Search results for: singular differential equation

Authors: Osman Bizim

Abstract:

In this work we study elliptic divisibility sequences over finite fields. MorganWard in [11, 12] gave arithmetic theory of elliptic divisibility sequences. We study elliptic divisibility sequences, equivalence of these sequences and singular elliptic divisibility sequences over finite fields Fp, p > 3 is a prime.

Keywords: Elliptic divisibility sequences, equivalent sequences, singular sequences.

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Authors: Faheem Ahmed, Fareed Ahmed, Yongheng Guo, Yong Yang

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This paper deals with a high-order accurate Runge Kutta Discontinuous Galerkin (RKDG) method for the numerical solution of the wave equation, which is one of the simple case of a linear hyperbolic partial differential equation. Nodal DG method is used for a finite element space discretization in 'x' by discontinuous approximations. This method combines mainly two key ideas which are based on the finite volume and finite element methods. The physics of wave propagation being accounted for by means of Riemann problems and accuracy is obtained by means of high-order polynomial approximations within the elements. High order accurate Low Storage Explicit Runge Kutta (LSERK) method is used for temporal discretization in 't' that allows the method to be nonlinearly stable regardless of its accuracy. The resulting RKDG methods are stable and high-order accurate. The L1 ,L2 and L∞ error norm analysis shows that the scheme is highly accurate and effective. Hence, the method is well suited to achieve high order accurate solution for the scalar wave equation and other hyperbolic equations.

Keywords: Nodal Discontinuous Galerkin Method, RKDG, Scalar Wave Equation, LSERK

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Authors: Nara Guimarães, Marcelo Aquino Martorano, Douglas Gouvêa

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An investigation into Cahn-Hilliard equation was carried out through numerical simulation to identify a possible phase separation for one and two dimensional domains. It was observed that this equation can reproduce important mass fluxes necessary for phase separation within the miscibility gap and for coalescence of particles.

Keywords: Cahn-Hilliard equation, miscibility gap, phase separation.

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Authors: Hidetoshi Konno, Akio Suzuki

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The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.

Keywords: Transient population dynamics, Phase singularity, Birth-death process, Non-stationary Master equation, nonlinear Langevin equation, generalized Logistic equation.

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Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov

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One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.

Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.

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Authors: Melih Turgut, Süha Yılmaz

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In this paper, first, a characterization of spherical Pseudo null curves in Semi-Euclidean space is given. Then, to investigate position vector of a pseudo null curve, a system of differential equation whose solution gives the components of the position vector of a pseudo null curve on the Frenet axis is established by means of Frenet equations. Additionally, in view of some special solutions of mentioned system, characterizations of some special pseudo null curves are presented.

Keywords: Semi-Euclidean Space, Pseudo Null Curves, Position Vectors.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Maryam Khazaei Pool, Lori Lewis

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This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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Authors: Nisha Goyal, R.K. Gupta

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This paper presents a new function expansion method for finding traveling wave solutions of a nonlinear equations and calls it the G G -expansion method, given by Wang et al recently. As an application of this new method, we study the well-known Sawada-Kotera-Kadomtsev-Petviashivili equation and Bogoyavlensky-Konoplechenko equation. With two new expansions, general types of soliton solutions and periodic solutions for these two equations are obtained.

Keywords: Sawada-Kotera-Kadomtsev-Petviashivili equation, Bogoyavlensky-Konoplechenko equation,

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Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

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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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Authors: Lv Yuhua

Abstract:

In this paper, by constructing a special cone and using fixed point theorem and fixed point index theorem of cone, we get the existence of positive solution for a class of singular eigenvalue value problems with p-Laplace operator, which improved and generalized the result of related paper.

Keywords: Cone, fixed point index, eigenvalue problem, p-Laplace operator, positive solutions.

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Authors: Sanjay K.Srivastava, Bhanu Gupta

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In this paper some results on strict stability heve beeb extended for fuzzy differential equations with impulse effect using Lyapunov functions and Razumikhin technique.

Keywords: Fuzzy differential equations, Impulsive differential equations, Strict stability, Lyapunov function, Razumikhin technique.

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Authors: Bhanu Gupta

Abstract:

In this paper, the criteria of Ψ-eventual stability have been established for generalized impulsive differential systems of multiple dependent variables. The sufficient conditions have been obtained using piecewise continuous Lyapunov function. An example is given to support our theoretical result.

Keywords: impulsive differential equations, Lyapunov function, eventual stability

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Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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Authors: Nicolò Vaiana, Giorgio Serino

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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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Authors: Fotis N. Koumboulis, Michael G. Skarpetis, Maria P. Tzamtzi

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The problem of robust disturbance rejection (RDR) using a proportional state feedback controller is studied for the case of Left Invertible MIMO generalized state space linear systems with nonlinear uncertain structure. Sufficient conditions for the problem to have a solution are established. The set of all proportional feedback controllers solving the problem subject to these conditions is analytically determined.

Keywords: System theory, uncertain systems, robust control, singular systems.

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Authors: Mustafa Bayram Gücen, Coşkun Yakar

Abstract:

In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: Fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability.

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Authors: A. Gamil, G. Herold

Abstract:

The concept of differential protection based on current quantities has been discussed in many paper and researches. For certificating and inverting of currents and voltages through converter systems, there is no conventional current differential relay, which can compare current quantities, because they are different in form and frequencies. An overview over a new concept of differential protection for converters based on instantaneous power quantities will be discussed in this paper. To drive the power quantities a mathematical background of the space vectors will be introduced. A simple DCLink is preceded in this paper and a power analysis description and simulation is derived using Matlab®/ SimulinkTM concerning a certain construction scheme of Power Differential Relay System. Finally a complete analysis of three phase fault in DC-Link Rectifier is discussed to ensure the ability of Power Differential Protection System to detect the fault in main and selectivity protection sections.

Keywords: Space Vectors, Power Differential Relay (PDR), Short Circuit Power, Diode Recovery Energy, Detected Power Differential Signal (DPDS), Power Space Vector (PSV), Power Space Vector Protection Area (PSVPA).

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

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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: Irina Eglite, Andrei A. Kolyshkin

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Method of multiple scales is used in the paper in order to derive an amplitude evolution equation for the most unstable mode from two-dimensional shallow water equations under the rigid-lid assumption. It is assumed that shallow mixing layer is slightly curved in the longitudinal direction and contains small particles. Dynamic interaction between carrier fluid and particles is neglected. It is shown that the evolution equation is the complex Ginzburg-Landau equation. Explicit formulas for the computation of the coefficients of the equation are obtained.

Keywords: Shallow water equations, mixing layer, weakly nonlinear analysis, Ginzburg-Landau equation

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Authors: Zahra Yaghoubi, Nooshin Bigdeli, Karim Afshar

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This paper at first presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. After that a drive-response synchronization method with linear output error feedback is presented for “generalized projective synchronization" for a class of fractional-order chaotic systems via a scalar transmitted signal. Genesio_Tesi and Duffing systems are used to illustrate the effectiveness of the proposed synchronization method.

Keywords: Generalized projective synchronization; Fractionalorder;Chaos; Caputo derivative; Differential transform method

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani

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Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.

Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.

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Authors: Z. El Felsoufi, L. Azrar

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This paper studies a mathematical model based on the integral equations for dynamic analyzes numerical investigations of a non-uniform or multi-material composite beam. The beam is subjected to a sub-tangential follower force and elastic foundation. The boundary conditions are represented by generalized parameterized fixations by the linear and rotary springs. A mathematical formula based on Euler-Bernoulli beam theory is presented for beams with variable cross-sections. The non-uniform section introduces non-uniformity in the rigidity and inertia of beams and consequently, more complicated equilibrium who governs the equation. Using the boundary element method and radial basis functions, the equation of motion is reduced to an algebro-differential system related to internal and boundary unknowns. A generalized formula for the deflection, the slope, the moment and the shear force are presented. The free vibration of non-uniform loaded beams is formulated in a compact matrix form and all needed matrices are explicitly given. The dynamic stability analysis of slender beam is illustrated numerically based on the coalescence criterion. A realistic case related to an industrial chimney is investigated.

Keywords: Chimney, BEM and integral equation formulation, non uniform cross section, vibration and Flutter.

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Authors: Troy L. Story

Abstract:

Mathematical models of dynamics employing exterior calculus are mathematical representations of the same unifying principle; namely, the description of a dynamic system with a characteristic differential one-form on an odd-dimensional differentiable manifold leads, by analysis with exterior calculus, to a set of differential equations and a characteristic tangent vector (vortex vector) which define transformations of the system. Using this principle, a mathematical model for economic growth is constructed by proposing a characteristic differential one-form for economic growth dynamics (analogous to the action in Hamiltonian dynamics), then generating a pair of characteristic differential equations and solving these equations for the rate of economic growth as a function of labor and capital. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian for economic growth dynamics is obtained.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics.

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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

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In this paper, using (G/G )-expansion method and modified F-expansion method, we give some explicit formulas of exact traveling wave solutions for the (3+1)-dimensional breaking soliton equation. A modified F-expansion method is proposed by taking full advantages of F-expansion method and Riccati equation in seeking exact solutions of the equation.

Keywords: Exact solution, The (3+1)-dimensional breaking soliton equation, ( G G )-expansion method, Riccati equation, Modified Fexpansion method.

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Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal

Abstract:

the present paper, using the technique of differential subordination, we obtain certain results for analytic functions defined by a multiplier transformation in the open unit disc E = { z : IzI < 1}. We claim that our results extend and generalize the existing results in this particular direction

Keywords: function, Differential subordination, Multiplier transformation.

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