Search results for: nonlinear ordinary differential equations

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: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

Abstract:

New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations.

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Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper presents a differential evolution algorithm to design a robust PI and PID controllers for Load Frequency Control (LFC) of nonlinear interconnected power systems considering the boiler dynamics, Governor Dead Band (GDB), Generation Rate Constraint (GRC). Differential evolution algorithm is employed to search for the optimal controller parameters. The proposed method easily copes of with nonlinear constraints. Further the proposed controller is simple, effective and can ensure the desirable overall system performance. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic controller for the same power systems. The comparison is done using various performance measures like overshoot, settling time and standard error criteria of frequency and tie-line power deviation following a 1% step load perturbation in hydro area. It is noticed that, the dynamic performance of proposed controller is better than fuzzy logic controller. Furthermore, it is also seen that the proposed system is robust and is not affected by change in the system parameters.

Keywords: Automatic Generation control (AGC), Generation Rate Constraint (GRC), Governor Dead Band (GDB), Differential Evolution (DE)

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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: 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: A. Nikkar, M. Mighani

Abstract:

In this study, a new reliable technique use to handle the foam drainage equation. This new method is resulted from VIM by a simple modification that is Reconstruction of Variational Iteration Method (RVIM). The drainage of liquid foams involves the interplay of gravity, surface tension, and viscous forces. Foaming occurs in many distillation and absorption processes. Results are compared with those of Adomian’s decomposition method (ADM).The comparisons show that the Reconstruction of Variational Iteration Method is very effective and overcome the difficulty of traditional methods and quite accurate to systems of non-linear partial differential equations.

Keywords: Reconstruction of Variational Iteration Method (RVIM), Foam drainage, nonlinear partial differential equation.

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Authors: Kazuo Komatsu, Hitoshi Takata

Abstract:

The objective of this study is to propose an observer design for nonlinear systems by using an augmented linear system derived by application of a formal linearization method. A given nonlinear differential equation is linearized by the formal linearization method which is based on Taylor expansion considering up to the higher order terms, and a measurement equation is transformed into an augmented linear one. To this augmented dimensional linear system, a linear estimation theory is applied and a nonlinear observer is derived. As an application of this method, an estimation problem of transient state of electric power systems is studied, and its numerical experiments indicate that this observer design shows remarkable performances for nonlinear systems.

Keywords: nonlinear system, augmented linear system, nonlinear observer, formal linearization, electric power system.

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Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi

Abstract:

In this paper, the generalized (2+1)-dimensional Calogero-Bogoyavlenskii-Schiff (shortly CBS) equations are investigated. We employ the Hirota-s bilinear method to obtain the bilinear form of CBS equations. Then by the idea of extended homoclinic test approach (shortly EHTA), some exact soliton solutions including breather type solutions are presented.

Keywords: EHTA, (2+1)-dimensional CBS equations, (2+1)-dimensional breaking solution equation, Hirota's bilinear form.

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Authors: Chahid K. Ghaddar

Abstract:

The spreadsheet engine is exploited via a non-conventional mechanism to enable novel worksheet solver functions for computational calculus. The solver functions bypass inherent restrictions on built-in math and user defined functions by taking variable formulas as a new type of argument while retaining purity and recursion properties. The enabling mechanism permits integration of numerical algorithms into worksheet functions for solving virtually any computational problem that can be modelled by formulas and variables. Several examples are presented for computing integrals, derivatives, and systems of deferential-algebraic equations. Incorporation of the worksheet solver functions with the ubiquitous spreadsheet extend the utility of the latter as a powerful tool for computational mathematics.

Keywords: Calculus functions, nonlinear systems, differential algebraic equations, solvers, spreadsheet.

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Authors: Mihai Lungu

Abstract:

The paper presents the design of a mini-UAV attitude controller using the backstepping method. Starting from the nonlinear dynamic equations of the mini-UAV, by using the backstepping method, the author of this paper obtained the expressions of the elevator, rudder and aileron deflections, which stabilize the UAV, at each moment, to the desired values of the attitude angles. The attitude controller controls the attitude angles, the angular rates, the angular accelerations and other variables that describe the UAV longitudinal and lateral motions. To design the nonlinear controller, by using the backstepping technique, the nonlinear equations and the Lyapunov analysis have been directly used. The designed controller has been implemented in Matlab/Simulink environment and its effectiveness has been tested with a campaign of numerical simulations using data from the UAV flight tests. The obtained results are very good and they are better than the ones found in previous works.

Keywords: Attitude angles, Backstepping, Controller, UAV.

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Authors: Leili Esmaeilani, Jafar Ghaisari, Mohsen Ahmadian

Abstract:

Hammerstein–Wiener model is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output and could be used to model various processes. This paper contains an optimization approach method for analysing the problem of Hammerstein–Wiener systems identification. The method relies on reformulate the identification problem; solve it as constraint quadratic problem and analysing its solutions. During the formulation of the problem, effects of adding noise to both input and output signals of nonlinear blocks and disturbance to linear block, in the emerged equations are discussed. Additionally, the possible parametric form of matrix operations to reduce the equation size is presented. To analyse the possible solutions to the mentioned system of equations, a method to reduce the difference between the number of equations and number of unknown variables by formulate and importing existing knowledge about nonlinear functions is presented. Obtained equations are applied to an instance H–W system to validate the results and illustrate the proposed method.

Keywords: Identification, Hammerstein-Wiener, optimization, quantization.

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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: M. Zarebnia, S. Khani

Abstract:

In this paper first, a numerical method based on quasiinterpolation for solving nonlinear Fredholm integral equations of the Hammerstein-type is presented. Then, we approximate the solution of Hammerstein integral equations by Nystrom’s method. Also, we compare the methods with some numerical examples.

Keywords: Hammerstein integral equations, quasi-interpolation, Nystrom’s method.

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Authors: Swarniv Chandra, Basudev Ghosh

Abstract:

Nonlinear solitary structures of electron plasma waves have been investigated by using nonlinear quantum fluid equations for electrons with an arbitrary temperature. It is shown that the electron degeneracy parameter has significant effects on the linear and nonlinear properties of electron plasma waves. Depending on its value both compressive and rarefactive solitons can be excited in the model plasma under consideration.

Keywords: Electron Plasma Waves, Finite Temperature Model, Modulational Instability, Quantum Plasma, Solitary structure

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Authors: Phu-Cuong Nguyen, Seung-Eock Kim

Abstract:

This paper presents nonlinear elastic dynamic analysis of 3-D semi-rigid steel frames including geometric and connection nonlinearities. The geometric nonlinearity is considered by using stability functions and updating geometric stiffness matrix. The nonlinear behavior of the steel beam-to-column connection is considered by using a zero-length independent connection element comprising of six translational and rotational springs. The nonlinear dynamic equilibrium equations are solved by the Newmark numerical integration method. The nonlinear time-history analysis results are compared with those of previous studies and commercial SAP2000 software to verify the accuracy and efficiency of the proposed procedure.

Keywords: Geometric nonlinearity, nonlinear time-historyanalysis, semi-rigid connection, stability functions.

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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: E. Jomehzadeh, A.R. Saidi

Abstract:

In the present article, nonlinear vibration analysis of single layer graphene sheets is presented and the effect of small length scale is investigated. Using the Hamilton's principle, the three coupled nonlinear equations of motion are obtained based on the von Karman geometrical model and Eringen theory of nonlocal continuum. The solutions of Free nonlinear vibration, based on a one term mode shape, are found for both simply supported and clamped graphene sheets. A complete analysis of graphene sheets with movable as well as immovable in-plane conditions is also carried out. The results obtained herein are compared with those available in the literature for classical isotropic rectangular plates and excellent agreement is seen. Also, the nonlinear effects are presented as functions of geometric properties and small scale parameter.

Keywords: Small scale, Nonlinear vibration, Graphene sheet, Nonlocal continuum

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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: Nicolò Vaiana, Giorgio Serino

Abstract:

In this paper, an advanced Nonlinear Exponential Model (NEM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement in the relatively large displacements range and a hardening or softening behavior at large displacements, is presented. The mathematical model is validated by comparing the experimental force-displacement hysteresis loops obtained during cyclic tests, conducted on a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted analytically. Good agreement between the experimental and simulated results shows that the proposed model can be an effective numerical tool to predict the force-displacement relationship of seismic isolation devices within the large displacements range. Compared to the widely used Bouc-Wen model, unable to simulate the response of seismic isolators at large displacements, the proposed one allows to avoid the numerical solution of a first order nonlinear ordinary differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort. Furthermore, the proposed model can simulate the smooth transition of the hysteresis loops from small to large displacements by adopting only one set of five parameters determined from the experimental hysteresis loops having the largest amplitude.

Keywords: Base isolation, hardening behavior, nonlinear exponential model, seismic isolators, softening behavior.

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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: Faruk Fırat Çalım, Nurullah Karaca, Hakan Tacettin Türker

Abstract:

In this study, out-of-plane free vibrations of a circular rods is investigated theoretically. The governing equations for naturally twisted and curved spatial rods are obtained using Timoshenko beam theory and rewritten for circular rods. Effects of the axial and shear deformations are considered in the formulations. Ordinary differential equations in scalar form are solved analytically by using transfer matrix method. The circular rods of the mass matrix are obtained by using straight rod of consistent mass matrix. Free vibrations frequencies obtained by solving eigenvalue problem. A computer program coded in MATHEMATICA language is prepared. Circular beams are analyzed through various examples for free vibrations analysis. Results are compared with ANSYS results based on finite element method and available in the literature.

Keywords: Circular rod, Out-of-plane free vibration analysis, Transfer Matrix Method.

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Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand

Abstract:

In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.

Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.

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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: Hassan Saberi-Nik, Mahin Golchaman

Abstract:

This paper applies the homotopy analysis method method to a nonlinear differential-difference equation arising in nanotechnology. Continuum hypothesis on nanoscales is invalid, and a differential-difference model is considered as an alternative approach to describing discontinued problems. Comparison of the approximate solution with the exact one reveals that the method is very effective.

Keywords: Homotopy analysis method, differential-difference, nanotechnology.

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Authors: Hailong Zhu, Zhaoxiang Li

Abstract:

Semilinear elliptic equations are ubiquitous in natural sciences. They give rise to a variety of important phenomena in quantum mechanics, nonlinear optics, astrophysics, etc because they have rich multiple solutions. But the nontrivial solutions of semilinear equations are hard to be solved for the lack of stabilities, such as Lane-Emden equation, Henon equation and Chandrasekhar equation. In this paper, bifurcation method is applied to solving semilinear elliptic equations which are with homogeneous Dirichlet boundary conditions in 2D. Using this method, nontrivial numerical solutions will be computed and visualized in many different domains (such as square, disk, annulus, dumbbell, etc).

Keywords: Semilinear elliptic equations, positive solutions, bifurcation method, isotropy subgroups.

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Authors: Abdulatif Abdusalam, Mohamed Shaban

Abstract:

In this paper, we consider the nonlinear pulse propagation through a nonuniform birefringent fiber Bragg grating (FBG) whose index modulation depth varies along the propagation direction. Here, the pulse propagation is governed by the nonlinear birefringent coupled mode (NLBCM) equations. To form the Bragg soliton outside the photonic bandgap (PBG), the NLBCM equations are reduced to the well known NLS type equation by multiple scale analysis. As we consider the pulse propagation in a nonuniform FBG, the pulse propagation outside the PBG is governed by inhomogeneous NLS (INLS) rather than NLS. We then discuss the formation of soliton in the FBG known as Bragg soliton whose central frequency lies outside but close to the PBG of the grating structure. Further, we discuss Bragg soliton compression due to a delicate balance between the SPM and the varying grating induced dispersion. In addition, Bragg soliton collision, Bragg soliton switching and possible logic gates have also been discussed.

Keywords: Bragg grating, Nonuniform fiber, Nonlinear pulse.

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Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.

Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.

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