Search results for: nonlinear partial differential equation.
2548 Effect of Gravity Modulation on Weakly Non-Linear Stability of Stationary Convection in a Dielectric Liquid
Authors: P. G. Siddheshwar, B. R. Revathi
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The effect of time-periodic oscillations of the Rayleigh- Benard system on the heat transport in dielectric liquids is investigated by weakly nonlinear analysis. We focus on stationary convection using the slow time scale and arrive at the real Ginzburg- Landau equation. Classical fourth order Runge-kutta method is used to solve the Ginzburg-Landau equation which gives the amplitude of convection and this helps in quantifying the heat transfer in dielectric liquids in terms of the Nusselt number. The effect of electrical Rayleigh number and the amplitude of modulation on heat transport is studied.
Keywords: Dielectric liquid, Nusselt number, amplitude equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22162547 Free Flapping Vibration of Rotating Inclined Euler Beams
Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao
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A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21862546 A Robust LS-SVM Regression
Authors: József Valyon, Gábor Horváth
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In comparison to the original SVM, which involves a quadratic programming task; LS–SVM simplifies the required computation, but unfortunately the sparseness of standard SVM is lost. Another problem is that LS-SVM is only optimal if the training samples are corrupted by Gaussian noise. In Least Squares SVM (LS–SVM), the nonlinear solution is obtained, by first mapping the input vector to a high dimensional kernel space in a nonlinear fashion, where the solution is calculated from a linear equation set. In this paper a geometric view of the kernel space is introduced, which enables us to develop a new formulation to achieve a sparse and robust estimate.Keywords: Support Vector Machines, Least Squares SupportVector Machines, Regression, Sparse approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20632545 The Diophantine Equation y2 − 2yx − 3 = 0 and Corresponding Curves over Fp
Authors: Ahmet Tekcan, Arzu Özkoç, Hatice Alkan
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In this work, we consider the number of integer solutions of Diophantine equation D : y2 - 2yx - 3 = 0 over Z and also over finite fields Fp for primes p ≥ 5. Later we determine the number of rational points on curves Ep : y2 = Pp(x) = yp 1 + yp 2 over Fp, where y1 and y2 are the roots of D. Also we give a formula for the sum of x- and y-coordinates of all rational points (x, y) on Ep over Fp.Keywords: Diophantine equation, Pell equation, quadratic form.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12662544 Pull-In Instability Determination of Microcapacitive Sensor for Measuring Special Range of Pressure
Authors: Yashar Haghighatfar, Shahrzad Mirhosseini
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Pull-in instability is a nonlinear and crucial effect that is important for the design of microelectromechanical system devices. In this paper, the appropriate electrostatic voltage range is determined by measuring fluid flow pressure via micro pressure sensor based microbeam. The microbeam deflection contains two parts, the static and perturbation deflection of static. The second order equation regarding the equivalent stiffness, mass and damping matrices based on Galerkin method is introduced to predict pull-in instability due to the external voltage. Also the reduced order method is used for solving the second order nonlinear equation of motion. Furthermore, in the present study, the micro capacitive pressure sensor is designed for measuring special fluid flow pressure range. The results show that the measurable pressure range can be optimized, regarding damping field and external voltage.
Keywords: MEMS, pull-in instability, electrostatically actuated microbeam, reduced order method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7692543 Analytic and Finite Element Solutions for Temperature Profiles in Welding using Varied Heat Source Models
Authors: Djarot B. Darmadi, John Norrish, Anh Kiet Tieu
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Solutions for the temperature profile around a moving heat source are obtained using both analytic and finite element (FEM) methods. Analytic and FEM solutions are applied to study the temperature profile in welding. A moving heat source is represented using both point heat source and uniform distributed disc heat source models. Analytic solutions are obtained by solving the partial differential equation for energy conservation in a solid, and FEM results are provided by simulating welding using the ANSYS software. Comparison is made for quasi steady state conditions. The results provided by the analytic solutions are in good agreement with results obtained by FEM.Keywords: Analytic solution, FEM, Temperature profile, HeatSource Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22182542 Forecasting Foreign Direct Investment with Modified Diffusion Model
Authors: Bi-Huei Tsai
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Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16132541 A Hybrid Neural Network and Gravitational Search Algorithm (HNNGSA) Method to Solve well known Wessinger's Equation
Authors: M. Ghalambaz, A.R. Noghrehabadi, M.A. Behrang, E. Assareh, A. Ghanbarzadeh, N.Hedayat
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This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.
Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23982540 Extended Arithmetic Precision in Meshfree Calculations
Authors: Edward J. Kansa, Pavel Holoborodko
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Continuously differentiable radial basis functions (RBFs) are meshfree, converge faster as the dimensionality increases, and is theoretically spectrally convergent. When implemented on current single and double precision computers, such RBFs can suffer from ill-conditioning because the systems of equations needed to be solved to find the expansion coefficients are full. However, the Advanpix extended precision software package allows computer mathematics to resemble asymptotically ideal Platonic mathematics. Additionally, full systems with extended precision execute faster graphical processors units and field-programmable gate arrays because no branching is needed. Sparse equation systems are fast for iterative solvers in a very limited number of cases.
Keywords: Meshless spectrally convergent, partial differential equations, extended arithmetic precision, no branching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6322539 Characteristics of Different Solar PV Modules under Partial Shading
Authors: Hla Hla Khaing, Yit Jian Liang, Nant Nyein Moe Htay, Jiang Fan
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Partial shadowing is one of the problems that are always faced in terrestrial applications of solar photovoltaic (PV). The effects of partial shadow on the energy yield of conventional mono-crystalline and multi-crystalline PV modules have been researched for a long time. With deployment of new thin-film solar PV modules in the market, it is important to understand the performance of new PV modules operating under the partial shadow in the tropical zone. This paper addresses the impacts of different partial shadowing on the operating characteristics of four different types of solar PV modules that include multi-crystalline, amorphous thin-film, CdTe thin-film and CIGS thin-film PV modules.
Keywords: Partial shade, CdTe, CIGS, multi-crystalline (mc-Si), amorphous silicon (a-Si), bypass diode.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 73332538 Optical Switching Based On Bragg Solitons in A Nonuniform Fiber Bragg Grating
Authors: Abdulatif Abdusalam, Mohamed Shaban
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In this paper, we consider the nonlinear pulse propagation through a nonuniform birefringent fiber Bragg grating (FBG) whose index modulation depth varies along the propagation direction. Here, the pulse propagation is governed by the nonlinear birefringent coupled mode (NLBCM) equations. To form the Bragg soliton outside the photonic bandgap (PBG), the NLBCM equations are reduced to the well known NLS type equation by multiple scale analysis. As we consider the pulse propagation in a nonuniform FBG, the pulse propagation outside the PBG is governed by inhomogeneous NLS (INLS) rather than NLS. We then discuss the formation of soliton in the FBG known as Bragg soliton whose central frequency lies outside but close to the PBG of the grating structure. Further, we discuss Bragg soliton compression due to a delicate balance between the SPM and the varying grating induced dispersion. In addition, Bragg soliton collision, Bragg soliton switching and possible logic gates have also been discussed.
Keywords: Bragg grating, Nonuniform fiber, Nonlinear pulse.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19022537 A Sandwich-type Theorem with Applications to Univalent Functions
Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal
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In the present paper, we obtain a sandwich-type theorem. As applications of our main result, we discuss the univalence and starlikeness of analytic functions in terms of certain differential subordinations and differential inequalities.Keywords: Univalent function, Starlike function, Differential subordination, Differential superordination.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13242536 On Diffusion Approximation of Discrete Markov Dynamical Systems
Authors: Jevgenijs Carkovs
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The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15782535 Propagation of Nonlinear Surface Waves in Relativistically Degenerate Quantum Plasma Half-Space
Authors: Swarniv Chandra, Parthasona Maji, Basudev Ghosh
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The nonlinear self-interaction of an electrostatic surface wave on a semibounded quantum plasma with relativistic degeneracy is investigated by using quantum hydrodynamic (QHD) model and the Poisson’s equation with appropriate boundary conditions. It is shown that a part of the second harmonic generated through self-interaction does not have a true surface wave character but propagates obliquely away from the plasma-vacuum interface into the bulk of plasma.
Keywords: Harmonic Generation, Quantum Plasma, Quantum Hydrodynamic Model, Relativistic Degeneracy, Surface waves.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22662534 Integral Image-Based Differential Filters
Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama
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We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.
Keywords: Integral images, differential images, differential filters, image fusion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20992533 Numerical Investigation of Two-dimensional Boundary Layer Flow Over a Moving Surface
Authors: Mahmoud Zarrini, R.N. Pralhad
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In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.
Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15762532 Robust Adaptive Observer Design for Lipschitz Class of Nonlinear Systems
Authors: M. Pourgholi, V.J.Majd
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This paper addresses parameter and state estimation problem in the presence of the perturbation of observer gain bounded input disturbances for the Lipschitz systems that are linear in unknown parameters and nonlinear in states. A new nonlinear adaptive resilient observer is designed, and its stability conditions based on Lyapunov technique are derived. The gain for this observer is derived systematically using linear matrix inequality approach. A numerical example is provided in which the nonlinear terms depend on unmeasured states. The simulation results are presented to show the effectiveness of the proposed method.
Keywords: Adaptive observer, linear matrix inequality, nonlinear systems, nonlinear observer, resilient observer, robust estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26132531 On the outlier Detection in Nonlinear Regression
Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam
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The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31792530 Nonlinear Simulation of Harmonically Coupled Two-Beam Free-Electron Laser
Authors: M. Zahedian, B. Maraghechi, M. H. Rouhani
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A nonlinear model of two-beam free-electron laser (FEL) in the absence of slippage is presented. The two beams are assumed to be cold with different energies and the fundamental resonance of the higher energy beam is at the third harmonic of lower energy beam. By using Maxwell-s equations and full Lorentz force equations of motion for the electron beams, coupled differential equations are derived and solved numerically by the fourth order Runge–Kutta method. In this method a considerable growth of third harmonic electromagnetic field in the XUV and X-ray regions is predicted.Keywords: Free-electron laser, Higher energy beam, Lowerenergy beam, Two-beam
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13452529 Modulational Instability of Electron Plasma Waves in Finite Temperature Quantum Plasma
Authors: Swarniv Chandra, Basudev Ghosh
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Using the quantum hydrodynamic (QHD) model for quantum plasma at finite temperature the modulational instability of electron plasma waves is investigated by deriving a nonlinear Schrodinger equation. It was found that the electron degeneracy parameter significantly affects the linear and nonlinear properties of electron plasma waves in quantum plasma.
Keywords: Amplitude Modulation, Electron Plasma Waves, Finite Temperature Model, Modulational Instability, Quantum Plasma.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16932528 Bifurcation Analysis of Horizontal Platform System
Authors: C. C. Wang, N. S. Pai, H. T. Yau, T. T. Liao, M. J. Jang, C. W. Lee, W. M. Hong
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Horizontal platform system (HPS) is popularly applied in offshore and earthquake technology, but it is difficult and time-consuming for regulation. In order to understand the nonlinear dynamic behavior of HPS and reduce the cost when using it, this paper employs differential transformation method to study the bifurcation behavior of HPS. The numerical results reveal a complex dynamic behavior comprising periodic, sub-harmonic, and chaotic responses. Furthermore, the results reveal the changes which take place in the dynamic behavior of the HPS as the external torque is increased. Therefore, the proposed method provides an effective means of gaining insights into the nonlinear dynamics of horizontal platform system.Keywords: horizontal platform system, differentialtransformation method, chaotic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15282527 Finite Element Modeling of Heat and Moisture Transfer in Porous Material
Authors: V. D. Thi, M. Li, M. Khelifa, M. El Ganaoui, Y. Rogaume
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This paper presents a two-dimensional model to study the heat and moisture transfer through porous building materials. Dynamic and static coupled models of heat and moisture transfer in porous material under low temperature are presented and the coupled models together with variable initial and boundary conditions have been considered in an analytical way and using the finite element method. The resulting coupled model is converted to two nonlinear partial differential equations, which is then numerically solved by an implicit iterative scheme. The numerical results of temperature and moisture potential changes are compared with the experimental measurements available in the literature. Predicted results demonstrate validation of the theoretical model and effectiveness of the developed numerical algorithms. It is expected to provide useful information for the porous building material design based on heat and moisture transfer model.Keywords: Finite element method, heat transfer, moisture transfer, porous materials, wood.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12802526 Solution of The KdV Equation with Asymptotic Degeneracy
Authors: Tapas Kumar Sinha, Joseph Mathew
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Recently T. C. Au-Yeung, C.Au, and P. C. W. Fung [2] have given the solution of the KdV equation [1] to the boundary condition , where b is a constant. We have further extended the method of [2] to find the solution of the KdV equation with asymptotic degeneracy. Via simulations we find both bright and dark Solitons (i.e. Solitons with opposite phases).
Keywords: KdV equation, Asymptotic Degeneracy, Solitons, Inverse Scattering
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16202525 Measurement of Small PD-S in Compressed SF6(10%) - N2(90%) Gas Mixture
Authors: B. Rajesh Kamath, J. Sundara Rajan
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Partial Discharge measurement is a very important means of assessing the integrity of insulation systems in a High Voltage apparatus. In compressed gas insulation systems, floating particles can initiate partial discharge activities which adversely affect the working of insulation. Partial Discharges below the inception voltage also plays a crucial in damaging the integrity of insulation over a period of time. This paper discusses the effect of loose and fixed Copper and Nichrome wire particles on the PD characteristics in SF6-N2 (10:90) gas mixtures at a pressure of 0.4MPa. The Partial Discharge statistical parameters and their correlation to the observed results are discussed.Keywords: Gas Insulated transmission Line, Sulphur HexaFlouride, metallic Particles, Partial Discharge (PD), InceptionVoltage (Vi), Extinction Voltage (Ve), PD Statistical parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16712524 Fault Diagnosis of Nonlinear Systems Using Dynamic Neural Networks
Authors: E. Sobhani-Tehrani, K. Khorasani, N. Meskin
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This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPE) associated with a set of singleparameter fault models. The NPEs continuously estimate unknown fault parameters (FP) that are indicators of faults in the system. Two NPE structures including series-parallel and parallel are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. On the contrary, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the NPEs to systems with partial-state measurement.
Keywords: Hybrid fault diagnosis, Dynamic neural networks, Nonlinear systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22212523 Chaotic Oscillations of Diaphragm Supported by Nonlinear Springs with Hysteresis
Authors: M. Sasajima, T. Yamaguchi, Y. Koike, A. Hara
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This paper describes vibration analysis using the finite element method for a small earphone, especially for the diaphragm shape with a low-rigidity. The viscoelastic diaphragm is supported by multiple nonlinear concentrated springs with linear hysteresis damping. The restoring forces of the nonlinear springs have cubic nonlinearity. The finite elements for the nonlinear springs with hysteresis are expressed and are connected to the diaphragm that is modeled by linear solid finite elements in consideration of a complex modulus of elasticity. Further, the discretized equations in physical coordinates are transformed into the nonlinear ordinary coupled equations using normal coordinates corresponding to the linear natural modes. We computed the nonlinear stationary and non-stationary responses due to the internal resonance between modes with large amplitude in the nonlinear springs and elastic modes in the diaphragm. The non-stationary motions are confirmed as the chaos due to the maximum Lyapunov exponents with a positive number. From the time histories of the deformation distribution in the chaotic vibration, we identified nonlinear modal couplings.Keywords: Nonlinear Vibration, Finite Element Method, Chaos , Small Earphone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17832522 The Direct Ansaz Method for Finding Exact Multi-Wave Solutions to the (2+1)-Dimensional Extension of the Korteweg de-Vries Equation
Authors: Chuanjian Wang, Changfu Liu, Zhengde Dai
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In this paper, the direct AnsAz method is used for constructing the multi-wave solutions to the (2+1)-dimensional extension of the Korteweg de-Vries (shortly EKdV) equation. A new breather type of three-wave solutions including periodic breather type soliton solution, breather type of two-solitary solution are obtained. Some cases with specific values of the involved parameters are plotted for each of the three-wave solutions. Mechanical features of resonance interaction among the multi-wave are discussed. These results enrich the variety of the dynamics of higher-dimensional nonlinear wave field.
Keywords: EKdV equation, Breather, Soliton, Bilinear form, The direct AnsAz method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15772521 Application of the Hybrid Methods to Solving Volterra Integro-Differential Equations
Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov
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Beginning from the creator of integro-differential equations Volterra, many scientists have investigated these equations. Classic method for solving integro-differential equations is the quadratures method that is successfully applied up today. Unlike these methods, Makroglou applied hybrid methods that are modified and generalized in this paper and applied to the numerical solution of Volterra integro-differential equations. The way for defining the coefficients of the suggested method is also given.Keywords: Integro-differential equations, initial value problem, hybrid methods, predictor-corrector method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17322520 Analysis of Electromagnetic Field Effects Using FEM for Transmission Lines Transposition
Authors: S. Tupsie, A. Isaramongkolrak, P. Pao-la-or
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This paper presents the mathematical model of electric field and magnetic field in transmission system, which performs in second-order partial differential equation. This research has conducted analyzing the electromagnetic field radiating to atmosphere around the transmission line, when there is the transmission line transposition in case of long distance distribution. The six types of 500 kV transposed HV transmission line with double circuit will be considered. The computer simulation is applied finite element method that is developed by MATLAB program. The problem is considered to two dimensions, which is time harmonic system with the graphical performance of electric field and magnetic field. The impact from simulation of six types long distance distributing transposition will not effect changing of electric field and magnetic field which surround the transmission line.
Keywords: Transposition, Electromagnetic Field, Finite Element Method (FEM), Transmission Line, Computer Simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40342519 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 584