Search results for: diffusion equations

Authors: Zanariah Abdul Majid, Mohamed Suleiman

Abstract:

The aim of this paper is to investigate the performance of the developed two point block method designed for two processors for solving directly non stiff large systems of higher order ordinary differential equations (ODEs). The method calculates the numerical solution at two points simultaneously and produces two new equally spaced solution values within a block and it is possible to assign the computational tasks at each time step to a single processor. The algorithm of the method was developed in C language and the parallel computation was done on a parallel shared memory environment. Numerical results are given to compare the efficiency of the developed method to the sequential timing. For large problems, the parallel implementation produced 1.95 speed-up and 98% efficiency for the two processors.

Keywords: Numerical methods, parallel method, block method, higher order ODEs.

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Authors: Rajeev, N. K. Raigar

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In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.

Keywords: Operational matrix of differentiation, Similarity transformation, Shifted second kind Chebyshev wavelets, Stefan problem.

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Authors: R.Goudarzizadeh, S.H.Mousavi Jahromi, N.Hedayat

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This paper analytically investigates the 3D flow pattern at the confluences of two rectangular channels having 900 angles using Navier-Stokes equations based on Reynolds Stress Turbulence Model (RSM). The equations are solved by the Finite- Volume Method (FVM) and the flow is analyzed in terms of steadystate (single-phased) conditions. The Shumate experimental findings were used to test the validity of data. Comparison of the simulation model with the experimental ones indicated a close proximity between the flow patterns of the two sets. Effects of the discharge ratio on separation zone dimensions created in the main-channel downstream of the confluence indicated an inverse relation, where a decrease in discharge ratio, will entail an increase in the length and width of the separation zone. The study also found the model as a powerful analytical tool in the feasibility study of hydraulic engineering projects.

Keywords: 900 confluence angle, flow separation zone, numerical modeling, turbulent flow.

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Authors: Zhipeng Feng, Huanhuan Qi, Pingchuan Shen, Fenggang Zang, Yixiong Zhang

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Numerical simulations of vortex-induced vibration of a three-dimensional flexible tube under uniform turbulent flow are calculated when Reynolds number is 1.35×10⁴. In order to achieve the vortex-induced vibration, the three-dimensional unsteady, viscous, incompressible Navier-Stokes equation and LES turbulence model are solved with the finite volume approach, the tube is discretized according to the finite element theory, and its dynamic equilibrium equations are solved by the Newmark method. The fluid-tube interaction is realized by utilizing the diffusion-based smooth dynamic mesh method. Considering the vortex-induced vibration system, the variety trends of lift coefficient, drag coefficient, displacement, vertex shedding frequency, phase difference angle of tube are analyzed under different frequency ratios. The nonlinear phenomena of locked-in, phase-switch are captured successfully. Meanwhile, the limit cycle and bifurcation of lift coefficient and displacement are analyzed by using trajectory, phase portrait, and Poincaré sections. The results reveal that: when drag coefficient reaches its minimum value, the transverse amplitude reaches its maximum, and the “lock-in” begins simultaneously. In the range of lock-in, amplitude decreases gradually with increasing of frequency ratio. When lift coefficient reaches its minimum value, the phase difference undergoes a suddenly change from the “out-of-phase” to the “in-phase” mode.

Keywords: Vortex induced vibration, limit cycle, CFD, FEM.

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Authors: Jiun-Wei Chen, Chih-Yang Wu, Ming-Feng Hou

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A numerical study on the heat transfer in the thermal barrier coatings and the substrates of a parallel-plate enclosure is carried out. Some of the thermal barrier coatings, such as ceramics, are semitransparent and are of interest for high-temperature applications where radiation effects are significant. The radiative transfer equations and the energy equations are solved by using the discrete ordinates method and the finite difference method. Illustrative results are presented for temperature distributions in the coatings and the opaque walls under various heating conditions. The results show that the temperature distribution is more uniform in the interior portion of each coating away from its boundary for the case with a larger average of varying refractive index and a positive gradient of refractive index enhances radiative transfer to the substrates.

Keywords: Radiative transfer, parallel-plate enclosure, coatings, varying refractive index

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

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This paper considers the effect of heat generation proportional l to (T - T∞ )p , where T is the local temperature and T∞ is the ambient temperature, in unsteady free convection flow near the stagnation point region of a three-dimensional body. The fluid is considered in an ambient fluid under the assumption of a step change in the surface temperature of the body. The non-linear coupled partial differential equations governing the free convection flow are solved numerically using an implicit finite-difference method for different values of the governing parameters entering these equations. The results for the flow and heat characteristics when p ≤ 2 show that the transition from the initial unsteady-state flow to the final steadystate flow takes place smoothly. The behavior of the flow is seen strongly depend on the exponent p.

Keywords: Free convection, Boundary layer flow, Stagnationpoint, Heat generation

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Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

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The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

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Authors: Alia Alghosoun, Ashraf Osman, Mohammed Seaid

Abstract:

A coupled two-layer finite volume/finite element method was proposed for solving dam-break flow problem over deformable beds. The governing equations consist of the well-balanced two-layer shallow water equations for the water flow and a linear elastic model for the bed deformations. Deformations in the topography can be caused by a brutal localized force or simply by a class of sliding displacements on the bathymetry. This deformation in the bed is a source of perturbations, on the water surface generating water waves which propagate with different amplitudes and frequencies. Coupling conditions at the interface are also investigated in the current study and two mesh procedure is proposed for the transfer of information through the interface. In the present work a new procedure is implemented at the soil-water interface using the finite element and two-layer finite volume meshes with a conservative distribution of the forces at their intersections. The finite element method employs quadratic elements in an unstructured triangular mesh and the finite volume method uses the Rusanove to reconstruct the numerical fluxes. The numerical coupled method is highly efficient, accurate, well balanced, and it can handle complex geometries as well as rapidly varying flows. Numerical results are presented for several test examples of dam-break flows over deformable beds. Mesh convergence study is performed for both methods, the overall model provides new insight into the problems at minimal computational cost.

Keywords: Dam-break flows, deformable beds, finite element method, finite volume method, linear elasticity, Shallow water equations.

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Authors: Shyh-Ming Chern

Abstract:

Cubic equations of state (EoS), popular due to their simple mathematical form, ease of use, semi-theoretical nature and reasonable accuracy, are normally fitted to vapor-liquid equilibrium P-v-T data. As a result, they often show poor accuracy in the region near and above the critical point. In this study, the performance of the renowned Peng-Robinson (PR) and Patel-Teja (PT) EoS’s around the critical area has been examined against the P-v-T data of water. Both of them display large deviations at critical point. For instance, PR-EoS exhibits discrepancies as high as 47% for the specific volume, 28% for the enthalpy departure and 43% for the entropy departure at critical point. It is shown that incorporating P-v-T data of the supercritical region into the retuning of a cubic EoS can improve its performance at and above the critical point dramatically. Adopting a retuned acentric factor of 0.5491 instead of its genuine value of 0.344 for water in PR-EoS and a new F of 0.8854 instead of its original value of 0.6898 for water in PT-EoS reduces the discrepancies to about one third or less.

Keywords: Equation of state, EoS, supercritical water, SCW.

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Authors: I. Kruashvili, I. Inashvili, K. Bziava, M. Lomishvili

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Seepage capillary anomalies in the active layer of soil, related to the soil water movement, often cause variation of soil hydrophysical properties and become one of the main objectives of the hydroecology. It is necessary to mention that all existing equations for computing the seepage flow particularly from soil channels, through dams, bulkheads, and foundations of hydraulic engineering structures are preferable based on the linear seepage law. Regarding the existing beliefs, anomalous seepage is based on postulates according to which the fluid in free volume is characterized by resistance against shear deformation and is presented in the form of initial gradient. According to the above-mentioned information, we have determined: Equation to calculate seepage coefficient when the velocity of transition flow is equal to seepage flow velocity; by means of power function, equations for the calculation of average and maximum velocities of seepage flow have been derived; taking into consideration the fluid continuity condition, average velocity for calculation of average velocity in capillary tube has been received.

Keywords: Seepage, soil, velocity, water.

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Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

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This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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Authors: R. Sudhesh Solomon, P. Y. K. L. Srinivas, Abhay Narayan, Amitava Das

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Users in social networks either unicast or broadcast their messages. At mention is the popular way of unicasting for Twitter whereas general tweeting could be considered as broadcasting method. Understanding the information flow and dynamics within a Social Network and modeling the same is a promising and an open research area called Information Diffusion. This paper seeks an answer to a fundamental question - understanding if the at-mention network or the unicasting pattern in social media is purely random in nature or is there any user specific selectional preference? To answer the question we present an empirical analysis to understand the sociological aspects of Twitter mentions network within a social network community. To understand the sociological behavior we analyze the values (Schwartz model: Achievement, Benevolence, Conformity, Hedonism, Power, Security, Self-Direction, Stimulation, Traditional and Universalism) of all the users. Empirical results suggest that values traits are indeed salient cue to understand how the mention-based communication network functions. For example, we notice that individuals possessing similar values unicast among themselves more often than with other value type people. We also observe that traditional and self-directed people do not maintain very close relationship in the network with the people of different values traits.

Keywords: Social network analysis, information diffusion, personality and values, Twitter Mentions Network.

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Authors: A. Pashayev, D. Askerov, R.Sadiqov, A. Samedov, C. Ardil

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In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and cvazistationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine 1st stage nozzle blade

Keywords: multiconnected systems, method of the boundary integrated equations, splines, neural networks.

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Authors: A. Pashayev, D. Askerov, C. Ardil, R. Sadiqov

Abstract:

In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasi-stationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.

Keywords: Multiconnected systems, method of the boundary integrated equations, splines, neural networks.

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

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Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.

Keywords: Dynamic analysis, high frequency, integration method, overshoot, weak instability.

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Authors: M.kayhani, M.Nourouzi, A. Amiri Delooei

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This study presents an exact general solution for steady-state conductive heat transfer in cylindrical composite laminates. Appropriate Fourier transformation has been obtained using Sturm-Liouville theorem. Series coefficients are achieved by solving a set of equations that related to thermal boundary conditions at inner and outer of the cylinder, also related to temperature continuity and heat flux continuity between each layer. The solution of this set of equations are obtained using Thomas algorithm. In this paper, the effect of fibers- angle on temperature distribution of composite laminate is investigated under general boundary conditions. Here, we show that the temperature distribution for any composite laminates is between temperature distribution for laminates with θ = 0° and θ = 90° .

Keywords: exact solution, composite laminate, heat conduction, cylinder, Fourier transformation.

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Authors: Morten Willatzen, Mikhail Vladimirovich Deryabin

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The governing two-dimensional equations of a heterogeneous material composed of a fluid (allowed to flow in the absence of acoustic excitations) and a crystalline piezoelectric cubic solid stacked one-dimensionally (along the z direction) are derived and special emphasis is given to the discussion of acoustic group velocity for the structure as a function of the wavenumber component perpendicular to the stacking direction (being the x axis). Variations in physical parameters with y are neglected assuming infinite material homogeneity along the y direction and the flow velocity is assumed to be directed along the x direction. In the first part of the paper, the governing set of differential equations are derived as well as the imposed boundary conditions. Solutions are provided using Hamilton-s equations for the wavenumber vs. frequency as a function of the number and thickness of solid layers and fluid layers in cases with and without flow (also the case of a position-dependent flow in the fluid layer is considered). In the first part of the paper, emphasis is given to the small-frequency case. Boundary conditions at the bottom and top parts of the full structure are left unspecified in the general solution but examples are provided for the case where these are subject to rigid-wall conditions (Neumann boundary conditions in the acoustic pressure). In the second part of the paper, emphasis is given to the general case of larger frequencies and wavenumber-frequency bandstructure formation. A wavenumber condition for an arbitrary set of consecutive solid and fluid layers, involving four propagating waves in each solid region, is obtained again using the monodromy matrix method. Case examples are finally discussed.

Keywords: Flow, acoustics, solid-fluid structures, periodicity.

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Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams

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A one-directional dynamic model of a Stewart Platform was developed to assist NASA in analyzing the dynamic response in spacecraft docking operations. A simplified mechanical drawing was created, capturing the physical structure's main features. A simplified schematic diagram was developed into a lumped mass model from the mechanical drawing. Three differential equations were derived according to the schematic diagram. A Simulink diagram was created using MATLAB to represent the three equations. System parameters, including spring constants and masses, are derived in detail from the physical system. The model can be used for further analysis via computer simulation in predicting dynamic response in its main docking direction, i.e., up-and-down motion.

Keywords: Stewart platform, docking operation, spacecraft, spring constant.

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Authors: Changhong Guo, Shaomei Fang, Yong He

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In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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Authors: Sh.Khalilarya, H.Oryani, S.Jafarmadar, H.Khatamnezhad, A.Nemati

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Understanding of how and where NOx formation occurs in industrial burner is very important for efficient and clean operation of utility burners. Also the importance of this problem is mainly due to its relation to the pollutants produced by more burners used widely of gas turbine in thermal power plants and glass and steel industry. In this article, a numerical model of an industrial burner operating in MILD combustion is validated with experimental data.. Then influence of air flow rate and air temperature on combustor temperature profiles and NOX product are investigated. In order to modification this study reports on the effects of fuel and air dilution (with inert gases H2O, CO2, N2), and also influence of lean-premixed of fuel, on the temperature profiles and NOX emission. Conservation equations of mass, momentum and energy, and transport equations of species concentrations, turbulence, combustion and radiation modeling in addition to NO modeling equations were solved together to present temperature and NO distribution inside the burner. The results shows that dilution, cause to a reduction in value of temperature and NOX emission, and suppresses any flame propagation inside the furnace and made the flame inside the furnace invisible. Dilution with H2O rather than N2 and CO2 decreases further the value of the NOX. Also with raise of lean-premix level, local temperature of burner and the value of NOX product are decreases because of premixing prevents local “hot spots" within the combustor volume that can lead to significant NOx formation. Also leanpremixing of fuel with air cause to amount of air in reaction zone is reach more than amount that supplied as is actually needed to burn the fuel and this act lead to limiting NOx formation

Keywords: Mild combustion, Flameless, Numerical simulation, Burner, CFD.

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Authors: S. Mehrab Amiri, Nasser Talebbeydokhti

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Modeling sediment transport processes by means of numerical approach often poses severe challenges. In this way, a number of techniques have been suggested to solve flow and sediment equations in decoupled, semi-coupled or fully coupled forms. Furthermore, in order to capture flow discontinuities, a number of techniques, like artificial viscosity and shock fitting, have been proposed for solving these equations which are mostly required careful calibration processes. In this research, a numerical scheme for solving shallow water and Exner equations in fully coupled form is presented. First-Order Centered scheme is applied for producing required numerical fluxes and the reconstruction process is carried out toward using Monotonic Upstream Scheme for Conservation Laws to achieve a high order scheme.  In order to satisfy C-property of the scheme in presence of bed topography, Surface Gradient Method is proposed. Combining the presented scheme with fourth order Runge-Kutta algorithm for time integration yields a competent numerical scheme. In addition, to handle non-prismatic channels problems, Cartesian Cut Cell Method is employed. A trained Multi-Layer Perceptron Artificial Neural Network which is of Feed Forward Back Propagation (FFBP) type estimates sediment flow discharge in the model rather than usual empirical formulas. Hydrodynamic part of the model is tested for showing its capability in simulation of flow discontinuities, transcritical flows, wetting/drying conditions and non-prismatic channel flows. In this end, dam-break flow onto a locally non-prismatic converging-diverging channel with initially dry bed conditions is modeled. The morphodynamic part of the model is verified simulating dam break on a dry movable bed and bed level variations in an alluvial junction. The results show that the model is capable in capturing the flow discontinuities, solving wetting/drying problems even in non-prismatic channels and presenting proper results for movable bed situations. It can also be deducted that applying Artificial Neural Network, instead of common empirical formulas for estimating sediment flow discharge, leads to more accurate results.

Keywords: Artificial neural network, morphodynamic model, sediment continuity equation, shallow water equations.

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Authors: İres İskender, Ahmet Karaarslan

Abstract:

In this study, the performance of a high-frequency arc welding machine including a two-switch inverter is analyzed. The control of the system is achieved using two different control techniques i- fuzzy logic control (FLC) ii- state space averaging based sliding control. Fuzzy logic control does not need accurate mathematical model of a plant and can be used in nonlinear applications. The second method needs the mathematical model of the system. In this method the state space equations of the system are derived for two different “on" and “off" states of the switches. The derived state equations are combined with the sliding control rule considering the duty-cycle of the converter. The performance of the system is analyzed by simulating the system using SIMULINK tool box of MATLAB. The simulation results show that fuzzy logic controller is more robust and less sensitive to parameter variations.

Keywords: Fuzzy logic, arc welding, sliding state space control, PWM, current control.

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Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

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Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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Authors: C. Juntarasaid, T. Pulngern, S. Chucheepsakul

Abstract:

A formulation of postbuckling analysis of end supported rods under self-weight has been presented by the variational method. The variational formulation involving the strain energy due to bending and the potential energy of the self-weight, are expressed in terms of the intrinsic coordinates. The variational formulation is accomplished by introducing the Lagrange multiplier technique to impose the boundary conditions. The finite element method is used to derive a system of nonlinear equations resulting from the stationary of the total potential energy and then Newton-Raphson iterative procedure is applied to solve this system of equations. The numerical results demonstrate the postbluckled configurations of end supported rods under self-weight. This finite element method based on variational formulation expressed in term of intrinsic coordinate is highly recommended for postbuckling analysis of end-supported rods under self-weight.

Keywords: Variational method, postbuckling, finite element method, intrinsic coordinate.

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Authors: K. V. Geetha, N. R. Mangalambal

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Aim. We have introduced the notion of order to multinormed spaces and countable union spaces and their duals. The topology of bounded convergence is assigned to the dual spaces. The aim of this paper is to develop the theory of ordered topological linear spaces La,b, L(w, z), the dual spaces of ordered multinormed spaces La,b, ordered countable union spaces L(w, z), with the topology of bounded convergence assigned to the dual spaces. We apply Laplace transformation to the ordered linear space of Laplace transformable generalized functions. We ultimately aim at finding solutions to nonhomogeneous nth order linear differential equations with constant coefficients in terms of generalized functions and comparing different solutions evolved out of different initial conditions. Method. The above aim is achieved by • Defining the spaces La,b, L(w, z). • Assigning an order relation on these spaces by identifying a positive cone on them and studying the properties of the cone. • Defining an order relation on the dual spaces La,b, L(w, z) of La,b, L(w, z) and assigning a topology to these dual spaces which makes the order dual and the topological dual the same. • Defining the adjoint of a continuous map on these spaces and studying its behaviour when the topology of bounded convergence is assigned to the dual spaces. • Applying the two-sided Laplace Transformation on the ordered linear space of generalized functions W and studying some properties of the transformation which are used in solving differential equations. Result. The above techniques are applied to solve non-homogeneous n-th order linear differential equations with constant coefficients in terms of generalized functions and to compare different solutions of the differential equation.

Keywords: Laplace transformable generalized function, positive cone, topology of bounded convergence

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Authors: Md. Fazlul Karim, Mohammed Ashaque Meah, Ahmad Izani M. Ismail

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In this paper, a two-dimensional mathematical model is developed for estimating the extent of inland inundation due to Indonesian tsunami of 2004 along the coastal belts of Peninsular Malaysia and Thailand. The model consists of the shallow water equations together with open and coastal boundary conditions. In order to route the water wave towards the land, the coastal boundary is treated as a time dependent moving boundary. For computation of tsunami inundation, the initial tsunami wave is generated in the deep ocean with the strength of the Indonesian tsunami of 2004. Several numerical experiments are carried out by changing the slope of the beach to examine the extent of inundation with slope. The simulated inundation is found to decrease with the increase of the slope of the orography. Correlation between inundation / recession and run-up are found to be directly proportional to each other.

Keywords: Inland Inundation, Shallow Water Equations, Tsunami, Moving Coastal Boundary.

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Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

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Authors: R. M. Barron, B. Zogheib

Abstract:

A new numerical method for solving the twodimensional, steady, incompressible, viscous flow equations on a Curvilinear staggered grid is presented in this paper. The proposed methodology is finite difference based, but essentially takes advantage of the best features of two well-established numerical formulations, the finite difference and finite volume methods. Some weaknesses of the finite difference approach are removed by exploiting the strengths of the finite volume method. In particular, the issue of velocity-pressure coupling is dealt with in the proposed finite difference formulation by developing a pressure correction equation in a manner similar to the SIMPLE approach commonly used in finite volume formulations. However, since this is purely a finite difference formulation, numerical approximation of fluxes is not required. Results obtained from the present method are based on the first-order upwind scheme for the convective terms, but the methodology can easily be modified to accommodate higher order differencing schemes.

Keywords: Curvilinear, finite difference, finite volume, SIMPLE.

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Authors: Yohannes Yirga, Daniel Tesfay

Abstract:

The convective heat and mass transfer in nanofluid flow through a porous media due to a permeable stretching sheet with magnetic field, viscous dissipation, chemical reaction and Soret effects are numerically investigated. Two types of nanofluids, namely Cu-water and Ag-water were studied. The governing boundary layer equations are formulated and reduced to a set of ordinary differential equations using similarity transformations and then solved numerically using the Keller box method. Numerical results are obtained for the skin friction coefficient, Nusselt number and Sherwood number as well as for the velocity, temperature and concentration profiles for selected values of the governing parameters. Excellent validation of the present numerical results has been achieved with the earlier linearly stretching sheet problems in the literature.

Keywords: Heat and mass transfer, magnetohydrodynamics, nanofluid.

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