Search results for: Legendre pseudospectral method

Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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Authors: Mohamed K. El Daou

Abstract:

We construct an exponentially weighted Legendre- Gauss Tau method for solving differential equations with oscillatory solutions. The proposed method is applied to Sturm-Liouville problems. Numerical examples illustrating the efficiency and the high accuracy of our results are presented.

Keywords: Oscillatory functions, Sturm-Liouville problems, legendre polynomial, gauss points.

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Authors: Kouamana Bousson, Paulo Machado

Abstract:

The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.

Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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Authors: N. M. Kamoh, M. C. Soomiyol

Abstract:

In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

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Authors: Ashvin Gopaul, Jayrani Cheeneebash, Kamleshsing Baurhoo

Abstract:

In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.

Keywords: Chebyshev Pseudospectral collocation method, convection-diffusion equation, restrictive Taylor approximation.

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Authors: J.S.C. Prentice

Abstract:

The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.

Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying Runge- Kutta method.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, order, local error, global error.

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Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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Authors: H. El Fadili, K. Zenkouar, H. Qjidaa

Abstract:

This paper proposes a neural network weights and topology optimization using genetic evolution and the backpropagation training algorithm. The proposed crossover and mutation operators aims to adapt the networks architectures and weights during the evolution process. Through a specific inheritance procedure, the weights are transmitted from the parents to their offsprings, which allows re-exploitation of the already trained networks and hence the acceleration of the global convergence of the algorithm. In the preprocessing phase, a new feature extraction method is proposed based on Legendre moments with the Maximum entropy principle MEP as a selection criterion. This allows a global search space reduction in the design of the networks. The proposed method has been applied and tested on the well known MNIST database of handwritten digits.

Keywords: Genetic algorithm, Legendre Moments, MEP, Neural Network.

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

Abstract:

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

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

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Authors: V. V. Zozulya

Abstract:

New theory for functionally graded (FG) shell based on expansion of the equations of elasticity for functionally graded materials (GFMs) into Legendre polynomials series has been developed. Stress and strain tensors, vectors of displacements, traction and body forces have been expanded into Legendre polynomials series in a thickness coordinate. In the same way functions that describe functionally graded relations has been also expanded. Thereby all equations of elasticity including Hook-s law have been transformed to corresponding equations for Fourier coefficients. Then system of differential equations in term of displacements and boundary conditions for Fourier coefficients has been obtained. Cases of the first and second approximations have been considered in more details. For obtained boundary-value problems solution finite element (FE) has been used of Numerical calculations have been done with Comsol Multiphysics and Matlab.

Keywords: Shell, FEM, FGM, legendre polynomial.

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Authors: Sanjeeb Kumar Kar

Abstract:

The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.

Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.

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Authors: Khalid Minaoui, Thierry Chonavel, Benayad Nsiri, Driss Aboutajdine

Abstract:

This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature. We select nodes at sampling positions that are as close as possible to those of the associated classical quadrature and we update quadrature weights accordingly. We supply the theoretical quadrature error formula for this new approach. We show on examples the potential gain of this approach.

Keywords: Gauss-Legendre, Clenshaw-Curtis, quadrature, Peano kernel, irregular sampling.

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Authors: M. S. Al-Qurashi

Abstract:

This work examines thermal convection in two porous layers. Flow in the upper layer is governed by Brinkman-s equations model and in the lower layer is governed by Darcy-s model. Legendre polynomials are used to obtain numerical solution when the lower layer is heated from below.

Keywords: Brinkman's law, Darcy's law, porous layers, Legendre polynomials, the Oberbeck-Boussineq approximation.

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Authors: B. M. Mohan, Sanjeeb Kumar Kar

Abstract:

In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.

Keywords: Linear quadratic Gaussian control, linear quadratic estimator, linear quadratic regulator, time-invariant systems, orthogonal functions, block-pulse functions, shifted legendre polynomials.

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Authors: K. Petcharat, Y. Areepong, S. Sukparungsri, G. Mititelu

Abstract:

These paper, we approximate the average run length (ARL) for CUSUM chart when observation are an exponential first order moving average sequence (EMA1). We used Gauss-Legendre numerical scheme for integral equations (IE) method for approximate ARL0 and ARL1, where ARL in control and out of control, respectively. We compared the results from IE method and exact solution such that the two methods perform good agreement.

Keywords: Cumulative Sum Chart, Moving Average Observation, Average Run Length, Numerical Approximations.

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Authors: Said Laachir, Aziz Laaribi

Abstract:

The Helmholtz equation often arises in the study of physical problems involving partial differential equation. Many researchers have proposed numerous methods to find the analytic or approximate solutions for the proposed problems. In this work, the exact analytical solutions of the Helmholtz equation in spherical polar coordinates are presented using the Nikiforov-Uvarov (NU) method. It is found that the solution of the angular eigenfunction can be expressed by the associated-Legendre polynomial and radial eigenfunctions are obtained in terms of the Laguerre polynomials. The special case for k=0, which corresponds to the Laplace equation is also presented.

Keywords: Helmholtz equation, Nikiforov-Uvarov method, exact solutions, eigenfunctions.

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Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: M. Fakharian, M. I. Khodakarami

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In this paper, a new trend for improvement in semianalytical method based on scale boundaries in order to solve the 2D elastodynamic problems is provided. In this regard, only the boundaries of the problem domain discretization are by specific subparametric elements. Mapping functions are uses as a class of higherorder Lagrange polynomials, special shape functions, Gauss-Lobatto- Legendre numerical integration, and the integral form of the weighted residual method, the matrix is diagonal coefficients in the equations of elastodynamic issues. Differences between study conducted and prior research in this paper is in geometry production procedure of the interpolation function and integration of the different is selected. Validity and accuracy of the present method are fully demonstrated through two benchmark problems which are successfully modeled using a few numbers of DOFs. The numerical results agree very well with the analytical solutions and the results from other numerical methods.

Keywords: 2D Elastodynamic Problems, Lagrange Polynomials, G-L-Lquadrature, Decoupled SBFEM.

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Authors: Balaji Sankar, Sadanand Kulkarni

Abstract:

Compliant foil gas lubricated bearings are used for the support of light loads in the order of few kilograms at high speeds, in the order of 50,000 RPM. The stiffness of the foil bearings depends both on the stiffness of the compliant foil and on the lubricating gas film. The stiffness of the bearings plays a crucial role in the stable operation of the supported rotor over a range of speeds. This paper describes a numerical approach to estimate the stiffness of the bearings using pseudo spectral scheme. Methodology to obtain the stiffness of the foil bearing as a function of weight of the shaft is given and the results are presented.

Keywords: Foil bearing, simulation, numerical, stiffness estimation.

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Authors: Jurij Tasinkiewicz

Abstract:

The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wavebeam both in elevation and azimuth. In this paper a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: Beamforming, transducer array, BIS-expansion.

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Authors: Vernie C. Convicto, Henry P. Aringa, Wilson I. Barredo

Abstract:

This study presents a conformational model of the helical structures of globular protein particularly ferritin in the framework of white noise path integral formulation by using Associated Legendre functions, Bessel and convolution of Bessel and trigonometric functions as modulating functions. The model incorporates chirality features of proteins and their helix-turn-helix sequence structural motif.

Keywords: Globular protein, modulating function, white noise, winding probability.

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Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li

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The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.

Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.

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Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

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In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

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Authors: Mohammed Salem Alzahrani

Abstract:

In this paper the optimality of the solution of an existing real word assignment problem known as the seat assignment problem using Seat Assignment Method (SAM) is discussed. SAM is the newly driven method from three existing methods, Hungarian Method, Northwest Corner Method and Least Cost Method in a special way that produces the easiness & fairness among all methods that solve the seat assignment problem.

Keywords: Assignment Problem, Hungarian Method, Least Cost Method, Northwest Corner Method, Seat Assignment Method (SAM), A Real Word Assignment Problem.

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Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

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