Search results for: Volterra integro-differential equation.

Authors: S. Homrossukon, D. Aromstain

Abstract:

The simple methods used to plan and measure non patterned production system are developed from the basic definition of working efficiency. Processing time is assigned as the variable and used to write the equation of production efficiency. Consequently, such equation is extensively used to develop the planning method for production of interest using one-dimensional stock cutting problem. The application of the developed method shows that production efficiency and production planning can be determined effectively.

Keywords: Production Planning, Parallel Machine, Production Measurement, Cutting and Packing.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Shiping Zhou, Minggen Cui

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This paper investigates the inverse problem of determining the unknown time-dependent leading coefficient in the parabolic equation using the usual conditions of the direct problem and an additional condition. An algorithm is developed for solving numerically the inverse problem using the technique of space decomposition in a reproducing kernel space. The leading coefficients can be solved by a lower triangular linear system. Numerical experiments are presented to show the efficiency of the proposed methods.

Keywords: parabolic equations, coefficient inverse problem, reproducing kernel.

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Authors: Alexander Breitholz, Wolfgang Arlt, Ki-Pung Yoo

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Group contribution based models are widely used in industrial applications for its convenience and flexibility. Although a number of group contribution models have been proposed, there were certain limitations inherent to those models. Models based on group contribution excess Gibbs free energy are limited to low pressures and models based on equation of state (EOS) cannot properly describe highly nonideal mixtures including acids without introducing additional modification such as chemical theory. In the present study new a new approach derived from quantum chemistry have been used to calculate necessary EOS group interaction parameters. The COSMO-RS method, based on quantum mechanics, provides a reliable tool for fluid phase thermodynamics. Benefits of the group contribution EOS are the consistent extension to hydrogen-bonded mixtures and the capability to predict polymer-solvent equilibria up to high pressures. The authors are confident that with a sufficient parameter matrix the performance of the lattice EOS can be improved significantly.

Keywords: COSMO-RS, Equation of State, Group contribution, Lattice Fluid, Phase equilibria.

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Authors: Wan-Hyun Cho, In-Seop Na, Seong-ChaeSeo, Sang-Kyoon Kim, Soon-Young Park

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In this paper, we propose the variational approach to solve single image defogging problem. In the inference process of the atmospheric veil, we defined new functional for atmospheric veil that satisfy edge-preserving regularization property. By using the fundamental lemma of calculus of variations, we derive the Euler-Lagrange equation foratmospheric veil that can find the maxima of a given functional. This equation can be solved by using a gradient decent method and time parameter. Then, we can have obtained the estimated atmospheric veil, and then have conducted the image restoration by using inferred atmospheric veil. Finally we have improved the contrast of restoration image by various histogram equalization methods. The experimental results show that the proposed method achieves rather good defogging results.

Keywords: Image defogging, Image restoration, Atmospheric veil, Transmission, Variational approach, Euler-Lagrange equation, Image enhancement.

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Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

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In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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Authors: Süha Yılmaz, Melih Turgut

Abstract:

The curves, of which the square of the distance between the two points equal to zero, are called minimal or isotropic curves [4]. In this work, first, necessary and sufficient conditions to be a Pseudo Helix, which is a special case of such curves, are presented. Thereafter, it is proven that an isotropic curve-s position vector and pseudo curvature satisfy a vector differential equation of fourth order. Additionally, In view of solution of mentioned equation, position vector of pseudo helices is obtained.

Keywords: Classical Differential Geometry, Euclidean space, Minimal Curves, Isotropic Curves, Pseudo Helix.

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Authors: Watcharakorn Thongchuay, Puntip Toghaw, Montri Maleewong

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The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.

Keywords: Galerkin finite element method, Heat equation , Lagrange basis function, Wavelet basis function.

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Authors: M. A. Ghorbani, M. Pasbani Khiavi

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In this paper, the dam-reservoir interaction is analyzed using a finite element approach. The fluid is assumed to be incompressible, irrotational and inviscid. The assumed boundary conditions are that the interface of the dam and reservoir is vertical and the bottom of reservoir is rigid and horizontal. The governing equation for these boundary conditions is implemented in the developed finite element code considering the horizontal and vertical earthquake components. The weighted residual standard Galerkin finite element technique with 8-node elements is used to discretize the equation that produces a symmetric matrix equation for the damreservoir system. A new boundary condition is proposed for truncating surface of unbounded fluid domain to show the energy dissipation in the reservoir, through radiation in the infinite upstream direction. The Sommerfeld-s and perfect damping boundary conditions are also implemented for a truncated boundary to compare with the proposed far end boundary. The results are compared with an analytical solution to demonstrate the accuracy of the proposed formulation and other truncated boundary conditions in modeling the hydrodynamic response of an infinite reservoir.

Keywords: Reservoir, finite element, truncated boundary, hydrodynamic pressure

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Authors: A. Brener, B. Balabekov, N. Zhumataev

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In the paper we submit the non-local modification of kinetic Smoluchowski equation for binary aggregation applying to dispersed media having memory. Our supposition consists in that that intensity of evolution of clusters is supposed to be a function of the product of concentrations of the lowest orders clusters at different moments. The new form of kinetic equation for aggregation is derived on the base of the transfer kernels approach. This approach allows considering the influence of relaxation times hierarchy on kinetics of aggregation process in media with memory.

Keywords: Binary aggregation, Media with memory, Non-local model, Relaxation times

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Authors: Jaipong Kasemsuwan

Abstract:

This paper presents the finite difference scheme and the numerical simulation of suspended string. The vibration solutions when the various external forces are taken into account are obtained and compared with the solutions without external force. In addition, we also investigate how the external forces and their powers and coefficients affect the amplitude of vibration.

Keywords: Nonlinear external forces, Numerical simulation, Suspended string equation.

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Authors: Azali Saudi, Jumat Sulaiman

Abstract:

Harmonic functions are solutions to Laplace’s equation that are known to have an advantage as a global approach in providing the potential values for autonomous vehicle navigation. However, the computation for obtaining harmonic functions is often too slow particularly when it involves very large environment. This paper presents a two-stage iterative method namely Modified Arithmetic Mean (MAM) method for solving 2D Laplace’s equation. Once the harmonic functions are obtained, the standard Gradient Descent Search (GDS) is performed for path finding of an autonomous vehicle from arbitrary initial position to the specified goal position. Details of the MAM method are discussed. Several simulations of vehicle navigation with path planning in a static known indoor environment were conducted to verify the efficiency of the MAM method. The generated paths obtained from the simulations are presented. The performance of the MAM method in computing harmonic functions in 2D environment to solve path planning problem for an autonomous vehicle navigation is also provided.

Keywords: Modified Arithmetic Mean method, Harmonic functions, Laplace’s equation, path planning.

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Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

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In this paper, growth and collapse of a vapour bubble generated due to a local energy input inside a rigid cylinder and in the absence of buoyancy forces is investigated using Boundary Integral Equation Method and Finite Difference Method .The fluid is treated as potential flow and Boundary Integral Equation Method is used to solve Laplace-s equation for velocity potential. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method, Finite difference method, Buoyancy forces.

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Authors: R. Kongnuy, E. Naowanich, T. Kruehong

Abstract:

An important technique in stability theory for differential equations is known as the direct method of Lyapunov. In this work we deal global stability properties of Leptospirosis transmission model by age group in Thailand. First we consider the data from Division of Epidemiology Ministry of Public Health, Thailand between 1997-2011. Then we construct the mathematical model for leptospirosis transmission by eight age groups. The Lyapunov functions are used for our model which takes the forms of an Ordinary Differential Equation system. The globally asymptotically for equilibrium states are analyzed.

Keywords: Age Group, Leptospirosis, Lyapunov Function, Ordinary Differential Equation.

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Authors: Akbar H. Borzabadi, Omid S. Fard

Abstract:

In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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Authors: Nemat Abazari, Reza Abazari

Abstract:

In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.

Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.

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Authors: Yoon-Hyuk Choi

Abstract:

Studies on the distribution of traffic demands have been proceeding by providing traffic information for reducing greenhouse gases and reinforcing the road's competitiveness in the transport section, however, since it is preferentially required the extensive studies on the driver's behavior changing routes and its influence factors, this study has been developed a discriminant model for changing routes considering driving conditions including traffic conditions of roads and driver's preferences for information media. It is divided into three groups depending on driving conditions in group classification with the CART analysis, which is statistically meaningful. And the extent that driving conditions and preferred media affect a route change is examined through a discriminant analysis, and it is developed a discriminant model equation to predict a route change. As a result of building the discriminant model equation, it is shown that driving conditions affect a route change much more, the entire discriminant hit ratio is derived as 64.2%, and this discriminant equation shows high discriminant ability more than a certain degree.

Keywords: CART analysis, Diversion, Discriminant model, Driving conditions, and preferred media

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Authors: Christhu Raj M. R., Rajeev Sukumaran

Abstract:

Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Mahmoud Zarrini, Sanaz Torkaman

Abstract:

In this paper, we have proposed a numerical method for solving fuzzy Fredholm integral equation of the second kind. In this method a combination of orthonormal Bernstein and Block-Pulse functions are used. In most cases, the proposed method leads to the exact solution. The advantages of this method are shown by an example and calculate the error analysis.

Keywords: Fuzzy Fredholm Integral Equation, Bernstein, Block-Pulse, Orthonormal.

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Authors: Li Xiguang

Abstract:

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

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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Authors: T. Yilmaz, N. Kirac

Abstract:

Beam-column elements are defined as structural members subjected to a combination of axial and bending forces. Lateral torsional buckling is one of the major failure modes in which beam-columns that are bent about its strong axis may buckle out of the plane by deflecting laterally and twisting. This study presents a compact closed-form equation that it can be used for calculating critical lateral torsional-buckling load of beam-columns with monosymmetric sections in the presence of a known axial load. Lateral-torsional buckling behavior of beam-columns subjected to constant axial force and various transverse load cases are investigated by using Ritz method in order to establish proposed equation. Lateral-torsional buckling loads calculated by presented formula are compared to finite element model results. ABAQUS software is utilized to generate finite element models of beam-columns. It is found out that lateral-torsional buckling load of beam-columns with monosymmetric sections can be determined by proposed equation and can be safely used in design.

Keywords: Lateral-torsional buckling, stability, beam-column, monosymmetric section.

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Authors: N. Q. Bau, N. V. Nghia

Abstract:

The acoustomagnetoelectric (AME) field in a rectangular quantum wire with an infinite potential (RQWIP) is calculated in the presence of an external magnetic field (EMF) by using the quantum kinetic equation for the distribution function of electrons system interacting with external phonons and electrons scattering with internal acoustic phonon in a RQWIP. We obtained ananalytic expression for the AME field in the RQWIP in the presence of the EMF. The dependence of AME field on the frequency of external acoustic wave, the temperature T of system, the cyclotron frequency of the EMF and the intensity of the EMF is obtained. Theoretical results for the AME field are numerically evaluated, plotted and discussed for a specific RQWIP GaAs/GaAsAl. This result has shown that the dependence of the AME field on intensity of the EMF is nonlinearly and it is many distinct maxima in the quantized magnetic region. We also compared received fields with those for normal bulk semiconductors, quantum well and quantum wire to show the difference. The influence of an EMF on AME field in a RQWIP is newly developed.

Keywords: Rectangular quantum wire, acoustomagnetoelectric field, electron-phonon interaction, kinetic equation method.

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Authors: B. Mukanova, N. Glazyrina, S. Glazyrin

Abstract:

The formulated problem of optimization of the technological process of water treatment for thermal power plants is considered in this article. The problem is of multiparametric nature. To optimize the process, namely, reduce the amount of waste water, a new technology was developed to reuse such water. A mathematical model of the technology of wastewater reuse was developed. Optimization parameters were determined. The model consists of a material balance equation, an equation describing the kinetics of ion exchange for the non-equilibrium case and an equation for the ion exchange isotherm. The material balance equation includes a nonlinear term that depends on the kinetics of ion exchange. A direct problem of calculating the impurity concentration at the outlet of the water treatment plant was numerically solved. The direct problem was approximated by an implicit point-to-point computation difference scheme. The inverse problem was formulated as relates to determination of the parameters of the mathematical model of the water treatment plant operating in non-equilibrium conditions. The formulated inverse problem was solved. Following the results of calculation the time of start of the filter regeneration process was determined, as well as the period of regeneration process and the amount of regeneration and wash water. Multi-parameter optimization of water treatment process for thermal power plants allowed decreasing the amount of wastewater by 15%.

Keywords: Direct problem, multiparametric optimization, optimization parameters, water treatment.

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Authors: Manpreet Singh, Parvinder Singh Sandhu, Manjinder Singh Kahlon

Abstract:

There are many classical algorithms for finding routing in FPGA. But Using DNA computing we can solve the routes efficiently and fast. The run time complexity of DNA algorithms is much less than other classical algorithms which are used for solving routing in FPGA. The research in DNA computing is in a primary level. High information density of DNA molecules and massive parallelism involved in the DNA reactions make DNA computing a powerful tool. It has been proved by many research accomplishments that any procedure that can be programmed in a silicon computer can be realized as a DNA computing procedure. In this paper we have proposed two tier approaches for the FPGA routing solution. First, geometric FPGA detailed routing task is solved by transforming it into a Boolean satisfiability equation with the property that any assignment of input variables that satisfies the equation specifies a valid routing. Satisfying assignment for particular route will result in a valid routing and absence of a satisfying assignment implies that the layout is un-routable. In second step, DNA search algorithm is applied on this Boolean equation for solving routing alternatives utilizing the properties of DNA computation. The simulated results are satisfactory and give the indication of applicability of DNA computing for solving the FPGA Routing problem.

Keywords: FPGA, Routing, DNA Computing.

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Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin

Abstract:

This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.

Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.

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Authors: M. Bakhtaoui, L. Merahi

Abstract:

The reliability of the filtered HVBK model is now investigated via some large eddy simulations (LES) of freely decaying isotropic superfluid turbulence. For homogeneous turbulence at very high Reynolds numbers, comparison of the terms in the spectral kinetic energy budget equation indicates, in the energy-containing range, that the production and energy transfer effects become significant except for dissipation. In the inertial range, where the two fluids are perfectly locked, the mutual friction maybe neglected with respect to other terms. Also, the LES results for the other terms of the energy balance are presented.

Keywords: Superfluid turbulence, HVBK, Energy budget, Large Eddy Simulation.

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Authors: M. Momeni Feyli

Abstract:

Many recent high energy physics calculations involving charm and beauty invoke wave function at the origin (WFO) for the meson bound state. Uncertainties of charm and beauty quark masses and different models for potentials governing these bound states require a simple numerical algorithm for evaluation of the WFO's for these bound states. We present a simple algorithm for this propose which provides WFO's with high precision compared with similar ones already obtained in the literature.

Keywords: Mesons, Bound states, Schrodinger equation, Nonrelativistic quark model.

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Authors: Sameena Tarannum, S. Pranesh

Abstract:

A nonlinear study of triple diffusive convection in a rotating couple stress liquid has been analysed. It is performed to study the effect of heat and mass transfer by deriving Ginzburg-Landau equation. Heat and mass transfer are quantified in terms of Nusselt number and Sherwood numbers, which are obtained as a function of thermal and solute Rayleigh numbers. The obtained Ginzburg-Landau equation is Bernoulli equation, and it has been elucidated numerically by using Mathematica. The effects of couple stress parameter, solute Rayleigh numbers, and Taylor number on the onset of convection and heat and mass transfer have been examined. It is found that the effects of couple stress parameter and Taylor number are to stabilize the system and to increase the heat and mass transfer.

Keywords: Couple stress liquid, Ginzburg-Landau model, rotation, triple diffusive convection.

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Authors: Li Xiguang

Abstract:

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

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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