Search results for: method of integral equations

Authors: R. B. Ogunrinde

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: Differential equations, Numerical, Initial value problem, Polynomials.

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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: 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: Kokiat Aodsup, Thanatchai Kulworawanichpong

Abstract:

This paper describes a finite-difference time-domainFDTD) method to analyze lightning surge propagation in electric transmission lines. Numerical computation of solving the Telegraphist-s equations is determined and investigated its effectiveness. A source of lightning surge wave on power transmission lines is modeled by using Heidler-s surge model. The proposed method was tested against medium-voltage power transmission lines in comparison with the solution obtained by using lattice diagram. As a result, the calculation showed that the method is one of accurate methods to analyze transient lightning wave in power transmission lines.

Keywords: Traveling wave, Lightning surge, Bewley lattice diagram, Telegraphist's equations, Finite-difference time-domain (FDTD) method,

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Authors: Arti Vaish, Harish Parthasarathy

Abstract:

The scalar wave equation for a potential in a curved space time, i.e., the Laplace-Beltrami equation has been studied in this work. An action principle is used to derive a finite element algorithm for determining the modes of propagation inside a waveguide of arbitrary shape. Generalizing this idea, the Maxwell theory in a curved space time determines a set of linear partial differential equations for the four electromagnetic potentials given by the metric of space-time. Similar to the Einstein-s formulation of the field equations of gravitation, these equations are also derived from an action principle. In this paper, the expressions for the action functional of the electromagnetic field have been derived in the presence of gravitational field.

Keywords: General theory of relativity, electromagnetism, metric tensor, Maxwells equations, test functions, finite element method.

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Authors: Leila Vafajoo, Farhad Khorasheh, Mehrnoosh Hamzezadeh Nakhjavani, Moslem Fattahi

Abstract:

In the present study, a procedure was developed to determine the optimum reaction rate constants in generalized Arrhenius form and optimized through the Nelder-Mead method. For this purpose, a comprehensive mathematical model of a fixed bed reactor for dehydrogenation of heavy paraffins over Pt–Sn/Al2O3 catalyst was developed. Utilizing appropriate kinetic rate expressions for the main dehydrogenation reaction as well as side reactions and catalyst deactivation, a detailed model for the radial flow reactor was obtained. The reactor model composed of a set of partial differential equations (PDE), ordinary differential equations (ODE) as well as algebraic equations all of which were solved numerically to determine variations in components- concentrations in term of mole percents as a function of time and reactor radius. It was demonstrated that most significant variations observed at the entrance of the bed and the initial olefin production obtained was rather high. The aforementioned method utilized a direct-search optimization algorithm along with the numerical solution of the governing differential equations. The usefulness and validity of the method was demonstrated by comparing the predicted values of the kinetic constants using the proposed method with a series of experimental values reported in the literature for different systems.

Keywords: Dehydrogenation, Pt-Sn/Al2O3 Catalyst, Modeling, Nelder-Mead, Optimization

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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: Lv Yuhua

Abstract:

In this paper, by establishing a new comparison result, we investigate the existence of positive solutions for initial value problems of nonlinear systems of second order integro-differential equations in Banach space.We improve and generalize some results  (see[5,6]), and the results is new even in finite dimensional spaces.

Keywords: Systems of integro-differential equations, monotone iterative method, comparison result, cone.

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Authors: Khosrow Maleknejad, Yaser Rostami

Abstract:

In this paper, Semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions

Keywords: Integro-differential equations, Quartic B-spline wavelet, Operational matrices.

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Authors: Rabah Haoui

Abstract:

This work presents a numerical simulation of the interaction of an incident shock wave propagates from the left to the right with a cone placed in a tube at shock. The Mathematical model is based on a non stationary, viscous and axisymmetric flow. The Discretization of the Navier-stokes equations is carried out by the finite volume method in the integral form along with the Flux Vector Splitting method of Van Leer. Here, adequate combination of time stepping parameter, CFL coefficient and mesh size level is selected to ensure numerical convergence. The numerical simulation considers a shock tube filled with air. The incident shock wave propagates to the right with a determined Mach number and crosses the cone by leaving behind it a stationary detached shock wave in front of the nose cone. This type of interaction is observed according to the time of flow.

Keywords: Supersonic flow, viscous flow, finite volume, cone body

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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. Ashaque Meah, M. Shah Noor, M Asif Arefin, Md. Fazlul Karim

Abstract:

A numerical technique in a boundary-fitted curvilinear grid model is developed to simulate the extent of inland inundation along the coastal belts of Peninsular Malaysia and Southern Thailand due to 2004 Indian ocean tsunami. Tsunami propagation and run-up are also studied in this paper. The vertically integrated shallow water equations are solved by using the method of lines (MOL). For this purpose the boundary-fitted grids are generated along the coastal and island boundaries and the other open boundaries of the model domain. A transformation is used to the governing equations so that the transformed physical domain is converted into a rectangular one. The MOL technique is applied to the transformed shallow water equations and the boundary conditions so that the equations are converted into ordinary differential equations initial value problem. Finally the 4^th order Runge-Kutta method is used to solve these ordinary differential equations. The moving boundary technique is applied instead of fixed sea side wall or fixed coastal boundary to ensure the movement of the coastal boundary. The extent of intrusion of water and associated tsunami propagation are simulated for the 2004 Indian Ocean tsunami along the west coast of Peninsular Malaysia and southern Thailand. The simulated results are compared with the results obtained from a finite difference model and the data available in the USGS website. All simulations show better approximation than earlier research and also show excellent agreement with the observed data.

Keywords: Open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far field tsunami, Shallow Water Equations, tsunami source, Indonesian tsunami of 2004.

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Authors: Delfim Soares Jr.

Abstract:

In this work, a new family of time marching procedures based on Green’s function matrices is presented. The formulation is based on the development of new recurrence relationships, which employ time integral terms to treat initial condition values. These integral terms are numerically evaluated taking into account Newton-Cotes formulas. The Green’s matrices of the model are also numerically computed, taking into account the generalized-α method and subcycling techniques. As it is discussed and illustrated along the text, the proposed procedure is efficient and accurate, providing a very attractive time marching technique. 

Keywords: Dynamics, Time-Marching, Green’s Function, Generalized-α Method, Subcycling.

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Authors: Xiguang Li

Abstract:

In this paper , by using fixed point theorem , upper and lower solution-s method and monotone iterative technique , we prove the existence of maximum and minimum solutions of differential equations with delay , which improved and generalize the result of related paper.

Keywords: Banach space, boundary value problem, differential equation, delay.

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Authors: Y. T. Yang, H. S. Peng, H. T. Hsu

Abstract:

This study presents the numerical simulation of optimum pin-fin heat sink with air impinging cooling by using Taguchi method. 9 L ( 4 3 ) orthogonal array is selected as a plan for the four design-parameters with three levels. The governing equations are discretized by using the control-volume-based-finite-difference method with a power-law scheme on the non-uniform staggered grid. We solved the coupling of the velocity and the pressure terms of momentum equations using SIMPLEC algorithm. We employ the k −ε two-equations turbulence model to describe the turbulent behavior. The parameters studied include fin height H (35mm-45mm), inter-fin spacing a , b , and c (2 mm-6.4 mm), and Reynolds number ( Re = 10000- 25000). The objective of this study is to examine the effects of the fin spacings and fin height on the thermal resistance and to find the optimum group by using the Taguchi method. We found that the fin spacings from the center to the edge of the heat sink gradually extended, and the longer the fin’s height the better the results. The optimum group is 3 1 2 3 H a b c . In addition, the effects of parameters are ranked by importance as a , H , c , and b .

Keywords: Heat sink, Optimum, Electronics cooling, CFD.

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Authors: Pa Pa Lin

Abstract:

This research work is concerned with the eigenvalue problem for the integral operators which are obtained by linearization of a nonlocal evolution equation. The purpose of section II.A is to describe the nature of the problem and the objective of the project. The problem is related to the “stable solution" of the evolution equation which is the so-called “instanton" that describe the interface between two stable phases. The analysis of the instanton and its asymptotic behavior are described in section II.C by imposing the Green function and making use of a probability kernel. As a result , a classical Theorem which is important for an instanton is proved. Section III devoted to a study of the integral operators related to interface dynamics which concern the analysis of the Cauchy problem for the evolution equation with initial data close to different phases and different regions of space.

Keywords: Evolution, Green function, instanton, integral operators.

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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: Gunawan Nugroho, Ahmed M. S. Ali, Zainal A. Abdul Karim

Abstract:

Incompressible Navier-Stokes equations are reviewed in this work. Three-dimensional Navier-Stokes equations are solved analytically. The Mathematical derivation shows that the solutions for the zero and constant pressure gradients are similar. Descriptions of the proposed formulation and validation against two laminar experiments and three different turbulent flow cases are reported in this paper. Even though, the analytical solution is derived for nonreacting flows, it could reproduce trends for cases including combustion.

Keywords: Navier-Stokes Equations, potential function, turbulent flows.

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Authors: Yiqin Lin, Liang Bao, Yimin Wei

Abstract:

In this paper we study numerical methods for solving Sylvester matrix equations of the form AX +XBT +CDT = 0. A new projection method is proposed. The union of Krylov subspaces in A and its inverse and the union of Krylov subspaces in B and its inverse are used as the right and left projection subspaces, respectively. The Arnoldi-like process for constructing the orthonormal basis of the projection subspaces is outlined. We show that the approximate solution is an exact solution of a perturbed Sylvester matrix equation. Moreover, exact expression for the norm of residual is derived and results on finite termination and convergence are presented. Some numerical examples are presented to illustrate the effectiveness of the proposed method.

Keywords: Arnoldi process, Krylov subspace, Iterative method, Sylvester equation, Dissipative matrix.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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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: Yongxin Yuan, Kezheng Zuo

Abstract:

In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.

Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.

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Authors: Syed Zohaib Javaid Zaidi, W. Iqbal

Abstract:

The industrial automation is dependent upon pneumatic control systems. The industrial units are now controlled with digital control systems to tackle the process variables like Temperature, Pressure, Flow rates and Composition.

This research work produces an evaluation of the response time fluctuations for proportional mode, proportional integral and proportional integral derivative modes of automated chemical process control. The controller output is measured for different values of gain with respect to time in three modes (P, PI and PID). In case of P-mode for different values of gain the controller output has negligible change. When the controller output of PI-mode is checked for constant gain, it can be seen that by decreasing the integral time the controller output has showed more fluctuations. The PID mode results have found to be more interesting in a way that when rate minute has changed, the controller output has also showed fluctuations with respect to time.  The controller output for integral mode and derivative mode are observed with lesser steady state error, minimum offset and larger response time to control the process variable.   The tuning parameters in case of P-mode are only steady state gain with greater errors with respect to controller output. The integral mode showed controller outputs with intermediate responses during integral gain (ki).  By increasing the rate minute the derivative gain (kd) also increased which showed the controlled oscillations in case of PID mode and lesser overshoot.

Keywords: Controller Output, P, PI &PID modes, Steady state gain.

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Authors: Wenlong Feng, Zhenchun Du, Jianguo Yang

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To decrease the grating scale thermal expansion error, a novel method which based on multiple temperature detection is proposed. Several temperature sensors are installed on the grating scale and the temperatures of these sensors are recorded. The temperatures of every point on the grating scale are calculated by interpolating between adjacent sensors. According to the thermal expansion principle, the grating scale thermal expansion error model can be established by doing the integral for the variations of position and temperature. A novel compensation method is proposed in this paper. By applying the established error model, the grating scale thermal expansion error is decreased by 90% compared with no compensation. The residual positioning error of the grating scale is less than 15μm/10m and the accuracy of the machine tool is significant improved.

Keywords: Thermal expansion error of grating scale, error compensation, machine tools, integral method.

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Authors: Adil Al-Rammahi

Abstract:

Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.

Keywords: Differential Equations, Laplace Transformations.

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Authors: A.Roshandel, N.Hedayat, H.kiamanesh

Abstract:

Today, numerical simulation is a powerful tool to solve various hydraulic engineering problems. The aim of this research is numerical solutions of shallow water equations using finite volume method for Simulations of dam break over wet and dry bed. In order to solve Riemann problem, Roe-s approximate solver is used. To evaluate numerical model, simulation was done in 1D and 2D states. In 1D state, two dam break test over dry bed (with and without friction) were studied. The results showed that Structural failure around the dam and damage to the downstream constructions in bed without friction is more than friction bed. In 2D state, two tests for wet and dry beds were done. Generally in wet bed case, waves are propagated to canal sides but in dry bed it is not significant. Therefore, damage to the storage facilities and agricultural lands in wet bed case is more than in dry bed.

Keywords: dam break, dry bed, finite volume method, shallow water equations.

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Authors: T. Li, J.Y. Zhang, W.H. Zhang, M.H. Zhu

Abstract:

A numerical simulation of vortex-induced vibration of a 2-dimensional elastic circular cylinder with two degree of freedom under the uniform flow is calculated when Reynolds is 200. 2-dimensional incompressible Navier-Stokes equations are solved with the space-time finite element method, the equation of the cylinder motion is solved with the new explicit integral method and the mesh renew is achieved by the spring moving mesh technology. Considering vortex-induced vibration with the low reduced damping parameter, the variety trends of the lift coefficient, the drag coefficient, the displacement of cylinder are analyzed under different oscillating frequencies of cylinder. The phenomena of locked-in, beat and phases-witch were captured successfully. The evolution of vortex shedding from the cylinder with time is discussed. There are very similar trends in characteristics between the results of the one degree of freedom cylinder model and that of the two degree of freedom cylinder model. The streamwise vibrations have a certain effect on the lateral vibrations and their characteristics.

Keywords: Fluid-structure interaction, Navier-Stokes equation, Space-time finite element method, vortex-induced vibration.

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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: Eda Gök

Abstract:

Peridynamics is a new modeling concept of non-local interactions for solid structures. The formulations of Peridynamic (PD) theory are based on integral equations rather than differential equations. Through, undefined equations of associated problems are avoided. PD theory might be defined as continuum version of molecular dynamics. The medium is usually modeled with mass particles bonded together. Particles interact with each other directly across finite distances through central forces named as bonds. The main assumption of this theory is that the body is composed of material points which interact with other material points within a finite distance. Although, PD theory developed for discontinuities, it gives good results for structures which have no discontinuities. In this paper, displacement control of the isotropic plate under the effect of tensile and bending loading has been investigated by means of PD theory. A MATLAB code is generated to create PD bonds and corresponding surface correction factors. Using generated MATLAB code the geometry of the specimen is generated, and the code is implemented in Finite Element Software. The results obtained from non-local continuum theory are compared with the Finite Element Analysis results and analytical solution. The results show good agreement.

Keywords: Flexural loading, non-local continuum mechanics, Peridynamic theory, solid structures, tensile loading.

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Authors: Ampon Dhamacharoen, Kanittha Chompuvised

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In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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