Search results for: differential algebraic equations

Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

In this paper, a tri–neuron network model with time delay is investigated. By using the Bendixson-s criterion for high– dimensional ordinary differential equations and global Hopf bifurcation theory for functional differential equations, sufficient conditions for existence of periodic solutions when the time delay is sufficiently large are established.

Keywords: Delay, global Hopf bifurcation, neural network, periodicsolutions.

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Authors: Phool Singh, Ashok Jangid, N.S. Tomer, Deepa Sinha

Abstract:

The aim of this paper is to study the oblique stagnation point flow on vertical plate with uniform surface heat flux in presence of magnetic field. Using Stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained using Runge-Kutta Fehlberg method with the help of shooting technique. In the present work the effects of striking angle, magnetic field parameter, Grashoff number, the Prandtl number on velocity and heat transfer characteristics have been discussed. Effect of above mentioned parameter on the position of stagnation point are also studied.

Keywords: Heat flux, Oblique stagnation point, Mixedconvection, Magneto hydrodynamics

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Authors: Y. J. Zhou, G. Lu

Abstract:

In this paper, an analytical study is made for the dynamic behavior of human brain tissue under transient loading. In this analytical model the Mooney-Rivlin constitutive law is coupled with visco-elastic constitutive equations to take into account both the nonlinear and time-dependent mechanical behavior of brain tissue. Five ordinary differential equations representing the relationships of five main parameters (radial stress, circumferential stress, radial strain, circumferential strain, and particle velocity) are obtained by using the characteristic method to transform five partial differential equations (two continuity equations, one motion equation, and two constitutive equations). Analytical expressions of the attenuation properties for spherical wave in brain tissue are analytically derived. Numerical results are obtained based on the five ordinary differential equations. The mechanical responses (particle velocity and stress) of brain are compared at different radii including 5, 6, 10, 15 and 25 mm under four different input conditions. The results illustrate that loading curves types of the particle velocity significantly influences the stress in brain tissue. The understanding of the influence by the input loading cures can be used to reduce the potentially injury to brain under head impact by designing protective structures to control the loading curves types.

Keywords: Analytical method, mechanical responses, spherical wave propagation, traumatic brain injury.

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Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He

Abstract:

In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained.

Keywords: Pseudo-parabolic integro-differential equation, least squares mixed finite element method, adaptive method, a posteriori error estimates.

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Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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Authors: D. C. Lo, S. S. Leu

Abstract:

In this paper, the differential quadrature method is applied to simulate natural convection in an inclined cubic cavity using velocity-vorticity formulation. The numerical capability of the present algorithm is demonstrated by application to natural convection in an inclined cubic cavity. The velocity Poisson equations, the vorticity transport equations and the energy equation are all solved as a coupled system of equations for the seven field variables consisting of three velocities, three vorticities and temperature. The coupled equations are simultaneously solved by imposing the vorticity definition at boundary without requiring the explicit specification of the vorticity boundary conditions. Test results obtained for an inclined cubic cavity with different angle of inclinations for Rayleigh number equal to 103, 104, 105 and 106 indicate that the present coupled solution algorithm could predict the benchmark results for temperature and flow fields. Thus, it is convinced that the present formulation is capable of solving coupled Navier-Stokes equations effectively and accurately.

Keywords: Natural convection, velocity-vorticity formulation, differential quadrature (DQ).

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Authors: M. J. Fadaee, H. Saffari, H. Khosravi

Abstract:

Shear walls are used in most of the tall buildings for carrying the lateral load. When openings for doors or windows are necessary to be existed in the shear walls, a special type of the shear walls is used called "coupled shear walls" which in some cases is stiffened by specific beams and so, called "stiffened coupled shear walls". In this paper, a mathematical method for geometrically nonlinear analysis of the stiffened coupled shear walls has been presented. Then, a suitable formulation for determining the critical load of the stiffened coupled shear walls under gravity force has been proposed. The governing differential equations for equilibrium and deformation of the stiffened coupled shear walls have been obtained by setting up the equilibrium equations and the moment-curvature relationships for each wall. Because of the complexity of the differential equation, the energy method has been adopted for approximate solution of the equations.

Keywords: Buckling load, differential equation, energy method, geometrically nonlinear analysis, mathematical method, Stiffened coupled shear walls.

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Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: Close surfaces, high-order approach, numerical solutions, reaction-diffusion systems.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Md. Alal Hosen

Abstract:

In this paper, a modified harmonic balance method based an analytical technique has been developed to determine higher-order approximate periodic solutions of a conservative nonlinear oscillator for which the elastic force term is proportional to x^1/3. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. In this article, different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. We find a modified harmonic balance method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the x^1/3 force nonlinear oscillator but it is also useful for many other nonlinear problems.

Keywords: Approximate solutions, Harmonic balance method, Nonlinear oscillator, Perturbation.

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Authors: Anuar Ishak

Abstract:

The characteristics of fluid flow and heat transfer over a permeable shrinking sheet is studied. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the suction parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, shrinking sheet, stability analysis.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Rabha W. Ibrahim

Abstract:

Our main aim in this paper is to use the technique of non expansive operators to more general iterative and non iterative fractional differential equations (Cauchy type ). The non integer case is taken in sense of Riemann-Liouville fractional operators. Applications are illustrated.

Keywords: Fractional calculus, fractional differential equation, Cauchy equation, Riemann-Liouville fractional operators, Volterra integral equation, non-expansive mapping, iterative differential equation.

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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.

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Authors: A. Bahmanikashkouli, O.R. Bahadori Nezhad

Abstract:

In this article, the phenomenon of nonlinear consolidation in saturated and homogeneous clay layer is studied. Considering time-varied drainage model, the excess pore water pressure in the layer depth is calculated. The Generalized Differential Quadrature (GDQ) method is used for the modeling and numerical analysis. For the purpose of analysis, first the domain of independent variables (i.e., time and clay layer depth) is discretized by the Chebyshev-Gauss-Lobatto series and then the nonlinear system of equations obtained from the GDQ method is solved by means of the Newton-Raphson approach. The obtained results indicate that the Generalized Differential Quadrature method, in addition to being simple to apply, enjoys a very high accuracy in the calculation of excess pore water pressure.

Keywords: Generalized Differential Quadrature method, Nonlinear consolidation, Nonlinear system of equations, Time-varied drainage

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Authors: Amir Badkoubeh, Guchuan Zhu

Abstract:

This paper addresses the problem of asymptotic tracking control of a linear parabolic partial differential equation with indomain point actuation. As the considered model is a non-standard partial differential equation, we firstly developed a map that allows transforming this problem into a standard boundary control problem to which existing infinite-dimensional system control methods can be applied. Then, a combination of energy multiplier and differential flatness methods is used to design an asymptotic tracking controller. This control scheme consists of stabilizing state-feedback derived from the energy multiplier method and feed-forward control based on the flatness property of the system. This approach represents a systematic procedure to design tracking control laws for a class of partial differential equations with in-domain point actuation. The applicability and system performance are assessed by simulation studies.

Keywords: Tracking Control, In-domain point actuation, PartialDifferential Equations.

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Authors: Troy L. Story

Abstract:

A mathematical model for the Dynamics of Economic Profit is constructed by proposing a characteristic differential oneform for this dynamics (analogous to the action in Hamiltonian dynamics). After processing this form with exterior calculus, a pair of characteristic differential equations is generated and solved for the rate of change of profit P as a function of revenue R (t) and cost C (t). By contracting the characteristic differential one-form with a vortex vector, the Lagrangian is obtained for the Dynamics of Economic Profit.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics, economic functions, and dynamics

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Authors: Moghadazadeh Zahra, Towfighi Jafar, Mofarahi Masoud

Abstract:

This article is presented an experimental and modeling study of a four-bed pressure swing adsorption process using zeolite13X to provide oxygen-enriched air. The binary mixture N2/O2 (79/21 vol %) was used as a feed stream. The effects of purge/feed ratio (P/F), adsorption pressure, cyclic time and product flow rate on product purity and recovery under nonisothermal condition were studied. The adsorption dynamics of process were determined using a mathematical model incorporated mass and energy balances. A Mathlab code using finite difference method was developed to solve the set of coupled differential-algebraic equations, and the simulation results are agreed well with experimental results.

Keywords: Pressure swing adsorption (PSA), Oxygen, Zeolite 13X.

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Authors: Jo˜ao Paulo Coelho, Wojciech Giernacki, Jos´e Boaventura-Cunha

Abstract:

The coefficient diagram method is primarily an algebraic control design method whose objective is to easily obtain a good controller with minimum user effort. As a matter of fact, if a system model, in the form of linear differential equations, is known, the user only need to define a time-constant and the controller order. The later can be established regarding the expected disturbance type via a lookup table first published by Koksal and Hamamci in 2004. However an inaccuracy in this table was detected and pointed-out in the present work. Moreover the above mentioned table was expanded in order to enclose any k order type disturbance.

Keywords: Coefficient diagram method, control system design, disturbance rejection.

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Authors: A. Junaid, M. A. Z. Raja, I. M. Qureshi

Abstract:

An evolutionary computing technique for solving initial value problems in Ordinary Differential Equations is proposed in this paper. Neural network is used as a universal approximator while the adaptive parameters of neural networks are optimized by genetic algorithm. The solution is achieved on the continuous grid of time instead of discrete as in other numerical techniques. The comparison is carried out with classical numerical techniques and the solution is found with a uniform accuracy of MSE ≈ 10-9 .

Keywords: Neural networks, Unsupervised learning, Evolutionary computing, Numerical methods, Fitness evaluation function.

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Authors: Ömer Aktaş, Olga A. Suvorova, Oleg Tretyakov

Abstract:

The boundary value problem on non-canonical and arbitrary shaped contour is solved with a numerically effective method called Analytical Regularization Method (ARM) to calculate propagation parameters. As a result of regularization, the equation of first kind is reduced to the infinite system of the linear algebraic equations of the second kind in the space of L₂. This equation can be solved numerically for desired accuracy by using truncation method. The parameters as cut-off wavenumber and cut-off frequency are used in waveguide evolutionary equations of electromagnetic theory in time-domain to illustrate the real-valued TM fields with lossy and lossless media.

Keywords: Arbitrary cross section waveguide, analytical regularization method, evolutionary equations of electromagnetic theory of time-domain, TM field.

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Authors: Li Xiguang

Abstract:

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.

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Authors: Dezhi Liu

Abstract:

In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalized in the remarks.

Keywords: Impulsive, stochastic, delay, Markovian switching, Poisson jumps, mean square stability.

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Authors: Ping He, Heng-You Lan, Gong-Quan Tan

Abstract:

The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.

Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.

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Authors: J.S.C. Prentice

Abstract:

The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.

Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.

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Authors: Cheng-Ying Lo

Abstract:

This paper adopted the hybrid differential transform approach for studying heat transfer problems in a gold/chromium thin film with an ultra-short-pulsed laser beam projecting on the gold side. The physical system, formulated based on the hyperbolic two-step heat transfer model, covers three characteristics: (i) coupling effects between the electron/lattice systems, (ii) thermal wave propagation in metals, and (iii) radiation effects along the interface. The differential transform method is used to transfer the governing equations in the time domain into the spectrum equations, which is further discretized in the space domain by the finite difference method. The results, obtained through a recursive process, show that the electron temperature in the gold film can rise up to several thousand degrees before its electron/lattice systems reach equilibrium at only several hundred degrees. The electron and lattice temperatures in the chromium film are much lower than those in the gold film.

Keywords: Differential transform, hyperbolic heat transfer, thin film, ultrashort-pulsed laser.

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Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman

Abstract:

In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.

Keywords: Backward Differentiation Formula, block, secondorder.

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Authors: Yang Liu, Jinfeng Wang, Hong Li, Wei Gao, Siriguleng He

Abstract:

A new numerical scheme based on the H1-Galerkin mixed finite element method for a class of second-order pseudohyperbolic equations is constructed. The proposed procedures can be split into three independent differential sub-schemes and does not need to solve a coupled system of equations. Optimal error estimates are derived for both semidiscrete and fully discrete schemes for problems in one space dimension. And the proposed method dose not requires the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.

Keywords: Pseudo-hyperbolic equations, splitting system, H1-Galerkin mixed method, error estimates.

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Authors: Li Xiguang

Abstract:

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.

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Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

Abstract:

Based on the homotopy perturbation method (HPM) and Padé approximants (PA), approximate and exact solutions are obtained for cubic Boussinesq and modified Boussinesq equations. The obtained solutions contain solitary waves, rational solutions. HPM is used for analytic treatment to those equations and PA for increasing the convergence region of the HPM analytical solution. The results reveal that the HPM with the enhancement of PA is a very effective, convenient and quite accurate to such types of partial differential equations.

Keywords: Homotopy perturbation method, Padé approximants, cubic Boussinesq equation, modified Boussinesq equation.

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