Search results for: first order adjoint equation method

Authors: Noor Atinah Ahmad, Shazia Javed

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We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Keywords: Adaptive filtering, minimal residual method, projection method.

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Authors: Saeed Sarabadan, Kamal Rashedi

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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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Authors: David J. Robbins, R. Stewart Cant, Lynn F. Gladden

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A robust AUSM+ upwind discretisation scheme has been developed to simulate multiphase flow using consistent spatial discretisation schemes and a modified low-Mach number diffusion term. The impact of the selection of an interfacial pressure model has also been investigated. Three representative test cases have been simulated to evaluate the accuracy of the commonly-used stiffenedgas equation of state with respect to the IAPWS-IF97 equation of state for water. The algorithm demonstrates a combination of robustness and accuracy over a range of flow conditions, with the stiffened-gas equation tending to overestimate liquid temperature and density profiles.

Keywords: Multiphase flow, AUSM+ scheme, liquid EOS, low Mach number models

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Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi

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This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.

Keywords: Finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier.

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Authors: V. V. Lyahov, V. M. Neshchadim

Abstract:

We offer a new technique for research of stability of current sheaths in space plasma taking into account the effect of polarization. At the beginning, the found perturbation of the distribution function is used for calculation of the dielectric permeability tensor, which simulates inhomogeneous medium of a current sheath. Further, we in the usual manner solve the system of Maxwell's equations closed with the material equation. The amplitudes of Fourier perturbations are considered to be exponentially decaying through the current sheath thickness. The dispersion equation follows from the nontrivial solution requirement for perturbations of the electromagnetic field. The resulting dispersion equation allows one to study the temporal and spatial characteristics of instability modes of the current sheath (within the limits of the proposed model) over a wide frequency range, including low frequencies.

Keywords: Current sheath, distribution function, effect of polarization, instability modes, low frequencies, perturbation of electromagnetic field dispersion equation, space plasma, tensor of dielectric permeability.

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Authors: S. N. Deepa, G. Sugumaran

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This paper proposes the novel model order formulation scheme to design a discrete PID controller for higher order linear time invariant discrete systems. Modified PSO (MPSO) based model order formulation technique has used to obtain the successful formulated second order system. PID controller is tuned to meet the desired performance specification by using pole-zero cancellation and proposed design procedures. Proposed PID controller is attached with both higher order system and formulated second order system. System specifications are tabulated and closed loop response is observed for stabilization process. The proposed method is illustrated through numerical examples from literature.

Keywords: Discrete PID controller, Model Order Formulation, Modified Particle Swarm Optimization, Pole-Zero Cancellation

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Authors: Behrooz Rezaie, Zahra Rahmani Cherati, Mohammad Reza Jahed Motlagh, Mohammad Farrokhi

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In this paper, a fuzzy controller is designed for stabilization of the Lorenz chaotic equations. A simple Mamdani inference method is used for this purpose. This method is very simple and applicable for complex chaotic systems and it can be implemented easily. The stability of close loop system is investigated by the Lyapunov stabilization criterion. A Lyapunov function is introduced and the global stability is proven. Finally, the effectiveness of this method is illustrated by simulation results and it is shown that the performance of the system is improved.

Keywords: Chaotic system, Fuzzy control, Lorenz equation.

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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: Nik Mohd Asri Nik Long, Koo Lee Feng, Zainidin K. Eshkuvatov, A. A. Khaldjigitov

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This paper study the behavior of the solution at the crack edges for an elliptical crack with developing cusps, Ω in the plane elasticity subjected to shear loading. The problem of finding the resulting shear stress can be formulated as a hypersingular integral equation over Ω and it is then transformed into a similar equation over a circular region, D, using conformal mapping. An appropriate collocation points are chosen on the region D to reduce the hypersingular integral equation into a system of linear equations with (2N+1)(N+1) unknown coefficients, which will later be used in the determination of shear stress intensity factors and maximum shear stress intensity. Numerical solution for the considered problem are compared with the existing asymptotic solution, and displayed graphically. Our results give a very good agreement to the existing asymptotic solutions.

Keywords: Elliptical crack, stress intensity factors, hyper singular integral equation, shear loading, conformal mapping.

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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: Raphael Zanella

Abstract:

This works deals with the finite element approximation of axisymmetric problems. The weak formulation of the heat equation under axisymmetry assumption is established for continuous finite elements. The weak formulation is implemented in a C++ solver with implicit time marching. The code is verified by space and time convergence tests using a manufactured solution. An example problem is solved with an axisymmetric formulation and with a 3D formulation. Both formulations lead to the same result but the code based on the axisymmetric formulation is mush faster due to the lower number of degrees of freedom. This confirms the correctness of our approach and the interest of using an axisymmetric formulation when it is possible.

Keywords: Axisymmetric problem, continuous finite elements, heat equation, weak formulation.

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Authors: Niousha Bagheri Khulenjani, Mohammad Saniee Abadeh

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Learning from very big datasets is a significant problem for most present data mining and machine learning algorithms. MicroRNA (miRNA) is one of the important big genomic and non-coding datasets presenting the genome sequences. In this paper, a hybrid method for the classification of the miRNA data is proposed. Due to the variety of cancers and high number of genes, analyzing the miRNA dataset has been a challenging problem for researchers. The number of features corresponding to the number of samples is high and the data suffer from being imbalanced. The feature selection method has been used to select features having more ability to distinguish classes and eliminating obscures features. Afterward, a Convolutional Neural Network (CNN) classifier for classification of cancer types is utilized, which employs a Genetic Algorithm to highlight optimized hyper-parameters of CNN. In order to make the process of classification by CNN faster, Graphics Processing Unit (GPU) is recommended for calculating the mathematic equation in a parallel way. The proposed method is tested on a real-world dataset with 8,129 patients, 29 different types of tumors, and 1,046 miRNA biomarkers, taken from The Cancer Genome Atlas (TCGA) database.

Keywords: Cancer classification, feature selection, deep learning, genetic algorithm.

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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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Authors: Yasuo Obikane

Abstract:

This work is to study a roll of the fluctuating density gradient in the compressible flows for the computational fluid dynamics (CFD). A new anisotropy tensor with the fluctuating density gradient is introduced, and is used for an invariant modeling technique to model the turbulent density gradient correlation equation derived from the continuity equation. The modeling equation is decomposed into three groups: group proportional to the mean velocity, and that proportional to the mean strain rate, and that proportional to the mean density. The characteristics of the correlation in a wake are extracted from the results by the two dimensional direct simulation, and shows the strong correlation with the vorticity in the wake near the body. Thus, it can be concluded that the correlation of the density gradient is a significant parameter to describe the quick generation of the turbulent property in the compressible flows.

Keywords: Turbulence Modeling , Density Gradient Correlation, Compressible

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Authors: Worachat Wannawong, Usa W. Humphries, Prungchan Wongwises, Suphat Vongvisessomjai

Abstract:

The three steps of the standard one-way nested grid for a regional scale of the third generation WAve Model Cycle 4 (WAMC4) is scrutinized. The model application is enabled to solve the energy balance equation on a coarse resolution grid in order to produce boundary conditions for a smaller area by the nested grid technique. In the present study, the model takes a full advantage of the fine resolution of wind fields in space and time produced by the available U.S. Navy Global Atmospheric Prediction System (NOGAPS) model with 1 degree resolution. The nested grid application of the model is developed in order to gradually increase the resolution from the open ocean towards the South China Sea (SCS) and the Gulf of Thailand (GoT) respectively. The model results were compared with buoy observations at Ko Chang, Rayong and Huahin locations which were obtained from the Seawatch project. In addition, the results were also compared with Satun based weather station which was provided from Department of Meteorology, Thailand. The data collected from this station presented the significant wave height (Hs) reached 12.85 m. The results indicated that the tendency of the Hs from the model in the spherical coordinate propagation with deep water condition in the fine grid domain agreed well with the Hs from the observations.

Keywords: energy balance equation, Gulf of Thailand, nested gridapplication, South China Sea, wave model.

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Authors: Yongxin Yuan, Jiashang Jiang

Abstract:

A new numerical method for simultaneously updating mass and stiffness matrices based on incomplete modal measured data is presented. By using the Kronecker product, all the variables that are to be modified can be found out and then can be updated directly. The optimal approximation mass matrix and stiffness matrix which satisfy the required eigenvalue equation and orthogonality condition are found under the Frobenius norm sense. The physical configuration of the analytical model is preserved and the updated model will exactly reproduce the modal measured data. The numerical example seems to indicate that the method is quite accurate and efficient.

Keywords: Finite element model, model updating, modal data, optimal approximation.

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Authors: Brajesh Kumar Jha, Neeru Adlakha, M. N. Mehta

Abstract:

Calcium [Ca2+] is an important second messenger which plays an important role in signal transduction. There are several parameters that affect its concentration profile like buffer source etc. The effect of stationary immobile buffer on Ca2+ concentration has been incorporated which is a very important parameter needed to be taken into account in order to make the model more realistic. Interdependence of all the important parameters like diffusion coefficient and influx over [Ca2+] profile has been studied. Model is developed in the form of advection diffusion equation together with buffer concentration. A program has been developed using finite volume method for the entire problem and simulated on an AMD-Turion 32-bit machine to compute the numerical results.

Keywords: Ca2+ profile, buffer, Astrocytes, Advection diffusion, FVM

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Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: Spectral decomposition, eigenvalues of the Jacobian, linear RHS, homogeneous linear systems.

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Authors: M. Akbari, S. Sadodin

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In this paper, the melting of a semi-infinite body as a result of a moving laser beam has been studied. Because the Fourier heat transfer equation at short times and large dimensions does not have sufficient accuracy; a non-Fourier form of heat transfer equation has been used. Due to the fact that the beam is moving in x direction, the temperature distribution and the melting pool shape are not asymmetric. As a result, the problem is a transient threedimensional problem. Therefore, thermophysical properties such as heat conductivity coefficient, density and heat capacity are functions of temperature and material states. The enthalpy technique, used for the solution of phase change problems, has been used in an explicit finite volume form for the hyperbolic heat transfer equation. This technique has been used to calculate the transient temperature distribution in the semi-infinite body and the growth rate of the melt pool. In order to validate the numerical results, comparisons were made with experimental data. Finally, the results of this paper were compared with similar problem that has used the Fourier theory. The comparison shows the influence of infinite speed of heat propagation in Fourier theory on the temperature distribution and the melt pool size.

Keywords: Non-Fourier, Enthalpy technique, Melt pool, Radiational boundary condition

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Authors: Shilpa N. Kulkarni, Sujata R. Patrikar

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In the present work, an attempt is made to understand electromagnetic field confinement in a subwavelength waveguide structure using concepts of quantum mechanics. Evanescent field in the waveguide is looked as inability of the photon to get confined in the waveguide core and uncertainty of position is assigned to it. The momentum uncertainty is calculated from position uncertainty. Schrödinger wave equation for the photon is written by incorporating position-momentum uncertainty. The equation is solved and field distribution in the waveguide is obtained. The field distribution and power confinement is compared with conventional waveguide theory. They were found in good agreement with each other.

Keywords: photon localization in waveguide, photon tunneling, quantum confinement of light, Schrödinger wave equation, uncertainty principle.

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Authors: Yusuke Onoue, Seiji Fujino, Norimasa Nakashima

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The IDR(s) method based on an extended IDR theorem was proposed by Sonneveld and van Gijzen. The original IDR(s) method has excellent property compared with the conventional iterative methods in terms of efficiency and small amount of memory. IDR(s) method, however, has unexpected property that relative residual 2-norm stagnates at the level of less than 10-12. In this paper, an effective strategy for stagnation detection, stagnation avoidance using adaptively information of parameter s and improvement of convergence rate itself of IDR(s) method are proposed in order to gain high accuracy of the approximated solution of IDR(s) method. Through numerical experiments, effectiveness of adaptive tuning IDR(s) method is verified and demonstrated.

Keywords: Krylov subspace methods, IDR(s), adaptive tuning, stagnation of relative residual.

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Authors: T. S. Ozsahin, V. Kahya, A. Birinci, A. O. Cakiroglu

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In this study, the contact problem of a layered composite which consists of two materials with different elastic constants and heights resting on two rigid flat supports with sharp edges is considered. The effect of gravity is neglected. While friction between the layers is taken into account, it is assumed that there is no friction between the supports and the layered composite so that only compressive tractions can be transmitted across the interface. The layered composite is subjected to a uniform clamping pressure over a finite portion of its top surface. The problem is reduced to a singular integral equation in which the contact pressure is the unknown function. The singular integral equation is evaluated numerically and the results for various dimensionless quantities are presented in graphical forms.

Keywords: Frictionless contact, Layered composite, Singularintegral equation, The theory of elasticity.

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Authors: Karandeep Singh, Baibing Li

Abstract:

Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.

Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.

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Authors: A. Meftah, D. Zarga, M. Yahiaoui

Abstract:

In this paper, we have used an analytical method to analyze the vibratory behavior of plates in materials with gradient of properties, simply supported, proposing a refined non polynomial theory. The number of unknown functions involved in this theory is only four, as compared to five in the case of other higher shear deformation theories. The transverse shearing effects are studied according to the thickness of the plate. The motion equations for the FGM plates are obtained by the Hamilton principle application, the solutions are obtained using the Navier method, and then the fundamental frequencies are found, solving an eigenvalue equation system, the results of this analysis are presented and compared to those available in the literature.

Keywords: FGM plates, Navier method, vibratory behavior.

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Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding

Abstract:

The problem of N cracks interaction in an isotropic elastic solid is decomposed into a subproblem of a homogeneous solid without crack and N subproblems with each having a single crack subjected to unknown tractions on the two crack faces. The unknown tractions, namely pseudo tractions on each crack are expanded into polynomials with unknown coefficients, which have to be determined by the consistency condition, i.e. by the equivalence of the original multiple cracks interaction problem and the superposition of the N+1 subproblems. In this paper, Kachanov-s approach of average tractions is extended into the method of moments to approximately impose the consistence condition. Hence Kachanov-s method can be viewed as the zero-order method of moments. Numerical results of the stress intensity factors are presented for interactions of two collinear cracks, three collinear cracks, two parallel cracks, and three parallel cracks. As the order of moment increases, the accuracy of the method of moments improves.

Keywords: Crack interaction, stress intensity factor, multiplecracks, method of moments.

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Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

Abstract:

Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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Authors: Magdy G. Asaad

Abstract:

The objective of this paper is to use the Pfaffian technique to construct different classes of exact Pfaffian solutions and N-soliton solutions to some of the generalized integrable nonlinear partial differential equations in (3+1) dimensions. In this paper, I will show that the Pfaffian solutions to the nonlinear PDEs are nothing but Pfaffian identities. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions.

Keywords: Bilinear operator, G-BKP equation, Integrable nonlinear PDEs, Jimbo-Miwa equation, Ma-Fan equation, N-soliton solutions, Pfaffian solutions.

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Authors: Ya-Fen Lee, Yun-Yao Chi

Abstract:

The study aims to explore the relationship between risk perception of rockfall and revisit intention using a Structural Equation Modeling (SEM) analysis. A total of 573 valid questionnaires are collected from travelers to Taroko National Park, Taiwan. The findings show the majority of travelers have the medium perception of rockfall risk, and are willing to revisit the Taroko National Park. The revisit intention to Taroko National Park is influenced by hazardous preferences, willingness-to-pay, obstruction and attraction. The risk perception has an indirect effect on revisit intention through influencing willingness-to-pay. The study results can be a reference for mitigation the rockfall disaster.

Keywords: Risk perception, rockfall, revisit intention, structural equation modeling.

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Authors: V. Ngamaramvaranggul, S. Thenissara

Abstract:

The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on singlemode exponential Phan-Thien/Tanner constitutive equation in a twodimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semi-implicit Taylor-Galerkin pressurecorrection finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results. The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on single-mode exponential Phan- Thien/Tanner constitutive equation in a two-dimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semiimplicit Taylor-Galerkin pressure-correction finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results.

Keywords: wire coating, free surface, tube-tooling, extrudate swell, surface tension, finite element method.

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Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

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In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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