Search results for: fractional Black-Scholes equations

Authors: P. R. Prabhu, S. M. Kulkarni, S. S. Sharma

Abstract:

Deep cold rolling (DCR) and low plasticity burnishing (LPB) process are cold working processes, which easily produce a smooth and work-hardened surface by plastic deformation of surface irregularities. The present study focuses on the surface roughness and surface hardness aspects of AISI 4140 work material, using fractional factorial design of experiments. The assessment of the surface integrity aspects on work material was done, in order to identify the predominant factors amongst the selected parameters. They were then categorized in order of significance followed by setting the levels of the factors for minimizing surface roughness and/or maximizing surface hardness. In the present work, the influence of main process parameters (force, feed rate, number of tool passes/overruns, initial roughness of the work piece, ball material, ball diameter and lubricant used) on the surface roughness and the hardness of AISI 4140 steel were studied for both LPB and DCR process and the results are compared. It was observed that by using LPB process surface hardness has been improved by 167% and in DCR process surface hardness has been improved by 442%. It was also found that the force, ball diameter, number of tool passes and initial roughness of the workpiece are the most pronounced parameters, which has a significant effect on the work piece-s surface during deep cold rolling and low plasticity burnishing process.

Keywords: Deep cold rolling, burnishing, surface roughness, surface hardness, design of experiments, AISI4140 steel.

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Authors: S. Shahrooi, I. H. Metselaar, Z. Huda

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When considering the development of constitutive equations describing the behavior of materials under cyclic plastic strains, different kinds of formulations can be adopted. The primary intention of this study is to develop computer programming of plasticity models to accurately predict the life of engineering components. For this purpose, the energy or cyclic strain is computed in multi-surface plasticity models in non-proportional loading and to present their procedures and codes results.

Keywords: Strain energy, cyclic plasticity model, multi-surface model, codes result.

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Authors: Yiqin Lin, Liang Bao, Qinghua Wu, Liping Zhou

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In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.

Keywords: Projected Sylvester equation, Schur factorization, Spectral projection, Direct method.

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Authors: Anil Kumar, S. Deswal

Abstract:

The mathematical equation for Separation of the binary aqueous solution is developed by using the Spiegler- Kedem theory. The characteristics of a B-9 hollow fibre module of Du Pont are determined by using these equations and their results are compared with the experimental results of Ohya et al. The agreement between these results is found to be excellent.

Keywords: Binary aqueous solution, modeling, reverse osmosis module, Spiegler-Kedem theory.

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Authors: Alibek Issakhov

Abstract:

In this paper presents the mathematical model of hydrothermal processes in thermal power plant with different wind direction scenarios in the water reservoir, which is solved by the Navier - Stokes and temperature equations for an incompressible fluid in a stratified medium. Numerical algorithm based on the method of splitting by physical parameters. Three dimensional Poisson equation is solved with Fourier method by combination of tridiagonal matrix method (Thomas algorithm).

Keywords: thermal power plant, hydrothermal process, large eddy simulation, water reservoir

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Authors: Habibis Saleh, Ishak Hashim

Abstract:

Conjugate natural convection in a differentially heated square enclosure containing a polygon shaped object is studied numerically in this article. The effect of various polygon types on the fluid flow and thermal performance of the enclosure is addressed for different thermal conductivities. The governing equations are modeled and solved numerically using the built-in finite element method of COMSOL software. It is found that the heat transfer rate remains stable by varying the polygon types.

Keywords: Natural convection, Polygon object, COMSOL

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Authors: Nirmala P. Ratchagar, S. Senthamilselvi

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The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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Authors: Shiping Zhou, Minggen Cui

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This paper investigates the inverse problem of determining the unknown time-dependent leading coefficient in the parabolic equation using the usual conditions of the direct problem and an additional condition. An algorithm is developed for solving numerically the inverse problem using the technique of space decomposition in a reproducing kernel space. The leading coefficients can be solved by a lower triangular linear system. Numerical experiments are presented to show the efficiency of the proposed methods.

Keywords: parabolic equations, coefficient inverse problem, reproducing kernel.

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Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

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This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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Authors: Aziza Altaibayeva, Ertan Gudekli, Ratbay Myrzakulov

Abstract:

In this letter, we explore exact solutions for the Horava-Lifshitz gravity. We use of an extension of this theory with first order dynamical lapse function. The equations of motion have been derived in a fully consistent scenario. We assume that there are some spherically symmetric families of exact solutions of this extended theory of gravity. We obtain exact solutions and investigate the singularity structures of these solutions. Specially, an exact solution with the regular horizon is found.

Keywords: Quantum gravity, Horava-Lifshitz gravity, black hole, spherically symmetric space times.

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Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan

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In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.

Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.

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Authors: Shengfeng Li, Rujing Wang

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In this paper, we present two new one-step iterative methods based on Thiele-s continued fraction for solving nonlinear equations. By applying the truncated Thiele-s continued fraction twice, the iterative methods are obtained respectively. Analysis of convergence shows that the new methods are fourth-order convergent. Numerical tests verifying the theory are given and based on the methods, two new one-step iterations are developed.

Keywords: Iterative method, Fixed-point iteration, Thiele's continued fraction, Order of convergence.

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Authors: A. M. Tahsini, S. A. Hosseini

Abstract:

In the present study, the surface temperature history of the adaptor part in a two-stage supersonic launch vehicle is accurately predicted. The full Navier-Stokes equations are used to estimate the aerodynamic heat flux and the one-dimensional heat conduction in solid phase is used to compute the temperature history. The instantaneous surface temperature is used to improve the applied heat flux, to improve the accuracy of the results.

Keywords: Aerodynamic heating, Heat conduction, Numerical simulation, Supersonic flight, Launch vehicle.

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Authors: Marcelo Hayashi, João Lima, Bruno Chieregatti, Ernani Volpe

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The adjoint method has been used as a successful tool to obtain sensitivity gradients in aerodynamic design and optimisation for many years. This work presents an alternative approach to the continuous adjoint formulation that enables one to compute gradients of a given measure of merit with respect to control parameters other than those pertaining to geometry. The procedure is then applied to the steady 2–D compressible Euler and incompressible Navier–Stokes flow equations. Finally, the results are compared with sensitivities obtained by finite differences and theoretical values for validation.

Keywords: Adjoint method, optimisation, non–geometric sensitivities, boundary conditions.

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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.

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Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli

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The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.

Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups.

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Authors: Hsuan-Ku Liu, Ming Long Liu

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In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: Rohit Suryawanshi

Abstract:

In this study, the commercial Computational Fluid Dynamics (CFD), ANSYS-Fluent, has been used to optimize the marine propeller with the design of experiment (DOE) method. At the initial stage, different propeller parameters ware selected for the three different levels. The four characteristics factors are: no. of the blade, camber value, pitch delta & chord at the hub. Then, CAD modelling is performed by considering the selected factor and level. In this investigation, a total of 9 test models are simulated with the Reynolds-Averaged Navier-Stokes (RANS) equations. The standard, realizable

Keywords: Marine propeller, Computational Fluid Dynamics, optimization, DOE, propeller thrust.

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Authors: Kwa-Sur Tam

Abstract:

This paper reviews various approaches that have been used for the modeling and simulation of large-scale engineering systems and determines their appropriateness in the development of a RICS modeling and simulation tool. Bond graphs, linear graphs, block diagrams, differential and difference equations, modeling languages, cellular automata and agents are reviewed. This tool should be based on linear graph representation and supports symbolic programming, functional programming, the development of noncausal models and the incorporation of decentralized approaches.

Keywords: Interdisciplinary, dynamic, functional programming, object-oriented.

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Authors: Mujde Turkkan, Nurkan Yagiz

Abstract:

The vibrations, caused by the irregularities of the road surface, are to be suppressed via suspension systems. In this paper, sliding mode control for a half bus model with air suspension system is presented. The bus is modelled as five degrees of freedom (DoF) system. The mathematical model of the half bus is developed using Lagrange Equations. For time domain analysis, the bus model is assumed to travel at certain speed over the bump road. The numerical results of the analysis indicate that the sliding mode controllers can be effectively used to suppress the vibrations and to improve the ride comfort of the busses.

Keywords: Sliding mode control, bus model, air suspension.

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Authors: Arti Vaish, Harish Parthasarathy

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This paper deals with the formulation of Maxwell-s equations in a cavity resonator in the presence of the gravitational field produced by a blackhole. The metric of space-time due to the blackhole is the Schwarzchild metric. Conventionally, this is expressed in spherical polar coordinates. In order to adapt this metric to our problem, we have considered this metric in a small region close to the blackhole and expressed this metric in a cartesian system locally.

Keywords: Method of moments, General theory of relativity, Electromagnetism, Metric tensor, schwarzchild metric, Wave Equation.

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Authors: Noor Fadiya Mohd Noor

Abstract:

The hydromagnetic flow of a Maxwell fluid past a vertical stretching sheet with thermophoresis is considered. The impact of chemical reaction species to the flow is analyzed for the first time by using the homotopy analysis method (HAM). The h-curves for the flow boundary layer equations are presented graphically. Several values of wall skin friction, heat and mass transfer are obtained and discussed.

Keywords: homotopy, MHD, thermophoresis, chemical reaction, Maxwell

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying Runge- Kutta method.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, order, local error, global error.

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Authors: Amer Ibrahim Falah Al-Omari

Abstract:

In this paper, we suggest new product-type estimators for the population mean of the variable of interest exploiting the first or the third quartile of the auxiliary variable. We obtain mean square error equations and the bias for the estimators. We study the properties of these estimators using simple random sampling (SRS) and ranked set sampling (RSS) methods. It is found that, SRS and RSS produce approximately unbiased estimators of the population mean. However, the RSS estimators are more efficient than those obtained using SRS based on the same number of measured units for all values of the correlation coefficient.

Keywords: Product estimator, auxiliary variable, simple random sampling, extreme ranked set sampling

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Authors: R.Marsalek

Abstract:

This paper present a new way to find the aerodynamic characteristic equation of missile for the numerical trajectories prediction more accurate. The goal is to obtain the polynomial equation based on two missile characteristic parameters, angle of attack (α ) and flight speed (ν ). 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< ν <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: ferro-precipitate, adsorption, SDS, zeta potential

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Authors: Manoj Sarda, Abhishek Agarwal, Juhi Kaushik, Vatsal Sanjay, Arup Kumar Das

Abstract:

Railways in India remain primary mode of transport having one of the largest networks in the world and catering to billions of transits yearly. Catastrophic economic damage and loss to life is encountered over the past few decades due to fire to locomotives. Study of fire dynamics and fire propagation plays an important role in evacuation planning and reducing losses. Simulation based study of propagation of fire and soot inside an air conditioned coach of Indian locomotive is done in this paper. Finite difference based solver, Fire Dynamic Simulator (FDS) version 6 has been used for analysis. A single air conditioned 3 tier coupe closed to ambient surroundings by glass windows having occupancy for 8 people is the basic unit of the domain. A system of three such coupes combined is taken to be fundamental unit for the entire study to resemble effect to an entire coach. Analysis of flame and soot contours and concentrations is done corresponding to variations in heat release rate per unit volume (HRRPUA) of fire source, variations in conditioned air velocity being circulated inside coupes by vents and an alternate fire initiation and propagation mechanism via ducts. Quantitative results of fractional area in top and front view of the three coupes under fire and smoke are obtained using MATLAB (IMT). Present simulations and its findings will be useful for organizations like Commission of Railway Safety and others in designing and implementing safety and evacuation measures.

Keywords: Air-conditioned coaches, fire propagation, flame contour, soot flow, train fire.

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Authors: Swarniv Chandra, Basudev Ghosh

Abstract:

Nonlinear solitary structures of electron plasma waves have been investigated by using nonlinear quantum fluid equations for electrons with an arbitrary temperature. It is shown that the electron degeneracy parameter has significant effects on the linear and nonlinear properties of electron plasma waves. Depending on its value both compressive and rarefactive solitons can be excited in the model plasma under consideration.

Keywords: Electron Plasma Waves, Finite Temperature Model, Modulational Instability, Quantum Plasma, Solitary structure

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Authors: Xianbiao Jia, Hong Li, Yang Liu, Zhichao Fang

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In this paper, an H1-Galerkin mixed finite element method is discussed for the coupled Burgers equations. The optimal error estimates of the semi-discrete and fully discrete schemes of the coupled Burgers equation are derived.

Keywords: The coupled Burgers equation, H1-Galerkin mixed finite element method, Backward Euler's method, Optimal error estimates.

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Authors: R. Kongnuy, E. Naowanich, T. Kruehong

Abstract:

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.

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Authors: Ghasem Abbasnejad, Soheil Zarkandi, Misagh Imani

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In this article the homotopy continuation method (HCM) to solve the forward kinematic problem of the 3-PRS parallel manipulator is used. Since there are many difficulties in solving the system of nonlinear equations in kinematics of manipulators, the numerical solutions like Newton-Raphson are inevitably used. When dealing with any numerical solution, there are two troublesome problems. One is that good initial guesses are not easy to detect and another is related to whether the used method will converge to useful solutions. Results of this paper reveal that the homotopy continuation method can alleviate the drawbacks of traditional numerical techniques.

Keywords: Forward kinematics, Homotopy continuationmethod, Parallel manipulators, Rotation matrix

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