Search results for: Bees Algorithm (BA); Approximate Solutions; Blasius Differential Equation.

Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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Authors: Anuar Ishak

Abstract:

The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, mixed convection, stability analysis.

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Authors: Ahmad Fahim Nasiry, Shigeo Honma

Abstract:

We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: Numerical simulation, immiscible, finite difference, IADI, IADE, waterflooding.

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Authors: Roshan Dharshana Yapa, Koichi Harada

Abstract:

Breast skin-line estimation and breast segmentation is an important pre-process in mammogram image processing and computer-aided diagnosis of breast cancer. Limiting the area to be processed into a specific target region in an image would increase the accuracy and efficiency of processing algorithms. In this paper we are presenting a new algorithm for estimating skin-line and breast segmentation using fast marching algorithm. Fast marching is a partial-differential equation based numerical technique to track evolution of interfaces. We have introduced some modifications to the traditional fast marching method, specifically to improve the accuracy of skin-line estimation and breast tissue segmentation. Proposed modifications ensure that the evolving front stops near the desired boundary. We have evaluated the performance of the algorithm by using 100 mammogram images taken from mini-MIAS database. The results obtained from the experimental evaluation indicate that this algorithm explains 98.6% of the ground truth breast region and accuracy of the segmentation is 99.1%. Also this algorithm is capable of partially-extracting nipple when it is available in the profile.

Keywords: Mammogram, fast marching method, mathematical morphology.

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Authors: Essam Al Daoud

Abstract:

Genome rearrangement is an important area in computational biology and bioinformatics. The basic problem in genome rearrangements is to compute the edit distance, i.e., the minimum number of operations needed to transform one genome into another. Unfortunately, unsigned genome rearrangement problem is NP-hard. In this study an improved ant colony optimization algorithm to approximate the edit distance is proposed. The main idea is to convert the unsigned permutation to signed permutation and evaluate the ants by using Kaplan algorithm. Two new operations are added to the standard ant colony algorithm: Replacing the worst ants by re-sampling the ants from a new probability distribution and applying the crossover operations on the best ants. The proposed algorithm is tested and compared with the improved breakpoint reversal sort algorithm by using three datasets. The results indicate that the proposed algorithm achieves better accuracy ratio than the previous methods.

Keywords: Ant colony algorithm, Edit distance, Genome breakpoint, Genome rearrangement, Reversal sort.

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Authors: Hsuan-Ku Liu

Abstract:

A linear system is called a fully fuzzy linear system (FFLS) if quantities in this system are all fuzzy numbers. For the FFLS, we investigate its solution and develop a new approximate method for solving the FFLS. Observing the numerical results, we find that our method is accurate than the iterative Jacobi and Gauss- Seidel methods on approximating the solution of FFLS.

Keywords: Fully fuzzy linear equations, iterative method, homotopy perturbation method, approximate solutions.

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Authors: A. Thabet, M. Boutayeb, M. N. Abdelkrim

Abstract:

This paper investigates a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation (DAE) models using the extended Kalman filter. The method involves the use of a transformation from a DAE to ordinary differential equation (ODE). A relevant dynamic power system model using decoupled techniques will be proposed. The estimation technique consists of a state estimator based on the EKF technique as well as the local stability analysis. High performances are illustrated through a simulation study applied on IEEE 13 buses test system.

Keywords: Power system, Dynamic decoupled model, Extended Kalman Filter, Convergence analysis, Time computing.

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Authors: Fadi Awawdeh, H.M. Jaradat

Abstract:

In this paper, we establish existence and uniqueness of solutions for a class of inverse problems of degenerate differential equations. The main tool is the perturbation theory for linear operators.

Keywords: Inverse Problem, Degenerate Differential Equations, Perturbation Theory for Linear Operators

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Authors: R.Balamurugan, S.Subramanian

Abstract:

This paper presents the solution of power economic dispatch (PED) problem of generating units with valve point effects and multiple fuel options using Self-Adaptive Differential Evolution (SDE) algorithm. The global optimal solution by mathematical approaches becomes difficult for the realistic PED problem in power systems. The Differential Evolution (DE) algorithm is found to be a powerful evolutionary algorithm for global optimization in many real problems. In this paper the key parameters of control in DE algorithm such as the crossover constant CR and weight applied to random differential F are self-adapted. The PED problem formulation takes into consideration of nonsmooth fuel cost function due to valve point effects and multi fuel options of generator. The proposed approach has been examined and tested with the numerical results of PED problems with thirteen-generation units including valve-point effects, ten-generation units with multiple fuel options neglecting valve-point effects and ten-generation units including valve-point effects and multiple fuel options. The test results are promising and show the effectiveness of proposed approach for solving PED problems.

Keywords: Multiple fuels, power economic dispatch, selfadaptivedifferential evolution and valve-point effects.

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Authors: O. Hasançebi, S. Kazemzadeh Azad

Abstract:

In the present study the efficiency of Big Bang-Big Crunch (BB-BC) algorithm is investigated in discrete structural design optimization. It is shown that a standard version of the BB-BC algorithm is sometimes unable to produce reasonable solutions to problems from discrete structural design optimization. Two reformulations of the algorithm, which are referred to as modified BB-BC (MBB-BC) and exponential BB-BC (EBB-BC), are introduced to enhance the capability of the standard algorithm in locating good solutions for steel truss and frame type structures, respectively. The performances of the proposed algorithms are experimented and compared to its standard version as well as some other algorithms over several practical design examples. In these examples, steel structures are sized for minimum weight subject to stress, stability and displacement limitations according to the provisions of AISC-ASD.

Keywords: Structural optimization, discrete optimization, metaheuristics, big bang-big crunch (BB-BC) algorithm, design optimization of steel trusses and frames.

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Authors: M. Keshlaf

Abstract:

Honey bees are the most important insects because of their ecologic and economic impacts. They pollinate more than 200 flowering crop plants resulting in an increased yield. Also, honey bees provide multiple products such as honey, royal jelly, wax, venom, pollen and propolis. Beekeeping has been practiced by Africans in all parts of the continent for many thousands of years. However, there is a little scientific information published worldwide about beekeeping in Libya. This review article aims to shed light on the history and current status of honey bee keeping in Libya.

Keywords: Apis mellifera, Libya, beekeeping.

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Authors: Anuar Ishak

Abstract:

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

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

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Authors: 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: Moth'd Belal. Al-Daoud

Abstract:

Clustering is a very well known technique in data mining. One of the most widely used clustering techniques is the k-means algorithm. Solutions obtained from this technique are dependent on the initialization of cluster centers. In this article we propose a new algorithm to initialize the clusters. The proposed algorithm is based on finding a set of medians extracted from a dimension with maximum variance. The algorithm has been applied to different data sets and good results are obtained.

Keywords: clustering, k-means, data mining.

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Authors: Olusheye Akinfenwa

Abstract:

We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.

Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.

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Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: N. Khatiashvili, K. Pirumova, D. Janjgava

Abstract:

The Stokes equation connected with the fluid flow over the axisymmetric bodies in a cylindrical area is considered. The equation is studied in a moving coordinate system with the appropriate boundary conditions. Effective formulas for the velocity components are obtained. The graphs of the velocity components and velocity profile are plotted.

Keywords: Stokes system, viscous fluid.

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Authors: Hsuan-Ku Liu

Abstract:

This paper investigates the solutions of two-point fuzzy boundary value problems as the form x = f(t, x(t)), x(0) = A and x(l) = B, where A and B are fuzzy numbers. There are four different solutions for the problems when the lateral type of H-derivative is employed to solve the problems. As f(t, x) is a monotone function of x, these four solutions are reduced to two different solutions. As f(t, x(t)) = λx(t) or f(t, x(t)) = -λx(t), solutions and several comparison results are presented to indicate advantages of each solution.

Keywords: Fuzzy derivative, lateral type of H-derivative, fuzzy differential equations, fuzzy boundary value problems, boundary value problems.

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Authors: Mohammad Hadi Bordbar, Timo Hyppänen

Abstract:

The radiative exchange method is introduced as a numerical method for the simulation of radiative heat transfer in an absorbing, emitting and isotropically scattering media. In this method, the integro-differential radiative balance equation is solved by using a new introduced concept for the exchange factor. Even though the radiative source term is calculated in a mesh structure that is coarser than the structure used in computational fluid dynamics, calculating the exchange factor between different coarse elements by using differential integration elements makes the result of the method close to that of integro-differential radiative equation. A set of equations for calculating exchange factors in two and threedimensional Cartesian coordinate system is presented, and the method is used in the simulation of radiative heat transfer in twodimensional rectangular case and a three-dimensional simple cube. The result of using this method in simulating different cases is verified by comparing them with those of using other numerical radiative models.

Keywords: Exchange factor, Numerical simulation, Thermal radiation.

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Authors: Khalil el Hindi

Abstract:

This paper presents a simple and effective method for approximate indexing of instances for instance based learning. The method uses an interval tree to determine a good starting search point for the nearest neighbor. The search stops when an early stopping criterion is met. The method proved to be very effective especially when only the first nearest neighbor is required.

Keywords: Instance based learning, interval trees, the knn algorithm, machine learning.

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Authors: Abdullah M. Almeshal, Mohammad R. Alenezi, Muhammad Moaz

Abstract:

In this paper, we discuss the performance of applying hybrid spiral dynamic bacterial chemotaxis (HSDBC) optimisation algorithm on an intelligent controller for a differential drive robot. A unicycle class of differential drive robot is utilised to serve as a basis application to evaluate the performance of the HSDBC algorithm. A hybrid fuzzy logic controller is developed and implemented for the unicycle robot to follow a predefined trajectory. Trajectories of various frictional profiles and levels were simulated to evaluate the performance of the robot at different operating conditions. Controller gains and scaling factors were optimised using HSDBC and the performance is evaluated in comparison to previously adopted optimisation algorithms. The HSDBC has proven its feasibility in achieving a faster convergence toward the optimal gains and resulted in a superior performance.

Keywords: Differential drive robot, hybrid fuzzy controller, optimization, path tracking, unicycle robot.

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Authors: M. F. Patricio, P. M. Rosa

Abstract:

In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.

Keywords: Method of Lines, Differential Transform Method.

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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: Jinfeng Wang, Yang Liu, Hong Li

Abstract:

In this article, we propose a new approximate procedure based on He’s variational iteration method for solving nonlinear hyperbolic equations. We introduce two transformations q = ut and σ = ux and formulate a first-order system of equations. We can obtain the approximation solution for the scalar unknown u, time derivative q = ut and space derivative σ = ux, simultaneously. Finally, some examples are provided to illustrate the effectiveness of our method.

Keywords: Hyperbolic wave equation, Nonlinear, He’s variational iteration method, Transformations

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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: 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: Y. Mohseniahouei, K. Abdella, M. Pollanen

Abstract:

In this paper, we explore the applicability of the Sinc- Collocation method to a three-dimensional (3D) oceanography model. The model describes a wind-driven current with depth-dependent eddy viscosity in the complex-velocity system. In general, the Sinc-based methods excel over other traditional numerical methods due to their exponentially decaying errors, rapid convergence and handling problems in the presence of singularities in end-points. Together with these advantages, the Sinc-Collocation approach that we utilize exploits first derivative interpolation, whose integration is much less sensitive to numerical errors. We bring up several model problems to prove the accuracy, stability, and computational efficiency of the method. The approximate solutions determined by the Sinc-Collocation technique are compared to exact solutions and those obtained by the Sinc-Galerkin approach in earlier studies. Our findings indicate that the Sinc-Collocation method outperforms other Sinc-based methods in past studies.

Keywords: Boundary Value Problems, Differential Equations, Sinc Numerical Methods, Wind-Driven Currents

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Olusheye Akinfenwa, Samuel Jator, Nianmin Yoa

Abstract:

A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.

Keywords: Stiff IVPs, System of ODEs, Backward differentiationformulas, Block methods, Stability.

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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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