Search results for: contois equation.

Authors: Joan Goh, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

Abstract:

In this paper, collocation based cubic B-spline and extended cubic uniform B-spline method are considered for solving one-dimensional heat equation with a nonlocal initial condition. Finite difference and θ-weighted scheme is used for time and space discretization respectively. The stability of the method is analyzed by the Von Neumann method. Accuracy of the methods is illustrated with an example. The numerical results are obtained and compared with the analytical solutions.

Keywords: Heat equation, Collocation based, Cubic Bspline, Extended cubic uniform B-spline.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1904

Authors: Peter N. Khakina, Mohammed I. Ali, Enchun Zhu, Huazhang Zhou, Baydaa H. Moula

Abstract:

Rise/span ratio has been mentioned as one of the reasons which contribute to the lower buckling load as compared to the Classical theory buckling load but this ratio has not been quantified in the equation. The purpose of this study was to determine a more realistic buckling load by quantifying the effect of the rise/span ratio because experiments have shown that the Classical theory overestimates the load. The buckling load equation was derived based on the theorem of work done and strain energy. Thereafter, finite element modeling and simulation using ABAQUS was done to determine the variables that determine the constant in the derived equation. The rise/span was found to be the determining factor of the constant in the buckling load equation. The derived buckling load correlates closely to the load obtained from experiments.

Keywords: Buckling, Finite element, Rise/span ratio, Sphericalcap

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2140

Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin

Abstract:

This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.

Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 67

Authors: Xiguang Li

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory in coin, we study the existence of solution of singular two point’s boundary value problem for second-order differential equation, which improved and generalize the result of related paper.

Keywords: Singular differential equation, boundary value problem, coin, fixed point theory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1131

Authors: Ning Dong, Bo Yu

Abstract:

We are concerned with a class of quadratic matrix equations arising from the overdamped mass-spring system. By exploring the structure of coefficient matrices, we propose a fast cyclic reduction algorithm to calculate the extreme solutions of the equation. Numerical experiments show that the proposed algorithm outperforms the original cyclic reduction and the structure-preserving doubling algorithm.

Keywords: Fast algorithm, Cyclic reduction, Overdampedquadratic matrix equation, Structure-preserving doubling algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1333

Authors: Sam Teek Ling, Norhashidah Hj. Mohd. Ali

Abstract:

We investigate the formulation and implementation of new explicit group iterative methods in solving the two-dimensional Poisson equation with Dirichlet boundary conditions. The methods are derived from a fourth order compact nine point finite difference discretization. The methods are compared with the existing second order standard five point formula to show the dramatic improvement in computed accuracy. Numerical experiments are presented to illustrate the effectiveness of the proposed methods.

Keywords: Explicit group iterative method, finite difference, fourth order compact, Poisson equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680

Authors: Khaled Moaddy

Abstract:

In this paper, we present a fast and accurate numerical scheme for the solution of a Laplace equation with Dirichlet boundary conditions. The non-standard finite difference scheme (NSFD) is applied to construct the numerical solutions of a Laplace equation with two different Dirichlet boundary conditions. The solutions obtained using NSFD are compared with the solutions obtained using the standard finite difference scheme (SFD). The NSFD scheme is demonstrated to be reliable and efficient.

Keywords: Standard finite difference schemes, non–standard schemes, Laplace equation, Dirichlet boundary conditions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 666

Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2017

Authors: Fengxia Zheng

Abstract:

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 1600

Authors: Soon-Mo Jung

Abstract:

The functional equation f(3x) = 4f(3x-3)+f(3x- 6) will be solved and its Hyers-Ulam stability will be also investigated in the class of functions f : R → X, where X is a real Banach space.

Keywords: Functional equation, Lucas sequence of the first kind, Hyers-Ulam stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354

Authors: Imad Chaddad, Andrei A. Kolyshkin

Abstract:

Linear and weakly nonlinear analysis of shallow wake flows is presented in the present paper. The evolution of the most unstable linear mode is described by the complex Ginzburg-Landau equation (CGLE). The coefficients of the CGLE are calculated numerically from the solution of the corresponding linear stability problem for a one-parametric family of shallow wake flows. It is shown that the coefficients of the CGLE are not so sensitive to the variation of the base flow profile.

Keywords: Ginzburg-Landau equation, shallow wake flow, weakly nonlinear theory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1578

Authors: Jaipong Kasemsuwan

Abstract:

A numerical solution of the initial boundary value problem of the suspended string vibrating equation with the particular nonlinear damping term based on the finite difference scheme is presented in this paper. The investigation of how the second and third power terms of the nonlinear term affect the vibration characteristic. We compare the vibration amplitude as a result of the third power nonlinear damping with the second power obtained from previous report provided that the same initial shape and initial velocities are assumed. The comparison results show that the vibration amplitude is inversely proportional to the coefficient of the damping term for the third power nonlinear damping case, while the vibration amplitude is proportional to the coefficient of the damping term in the second power nonlinear damping case.

Keywords: Finite-difference method, the nonlinear damped equation, the numerical simulation, the suspended string equation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1451

Authors: M. Zamani, O. Kahar

Abstract:

Solution to unsteady Navier-Stokes equation by Splitting method in physical orthogonal algebraic curvilinear coordinate system, also termed 'Non-linear grid system' is presented. The linear terms in Navier-Stokes equation are solved by Crank- Nicholson method while the non-linear term is solved by the second order Adams-Bashforth method. This work is meant to bring together the advantage of Splitting method as pressure-velocity solver of higher efficiency with the advantage of consuming Non-linear grid system which produce more accurate results in relatively equal number of grid points as compared to Cartesian grid. The validation of Splitting method as a solution of Navier-Stokes equation in Nonlinear grid system is done by comparison with the benchmark results for lid driven cavity flow by Ghia and some case studies including Backward Facing Step Flow Problem.

Keywords: Navier-Stokes, 'Non-linear grid system', Splitting method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1528

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

Abstract:

This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.

Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2398

Authors: Makhlouf Mourad, Medkour Mihoub, Bouchher Omar, Messabih Sidi Mohamed, Benrachedi Khaled

Abstract:

This work is the modeling and simulation of fluid flow (liquid) through porous media. This type of flow occurs in many situations of interest in applied sciences and engineering, fluid (oil) consists of several individual substances in pure, single-phase flow is incompressible and isothermal. The porous medium is isotropic, homogeneous optionally, with the rectangular format and the flow is two-dimensional. Modeling of hydrodynamic phenomena incorporates Darcy's law and the equation of mass conservation. Correlations are used to model the density and viscosity of the fluid. A finite volume code is used in the discretization of differential equations. The nonlinearity is treated by Newton's method with relaxation coefficient. The results of the simulation of the pressure and the mobility of liquid flowing through porous media are presented, analyzed, and illustrated.

Keywords: Darcy equation, middle porous, continuity equation, Peng Robinson equation, mobility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 783

Authors: M. Zarebnia, R. Parvaz

Abstract:

In this paper the Kuramoto-Sivashinsky equation is solved numerically by collocation method. The solution is approximated as a linear combination of septic B-spline functions. Applying the Von-Neumann stability analysis technique, we show that the method is unconditionally stable. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The global relative error and L∞ in the solutions show the efficiency of the method computationally.

Keywords: Kuramoto-Sivashinsky equation, Septic B-spline, Collocation method, Finite difference.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2062

Authors: Pushpa N. Rathie, Prabhata K. Swamee, André L. B. Cavalcante, Luan Carlos de S. M. Ozelim

Abstract:

Implicit equations play a crucial role in Engineering. Based on this importance, several techniques have been applied to solve this particular class of equations. When it comes to practical applications, in general, iterative procedures are taken into account. On the other hand, with the improvement of computers, other numerical methods have been developed to provide a more straightforward methodology of solution. Analytical exact approaches seem to have been continuously neglected due to the difficulty inherent in their application; notwithstanding, they are indispensable to validate numerical routines. Lagrange-s Inversion Theorem is a simple mathematical tool which has proved to be widely applicable to engineering problems. In short, it provides the solution to implicit equations by means of an infinite series. To show the validity of this method, the tree-parameter infiltration equation is, for the first time, analytically and exactly solved. After manipulating these series, closed-form solutions are presented as H-functions.

Keywords: Green-Ampt Equation, Lagrange's Inversion Theorem, Talsma-Parlange Equation, Three-Parameter Infiltration Equation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1888

Authors: Fengxia Zheng, Chuanyun Gu

Abstract:

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 1483

Authors: Khosrow Maleknejad, Reza Mollapourasl, Parvin Torabi, Mahdiyeh Alizadeh,

Abstract:

Sinc-collocation scheme is one of the new techniques used in solving numerical problems involving integral equations. This method has been shown to be a powerful numerical tool for finding fast and accurate solutions. So, in this paper, some properties of the Sinc-collocation method required for our subsequent development are given and are utilized to reduce integral equation of the first kind to some algebraic equations. Then convergence with exponential rate is proved by a theorem to guarantee applicability of numerical technique. Finally, numerical examples are included to demonstrate the validity and applicability of the technique.

Keywords: Integral equation, Fredholm type, Collocation method, Sinc approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2755

Authors: Swarniv Chandra, Sibarjun Das, Agniv Chandra, Basudev Ghosh, Apratim Jash

Abstract:

Using the quantum hydrodynamic (QHD) model the nonlinear properties of ion-acoustic waves in are lativistically degenerate quantum plasma is investigated by deriving a nonlinear Spherical Kadomtsev–Petviashvili (SKP) equation using the standard reductive perturbation method equation. It was found that the electron degeneracy parameter significantly affects the linear and nonlinear properties of ion-acoustic waves in quantum plasma.

Keywords: Kadomtsev-Petviashvili equation, Ion-acoustic Waves, Relativistic Degeneracy, Quantum Plasma, Quantum Hydrodynamic Model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1739

Authors: Saeed Ghali, Hoda El-Faramawy, Mamdouh Eissa, Michael Mishreky

Abstract:

Scale-resistant austenitic stainless steel, X45CrNiW 18-9, has been developed, and modified steels produced through partial and total nickel replacement by nitrogen. These modified steels were produced in a 10 kg induction furnace under different nitrogen pressures and were cast into ingots. The produced modified stainless steels were forged, followed by air cooling. The phases of modified stainless steels have been investigated using the Schaeffler diagram, dilatometer, and microstructure observations. Both partial and total replacements of nickel using 0.33-0.50% nitrogen are effective in producing fully austenitic stainless steels. The nitrogen contents were determined and compared with those calculated using the Institute of Metal Science (IMS) equation. The results showed great deviations between the actual nitrogen contents and predicted values through IMS equation. So, an equation has been derived based on chemical composition, pressure, and temperature at 1600 oC: [N%] = 0.0078 + 0.0406*X, where X is a function of chemical composition and nitrogen pressure. The derived equation has been used to calculate the nitrogen content of different steels using published data. The results reveal the difficulty of deriving a general equation for the prediction of nitrogen content covering different steel compositions. So, it is necessary to use a narrow composition range.

Keywords: Solubility, nitrogen, stainless steel, Schaeffler.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 62

Authors: Changqing Yang, Jianhua Hou, Beibo Qin

Abstract:

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 2588

Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, Step method, delay differential equation, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 733

Authors: Meng Hu, Lili Wang

Abstract:

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 1656

Authors: M. Zarebnia, R. Parvaz

Abstract:

In this paper, numerical solutions of the nonlinear Benjamin-Bona-Mahony-Burgers (BBMB) equation are obtained by a method based on collocation of cubic B-splines. Applying the Von-Neumann stability analysis, the proposed method is shown to be unconditionally stable. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The L∞ and L2 in the solutions show the efficiency of the method computationally.

Keywords: Benjamin-Bona-Mahony-Burgers equation, Cubic Bspline, Collocation method, Finite difference.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3692

Authors: Chuanyun Gu, Shouming Zhong

Abstract:

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 1490

Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3189

Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi

Abstract:

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 1942

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, we study the stability of a fractional order delayed predator-prey model. By using the Laplace transform, we introduce a characteristic equation for the above system. It is shown that if all roots of the characteristic equation have negative parts, then the equilibrium of the above fractional order predator-prey system is Lyapunov globally asymptotical stable. An example is given to show the effectiveness of the approach presented in this paper.

Keywords: Fractional predator-prey model, laplace transform, characteristic equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2497

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

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2051