Search results for: system of Diophantine equations and calculus.
8922 Control of Pendulum on a Cart with State Dependent Riccati Equations
Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha
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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)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30868921 An Adaptive Least-squares Mixed Finite Element Method for Pseudo-parabolic Integro-differential Equations
Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13188920 Baseline Performance of Notebook Computer under Various Environmental and Usage Conditions for Prognostics
Authors: Sachin Kumar, Michael Pecht
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A study was conducted to formally characterize notebook computer performance under various environmental and usage conditions. Software was developed to collect data from the operating system of the computer. An experiment was conducted to evaluate the performance parameters- variations, trends, and correlations, as well as the extreme value they can attain in various usage and environmental conditions. An automated software script was written to simulate user activity. The variability of each performance parameter was addressed by establishing the empirical relationship between performance parameters. These equations were presented as baseline estimates for performance parameters, which can be used to detect system deviations from normal operation and for prognostic assessment. The effect of environmental factors, including different power sources, ambient temperatures, humidity, and usage, on performance parameters of notebooks was studied.Keywords: Health monitoring, Electronic prognostics, Reliability, Usage monitoring, Notebook computer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22828919 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
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19248918 Effect of Thermal Radiation on Temperature Variation in 2-D Stagnation-Point flow
Authors: Vai Kuong Sin
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15348917 Photovoltaic Array Sizing for PV-Electrolyzer
Authors: Panhathai Buasri
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Hydrogen that used as fuel in fuel cell vehicles can be produced from renewable sources such as wind, solar, and hydro technologies. PV-electrolyzer is one of the promising methods to produce hydrogen with zero pollution emission. Hydrogen production from a PV-electrolyzer system depends on the efficiency of the electrolyzer and photovoltaic array, and sun irradiance at that site. In this study, the amount of hydrogen is obtained using mathematical equations for difference driving distance and sun peak hours. The results show that the minimum of 99 PV modules are used to generate 1.75 kgH2 per day for two vehicles.Keywords: About four key words or phrases in alphabetical order, separated by commas.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17538916 Some Solitary Wave Solutions of Generalized Pochhammer-Chree Equation via Exp-function Method
Authors: Kourosh Parand, Jamal Amani Rad
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15908915 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
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26948914 Evaluating the Feasibility of Magnetic Induction to Cross an Air-Water Boundary
Authors: Mark Watson, J.-F. Bousquet, Adam Forget
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A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5688913 A Transform-Free HOC Scheme for Incompressible Viscous Flow past a Rotationally Oscillating Circular Cylinder
Authors: Rajendra K. Ray, H. V. R. Mittal
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16298912 Capture Zone of a Well Field in an Aquifer Bounded by Two Parallel Streams
Authors: S. Nagheli, N. Samani, D. A. Barry
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8708911 On Stability of Stiffened Cylindrical Shells with Varying Material Properties
Authors: M. Karami Khorramabadi, P. Khazaeinejad
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18558910 Method of Finding Aerodynamic Characteristic Equations of Missile for Trajectory Simulation
Authors: Attapon Charoenpon, Ekkarach Pankeaw
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36678909 Applications of High-Order Compact Finite Difference Scheme to Nonlinear Goursat Problems
Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19028908 Data Centers’ Temperature Profile Simulation Optimized by Finite Elements and Discretization Methods
Authors: José Alberto García Fernández, Zhimin Du, Xinqiao Jin
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5168907 Longitudinal Vibration of a Micro-Beam in a Micro-Scale Fluid Media
Authors: M. Ghanbari, S. Hossainpour, G. Rezazadeh
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6548906 A Computer Model of Quantum Field Theory
Authors: Hans H. Diel
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18158905 Investigation of Flame and Soot Propagation in Non-Air Conditioned Railway Locomotives
Authors: Abhishek Agarwal, Manoj Sarda, Juhi Kaushik, Vatsal Sanjay, Arup Kumar Das
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Propagation of fire through a non-air conditioned railway compartment is studied by virtue of numerical simulations. Simultaneous computational fire dynamics equations, such as Navier-Stokes, lumped species continuity, overall mass and energy conservation, and heat transfer are solved using finite volume based (for radiation) and finite difference based (for all other equations) solver, Fire Dynamics Simulator (FDS). A single coupe with an eight berth occupancy is used to establish the numerical model, followed by the selection of a three coupe system as the fundamental unit of the locomotive compartment. Heat Release Rate Per Unit Area (HRRPUA) of the initial fire is varied to consider a wide range of compartmental fires. Parameters, such as air inlet velocity relative to the locomotive at the windows, the level of interaction with the ambiance and closure of middle berth are studied through a wide range of numerical simulations. Almost all the loss of lives and properties due to fire breakout can be attributed to the direct or indirect exposure to flames or to the inhalation of toxic gases and resultant suffocation due to smoke and soot. Therefore, the temporal stature of fire and smoke are reported for each of the considered cases which can be used in the present or extended form to develop guidelines to be followed in case of a fire breakout.Keywords: Fire dynamics, flame propagation, locomotive fire, soot flow pattern.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11388904 Harmonics Elimination in Multilevel Inverter Using Linear Fuzzy Regression
Authors: A. K. Al-Othman, H. A. Al-Mekhaizim
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17978903 CFD Simulation of SO2 Removal from Gas Mixtures using Ceramic Membranes
Authors: Azam Marjani, Saeed Shirazian
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22808902 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
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3888901 On Climbing Winding Stairs for a Robotic Wheelchair
Authors: Chun-Ta Chen, Te-Tan Liao, Hoang-Vuong Pham
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In this paper motion analysis on a winding stair-climbing is investigated using our proposed rotational arm type of robotic wheelchair. For now, the robotic wheelchair is operated in an open mode to climb winding stairs by a dynamic turning, therefore, the dynamics model is required to ensure a passenger-s safety. Equations of motion based on the skid-steering analysis are developed for the trajectory planning and motion analysis on climbing winding stairs. Since the robotic wheelchair must climb a winding staircase stably, the winding trajectory becomes a constraint equation to be followed, and the Baumgarte-s method is used to solve for the constrained dynamics equations. Experimental results validate the behavior of the prototype as it climbs a winding stair.Keywords: Climb, robotic wheelchair, skid-steering, windingstair .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22628900 Effectiveness Evaluation of a Machine Design Process Based on the Computation of the Specific Output
Authors: Barenten Suciu
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In this paper, effectiveness of a machine design process is evaluated on the basis of the specific output calculus. Concretely, a screw-worm gear mechanical transmission is designed by using the classical and the 3D-CAD methods. Strength analysis and drawing of the designed parts is substantially aided by employing the SolidWorks software. Quality of the design process is assessed by manufacturing (printing) the parts, and by computing the efficiency, specific load, as well as the specific output (work) of the mechanical transmission. Influence of the stroke, travelling velocity and load on the mechanical output, is emphasized. Optimal design of the mechanical transmission becomes possible by the appropriate usage of the acquired results.
Keywords: Mechanical transmission, design, screw, worm-gear, efficiency, specific output, 3D-printing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9368899 Stabilization and Control of a UAV Flight Attitude Angles using the Backstepping Method
Authors: Mihai Lungu
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The paper presents the design of a mini-UAV attitude controller using the backstepping method. Starting from the nonlinear dynamic equations of the mini-UAV, by using the backstepping method, the author of this paper obtained the expressions of the elevator, rudder and aileron deflections, which stabilize the UAV, at each moment, to the desired values of the attitude angles. The attitude controller controls the attitude angles, the angular rates, the angular accelerations and other variables that describe the UAV longitudinal and lateral motions. To design the nonlinear controller, by using the backstepping technique, the nonlinear equations and the Lyapunov analysis have been directly used. The designed controller has been implemented in Matlab/Simulink environment and its effectiveness has been tested with a campaign of numerical simulations using data from the UAV flight tests. The obtained results are very good and they are better than the ones found in previous works.Keywords: Attitude angles, Backstepping, Controller, UAV.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24078898 Lagrangian Method for Solving Unsteady Gas Equation
Authors: Amir Taghavi, kourosh Parand, Hosein Fani
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In this paper we propose, a Lagrangian method to solve unsteady gas equation which is a nonlinear ordinary differential equation on semi-infnite interval. This approach is based on Modified generalized Laguerre functions. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also compare this work with some other numerical results. The findings show that the present solution is highly accurate.
Keywords: Unsteady gas equation, Generalized Laguerre functions, Lagrangian method, Nonlinear ODE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15228897 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5068896 Slip Effect Study of 4:1 Contraction Flow for Oldroyd-B Model
Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul
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The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.
Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19398895 Analytical Solution of Stress Distribution ona Hollow Cylindrical Fiber of a Composite with Cylindrical Volume Element under Axial Loading
Authors: M. H. Kargarnovin, K. Momeni
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The study of the stress distribution on a hollow cylindrical fiber placed in a composite material is considered in this work and an analytical solution for this stress distribution has been constructed. Finally some parameters such as fiber-s thickness and fiber-s length are considered and their effects on the distribution of stress have been investigated. For finding the governing relations, continuity equations for the axisymmetric problem in cylindrical coordinate (r,o,z) are considered. Then by assuming some conditions and solving the governing equations and applying the boundary conditions, an equation relates the stress applied to the representative volume element with the stress distribution on the fiber has been found.Keywords: Axial Loading, Composite, Hollow CylindricalFiber, Stress Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16118894 Exact Pfaffian and N-Soliton Solutions to a (3+1)-Dimensional Generalized Integrable Nonlinear Partial Differential Equations
Authors: Magdy G. Asaad
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20948893 Stature Prediction Model Based On Hand Anthropometry
Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar
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The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.
Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.
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