Search results for: fractional partial differential equations

Authors: Ayub Khan, Net Ram Garg, Geeta Jain

Abstract:

In this paper, Backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.

Keywords: Backstepping method, Fractional order, Synchronization.

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Authors: Belkacem Meziane

Abstract:

The original 3D Lorenz-Haken equations -which describe laser dynamics- are converted into 2-second-order differential equations out of which the so far missing mathematics is extracted. Leaning on high-order trigonometry, important outcomes are pulled out: A fundamental result attributes chaos to forbidden periodic solutions, inside some precisely delimited region of the control parameter space that governs self-pulsing.

Keywords: chaos, Lorenz-Haken equations, laser dynamics, nonlinearities

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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: G.Ashwini, A.T.Eswara

Abstract:

This paper examines the forced convection flow of incompressible, electrically conducting viscous fluid past a sharp wedge in the presence of heat generation or absorption with an applied magnetic field. The system of partial differential equations governing Falkner - Skan wedge flow and heat transfer is first transformed into a system of ordinary differential equations using similarity transformations which is later solved using an implicit finite - difference scheme, along with quasilinearization technique. Numerical computations are performed for air (Pr = 0.7) and displayed graphically to illustrate the influence of pertinent physical parameters on local skin friction and heat transfer coefficients and, also on, velocity and temperature fields. It is observed that the magnetic field increases both the coefficients of skin friction and heat transfer. The effect of heat generation or absorption is found to be very significant on heat transfer, but its effect on the skin friction is negligible. Indeed, the occurrence of overshoot is noticed in the temperature profiles during heat generation process, causing the reversal in the direction of heat transfer.

Keywords: Heat generation / absorption, MHD Falkner- Skan flow, skin friction and heat transfer

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Authors: Liqiong Liu, Shouming Zhong

Abstract:

In this paper, the finite-time stabilization of a class of multi-state time delay of fractional-order system is proposed. First, we define finite-time stability with the fractional-order system. Second, by using Generalized Gronwall's approach and the methods of the inequality, we get some conditions of finite-time stability for the fractional system with multi-state delay. Finally, a numerical example is given to illustrate the result.

Keywords: Finite-time stabilization, fractional-order system, Gronwall inequality.

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Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

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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: 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: Jason Chien-Hsun Tseng, Nguyen Dong-Thai Dao, Chong-Ching Chang

Abstract:

A novel PDE solver using the multidimensional wave digital filtering (MDWDF) technique to achieve the solution of a 2D seismic wave system is presented. In essence, the continuous physical system served by a linear Kirchhoff circuit is transformed to an equivalent discrete dynamic system implemented by a MD wave digital filtering (MDWDF) circuit. This amounts to numerically approximating the differential equations used to describe elements of a MD passive electronic circuit by a grid-based difference equations implemented by the so-called state quantities within the passive MDWDF circuit. So the digital model can track the wave field on a dense 3D grid of points. Details about how to transform the continuous system into a desired discrete passive system are addressed. In addition, initial and boundary conditions are properly embedded into the MDWDF circuit in terms of state quantities. Graphic results have clearly demonstrated some physical effects of seismic wave (P-wave and S–wave) propagation including radiation, reflection, and refraction from and across the hard boundaries. Comparison between the MDWDF technique and the finite difference time domain (FDTD) approach is also made in terms of the computational efficiency.

Keywords: Seismic Wave Propagation, Multi-dimension WaveDigital Filters, Partial Differential Equations.

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Authors: F. Esmaeilzadeh, M. E. Zeighami, J. Fathi

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This paper describes a one-dimensional numerical model for natural gas production from the dissociation of methane hydrate in hydrate-capped gas reservoir under depressurization and thermal stimulation. Some of the hydrate reservoirs discovered are overlying a free-gas layer, known as hydrate-capped gas reservoirs. These reservoirs are thought to be easiest and probably the first type of hydrate reservoirs to be produced. The mathematical equations that can be described this type of reservoir include mass balance, heat balance and kinetics of hydrate decomposition. These non-linear partial differential equations are solved using finite-difference fully implicit scheme. In the model, the effect of convection and conduction heat transfer, variation change of formation porosity, the effect of using different equations of state such as PR and ER and steam or hot water injection are considered. In addition distributions of pressure, temperature, saturation of gas, hydrate and water in the reservoir are evaluated. It is shown that the gas production rate is a sensitive function of well pressure.

Keywords: Hydrate reservoir, numerical modeling, depressurization, thermal stimulation, gas generation.

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Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.

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Authors: Sanjeeb Kumar Kar

Abstract:

The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.

Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.

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Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi

Abstract:

In this work, we obtain some analytic solutions for the (3+1)-dimensional breaking soliton after obtaining its Hirota-s bilinear form. Our calculations show that, three-wave method is very easy and straightforward to solve nonlinear partial differential equations.

Keywords: (3+1)-dimensional breaking soliton equation, Hirota'sbilinear form.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: Cecília Reis, J. A. Tenreiro Machado, J. Boaventura Cunha

Abstract:

This paper analyses the performance of a genetic algorithm using a new concept, namely a fractional-order dynamic fitness function, for the synthesis of combinational logic circuits. The experiments reveal superior results in terms of speed and convergence to achieve a solution.

Keywords: Circuit design, fractional-order systems, genetic algorithms, logic circuits.

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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: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

Abstract:

The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Fractional calculus, fractional–order proportional integral controller, cascade control system, internal model control approach.

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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: Edward J. Kansa, Pavel Holoborodko

Abstract:

Continuously differentiable radial basis functions (RBFs) are meshfree, converge faster as the dimensionality increases, and is theoretically spectrally convergent. When implemented on current single and double precision computers, such RBFs can suffer from ill-conditioning because the systems of equations needed to be solved to find the expansion coefficients are full. However, the Advanpix extended precision software package allows computer mathematics to resemble asymptotically ideal Platonic mathematics. Additionally, full systems with extended precision execute faster graphical processors units and field-programmable gate arrays because no branching is needed. Sparse equation systems are fast for iterative solvers in a very limited number of cases.

Keywords: Meshless spectrally convergent, partial differential equations, extended arithmetic precision, no branching.

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Authors: Vineet K. Srivastava, Mukesh K. Awasthi, Mohammad Tamsir

Abstract:

A fully implicit finite-difference method has been proposed for the numerical solutions of one dimensional coupled nonlinear Burgers’ equations on the uniform mesh points. The method forms a system of nonlinear difference equations which is to be solved at each iteration. Newton’s iterative method has been implemented to solve this nonlinear assembled system of equations. The linear system has been solved by Gauss elimination method with partial pivoting algorithm at each iteration of Newton’s method. Three test examples have been carried out to illustrate the accuracy of the method. Computed solutions obtained by proposed scheme have been compared with analytical solutions and those already available in the literature by finding L2 and L∞ errors.

Keywords: Burgers’ equation, Implicit Finite-difference method, Newton’s method, Gauss elimination with partial pivoting.

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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: Cecília Reis, J. A. Tenreiro Machado, J. Boaventura Cunha

Abstract:

This paper analyses the performance of a genetic algorithm using a new concept, namely a fractional-order dynamic fitness function, for the synthesis of combinational logic circuits. The experiments reveal superior results in terms of speed and convergence to achieve a solution.

Keywords: Circuit design, fractional-order systems, genetic algorithms, logic circuits

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Authors: Avinash Chandra, R. P. Chhabra

Abstract:

Natural convection heat transfer from a heated horizontal semi-circular cylinder (flat surface upward) has been investigated for the following ranges of conditions; Grashof number, and Prandtl number. The governing partial differential equations (continuity, Navier-Stokes and energy equations) have been solved numerically using a finite volume formulation. In addition, the role of the type of the thermal boundary condition imposed at cylinder surface, namely, constant wall temperature (CWT) and constant heat flux (CHF) are explored. Natural convection heat transfer from a heated horizontal semi-circular cylinder (flat surface upward) has been investigated for the following ranges of conditions; Grashof number, and Prandtl number, . The governing partial differential equations (continuity, Navier-Stokes and energy equations) have been solved numerically using a finite volume formulation. In addition, the role of the type of the thermal boundary condition imposed at cylinder surface, namely, constant wall temperature (CWT) and constant heat flux (CHF) are explored. The resulting flow and temperature fields are visualized in terms of the streamline and isotherm patterns in the proximity of the cylinder. The flow remains attached to the cylinder surface over the range of conditions spanned here except that for and ; at these conditions, a separated flow region is observed when the condition of the constant wall temperature is prescribed on the surface of the cylinder. The heat transfer characteristics are analyzed in terms of the local and average Nusselt numbers. The maximum value of the local Nusselt number always occurs at the corner points whereas it is found to be minimum at the rear stagnation point on the flat surface. Overall, the average Nusselt number increases with Grashof number and/ or Prandtl number in accordance with the scaling considerations. The numerical results are used to develop simple correlations as functions of Grashof and Prandtl number thereby enabling the interpolation of the present numerical results for the intermediate values of the Prandtl or Grashof numbers for both thermal boundary conditions.

Keywords: Constant heat flux, Constant surface temperature, Grashof number, natural convection, Prandtl number, Semi-circular cylinder

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Authors: Ahmed Soltan, Ahmed G. Radwan, Ahmed M. Soliman

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This work aims to generalize the integer order Sallen-Key filters into the fractional-order domain. The analysis in the case of two different fractional-order elements introduced where the general transfer function becomes four terms which is unusual in the conventional case. In addition, the effect of the transfer function parameters on the filter poles and hence the stability is introduced and closed forms for the filter critical frequencies are driven. Finally, different examples for the fractional order Sallen-Key filter design are presented with circuit simulations using ADS where a great matching between the numerical and simulation results is obtained.

Keywords: Analog Filter, Low-Pass Filter, Fractance, Sallen-Key, Stability.

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Authors: Yung-Tan Lee, Ren-Yi Huang, Ju-Chin Chen, Jyh-Yi Shih, Meng-Lung Lin, Hsiao-Ling Yu, Yen-Tsui Hu, Chih-Cheng Chen

Abstract:

Cenozoic basalts found in Jiangsu province of eastern China include tholeiites and alkali basalts. The present paper analyzed the major, trace elements, rare earth elements of these Cenozoic basalts and combined with Sr-Nd isotopic compositions proposed by Chen et al. (1990)[1] in the literatures to discuss the petrogenesis of these basalts and the geochemical characteristics of the source mantle. Based on major, trace elements and fractional crystallization model established by Brooks and Nielsen (1982)[2] we suggest that the basaltic magma has experienced olivine + clinopyroxene fractionation during its evolution. The chemical compositions of basaltic rocks from Jiangsu province indicate that these basalts may belong to the same magmatic system. Spidergrams reveal that Cenozoic basalts from Jiangsu province have geochemical characteristics similar to those of ocean island basalts(OIB). The slight positive Nb and Ti anomalies found in basaltic rocks of this study suggest the presence of Ti-bearing minerals in the mantle source and these Ti-bearing minerals had contributed to basaltic magma during partial melting, indicating a metasomatic event might have occurred before the partial melting. Based on the Sr vs. Nd isotopic ratio plots, we suggest that Jiangsu basalts may be derived from partial melting of mantle source which may represent two-end members mixing of DMM and EM-I. Some Jiangsu basaltic magma may be derived from partial melting of EM-I heated by the upwelling asthenospheric mantle or asthenospheric diapirism.

Keywords: Geochemistry, Jiangsu Province, Cenozoic basalts, Fractional crystallization.

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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: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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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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