Search results for: Blast vibration equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1554

Search results for: Blast vibration equation

1314 Evaluation of the Laser and Partial Vibration Stimulation on Osteoporosis

Authors: Ji Hyung Park, Dong-Hyun Seo, Young-Jin Jung, Han Sung Kim

Abstract:

The aim of this study is to evaluate the effects of the laser and partial vibration stimulation on the mice tibia with morphological characteristics. Twenty female C57BL/6 mice (12 weeks old) were used for the experiment. The study was carried out on four groups of animals each consisting of five mice. Four groups of mice were ovariectomized. Animals were scanned at 0 and 2 weeks after ovariectomy by using micro computed tomography to estimate morphological characteristics of tibial trabecular bone. Morphological analysis showed that structural parameters of multi-stimuli group appear significantly better phase in BV/TV, BS/BV, Tb.Th, Tb.N, Tb.Sp, and Tb.pf than single stimulation groups. However, single stimulation groups didn’t show significant effect on tibia with Sham group. This study suggests that multi-stimuli may restrain the change as the degenerate phase on osteoporosis in the mice tibia.

Keywords: Laser, Partial Vibration, Osteoporosis, in vivo micro-CT, mice.

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1313 Identifying an Unknown Source in the Poisson Equation by a Modified Tikhonov Regularization Method

Authors: Ou Xie, Zhenyu Zhao

Abstract:

In this paper, we consider the problem for identifying the unknown source in the Poisson equation. A modified Tikhonov regularization method is presented to deal with illposedness of the problem and error estimates are obtained with an a priori strategy and an a posteriori choice rule to find the regularization parameter. Numerical examples show that the proposed method is effective and stable.

Keywords: Ill-posed problem, Unknown source, Poisson equation, Tikhonov regularization method, Discrepancy principle

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1312 CFD Simulation of the Hydrodynamic Vibrator for Stuck - Pipe Liquidation

Authors: L. Grinis, V. Haslavsky

Abstract:

Stuck-pipe in drilling operations is one of the most pressing and expensive problems in the oil industry. This paper describes a computational simulation and an experimental study of the hydrodynamic vibrator, which may be used for liquidation of stuck-pipe problems during well drilling. The work principle of the vibrator is based upon the known phenomena of Vortex Street of Karman and the resulting generation of vibrations. We will discuss the computational simulation and experimental investigations of vibrations in this device. The frequency of the vibration parameters has been measured as a function of the wide range Reynolds Number. The validity of the computational simulation and of the assumptions on which it is based has been proved experimentally. The computational simulation of the vibrator work and its effectiveness was carried out using FLUENT software. The research showed high degree of congruence with the results of the laboratory tests and allowed to determine the effect of the granular material features upon the pipe vibration in the well. This study demonstrates the potential of using the hydrodynamic vibrator in a well drilling system.

Keywords: Drilling, stuck-pipe, vibration, vortex shedding.

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1311 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

Authors: N. Kumaresan, J. Kavikumar, M. Kumudthaa, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by genetic programming (GP). The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, Genetic programming and H-difference.

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1310 A Schur Method for Solving Projected Continuous-Time Sylvester Equations

Authors: Yiqin Lin, Liang Bao, Qinghua Wu, Liping Zhou

Abstract:

In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.

Keywords: Projected Sylvester equation, Schur factorization, Spectral projection, Direct method.

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1309 Crank-Nicolson Difference Scheme for the Generalized Rosenau-Burgers Equation

Authors: Kelong Zheng, Jinsong Hu,

Abstract:

In this paper, numerical solution for the generalized Rosenau-Burgers equation is considered and Crank-Nicolson finite difference scheme is proposed. Existence of the solutions for the difference scheme has been shown. Stability, convergence and priori error estimate of the scheme are proved. Numerical results demonstrate that the scheme is efficient and reliable.

Keywords: Generalized Rosenau-Burgers equation, difference scheme, stability, convergence.

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1308 Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation

Authors: Tomoaki Hashimoto

Abstract:

Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: Optimal control, stochastic systems, quantum systems, stabilization.

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1307 Vibration of Functionally Graded Cylindrical Shells under Free-Free Boundary Conditions

Authors: A.R.Tahmasebi Birgani, M.Hosseinjani Zamenjani, M.R.Isvandzibaei

Abstract:

In the present work, study of the vibration of thin cylindrical shells made of a functionally gradient material (FGM) composed of stainless steel and nickel is presented. Material properties are graded in the thickness direction of the shell according to volume fraction power law distribution. The objective is to study the natural frequencies, the influence of constituent volume fractions and the effects of boundary conditions on the natural frequencies of the FG cylindrical shell. The study is carried out using third order shear deformation shell theory. The governing equations of motion of FG cylindrical shells are derived based on shear deformation theory. Results are presented on the frequency characteristics, influence of constituent volume fractions and the effects of free-free boundary conditions.

Keywords: Vibration, FGM, Cylindrical shell.

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1306 Optimization of Human Comfort Reaction for Suspended Cabin Tractor Semitrailer Drivers

Authors: L.A.Kumaraswamidhas, P.Velmurugan, K.Sankaranarayanasamy

Abstract:

This work has been conducted to study on comfort level of drivers of suspended cabin tractor semitrailer. Some drivers suffer from low back pain caused by vibration. The practical significance of applying suspended cabin type of tractor semi trailer was tested at different road conditions, different speed as well as different load conditions for comfortable driver seat interface (x, y, z ) and the process parameters have been prioritized using Taguchi-s L27 orthogonal array. Genetic Algorithm (GA) is used to optimize the human comfort vibration of suspended cabin tractor semitrailer drivers. The practical significance of applying GA to human comfort to reaction of suspended cabin tractor semitrailer has been validated by means of computing the deviation between predicted and experimentally obtained human comfort to vibration. The optimized acceleration data indicate a little uncomfortable ride for suspended cabin tractor semitrailer.

Keywords: Genetic Algorithm, Ride Comfort, Taguchi Method, Tractor Semitrailer

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1305 Experimental Set-Up for Investigation of Fault Diagnosis of a Centrifugal Pump

Authors: Maamar Ali Saud Al Tobi, Geraint Bevan, K. P. Ramachandran, Peter Wallace, David Harrison

Abstract:

Centrifugal pumps are complex machines which can experience different types of fault. Condition monitoring can be used in centrifugal pump fault detection through vibration analysis for mechanical and hydraulic forces. Vibration analysis methods have the potential to be combined with artificial intelligence systems where an automatic diagnostic method can be approached. An automatic fault diagnosis approach could be a good option to minimize human error and to provide a precise machine fault classification. This work aims to introduce an approach to centrifugal pump fault diagnosis based on artificial intelligence and genetic algorithm systems. An overview of the future works, research methodology and proposed experimental setup is presented and discussed. The expected results and outcomes based on the experimental work are illustrated.

Keywords: Centrifugal pump setup, vibration analysis, artificial intelligence, genetic algorithm.

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1304 Structural Damage Detection via Incomplete Modal Data Using Output Data Only

Authors: Ahmed Noor Al-Qayyim, Barlas Ozden Caglayan

Abstract:

Structural failure is caused mainly by damage that often occurs on structures. Many researchers focus on to obtain very efficient tools to detect the damage in structures in the early state. In the past decades, a subject that has received considerable attention in literature is the damage detection as determined by variations in the dynamic characteristics or response of structures. The study presents a new damage identification technique. The technique detects the damage location for the incomplete structure system using output data only. The method indicates the damage based on the free vibration test data by using ‘Two Points Condensation (TPC) technique’. This method creates a set of matrices by reducing the structural system to two degrees of freedom systems. The current stiffness matrices obtain from optimization the equation of motion using the measured test data. The current stiffness matrices compare with original (undamaged) stiffness matrices. The large percentage changes in matrices’ coefficients lead to the location of the damage. TPC technique is applied to the experimental data of a simply supported steel beam model structure after inducing thickness change in one element, where two cases consider. The method detects the damage and determines its location accurately in both cases. In addition, the results illustrate these changes in stiffness matrix can be a useful tool for continuous monitoring of structural safety using ambient vibration data. Furthermore, its efficiency proves that this technique can be used also for big structures.

Keywords: Damage detection, two points–condensation, structural health monitoring, signals processing, optimization.

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1303 A Model for Study of the Defects in Rolling Element Bearings at Higher Speed by Vibration Signature Analysis

Authors: Abhay Utpat, R. B. Ingle, M. R. Nandgaonkar

Abstract:

The vibrations produced by a single point defect on various parts of the bearing under constant radial load are predicted by using a theoretical model. The model includes variation in the response due to the effect of bearing dimensions, rotating frequency distribution of load. The excitation forces are generated when the defects on the races strike to rolling elements. In case of the outer ring defect, the pulses generated are with periodicity of outer ring defect frequency where as for inner ring defect, the pulses are with periodicity of inner ring defect frequency. The effort has been carried out in preparing the physical model of the system. Different defect frequencies are obtained and are used to find out the amplitudes of the vibration due to excitation of the bearing parts. Increase in the radial load or severity of the defect produces a significant change in bearing signature characteristics.

Keywords: Condition monitoring, defect frequency, rolling element, vibration response.

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1302 Investigation of Fire Damaged Concrete Using Nonlinear Resonance Vibration Method

Authors: Kang-Gyu Park, Sun-Jong Park, Hong Jae Yim, Hyo-Gyung Kwak

Abstract:

This paper attempts to evaluate the effect of fire damage on concrete by using nonlinear resonance vibration method, one of the nonlinear nondestructive method. Concrete exhibits not only nonlinear stress-strain relation but also hysteresis and discrete memory effect which are contained in consolidated materials. Hysteretic materials typically show the linear resonance frequency shift. Also, the shift of resonance frequency is changed according to the degree of micro damage. The degree of the shift can be obtained through nonlinear resonance vibration method. Five exposure scenarios were considered in order to make different internal micro damage. Also, the effect of post-fire-curing on fire-damaged concrete was taken into account to conform the change in internal damage. Hysteretic nonlinearity parameter was obtained by amplitudedependent resonance frequency shift after specific curing periods. In addition, splitting tensile strength was measured on each sample to characterize the variation of residual strength. Then, a correlation between the hysteretic nonlinearity parameter and residual strength was proposed from each test result.

Keywords: Fire damaged concrete, nonlinear resonance vibration method, nonlinearity parameter, post-fire-curing, splitting tensile strength.

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1301 Solution of S3 Problem of Deformation Mechanics for a Definite Condition and Resulting Modifications of Important Failure Theories

Authors: Ranajay Bhowmick

Abstract:

Analysis of stresses for an infinitesimal tetrahedron leads to a situation where we obtain a cubic equation consisting of three stress invariants. This cubic equation, when solved for a definite condition, gives the principal stresses directly without requiring any cumbersome and time-consuming trial and error methods or iterative numerical procedures. Since the failure criterion of different materials are generally expressed as functions of principal stresses, an attempt has been made in this study to incorporate the solutions of the cubic equation in the form of principal stresses, obtained for a definite condition, into some of the established failure theories to determine their modified descriptions. It has been observed that the failure theories can be represented using the quadratic stress invariant and the orientation of the principal plane.

Keywords: Cubic equation, stress invariant, trigonometric, explicit solution, principal stress, failure criterion.

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1300 Complex Fuzzy Evolution Equation with Nonlocal Conditions

Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli

Abstract:

The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.

Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups.

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1299 An Asymptotic Solution for the Free Boundary Parabolic Equations

Authors: Hsuan-Ku Liu, Ming Long Liu

Abstract:

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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1298 Cubic Trigonometric B-spline Approach to Numerical Solution of Wave Equation

Authors: Shazalina Mat Zin, Ahmad Abd. Majid, Ahmad Izani Md. Ismail, Muhammad Abbas

Abstract:

The generalized wave equation models various problems in sciences and engineering. In this paper, a new three-time level implicit approach based on cubic trigonometric B-spline for the approximate solution of wave equation is developed. The usual finite difference approach is used to discretize the time derivative while cubic trigonometric B-spline is applied as an interpolating function in the space dimension. Von Neumann stability analysis is used to analyze the proposed method. Two problems are discussed to exhibit the feasibility and capability of the method. The absolute errors and maximum error are computed to assess the performance of the proposed method. The results were found to be in good agreement with known solutions and with existing schemes in literature.

Keywords: Collocation method, Cubic trigonometric B-spline, Finite difference, Wave equation.

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1297 Periodic Solutions for a Higher Order Nonlinear Neutral Functional Differential Equation

Authors: Yanling Zhu

Abstract:

In this paper, a higher order nonlinear neutral functional differential equation with distributed delay is studied by using the continuation theorem of coincidence degree theory. Some new results on the existence of periodic solutions are obtained.

Keywords: Neutral functional differential equation, higher order, periodic solution, coincidence degree theory.

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1296 Improving the Exploitation of Fluid in Elastomeric Polymeric Isolator

Authors: Haithem Elderrat, Huw Davies, Emmanuel Brousseau

Abstract:

Elastomeric polymer foam has been used widely in the automotive industry, especially for isolating unwanted vibrations. Such material is able to absorb unwanted vibration due to its combination of elastic and viscous properties. However, the ‘creep effect’, poor stress distribution and susceptibility to high temperatures are the main disadvantages of such a system. In this study, improvements in the performance of elastomeric foam as a vibration isolator were investigated using the concept of Foam Filled Fluid (FFFluid). In FFFluid devices, the foam takes the form of capsule shapes, and is mixed with viscous fluid, while the mixture is contained in a closed vessel. When the FFFluid isolator is affected by vibrations, energy is absorbed, due to the elastic strain of the foam. As the foam is compressed, there is also movement of the fluid, which contributes to further energy absorption as the fluid shears. Also, and dependent on the design adopted, the packaging could also attenuate vibration through energy absorption via friction and/or elastic strain. The present study focuses on the advantages of the FFFluid concept over the dry polymeric foam in the role of vibration isolation. This comparative study between the performance of dry foam and the FFFluid was made according to experimental procedures. The paper concludes by evaluating the performance of the FFFluid isolator in the suspension system of a light vehicle. One outcome of this research is that the FFFluid may preferable over elastomer isolators in certain applications, as it enables a reduction in the effects of high temperatures and of ‘creep effects’, thereby increasing the reliability and load distribution. The stiffness coefficient of the system has increased about 60% by using an FFFluid sample. The technology represented by the FFFluid is therefore considered by this research suitable for application in the suspension system of a light vehicle.

Keywords: Anti-vibration devices, dry foam, FFFluid.

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1295 Optimal Relaxation Parameters for Obtaining Efficient Iterative Methods for the Solution of Electromagnetic Scattering Problems

Authors: Nadaniela Egidi, Pierluigi Maponi

Abstract:

The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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1294 An H1-Galerkin Mixed Method for the Coupled Burgers Equation

Authors: Xianbiao Jia, Hong Li, Yang Liu, Zhichao Fang

Abstract:

In this paper, an H1-Galerkin mixed finite element method is discussed for the coupled Burgers equations. The optimal error estimates of the semi-discrete and fully discrete schemes of the coupled Burgers equation are derived.

Keywords: The coupled Burgers equation, H1-Galerkin mixed finite element method, Backward Euler's method, Optimal error estimates.

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1293 Vibration of FGM Cylindrical Shells under Effect Clamped-simply Support Boundary Conditions using Hamilton's Principle

Authors: M.R.Isvandzibaei, E.Bidokh, M.R.Alinaghizadeh, A.Nasirian, A.Moarrefzadeh

Abstract:

In this paper a study on the vibration of thin cylindrical shells with ring supports and made of functionally graded materials (FGMs) composed of stainless steel and nickel is presented. Material properties vary along the thickness direction of the shell according to volume fraction power law. The cylindrical shells have ring supports which are arbitrarily placed along the shell and impose zero lateral deflections. The study is carried out based on third order shear deformation shell theory (T.S.D.T). The analysis is carried out using Hamilton-s principle. The governing equations of motion of FGM cylindrical shells are derived based on shear deformation theory. Results are presented on the frequency characteristics, influence of ring support position and the influence of boundary conditions. The present analysis is validated by comparing results with those available in the literature.

Keywords: Vibration, FGM, Cylindrical shell, Hamilton'sprinciple, Ring support.

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1292 An Examination and Validation of the Theoretical Resistivity-Temperature Relationship for Conductors

Authors: Fred Lacy

Abstract:

Electrical resistivity is a fundamental parameter of metals or electrical conductors. Since resistivity is a function of temperature, in order to completely understand the behavior of metals, a temperature dependent theoretical model is needed. A model based on physics principles has recently been developed to obtain an equation that relates electrical resistivity to temperature. This equation is dependent upon a parameter associated with the electron travel time before being scattered, and a parameter that relates the energy of the atoms and their separation distance. Analysis of the energy parameter reveals that the equation is optimized if the proportionality term in the equation is not constant but varies over the temperature range. Additional analysis reveals that the theoretical equation can be used to determine the mean free path of conduction electrons, the number of defects in the atomic lattice, and the ‘equivalent’ charge associated with the metallic bonding of the atoms. All of this analysis provides validation for the theoretical model and provides insight into the behavior of metals where performance is affected by temperatures (e.g., integrated circuits and temperature sensors).

Keywords: Callendar–van Dusen, conductivity, mean free path, resistance temperature detector, temperature sensor.

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1291 A Comparison of Some Splines-Based Methods for the One-dimensional Heat Equation

Authors: Joan Goh, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

Abstract:

In this paper, collocation based cubic B-spline and extended cubic uniform B-spline method are considered for solving one-dimensional heat equation with a nonlocal initial condition. Finite difference and θ-weighted scheme is used for time and space discretization respectively. The stability of the method is analyzed by the Von Neumann method. Accuracy of the methods is illustrated with an example. The numerical results are obtained and compared with the analytical solutions.

Keywords: Heat equation, Collocation based, Cubic Bspline, Extended cubic uniform B-spline.

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1290 Free Vibration Analysis of Smart FGM Plates

Authors: F.Ebrahimi, A.Rastgo

Abstract:

Analytical investigation of the free vibration behavior of circular functionally graded (FG) plates integrated with two uniformly distributed actuator layers made of piezoelectric (PZT4) material on the top and bottom surfaces of the circular FG plate based on the classical plate theory (CPT) is presented in this paper. The material properties of the functionally graded substrate plate are assumed to be graded in the thickness direction according to the power-law distribution in terms of the volume fractions of the constituents and the distribution of electric potential field along the thickness direction of piezoelectric layers is simulated by a quadratic function. The differential equations of motion are solved analytically for clamped edge boundary condition of the plate. The detailed mathematical derivations are presented and Numerical investigations are performed for FG plates with two surface-bonded piezoelectric layers. Emphasis is placed on investigating the effect of varying the gradient index of FG plate on the free vibration characteristics of the structure. The results are verified by those obtained from threedimensional finite element analyses.

Keywords: Circular plate, CPT, Functionally graded, Piezoelectric.

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1289 Effect of the Rise/Span Ratio of a Spherical Cap Shell on the Buckling Load

Authors: Peter N. Khakina, Mohammed I. Ali, Enchun Zhu, Huazhang Zhou, Baydaa H. Moula

Abstract:

Rise/span ratio has been mentioned as one of the reasons which contribute to the lower buckling load as compared to the Classical theory buckling load but this ratio has not been quantified in the equation. The purpose of this study was to determine a more realistic buckling load by quantifying the effect of the rise/span ratio because experiments have shown that the Classical theory overestimates the load. The buckling load equation was derived based on the theorem of work done and strain energy. Thereafter, finite element modeling and simulation using ABAQUS was done to determine the variables that determine the constant in the derived equation. The rise/span was found to be the determining factor of the constant in the buckling load equation. The derived buckling load correlates closely to the load obtained from experiments.

Keywords: Buckling, Finite element, Rise/span ratio, Sphericalcap

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1288 Seismic Assessment of Old Existing RC Buildings on Madinah with Masonry Infilled Using Ambient Vibration Measurements

Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

Abstract:

Early pre-code reinforced concrete structures present undetermined resistance to earthquakes. This situation is particularly unacceptable in the case of essential structures, such as healthcare structures and pilgrims' houses. Amongst these, an existing old RC building in Madinah city (KSA) is seismically evaluated with and without infill wall and their dynamic characteristics are compared with measured values in the field using ambient vibration measurements (AVM). After updating the mathematical models for this building with the experimental results, three dimensional pushover analysis (Nonlinear static analysis) was carried out using commercial structural analysis software incorporating inelastic material properties for concrete, infill and steel. The purpose of this analysis is to evaluate the expected performance of structural systems by estimating, strength and deformation demands in design, and comparing these demands to available capacities at the performance levels of interest. The results summarized and discussed.

Keywords: Seismic Assessment, Pushover Analysis, Ambient vibration, Modal update.

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1287 Investigation on the Bogie Pseudo-Hunting Motion of a Reduced-Scale Model Railway Vehicle Running on Double-Curved Rails

Authors: Barenten Suciu, Ryoichi Kinoshita

Abstract:

In this paper, an experimental and theoretical study on the bogie pseudo-hunting motion of a reduced-scale model railway vehicle, running on double-curved rails, is presented. Since the actual bogie hunting motion, occurring for real railway vehicles running on straight rails at high travelling speeds, cannot be obtained in laboratory conditions, due to the speed and wavelength limitations, a pseudo- hunting motion was induced by employing double-curved rails. Firstly, the test rig and the experimental procedure are described. Then, a geometrical model of the double-curved rails is presented. Based on such model, the variation of the carriage rotation angle relative to the bogies and the working conditions of the yaw damper are clarified. Vibration spectra recorded during vehicle travelling, on straight and double-curved rails, are presented and interpreted based on a simple vibration model of the railway vehicle. Ride comfort of the vehicle is evaluated according to the ISO 2631 standard, and also by using some particular frequency weightings, which account for the discomfort perceived during the reading and writing activities. Results obtained in this work are useful for the adequate design of the yaw dampers, which are used to attenuate the lateral vibration of the train car bodies.

Keywords: Double-curved rail, octave analysis, lateral vibration, ride comfort, yaw damper, railway vehicle.

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1286 Application of Legendre Transformation to Portfolio Optimization

Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin

Abstract:

This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.

Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.

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1285 Existence of Solution for Singular Two-point Boundary Value Problem of Second-order Differential Equation

Authors: Xiguang Li

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory in coin, we study the existence of solution of singular two point’s boundary value problem for second-order differential equation, which improved and generalize the result of related paper.

Keywords: Singular differential equation, boundary value problem, coin, fixed point theory.

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