Search results for: stochastic differential equation
1831 Explicit Solutions and Stability of Linear Differential Equations with multiple Delays
Authors: Felix Che Shu
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We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.
Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14541830 Unique Positive Solution of Nonlinear Fractional Differential Equation Boundary Value Problem
Authors: Fengxia Zheng
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By using two new fixed point theorems for mixed monotone operators, the positive solution of nonlinear fractional differential equation boundary value problem is studied. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it.
Keywords: Fractional differential equation, boundary value problem, positive solution, existence and uniqueness, fixed point theorem, mixed monotone operator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15631829 Exp-Function Method for Finding Some Exact Solutions of Rosenau Kawahara and Rosenau Korteweg-de Vries Equations
Authors: Ehsan Mahdavi
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In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.
Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20191828 Solution of Nonlinear Second-Order Pantograph Equations via Differential Transformation Method
Authors: Nemat Abazari, Reza Abazari
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In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.
Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25211827 Positive Solutions for Three-Point Boundary Value Problems of Third-Order Nonlinear Singular Differential Equations in Banach Space
Authors: Li Xiguang
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In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for singular differential equation in Banach space, which improved and generalize the result of related paper.
Keywords: Banach space, cone, fixed point index, singular differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14321826 A Sum Operator Method for Unique Positive Solution to a Class of Boundary Value Problem of Nonlinear Fractional Differential Equation
Authors: Fengxia Zheng, Chuanyun Gu
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By using a fixed point theorem of a sum operator, the existence and uniqueness of positive solution for a class of boundary value problem of nonlinear fractional differential equation is studied. An iterative scheme is constructed to approximate it. Finally, an example is given to illustrate the main result.Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14571825 Numerical Solution of Riccati Differential Equations by Using Hybrid Functions and Tau Method
Authors: Changqing Yang, Jianhua Hou, Beibo Qin
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A numerical method for Riccati equation is presented in this work. The method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The operational matrices of derivative and product of hybrid functions are presented. These matrices together with the tau method are then utilized to transform the differential equation into a system of algebraic equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.
Keywords: Hybrid functions, Riccati differential equation, Blockpulse, Chebyshev polynomials, Tau method, operational matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25531824 Existence of Solutions for a Nonlinear Fractional Differential Equation with Integral Boundary Condition
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This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form: Dαt x(t) = f(t, x(t),Dβ t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle.
Keywords: Fractional differential equation, Integral boundary condition, Schauder fixed point theorem, Banach contraction principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16191823 The Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation Boundary Value Problem
Authors: Chuanyun Gu, Shouming Zhong
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In this paper, the existence and uniqueness of positive solutions for nonlinear fractional differential equation boundary value problem is concerned by a fixed point theorem of a sum operator. Our results can not only guarantee the existence and uniqueness of positive solution, but also be applied to construct an iterative scheme for approximating it. Finally, the example is given to illustrate the main result.
Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14581822 Evolutionary Computation Technique for Solving Riccati Differential Equation of Arbitrary Order
Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi
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In this article an evolutionary technique has been used for the solution of nonlinear Riccati differential equations of fractional order. In this method, genetic algorithm is used as a tool for the competent global search method hybridized with active-set algorithm for efficient local search. The proposed method has been successfully applied to solve the different forms of Riccati differential equations. The strength of proposed method has in its equal applicability for the integer order case, as well as, fractional order case. Comparison of the method has been made with standard numerical techniques as well as the analytic solutions. It is found that the designed method can provide the solution to the equation with better accuracy than its counterpart deterministic approaches. Another advantage of the given approach is to provide results on entire finite continuous domain unlike other numerical methods which provide solutions only on discrete grid of points.Keywords: Riccati Equation, Non linear ODE, Fractional differential equation, Genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19141821 Solution of Density Dependent Nonlinear Reaction-Diffusion Equation Using Differential Quadrature Method
Authors: Gülnihal Meral
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In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22431820 Positive Solutions for Boundary Value Problems of Fourth-Order Nonlinear Singular Differential Equations in Banach Space
Authors: Li Xiguang
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In this paper, by constructing a special non-empty closed convex set and utilizing M¨onch fixed point theory, we investigate the existence of solution for a class of fourth-order singular differential equation in Banach space, which improved and generalized the result of related paper.
Keywords: Banach space, cone, fixed point index, singular differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16511819 Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation with Integral Boundary Conditions
Authors: Chuanyun Gu
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10821818 A Parametric Study on Lateral Torsional Buckling of European IPN and IPE Cantilevers
Authors: H. Ozbasaran
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IPN and IPE sections, which are commonly used European I shapes, are widely used in steel structures as cantilever beams to support overhangs. A considerable number of studies exist on calculating lateral torsional buckling load of I sections. However, most of them provide series solutions or complex closed-form equations. In this paper, a simple equation is presented to calculate lateral torsional buckling load of IPN and IPE section cantilever beams. First, differential equation of lateral torsional buckling is solved numerically for various loading cases. Then a parametric study is conducted on results to present an equation for lateral torsional buckling load of European IPN and IPE beams. Finally, results obtained by presented equation are compared to differential equation solutions and finite element model results. ABAQUS software is utilized to generate finite element models of beams. It is seen that the results obtained from presented equation coincide with differential equation solutions and ABAQUS software results. It can be suggested that presented formula can be safely used to calculate critical lateral torsional buckling load of European IPN and IPE section cantilevers.
Keywords: Cantilever, IPN, IPE, lateral torsional buckling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42841817 Modeling and Numerical Simulation of Sound Radiation by the Boundary Element Method
Authors: Costa, E.S., Borges, E.N.M., Afonso, M.M.
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The modeling of sound radiation is of fundamental importance for understanding the propagation of acoustic waves and, consequently, develop mechanisms for reducing acoustic noise. The propagation of acoustic waves, are involved in various phenomena such as radiation, absorption, transmission and reflection. The radiation is studied through the linear equation of the acoustic wave that is obtained through the equation for the Conservation of Momentum, equation of State and Continuity. From these equations, is the Helmholtz differential equation that describes the problem of acoustic radiation. In this paper we obtained the solution of the Helmholtz differential equation for an infinite cylinder in a pulsating through free and homogeneous. The analytical solution is implemented and the results are compared with the literature. A numerical formulation for this problem is obtained using the Boundary Element Method (BEM). This method has great power for solving certain acoustical problems in open field, compared to differential methods. BEM reduces the size of the problem, thereby simplifying the input data to be worked and reducing the computational time used.
Keywords: Acoustic radiation, boundary element
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14351816 An Expectation of the Rate of Inflation According to Inflation-Unemployment Interaction in Croatia
Authors: Zdravka Aljinović, Snježana Pivac, Boško Šego
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According to the interaction of inflation and unemployment, expectation of the rate of inflation in Croatia is estimated. The interaction between inflation and unemployment is shown by model based on three first-order differential i.e. difference equations: Phillips relation, adaptive expectations equation and monetary-policy equation. The resulting equation is second order differential i.e. difference equation which describes the time path of inflation. The data of the rate of inflation and the rate of unemployment are used for parameters estimation. On the basis of the estimated time paths, the stability and convergence analysis is done for the rate of inflation.Keywords: Differencing, inflation, time path, unemployment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15831815 Proposal of Design Method in the Semi-Acausal System Model
Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty
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This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.
Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22061814 Constructing Distinct Kinds of Solutions for the Time-Dependent Coefficients Coupled Klein-Gordon-Schrödinger Equation
Authors: Anupma Bansal
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We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.
Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 45001813 The Global Stability Using Lyapunov Function
Authors: R. Kongnuy, E. Naowanich, T. Kruehong
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An important technique in stability theory for differential equations is known as the direct method of Lyapunov. In this work we deal global stability properties of Leptospirosis transmission model by age group in Thailand. First we consider the data from Division of Epidemiology Ministry of Public Health, Thailand between 1997-2011. Then we construct the mathematical model for leptospirosis transmission by eight age groups. The Lyapunov functions are used for our model which takes the forms of an Ordinary Differential Equation system. The globally asymptotically for equilibrium states are analyzed.Keywords: Age Group, Leptospirosis, Lyapunov Function, Ordinary Differential Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21091812 Laplace Technique to Find General Solution of Differential Equations without Initial Conditions
Authors: Adil Al-Rammahi
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Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.
Keywords: Differential Equations, Laplace Transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31531811 Solving SPDEs by a Least Squares Method
Authors: Hassan Manouzi
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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.
Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17711810 Numerical Algorithms for Solving a Type of Nonlinear Integro-Differential Equations
Authors: Shishen Xie
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In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations
Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20951809 Free Vibration of Axially Functionally Graded Simply Supported Beams Using Differential Transformation Method
Authors: A. Selmi
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Free vibration analysis of homogenous and axially functionally graded simply supported beams within the context of Euler-Bernoulli beam theory is presented in this paper. The material properties of the beams are assumed to obey the linear law distribution. The effective elastic modulus of the composite was predicted by using the rule of mixture. Here, the complexities which appear in solving differential equation of transverse vibration of composite beams which limit the analytical solution to some special cases are overcome using a relatively new approach called the Differential Transformation Method. This technique is applied for solving differential equation of transverse vibration of axially functionally graded beams. Natural frequencies and corresponding normalized mode shapes are calculated for different Young’s modulus ratios. MATLAB code is designed to solve the transformed differential equation of the beam. Comparison of the present results with the exact solutions proves the effectiveness, the accuracy, the simplicity, and computational stability of the differential transformation method. The effect of the Young’s modulus ratio on the normalized natural frequencies and mode shapes is found to be very important.
Keywords: Differential transformation method, functionally graded material, mode shape, natural frequency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7491808 New PTH Moment Stable Criteria of Stochastic Neural Networks
Authors: Zixin Liu, Huawei Yang, Fangwei Chen
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In this paper, the issue of pth moment stability of a class of stochastic neural networks with mixed delays is investigated. By establishing two integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential stability are obtained. Compared with some previous publications, our results generalize some earlier works reported in the literature, and remove some strict constraints of time delays and kernel functions. Two numerical examples are presented to illustrate the validity of the main results.
Keywords: Neural networks, stochastic, PTH moment stable, time varying delays, distributed delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14401807 A Study on Stochastic Integral Associated with Catastrophes
Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan
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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).
Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7701806 Analytical Solution for the Zakharov-Kuznetsov Equations by Differential Transform Method
Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin
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This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.
Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18971805 The Dividend Payments for General Claim Size Distributions under Interest Rate
Authors: Li-Li Li, Jinghai Feng, Lixin Song
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This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17701804 On the Determination of a Time-like Dual Curve in Dual Lorentzian Space
Authors: Emin Özyılmaz
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In this work, position vector of a time-like dual curve according to standard frame of D31 is investigated. First, it is proven that position vector of a time-like dual curve satisfies a dual vector differential equation of fourth order. The general solution of this dual vector differential equation has not yet been found. Due to this, in terms of special solutions, position vectors of some special time-like dual curves with respect to standard frame of D31 are presented.Keywords: Classical Differential Geometry, Dual Numbers, DualFrenet Equations, Time-like Dual Curve, Position Vector, DualLorentzian Space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14451803 Transient Population Dynamics of Phase Singularities in 2D Beeler-Reuter Model
Authors: Hidetoshi Konno, Akio Suzuki
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The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.
Keywords: Transient population dynamics, Phase singularity, Birth-death process, Non-stationary Master equation, nonlinear Langevin equation, generalized Logistic equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15611802 Existence of Solution for Boundary Value Problems of Differential Equations with Delay
Authors: Xiguang Li
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In this paper , by using fixed point theorem , upper and lower solution-s method and monotone iterative technique , we prove the existence of maximum and minimum solutions of differential equations with delay , which improved and generalize the result of related paper.
Keywords: Banach space, boundary value problem, differential equation, delay.
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