Search results for: Difference equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2331

Search results for: Difference equations

2211 Exponential Stability of Numerical Solutions to Stochastic Age-Dependent Population Equations with Poisson Jumps

Authors: Mao Wei

Abstract:

The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.

Keywords: Stochastic age-dependent population equations, poisson random measures, numerical solutions, exponential stability.

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2210 A Family of Zero Stable Block Integrator for the Solutions of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

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

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

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2209 A Note on the Numerical Solution of Singular Integral Equations of Cauchy Type

Authors: M. Abdulkawi, Z. K. Eshkuvatov, N. M. A. Nik Long

Abstract:

This manuscript presents a method for the numerical solution of the Cauchy type singular integral equations of the first kind, over a finite segment which is bounded at the end points of the finite segment. The Chebyshev polynomials of the second kind with the corresponding weight function have been used to approximate the density function. The force function is approximated by using the Chebyshev polynomials of the first kind. It is shown that the numerical solution of characteristic singular integral equation is identical with the exact solution, when the force function is a cubic function. Moreover, it also shown that this numerical method gives exact solution for other singular integral equations with degenerate kernels.

Keywords: Singular integral equations, Cauchy kernel, Chebyshev polynomials, interpolation.

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2208 On the Strong Solutions of the Nonlinear Viscous Rotating Stratified Fluid

Authors: A. Giniatoulline

Abstract:

A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid.

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2207 On a New Inverse Polynomial Numerical Scheme for the Solution of Initial Value Problems in Ordinary Differential Equations

Authors: R. B. Ogunrinde

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: Differential equations, Numerical, Initial value problem, Polynomials.

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2206 Study of MHD Oblique Stagnation Point Assisting Flow on Vertical Plate with Uniform Surface Heat Flux

Authors: Phool Singh, Ashok Jangid, N.S. Tomer, Deepa Sinha

Abstract:

The aim of this paper is to study the oblique stagnation point flow on vertical plate with uniform surface heat flux in presence of magnetic field. Using Stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained using Runge-Kutta Fehlberg method with the help of shooting technique. In the present work the effects of striking angle, magnetic field parameter, Grashoff number, the Prandtl number on velocity and heat transfer characteristics have been discussed. Effect of above mentioned parameter on the position of stagnation point are also studied.

Keywords: Heat flux, Oblique stagnation point, Mixedconvection, Magneto hydrodynamics

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2205 Rear Separation in a Rotating Fluid at Moderate Taylor Numbers

Authors: S. Damodaran, T. V. S.Sekhar

Abstract:

The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

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2204 Projective Synchronization of a Class of Fractional-Order Chaotic Systems

Authors: Zahra Yaghoubi, Nooshin Bigdeli, Karim Afshar

Abstract:

This paper at first presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. After that a drive-response synchronization method with linear output error feedback is presented for “generalized projective synchronization" for a class of fractional-order chaotic systems via a scalar transmitted signal. Genesio_Tesi and Duffing systems are used to illustrate the effectiveness of the proposed synchronization method.

Keywords: Generalized projective synchronization; Fractionalorder;Chaos; Caputo derivative; Differential transform method

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2203 Positive Solutions of Initial Value Problem for the Systems of Second Order Integro-Differential Equations in Banach Space

Authors: Lv Yuhua

Abstract:

In this paper, by establishing a new comparison result, we investigate the existence of positive solutions for initial value problems of nonlinear systems of second order integro-differential equations in Banach space.We improve and generalize some results  (see[5,6]), and the results is new even in finite dimensional spaces.

Keywords: Systems of integro-differential equations, monotone iterative method, comparison result, cone.

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2202 Very-high-Precision Normalized Eigenfunctions for a Class of Schrödinger Type Equations

Authors: Amna Noreen , Kare Olaussen

Abstract:

We demonstrate that it is possible to compute wave function normalization constants for a class of Schr¨odinger type equations by an algorithm which scales linearly (in the number of eigenfunction evaluations) with the desired precision P in decimals.

Keywords: Eigenvalue problems, bound states, trapezoidal rule, poisson resummation.

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2201 Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations

Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay

Abstract:

In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.

Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.

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2200 Analytical Solution for the Zakharov-Kuznetsov Equations by Differential Transform Method

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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2199 Oscillation Theorems for Second-order Nonlinear Neutral Dynamic Equations with Variable Delays and Damping

Authors: Da-Xue Chen, Guang-Hui Liu

Abstract:

In this paper, we study the oscillation of a class of second-order nonlinear neutral damped variable delay dynamic equations on time scales. By using a generalized Riccati transformation technique, we obtain some sufficient conditions for the oscillation of the equations. The results of this paper improve and extend some known results. We also illustrate our main results with some examples.

Keywords: Oscillation theorem, second-order nonlinear neutral dynamic equation, variable delay, damping, Riccati transformation.

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2198 Analysis and Simulation of TM Fields in Waveguides with Arbitrary Cross-Section Shapes by Means of Evolutionary Equations of Time-Domain Electromagnetic Theory

Authors: Ömer Aktaş, Olga A. Suvorova, Oleg Tretyakov

Abstract:

The boundary value problem on non-canonical and arbitrary shaped contour is solved with a numerically effective method called Analytical Regularization Method (ARM) to calculate propagation parameters. As a result of regularization, the equation of first kind is reduced to the infinite system of the linear algebraic equations of the second kind in the space of L2. This equation can be solved numerically for desired accuracy by using truncation method. The parameters as cut-off wavenumber and cut-off frequency are used in waveguide evolutionary equations of electromagnetic theory in time-domain to illustrate the real-valued TM fields with lossy and lossless media.

Keywords: Arbitrary cross section waveguide, analytical regularization method, evolutionary equations of electromagnetic theory of time-domain, TM field.

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2197 To Study the Parametric Effects on Optimality of Various Feeding Sequences of a Multieffect Evaporators in Paper Industry using Mathematical Modeling and Simulation with MATLAB

Authors: Deepak Kumar, Vivek Kumar, V. P. Singh

Abstract:

This paper describes a steady state model of a multiple effect evaporator system for simulation and control purposes. The model includes overall as well as component mass balance equations, energy balance equations and heat transfer rate equations for area calculations for all the effects. Each effect in the process is represented by a number of variables which are related by the energy and material balance equations for the feed, product and vapor flow for backward, mixed and split feed. For simulation 'fsolve' solver in MATLAB source code is used. The optimality of three sequences i.e. backward, mixed and splitting feed is studied by varying the various input parameters.

Keywords: MATLAB "fsolve" solver, multiple effectevaporators, black liquor, feeding sequences.

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2196 Numerical Modeling of Wave Run-Up in Shallow Water Flows Using Moving Wet/Dry Interfaces

Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

We present a new class of numerical techniques to solve shallow water flows over dry areas including run-up. Many recent investigations on wave run-up in coastal areas are based on the well-known shallow water equations. Numerical simulations have also performed to understand the effects of several factors on tsunami wave impact and run-up in the presence of coastal areas. In all these simulations the shallow water equations are solved in entire domain including dry areas and special treatments are used for numerical solution of singularities at these dry regions. In the present study we propose a new method to deal with these difficulties by reformulating the shallow water equations into a new system to be solved only in the wetted domain. The system is obtained by a change in the coordinates leading to a set of equations in a moving domain for which the wet/dry interface is the reconstructed using the wave speed. To solve the new system we present a finite volume method of Lax-Friedrich type along with a modified method of characteristics. The method is well-balanced and accurately resolves dam-break problems over dry areas.

Keywords: Run-up waves, Shallow water equations, finite volume method, wet/dry interface, dam-break problem.

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2195 A New Approximate Procedure Based On He’s Variational Iteration Method for Solving Nonlinear Hyperbolic Wave Equations

Authors: Jinfeng Wang, Yang Liu, Hong Li

Abstract:

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

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

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2194 Study on the Variation Effects of Diverging Angleon Characteristics of Flow in Converging and Diverging Ducts by Numerical Method

Authors: Moghiman Mohammad, Amiri Maryam, Amiri Amirhosein

Abstract:

The present paper develops and validates a numerical procedure for the calculation of turbulent combustive flow in converging and diverging ducts and throuh simulation of the heat transfer processes, the amount of production and spread of Nox pollutant has been measured. A marching integration solution procedure employing the TDMA is used to solve the discretized equations. The turbulence model is the Prandtl Mixing Length method. Modeling the combustion process is done by the use of Arrhenius and Eddy Dissipation method. Thermal mechanism has been utilized for modeling the process of forming the nitrogen oxides. Finite difference method and Genmix numerical code are used for numerical solution of equations. Our results indicate the important influence of the limiting diverging angle of diffuser on the coefficient of recovering of pressure. Moreover, due to the intense dependence of Nox pollutant to the maximum temperature in the domain with this feature, the Nox pollutant amount is also in maximum level.

Keywords: Converging and Diverging Duct, Combustion, Diffuser, Diverging Angle, Nox

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2193 The Strict Stability of Impulsive Stochastic Functional Differential Equations with Markovian Switching

Authors: Dezhi Liu Guiyuan Yang Wei Zhang

Abstract:

Strict stability can present the rate of decay of the solution, so more and more investigators are beginning to study the topic and some results have been obtained. However, there are few results about strict stability of stochastic differential equations. In this paper, using Lyapunov functions and Razumikhin technique, we have gotten some criteria for the strict stability of impulsive stochastic functional differential equations with markovian switching.

Keywords: Impulsive; Stochastic functional differential equation; Strict stability; Razumikhin technique.

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2192 Bernstein-Galerkin Approach for Perturbed Constant-Coefficient Differential Equations, One-Dimensional Analysis

Authors: Diego Garijo

Abstract:

A numerical approach for solving constant-coefficient differential equations whose solutions exhibit boundary layer structure is built by inserting Bernstein Partition of Unity into Galerkin variational weak form. Due to the reproduction capability of Bernstein basis, such implementation shows excellent accuracy at boundaries and is able to capture sharp gradients of the field variable by p-refinement using regular distributions of equi-spaced evaluation points. The approximation is subjected to convergence experimentation and a procedure to assemble the discrete equations without a background integration mesh is proposed.

Keywords: Bernstein polynomials, Galerkin, differential equation, boundary layer.

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2191 Variational Iteration Method for Solving Systems of Linear Delay Differential Equations

Authors: Sara Barati, Karim Ivaz

Abstract:

In this paper, using a model transformation approach a system of linear delay differential equations (DDEs) with multiple delays is converted to a non-delayed initial value problem. The variational iteration method (VIM) is then applied to obtain the approximate analytical solutions. Numerical results are given for several examples involving scalar and second order systems. Comparisons with the classical fourth-order Runge-Kutta method (RK4) verify that this method is very effective and convenient.

Keywords: Variational iteration method, delay differential equations, multiple delays, Runge-Kutta method.

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2190 Numerical Solution of Linear Ordinary Differential Equations in Quantum Chemistry by Clenshaw Method

Authors: M. Saravi, F. Ashrafi, S.R. Mirrajei

Abstract:

As we know, most differential equations concerning physical phenomenon could not be solved by analytical method. Even if we use Series Method, some times we need an appropriate change of variable, and even when we can, their closed form solution may be so complicated that using it to obtain an image or to examine the structure of the system is impossible. For example, if we consider Schrodinger equation, i.e., We come to a three-term recursion relations, which work with it takes, at least, a little bit time to get a series solution[6]. For this reason we use a change of variable such as or when we consider the orbital angular momentum[1], it will be necessary to solve. As we can observe, working with this equation is tedious. In this paper, after introducing Clenshaw method, which is a kind of Spectral method, we try to solve some of such equations.

Keywords: Chebyshev polynomials, Clenshaw method, ODEs, Spectral methods

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2189 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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2188 Nonlinear Simulation of Harmonically Coupled Two-Beam Free-Electron Laser

Authors: M. Zahedian, B. Maraghechi, M. H. Rouhani

Abstract:

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

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2187 Sensitivity Computations of Time Relaxation Model with an Application in Cavity Computation

Authors: Monika Neda, Elena Nikonova

Abstract:

We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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2186 Exact Three-wave Solutions for High Nonlinear Form of Benjamin-Bona-Mahony-Burgers Equations

Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi

Abstract:

By means of the idea of three-wave method, we obtain some analytic solutions for high nonlinear form of Benjamin-Bona- Mahony-Burgers (shortly BBMB) equations in its bilinear form.

Keywords: Benjamin-Bona-Mahony-Burgers equations, Hirota's bilinear form, three-wave method.

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2185 2 – Block 3 - Point Modified Numerov Block Methods for Solving Ordinary Differential Equations

Authors: Abdu Masanawa Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations of the form y′′ = f(x,y), a < = x < = b with associated initial or boundary conditions. The continuaous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different three discrete schemes, each of order (4,4,4)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on linear and non-linear ordinary differential equations whose solutions are oscillatory or nearly periodic in nature, and the results obtained compared favourably with the exact solution.

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

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2184 Solving SPDEs by a Least Squares Method

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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2183 Dynamic Behavior of Brain Tissue under Transient Loading

Authors: Y. J. Zhou, G. Lu

Abstract:

In this paper, an analytical study is made for the dynamic behavior of human brain tissue under transient loading. In this analytical model the Mooney-Rivlin constitutive law is coupled with visco-elastic constitutive equations to take into account both the nonlinear and time-dependent mechanical behavior of brain tissue. Five ordinary differential equations representing the relationships of five main parameters (radial stress, circumferential stress, radial strain, circumferential strain, and particle velocity) are obtained by using the characteristic method to transform five partial differential equations (two continuity equations, one motion equation, and two constitutive equations). Analytical expressions of the attenuation properties for spherical wave in brain tissue are analytically derived. Numerical results are obtained based on the five ordinary differential equations. The mechanical responses (particle velocity and stress) of brain are compared at different radii including 5, 6, 10, 15 and 25 mm under four different input conditions. The results illustrate that loading curves types of the particle velocity significantly influences the stress in brain tissue. The understanding of the influence by the input loading cures can be used to reduce the potentially injury to brain under head impact by designing protective structures to control the loading curves types.

Keywords: Analytical method, mechanical responses, spherical wave propagation, traumatic brain injury.

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2182 Development Partitioning Intervalwise Block Method for Solving Ordinary Differential Equations

Authors: K.H.Khairul Anuar, K.I.Othman, F.Ishak, Z.B.Ibrahim, Z.Majid

Abstract:

Solving Ordinary Differential Equations (ODEs) by using Partitioning Block Intervalwise (PBI) technique is our aim in this paper. The PBI technique is based on Block Adams Method and Backward Differentiation Formula (BDF). Block Adams Method only use the simple iteration for solving while BDF requires Newtonlike iteration involving Jacobian matrix of ODEs which consumes a considerable amount of computational effort. Therefore, PBI is developed in order to reduce the cost of iteration within acceptable maximum error

Keywords: Adam Block Method, BDF, Ordinary Differential Equations, Partitioning Block Intervalwise

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