Search results for: Differential superordination.

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

Abstract:

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

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

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Authors: Y. Pala, M. O. Ertas

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In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati Equation, ordinary differential equation, nonlinear differential equation, analytical solution, proper solution.

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Authors: Thomas Kampke

Abstract:

Equations with differentials relating to the inverse of an unknown function rather than to the unknown function itself are solved exactly for some special cases and numerically for the general case. Invertibility combined with differentiability over connected domains forces solutions always to be monotone. Numerical function inversion is key to all solution algorithms which either are of a forward type or a fixed point type considering whole approximate solution functions in each iteration. The given considerations are restricted to ordinary differential equations with inverted functions (ODEIs) of first order. Forward type computations, if applicable, admit consistency of order one and, under an additional accuracy condition, convergence of order one.

Keywords: Euler method, fixed points, golden section, multi-step procedures, Runge Kutta methods.

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Authors: J. S. Yadav, N. P. Patidar, J. Singhai

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One of the main objectives of order reduction is to design a controller of lower order which can effectively control the original high order system so that the overall system is of lower order and easy to understand. In this paper, a simple method is presented for controller design of a higher order discrete system. First the original higher order discrete system in reduced to a lower order model. Then a Proportional Integral Derivative (PID) controller is designed for lower order model. An error minimization technique is employed for both order reduction and controller design. For the error minimization purpose, Differential Evolution (DE) optimization algorithm has been employed. DE method is based on the minimization of the Integral Squared Error (ISE) between the desired response and actual response pertaining to a unit step input. Finally the designed PID controller is connected to the original higher order discrete system to get the desired specification. The validity of the proposed method is illustrated through a numerical example.

Keywords: Discrete System, Model Order Reduction, PIDController, Integral Squared Error, Differential Evolution.

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Authors: Gilbert Makanda, Roelf Sypkens

Abstract:

A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.

Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.

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Authors: Olusheye Akinfenwa

Abstract:

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

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

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Authors: K. N. Dinesh Babu, P. K. Gargava

Abstract:

Energization of a transformer results in sudden flow of current which is an effect of core magnetization. This current will be dominated by the presence of second harmonic, which in turn is used to segregate fault and inrush current, thus guaranteeing proper operation of the relay. This additional security in the relay sometimes obstructs or delays differential protection in a specific scenario, when the 2^nd harmonic content was present during a genuine fault. This kind of scenario can result in isolation of the transformer by Buchholz and pressure release valve (PRV) protection, which is acted when fault creates more damage in transformer. Such delays involve a huge impact on the insulation failure, and chances of repairing or rectifying fault of problem at site become very dismal. Sometimes this delay can cause fire in the transformer, and this situation becomes havoc for a sub-station. Such occurrences have been observed in field also when differential relay operation was delayed by 10-15 ms by second harmonic blocking in some specific conditions. These incidences have led to the need for an alternative solution to eradicate such unwarranted delay in operation in future. Modern numerical relay, called as intelligent electronic device (IED), is embedded with advanced protection features which permit higher flexibility and better provisions for tuning of protection logic and settings. Such flexibility in transformer protection IEDs, enables incorporation of alternative methods such as dynamic switching of second harmonic feature for blocking the differential protection with additional security. The analysis and precautionary measures carried out in this case, have been simulated and discussed in this paper to ensure that similar solutions can be adopted to inhibit analogous issues in future.

Keywords: Differential protection, intelligent electronic device (IED), 2nd harmonic, inrush inhibit.

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Authors: Amir T. Payandeh Najafabadi

Abstract:

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

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

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Authors: M. Lakshmi, J. Senthil Kumar

Abstract:

Digital cameras to reduce cost, use an image sensor to capture color images. Color Filter Array (CFA) in digital cameras permits only one of the three primary (red-green-blue) colors to be sensed in a pixel and interpolates the two missing components through a method named demosaicking. Captured data is interpolated into a full color image and compressed in applications. Color interpolation before compression leads to data redundancy. This paper proposes a new Vector Quantization (VQ) technique to construct a VQ codebook with Differential Evolution (DE) Algorithm. The new technique is compared to conventional Linde- Buzo-Gray (LBG) method.

Keywords: Color Filter Array (CFA), Biorthogonal Wavelet, Vector Quantization (VQ), Differential Evolution (DE).

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Authors: Rabha W. Ibrahim

Abstract:

We study a Dirichlet boundary value problem for Lane-Emden equation involving two fractional orders. Lane-Emden equation has been widely used to describe a variety of phenomena in physics and astrophysics, including aspects of stellar structure, the thermal history of a spherical cloud of gas, isothermal gas spheres,and thermionic currents. However, ordinary Lane-Emden equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractalmedium, numerous generalizations of Lane-Emden equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Lane-Emden equation. This gives rise to the fractional Lane-Emden equation with a single index. Recently, a new type of Lane-Emden equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space. Ulam-Hyers stability for iterative Cauchy fractional differential equation is defined and studied.

Keywords: Fractional calculus, fractional differential equation, Lane-Emden equation, Riemann-Liouville fractional operators, Volterra integral equation.

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Authors: S. Khamsawang, S. Jiriwibhakorn

Abstract:

This paper proposes an improved approach based on conventional particle swarm optimization (PSO) for solving an economic dispatch(ED) problem with considering the generator constraints. The mutation operators of the differential evolution (DE) are used for improving diversity exploration of PSO, which called particle swarm optimization with mutation operators (PSOM). The mutation operators are activated if velocity values of PSO nearly to zero or violated from the boundaries. Four scenarios of mutation operators are implemented for PSOM. The simulation results of all scenarios of the PSOM outperform over the PSO and other existing approaches which appeared in literatures.

Keywords: Novel particle swarm optimization, Economic dispatch problem, Mutation operator, Prohibited operating zones, Differential Evolution.

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Authors: R. Saini, R. Lal

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The effect of non-homogeneity on the free transverse vibration of thin rectangular plates of bilinearly varying thickness has been analyzed using generalized differential quadrature (GDQ) method. The non-homogeneity of the plate material is assumed to arise due to linear variations in Young’s modulus and density of the plate material with the in-plane coordinates x and y. Numerical results have been computed for fully clamped and fully simply supported boundary conditions. The solution procedure by means of GDQ method has been implemented in a MATLAB code. The effect of various plate parameters has been investigated for the first three modes of vibration. A comparison of results with those available in literature has been presented.

Keywords: Bilinear thickness, generalized differential quadrature (GDQ), non-homogeneous, Rectangular.

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Authors: Jeeoot Singh, Sandeep Singh, K. K. Shukla

Abstract:

The governing differential equations of laminated plate utilizing trigonometric shear deformation theory are derived using energy approach. The governing differential equations discretized by different radial basis functions are used to predict the free vibration behavior of symmetric laminated composite plates. Effect of orthotropy and span to thickness ratio on frequency parameter of simply supported laminated plate is presented. Numerical results show the accuracy and good convergence of radial basis functions.

Keywords: Composite plates, Meshfree method, free vibration, Shear deformation, RBFs

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Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

Abstract:

Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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Authors: Babak Safaei, A. M. Fattahi

Abstract:

In the present study we have investigated axial buckling characteristics of nanocomposite beams reinforced by single-walled carbon nanotubes (SWCNTs). Various types of beam theories including Euler-Bernoulli beam theory, Timoshenko beam theory and Reddy beam theory were used to analyze the buckling behavior of carbon nanotube-reinforced composite beams. Generalized differential quadrature (GDQ) method was utilized to discretize the governing differential equations along with four commonly used boundary conditions. The material properties of the nanocomposite beams were obtained using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long- (10,10) SWCNT composites which were embedded by amorphous polyethylene matrix. Then the results obtained directly from MD simulations were matched with those calculated by the mixture rule to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results were presented to indicate the influences of nanotube volume fractions and end supports on the critical axial buckling loads of nanocomposite beams relevant to long- and short-nanotube composites.

Keywords: Nanocomposites, molecular dynamics simulation, axial buckling, generalized differential quadrature (GDQ).

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Authors: T. K. Mondal, N C Shivaprakash

Abstract:

A piston cylinder based high pressure differential thermal analyzer system is developed to investigate phase transformations, melting, glass transitions, crystallization behavior of inorganic materials, glassy systems etc., at ambient to 4 GPa and at room temperature to 1073 K. The pressure is calibrated by the phase transition of bismuth and ytterbium and temperature is calibrated by using thermocouple data chart. The system developed is calibrated using benzoic acid, ammonium nitrate and it has a pressure and temperature control of ± 8.9 x 10 -4 GPa , ± 2 K respectively. The phase transition of Asx Te100-x chalcogenides, ferrous oxide and strontium boride are studied using the indigenously developed system.

Keywords: double stage crystallization, Phase transition, Quasi hydrostatic, Rigidity percolation

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Authors: Anuar Ishak

Abstract:

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

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

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Authors: A. Nikkar, M. Mighani

Abstract:

In this study, a new reliable technique use to handle the foam drainage equation. This new method is resulted from VIM by a simple modification that is Reconstruction of Variational Iteration Method (RVIM). The drainage of liquid foams involves the interplay of gravity, surface tension, and viscous forces. Foaming occurs in many distillation and absorption processes. Results are compared with those of Adomian’s decomposition method (ADM).The comparisons show that the Reconstruction of Variational Iteration Method is very effective and overcome the difficulty of traditional methods and quite accurate to systems of non-linear partial differential equations.

Keywords: Reconstruction of Variational Iteration Method (RVIM), Foam drainage, nonlinear partial differential equation.

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Authors: R. Bhargava, Sonam Singh

Abstract:

In the present study, a numerical analysis is carried out to investigate unsteady MHD (magneto-hydrodynamic) flow and heat transfer of a non-Newtonian second grade viscoelastic fluid over an oscillatory stretching sheet. The flow is induced due to an infinite elastic sheet which is stretched oscillatory (back and forth) in its own plane. Effect of viscous dissipation and joule heating are taken into account. The non-linear differential equations governing the problem are transformed into system of non-dimensional differential equations using similarity transformations. A newly developed meshfree numerical technique Element free Galerkin method (EFGM) is employed to solve the coupled non linear differential equations. The results illustrating the effect of various parameters like viscoelastic parameter, Hartman number, relative frequency amplitude of the oscillatory sheet to the stretching rate and Eckert number on velocity and temperature field are reported in terms of graphs and tables. The present model finds its application in polymer extrusion, drawing of plastic films and wires, glass, fiber and paper production etc.

Keywords: EFGM, MHD, Oscillatory stretching sheet, Unsteady, Viscoelastic

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Authors: O. A. Akinfenwa, N.M. Yao, S. N. Jator

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In this paper, a self starting two step continuous block hybrid formulae (CBHF) with four Off-step points is developed using collocation and interpolation procedures. The CBHF is then used to produce multiple numerical integrators which are of uniform order and are assembled into a single block matrix equation. These equations are simultaneously applied to provide the approximate solution for the stiff ordinary differential equations. The order of accuracy and stability of the block method is discussed and its accuracy is established numerically.

Keywords: Collocation and Interpolation, Continuous HybridBlock Formulae, Off-Step Points, Stability, Stiff ODEs.

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Authors: Sangram Keshori Mohapatra, Sidhartha Panda, Prasant Kumar Satpathy

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Power-system stability improvement by simultaneous tuning of power system stabilizer (PSS) and a Static Var Compensator (SVC) based damping controller is thoroughly investigated in this paper. Both local and remote signals with associated time delays are considered in the present study. The design problem of the proposed controller is formulated as an optimization problem, and differential evolution (DE) algorithm is employed to search for the optimal controller parameters. The performances of the proposed controllers are evaluated under different disturbances for both single-machine infinite bus power system and multi-machine power system. The performance of the proposed controllers with variations in the signal transmission delays has also been investigated. The proposed stabilizers are tested on a weakly connected power system subjected to different disturbances. Nonlinear simulation results are presented to show the effectiveness and robustness of the proposed control schemes over a wide range of loading conditions and disturbances. Further, the proposed design approach is found to be robust and improves stability effectively even under small disturbance conditions.

Keywords: Differential Evolution Algorithm, Power System Stability, Power System Stabilizer, Static Var Compensator

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Authors: P.-W. Tsai, W.-L. Hong, C.-W. Chen, C.-Y. Chen

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In this paper, we present a neural-network (NN) based approach to represent a nonlinear Tagagi-Sugeno (T-S) system. A linear differential inclusion (LDI) state-space representation is utilized to deal with the NN models. Taking advantage of the LDI representation, the stability conditions and controller design are derived for a class of nonlinear structural systems. Moreover, the concept of utilizing the Parallel Particle Swarm Optimization (PPSO) algorithm to solve the common P matrix under the stability criteria is given in this paper.

Keywords: Lyapunov Stability, Parallel Particle Swarm Optimization, Linear Differential Inclusion, Artificial Intelligence.

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Authors: Vai Kuong Sin

Abstract:

Non-isothermal stagnation-point flow with consideration of thermal radiation is studied numerically. A set of partial differential equations that governing the fluid flow and energy is converted into a set of ordinary differential equations which is solved by Runge-Kutta method with shooting algorithm. Dimensionless wall temperature gradient and temperature boundary layer thickness for different combinaton of values of Prandtl number Pr and radiation parameter NR are presented graphically. Analyses of results show that the presence of thermal radiation in the stagnation-point flow is to increase the temperature boundary layer thickness and decrease the dimensionless wall temperature gradient.

Keywords: Stagnation-point flow, Similarity solution, Thermal radiation.

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Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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Authors: Li-Li Li, Jinghai Feng, Lixin Song

Abstract:

This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.

Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation

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Authors: Kourosh Parand, Jamal Amani Rad

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In this paper, Exp-function method is used for some exact solitary solutions of the generalized Pochhammer-Chree equation. It has been shown that the Exp-function method, with the help of symbolic computation, provides a very effective and powerful mathematical tool for solving nonlinear partial differential equations. As a result, some exact solitary solutions are obtained. It is shown that the Exp-function method is direct, effective, succinct and can be used for many other nonlinear partial differential equations.

Keywords: Exp-function method, generalized Pochhammer- Chree equation, solitary wave solution, ODE's.

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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Authors: Tahseen Al-Shaikhli, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

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A concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. Furthermore, the objectives are to control the coordination problem which mainly depends on offset selection, and to estimate the uniform delay based on the offset choice at each signalized intersection. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show that the derived model minimizes the total uniform delay to almost half compared to conventional models; the mathematical objective function is robust; the algorithm convergence time is fast.

Keywords: Area traffic control, differential evolution, offset variable, sinusoidal periodic function, traffic flow, uniform delay.

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Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

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Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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Authors: Khairil Iskandar Othman, Zarina Bibi Ibrahim, Mohamed Suleiman

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A parallel block method based on Backward Differentiation Formulas (BDF) is developed for the parallel solution of stiff Ordinary Differential Equations (ODEs). Most common methods for solving stiff systems of ODEs are based on implicit formulae and solved using Newton iteration which requires repeated solution of systems of linear equations with coefficient matrix, I - hβJ . Here, J is the Jacobian matrix of the problem. In this paper, the matrix operations is paralleled in order to reduce the cost of the iterations. Numerical results are given to compare the speedup and efficiency of parallel algorithm and that of sequential algorithm.

Keywords: Backward Differentiation Formula, block, ordinarydifferential equations.

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