching sheet, finite difference method, MHD, variable thermal conductivity.

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1197 Trajectory Tracking of a Redundant Hybrid Manipulator Using a Switching Control Method

Authors: Atilla Bayram

Abstract:

This paper presents the trajectory tracking control of a spatial redundant hybrid manipulator. This manipulator consists of two parallel manipulators which are a variable geometry truss (VGT) module. In fact, each VGT module with 3-degress of freedom (DOF) is a planar parallel manipulator and their operational planes of these VGT modules are arranged to be orthogonal to each other. Also, the manipulator contains a twist motion part attached to the top of the second VGT module to supply the missing orientation of the endeffector. These three modules constitute totally 7-DOF hybrid (parallel-parallel) redundant spatial manipulator. The forward kinematics equations of this manipulator are obtained, then, according to these equations, the inverse kinematics is solved based on an optimization with the joint limit avoidance. The dynamic equations are formed by using virtual work method. In order to test the performance of the redundant manipulator and the controllers presented, two different desired trajectories are followed by using the computed force control method and a switching control method. The switching control method is combined with the computed force control method and genetic algorithm. In the switching control method, the genetic algorithm is only used for fine tuning in the compensation of the trajectory tracking errors.

Keywords: Computed force control method, genetic algorithm, hybrid manipulator, inverse kinematics of redundant manipulators, variable geometry truss.

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1196 Control of Pendulum on a Cart with State Dependent Riccati Equations

Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha

Abstract:

State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.

Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)

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1195 An Adaptive Least-squares Mixed Finite Element Method for Pseudo-parabolic Integro-differential Equations

Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He

Abstract:

In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained.

Keywords: Pseudo-parabolic integro-differential equation, least squares mixed finite element method, adaptive method, a posteriori error estimates.

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1194 Exciting Voltage Control for Efficiency Maximization for 2-D Omni-Directional Wireless Power Transfer Systems

Authors: Masato Sasaki, Masayoshi Yamamoto

Abstract:

The majority of wireless power transfer (WPT) systems transfer power in a directional manner. This paper describes a discrete exciting voltage control technique for WPT via magnetic resonant coupling with two orthogonal transmitter coils (2D omni-directional WPT system) which can maximize the power transfer efficiency in response to the change of coupling status. The theory allows the equations of the efficiency of the system to be determined at all the rate of the mutual inductance. The calculated results are included to confirm the advantage to one directional WPT system and the validity of the theory and the equations.

Keywords: Wireless power transfer, orthogonal, omni-directional, efficiency.

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1193 Free Convection Boundary Layer Flow of a Viscoelastic Fluid in the Presence of Heat Generation

Authors: Abdul Rahman Mohd Kasim, Mohd Ariff Admon, Sharidan Shafie

Abstract:

The present paper considers the steady free convection boundary layer flow of a viscoelastics fluid with constant temperature in the presence of heat generation. The boundary layer equations are an order higher than those for the Newtonian (viscous) fluid and the adherence boundary conditions are insufficient to determine the solution of these equations completely. The governing boundary layer equations are first transformed into non-dimensional form by using special dimensionless group. Computations are performed numerically by using Keller-box method by augmenting an extra boundary condition at infinity and the results are displayed graphically to illustrate the influence of viscoelastic K, heat generation γ , and Prandtl Number, Pr parameters on the velocity and temperature profiles. The results of the surface shear stress in terms of the local skin friction and the surface rate of heat transfer in terms of the local Nusselt number for a selection of the heat generation parameterγ (=0.0, 0.2, 0.5, 0.8, 1.0) are obtained and presented in both tabular and graphical formats. Without effect of the internal heat generation inside the fluid domain for which we take γ = 0.0, the present numerical results show an excellent agreement with previous publication.

Keywords: Free Convection, Boundary Layer, CircularCylinder, Viscoelastic Fluid, Heat Generation

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1192 Designing a Robust Controller for a 6 Linkage Robot

Authors: G. Khamooshian

Abstract:

One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.

Keywords: 3-RRS, 6 linkage, parallel robot, control.

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1191 Effect of Thermal Radiation on Temperature Variation in 2-D Stagnation-Point flow

Authors: Vai Kuong Sin

Abstract:

Non-isothermal stagnation-point flow with consideration of thermal radiation is studied numerically. A set of partial differential equations that governing the fluid flow and energy is converted into a set of ordinary differential equations which is solved by Runge-Kutta method with shooting algorithm. Dimensionless wall temperature gradient and temperature boundary layer thickness for different combinaton of values of Prandtl number Pr and radiation parameter NR are presented graphically. Analyses of results show that the presence of thermal radiation in the stagnation-point flow is to increase the temperature boundary layer thickness and decrease the dimensionless wall temperature gradient.

Keywords: Stagnation-point flow, Similarity solution, Thermal radiation.

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1190 Some Solitary Wave Solutions of Generalized Pochhammer-Chree Equation via Exp-function Method

Authors: Kourosh Parand, Jamal Amani Rad

Abstract:

In this paper, Exp-function method is used for some exact solitary solutions of the generalized Pochhammer-Chree equation. It has been shown that the Exp-function method, with the help of symbolic computation, provides a very effective and powerful mathematical tool for solving nonlinear partial differential equations. As a result, some exact solitary solutions are obtained. It is shown that the Exp-function method is direct, effective, succinct and can be used for many other nonlinear partial differential equations.

Keywords: Exp-function method, generalized Pochhammer- Chree equation, solitary wave solution, ODE's.

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1189 Control Algorithm for Shunt Active Power Filter using Synchronous Reference Frame Theory

Authors: Consalva J. Msigwa, Beda J. Kundy, Bakari M. M. Mwinyiwiwa,

Abstract:

This paper presents a method for obtaining the desired reference current for Voltage Source Converter (VSC) of the Shunt Active Power Filter (SAPF) using Synchronous Reference Frame Theory. The method relies on the performance of the Proportional-Integral (PI) controller for obtaining the best control performance of the SAPF. To improve the performance of the PI controller, the feedback path to the integral term is introduced to compensate the winding up phenomenon due to integrator. Using Reference Frame Transformation, reference signals are transformed from a - b - c stationery frame to 0 - d - q rotating frame. Using the PI controller, the reference signals in the 0 - d - q rotating frame are controlled to get the desired reference signals for the Pulse Width Modulation. The synchronizer, the Phase Locked Loop (PLL) with PI filter is used for synchronization, with much emphasis on minimizing delays. The system performance is examined with Shunt Active Power Filter simulation model.

Keywords: Phase Locked Loop (PLL), Voltage Source Converter (VSC), Shunt Active Power Filter (SAPF), PI, Pulse Width Modulation (PWM)

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1188 Flow Characteristics Impeller Change of an Axial Turbo Fan

Authors: Young-Kyun Kim, Tae-Gu Lee, Jin-Huek Hur, Sung-Jae Moon, Jae-Heon Lee

Abstract:

In this paper, three dimensional flow characteristic was presented by a revision of an impeller of an axial turbo fan for improving the airflow rate and the static pressure. TO consider an incompressible steady three-dimensional flow, the RANS equations are used as the governing equations, and the standard k-ε turbulence model is chosen. The pitch angles of 44°, 54°, 59°, and 64° are implemented for the numerical model. The numerical results show that airflow rates of each pitch angle are 1,175 CMH, 1,270 CMH, 1,340 CMH, and 800 CMH, respectively. The difference of the static pressure at impeller inlet and outlet are 120 Pa, 214 Pa, 242 Pa, and 60 Pa according to respective pitch angles. It means that the 59° of the impeller pitch angle is optimal to improve the airflow rate and the static pressure.

Keywords: Axial turbo fan, Impeller, Blade, Pitch angle.

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1187 Recovering the Boundary Data in the Two Dimensional Inverse Heat Conduction Problem Using the Ritz-Galerkin Method

Authors: Saeed Sarabadan, Kamal Rashedi

Abstract:

This article presents a numerical method to find the heat flux in an inhomogeneous inverse heat conduction problem with linear boundary conditions and an extra specification at the terminal. The method is based upon applying the satisfier function along with the Ritz-Galerkin technique to reduce the approximate solution of the inverse problem to the solution of a system of algebraic equations. The instability of the problem is resolved by taking advantage of the Landweber’s iterations as an admissible regularization strategy. In computations, we find the stable and low-cost results which demonstrate the efficiency of the technique.

Keywords: Inverse problem, parabolic equations, heat equation, Ritz-Galerkin method, Landweber iterations.

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1186 A Transform-Free HOC Scheme for Incompressible Viscous Flow past a Rotationally Oscillating Circular Cylinder

Authors: Rajendra K. Ray, H. V. R. Mittal

Abstract:

A numerical study is made of laminar, unsteady flow behind a rotationally oscillating circular cylinder using a recently developed higher order compact (HOC) scheme. The stream function vorticity formulation of Navier-Stokes (N-S) equations in cylindrical polar coordinates are considered as the governing equations. The temporal behaviour of vortex formation and relevant streamline patterns of the flow are scrutinized over broad ranges of two externally specified parameters namely dimensionless forced oscillating frequency Sf and dimensionless peak rotation rate αm for the Reynolds-s number Re = 200. Excellent agreements are found both qualitatively and quantitatively with the existing experimental and standard numerical results.

Keywords: HOC, Navier-Stokes, non-uniform polar grids, rotationally oscillating cylinder.

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1185 Capture Zone of a Well Field in an Aquifer Bounded by Two Parallel Streams

Authors: S. Nagheli, N. Samani, D. A. Barry

Abstract:

In this paper, the velocity potential and stream function of capture zone for a well field in an aquifer bounded by two parallel streams with or without a uniform regional flow of any directions are presented. The well field includes any number of extraction or injection wells or a combination of both types with any pumping rates. To delineate the capture envelope, the potential and streamlines equations are derived by conformal mapping method. This method can help us to release constrains of other methods. The equations can be applied as useful tools to design in-situ groundwater remediation systems, to evaluate the surface–subsurface water interaction and to manage the water resources.

Keywords: Complex potential, conformal mapping, groundwater remediation, image well theory, Laplace’s equation, superposition principle.

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1184 On Stability of Stiffened Cylindrical Shells with Varying Material Properties

Authors: M. Karami Khorramabadi, P. Khazaeinejad

Abstract:

The static stability analysis of stiffened functionally graded cylindrical shells by isotropic rings and stringers subjected to axial compression is presented in this paper. The Young's modulus of the shell is taken to be function of the thickness coordinate. The fundamental relations, the equilibrium and stability equations are derived using the Sander's assumption. Resulting equations are employed to obtain the closed-form solution for the critical axial loads. The effects of material properties, geometric size and different material coefficient on the critical axial loads are examined. The analytical results are compared and validated using the finite element model.

Keywords: Functionally graded material, Stability, Stiffened cylindrical shell, Finite element analysis

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1183 Method of Finding Aerodynamic Characteristic Equations of Missile for Trajectory Simulation

Authors: Attapon Charoenpon, Ekkarach Pankeaw

Abstract:

This paper present a new way to find the aerodynamic characteristic equation of missile for the numerical trajectories prediction more accurate. The goal is to obtain the polynomial equation based on two missile characteristic parameters, angle of attack (α ) and flight speed (╬¢ ). First, the understudied missile is modeled and used for flow computational model to compute aerodynamic force and moment. Assume that performance range of understudied missile where range -10< α <10 and 0< ╬¢ <200. After completely obtained results of all cases, the data are fit by polynomial interpolation to create equation of each case and then combine all equations to form aerodynamic characteristic equation, which will be used for trajectories simulation.

Keywords: Aerodynamic, Characteristic Equation, Angle ofAttack, Polynomial interpolation, Trajectories

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1182 Applications of High-Order Compact Finite Difference Scheme to Nonlinear Goursat Problems

Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

Abstract:

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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1181 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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1180 A Study of Hamilton-Jacobi-Bellman Equation Systems Arising in Differential Game Models of Changing Society

Authors: Weihua Ruan, Kuan-Chou Chen

Abstract:

This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.

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1179 Longitudinal Vibration of a Micro-Beam in a Micro-Scale Fluid Media

Authors: M. Ghanbari, S. Hossainpour, G. Rezazadeh

Abstract:

In this paper, longitudinal vibration of a micro-beam in micro-scale fluid media has been investigated. The proposed mathematical model for this study is made up of a micro-beam and a micro-plate at its free end. An AC voltage is applied to the pair of piezoelectric layers on the upper and lower surfaces of the micro-beam in order to actuate it longitudinally. The whole structure is bounded between two fixed plates on its upper and lower surfaces. The micro-gap between the structure and the fixed plates is filled with fluid. Fluids behave differently in micro-scale than macro, so the fluid field in the gap has been modeled based on micro-polar theory. The coupled governing equations of motion of the micro-beam and the micro-scale fluid field have been derived. Due to having non-homogenous boundary conditions, derived equations have been transformed to an enhanced form with homogenous boundary conditions. Using Galerkin-based reduced order model, the enhanced equations have been discretized over the beam and fluid domains and solve simultaneously in order to obtain force response of the micro-beam. Effects of micro-polar parameters of the fluid as characteristic length scale, coupling parameter and surface parameter on the response of the micro-beam have been studied.

Keywords: Micro-polar theory, Galerkin method, MEMS, micro-fluid.

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1178 A Computer Model of Quantum Field Theory

Authors: Hans H. Diel

Abstract:

This paper describes a computer model of Quantum Field Theory (QFT), referred to in this paper as QTModel. After specifying the initial configuration for a QFT process (e.g. scattering) the model generates the possible applicable processes in terms of Feynman diagrams, the equations for the scattering matrix, and evaluates probability amplitudes for the scattering matrix and cross sections. The computations of probability amplitudes are performed numerically. The equations generated by QTModel are provided for demonstration purposes only. They are not directly used as the base for the computations of probability amplitudes. The computer model supports two modes for the computation of the probability amplitudes: (1) computation according to standard QFT, and (2) computation according to a proposed functional interpretation of quantum theory.

Keywords: Computational Modeling, Simulation of Quantum Theory, Quantum Field Theory, Quantum Electrodynamics

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1177 Harmonics Elimination in Multilevel Inverter Using Linear Fuzzy Regression

Authors: A. K. Al-Othman, H. A. Al-Mekhaizim

Abstract:

Multilevel inverters supplied from equal and constant dc sources almost don-t exist in practical applications. The variation of the dc sources affects the values of the switching angles required for each specific harmonic profile, as well as increases the difficulty of the harmonic elimination-s equations. This paper presents an extremely fast optimal solution of harmonic elimination of multilevel inverters with non-equal dc sources using Tanaka's fuzzy linear regression formulation. A set of mathematical equations describing the general output waveform of the multilevel inverter with nonequal dc sources is formulated. Fuzzy linear regression is then employed to compute the optimal solution set of switching angles.

Keywords: Multilevel converters, harmonics, pulse widthmodulation (PWM), optimal control.

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1176 CFD Simulation of SO2 Removal from Gas Mixtures using Ceramic Membranes

Authors: Azam Marjani, Saeed Shirazian

Abstract:

This work deals with modeling and simulation of SO2 removal in a ceramic membrane by means of FEM. A mass transfer model was developed to predict the performance of SO2 absorption in a chemical solvent. The model was based on solving conservation equations for gas component in the membrane. Computational fluid dynamics (CFD) of mass and momentum were used to solve the model equations. The simulations aimed to obtain the distribution of gas concentration in the absorption process. The effect of the operating parameters on the efficiency of the ceramic membrane was evaluated. The modeling findings showed that the gas phase velocity has significant effect on the removal of gas whereas the liquid phase does not affect the SO2 removal significantly. It is also indicated that the main mass transfer resistance is placed in the membrane and gas phase because of high tortuosity of the ceramic membrane.

Keywords: Gas separation, finite element, ceramic, sulphur dioxide, simulation.

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1175 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

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

Abstract:

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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1174 Mathematical Properties of the Viscous Rotating Stratified Fluid Counting with Salinity and Heat Transfer in a Layer

Authors: A. Giniatoulline

Abstract:

A model of the mathematical fluid dynamics which describes the motion of a three-dimensional viscous rotating fluid in a homogeneous gravitational field with the consideration of the salinity and heat transfer is considered in a vertical finite layer. The model is a generalization of the linearized Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density, salinity, and heat transfer. An explicit solution is constructed and the proof of the existence and uniqueness theorems is given. The localization and the structure of the spectrum of inner waves is also investigated. The results may be used, in particular, for constructing stable numerical algorithms for solutions of the considered models of fluid dynamics of the Atmosphere and the Ocean.

Keywords: Fourier transform, generalized solutions, Navier-Stokes equations, stratified fluid.

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1173 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method

Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

Abstract:

Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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