Search results for: Numerical Solution of Linear Differential Equations

Authors: Ping He, Heng-You Lan, Gong-Quan Tan

Abstract:

The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.

Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.

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Authors: Changjin Xu

Abstract:

In this paper, using the Gaines and Mawhin,s continuation theorem of coincidence degree theory on time scales, the existence of periodic solutions for a two-prey one-predator system is studied. Some sufficient conditions for the existence of positive periodic solutions are obtained. The results provide unified existence theorems of periodic solution for the continuous differential equations and discrete difference equations.

Keywords: Time scales, competitive system, periodic solution, coincidence degree, topological degree.

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Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

Abstract:

Based on the homotopy perturbation method (HPM) and Padé approximants (PA), approximate and exact solutions are obtained for cubic Boussinesq and modified Boussinesq equations. The obtained solutions contain solitary waves, rational solutions. HPM is used for analytic treatment to those equations and PA for increasing the convergence region of the HPM analytical solution. The results reveal that the HPM with the enhancement of PA is a very effective, convenient and quite accurate to such types of partial differential equations.

Keywords: Homotopy perturbation method, Padé approximants, cubic Boussinesq equation, modified Boussinesq equation.

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Authors: Yong Li

Abstract:

The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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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: Hsuan-Ku Liu, Ming Long Liu

Abstract:

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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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: A.Memari

Abstract:

In this article, a simulation method called the Homotopy Perturbation Method (HPM) is employed in the steady flow of a Walter's B' fluid in a vertical channel with porous wall. We employed Homotopy Perturbation Method to derive solution of a nonlinear form of equation obtained from exerting similarity transforming to the ordinary differential equation gained from continuity and momentum equations of this kind of flow. The results obtained from the Homotopy Perturbation Method are then compared with those from the Runge–Kutta method in order to verify the accuracy of the proposed method. The results show that the Homotopy Perturbation Method can achieve good results in predicting the solution of such problems. Ultimately we use this solution to obtain the other terms of velocities and physical discussion about it.

Keywords: Steady flow; Walter's B' Fluid;, vertical channel;porous media, Homotopy Perturbation Method (HPM), Numerical Solution (NS).

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: M. A. Koroma, Z. Chuangyi, A. F., Kamara, A. M. H. Conteh

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In this work, we apply the Modified Laplace decomposition algorithm in finding a numerical solution of Blasius’ boundary layer equation for the flat plate in a uniform stream. The series solution is found by first applying the Laplace transform to the differential equation and then decomposing the nonlinear term by the use of Adomian polynomials. The resulting series, which is exactly the same as that obtained by Weyl 1942a, was expressed as a rational function by the use of diagonal padé approximant.

Keywords: Modified Laplace decomposition algorithm, Boundary layer equation, Padé approximant, Numerical solution.

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Authors: R. Saini, R. Lal

Abstract:

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: M. A. Talha, M. Osman Gani, M. Ferdows

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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number P_r, magnetic field parameter M, Peclet number P_e, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.

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Authors: V. Tawiwat, P. Jumnong

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting when combining the minimum energy and jerk of indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of the minimum energy, the minimum jerk and combining them together are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of state inputs employed by combining minimum energy and jerk designs. The numerical solution of minimum direct jerk and energy problem are exactly the same solution; however, the solutions from problem of minimum energy yield the similar solution especially in term of tendency.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

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In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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Authors: I. Davies, O. L. C. Haas

Abstract:

In this paper, the problem of stability and stabilization for neutral delay-differential systems with infinite delay is investigated. Using Lyapunov method, new delay-independent sufficient condition for the stability of neutral systems with infinite delay is obtained in terms of linear matrix inequality (LMI). Memory-less state feedback controllers are then designed for the stabilization of the system using the feasible solution of the resulting LMI, which are easily solved using any optimization algorithms. Numerical examples are given to illustrate the results of the proposed methods.

Keywords: Infinite delays, Lyapunov method, linear matrix inequality, neutral systems, stability.

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Authors: Yiqin Lin, Liang Bao, Yimin Wei

Abstract:

In this paper we study numerical methods for solving Sylvester matrix equations of the form AX +XBT +CDT = 0. A new projection method is proposed. The union of Krylov subspaces in A and its inverse and the union of Krylov subspaces in B and its inverse are used as the right and left projection subspaces, respectively. The Arnoldi-like process for constructing the orthonormal basis of the projection subspaces is outlined. We show that the approximate solution is an exact solution of a perturbed Sylvester matrix equation. Moreover, exact expression for the norm of residual is derived and results on finite termination and convergence are presented. Some numerical examples are presented to illustrate the effectiveness of the proposed method.

Keywords: Arnoldi process, Krylov subspace, Iterative method, Sylvester equation, Dissipative matrix.

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

Abstract:

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: J. Geiser, R. Röhle

Abstract:

In this paper we present discretization and decomposition methods for a multi-component transport model of a chemical vapor deposition (CVD) process. CVD processes are used to manufacture deposition layers or bulk materials. In our transport model we simulate the deposition of thin layers. The microscopic model is based on the heavy particles, which are derived by approximately solving a linearized multicomponent Boltzmann equation. For the drift-process of the particles we propose diffusionreaction equations as well as for the effects of heat conduction. We concentrate on solving the diffusion-reaction equation with analytical and numerical methods. For the chemical processes, modelled with reaction equations, we propose decomposition methods and decouple the multi-component models to simpler systems of differential equations. In the numerical experiments we present the computational results of our proposed models.

Keywords: Chemical reactions, chemical vapor deposition, convection-diffusion-reaction equations, decomposition methods, multi-component transport.

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Authors: Jason Chien-Hsun Tseng, Nguyen Dong-Thai Dao, Chong-Ching Chang

Abstract:

A novel PDE solver using the multidimensional wave digital filtering (MDWDF) technique to achieve the solution of a 2D seismic wave system is presented. In essence, the continuous physical system served by a linear Kirchhoff circuit is transformed to an equivalent discrete dynamic system implemented by a MD wave digital filtering (MDWDF) circuit. This amounts to numerically approximating the differential equations used to describe elements of a MD passive electronic circuit by a grid-based difference equations implemented by the so-called state quantities within the passive MDWDF circuit. So the digital model can track the wave field on a dense 3D grid of points. Details about how to transform the continuous system into a desired discrete passive system are addressed. In addition, initial and boundary conditions are properly embedded into the MDWDF circuit in terms of state quantities. Graphic results have clearly demonstrated some physical effects of seismic wave (P-wave and S–wave) propagation including radiation, reflection, and refraction from and across the hard boundaries. Comparison between the MDWDF technique and the finite difference time domain (FDTD) approach is also made in terms of the computational efficiency.

Keywords: Seismic Wave Propagation, Multi-dimension WaveDigital Filters, Partial Differential Equations.

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Authors: Vineet K. Srivastava, Mukesh K. Awasthi, Mohammad Tamsir

Abstract:

A fully implicit finite-difference method has been proposed for the numerical solutions of one dimensional coupled nonlinear Burgers’ equations on the uniform mesh points. The method forms a system of nonlinear difference equations which is to be solved at each iteration. Newton’s iterative method has been implemented to solve this nonlinear assembled system of equations. The linear system has been solved by Gauss elimination method with partial pivoting algorithm at each iteration of Newton’s method. Three test examples have been carried out to illustrate the accuracy of the method. Computed solutions obtained by proposed scheme have been compared with analytical solutions and those already available in the literature by finding L2 and L∞ errors.

Keywords: Burgers’ equation, Implicit Finite-difference method, Newton’s method, Gauss elimination with partial pivoting.

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Authors: Amit Kumar, Manjot Kaur

Abstract:

In this paper, the fuzzy linear programming formulation of fuzzy maximal flow problems are proposed and on the basis of the proposed formulation a method is proposed to find the fuzzy optimal solution of fuzzy maximal flow problems. In the proposed method all the parameters are represented by triangular fuzzy numbers. By using the proposed method the fuzzy optimal solution of fuzzy maximal flow problems can be easily obtained. To illustrate the proposed method a numerical example is solved and the obtained results are discussed.

Keywords: Fuzzy linear programming, Fuzzy maximal flow problem, Ranking function, Triangular fuzzy number

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Authors: Paras Ram, Vikas Kumar

Abstract:

An attempt has been made to study the effect of rotation on incompressible, electrically non-conducting ferrofluid in porous medium on Axi-symmetric steady flow over a rotating disk excluding thermal effects. Here, we solved the boundary layer equations with boundary conditions using Neuringer-Rosensweig model considering the z-axis as the axis of rotation. The non linear boundary layer equations involved in the problem are transformed to the non linear coupled ordinary differential equations by Karman's transformation and solved by power series approximations. Besides numerically calculating the velocity components and pressure for different values of porosity parameter with the variation of Karman's parameter we have also calculated the displacement thickness of boundary layer, the total volume flowing outward the z-axis and angle between wall and ferrofluid. The results for all above variables are obtained numerically and discussed graphically.

Keywords: Ferrofluid, magnetic field porous medium, rotating disk.

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Authors: I. Naeem, R. Naz

Abstract:

The group invariant solution for Prandtl-s boundary layer equations for an incompressible fluid governing the flow in radial free, wall and liquid jets having finite fluid velocity at the orifice are investigated. For each jet a symmetry is associated with the conserved vector that was used to derive the conserved quantity for the jet elsewhere. This symmetry is then used to construct the group invariant solution for the third-order partial differential equation for the stream function. The general form of the group invariant solution for radial jet flows is derived. The general form of group invariant solution and the general form of the similarity solution which was obtained elsewhere are the same.

Keywords: Two-dimensional jets, radial jets, group invariant solution.

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Authors: A. Pereira, S. Haffner, L. V. Gasperin

Abstract:

This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov

Abstract:

One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.

Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.

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Authors: J. J. Cetina-Denis, R. M. López-Gutiérrez, R. Ramírez-Ramírez, C. Cruz-Hernández

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This work addresses the problem of designing an algorithm capable of generating chaotic trajectories for mobile robots. Particularly, the chaotic behavior is induced in the linear and angular velocities of a Khepera III differential mobile robot by infusing them with the states of the H´enon chaotic map. A possible application, using the properties of chaotic systems, is patrolling a work area. In this work, numerical and experimental results are reported and analyzed. In addition, two quantitative numerical tests are applied in order to measure how chaotic the generated trajectories really are.

Keywords: Chaos, chaotic trajectories, differential mobile robot, Henons map, Khepera III robot, patrolling applications.

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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: Osama A. Marzouk

Abstract:

We propose a reduced-ordermodel for the instantaneous hydrodynamic force on a cylinder. The model consists of a system of two ordinary differential equations (ODEs), which can be integrated in time to yield very accurate histories of the resultant force and its direction. In contrast to several existing models, the proposed model considers the actual (total) hydrodynamic force rather than its perpendicular or parallel projection (the lift and drag), and captures the complete force rather than the oscillatory part only. We study and provide descriptions of the relationship between the model parameters, evaluated utilizing results from numerical simulations, and the Reynolds number so that the model can be used at any arbitrary value within the considered range of 100 to 500 to provide accurate representation of the force without the need to perform timeconsuming simulations and solving the partial differential equations (PDEs) governing the flow field.

Keywords: reduced-order model, wake oscillator, nonlinear, ODEsystem

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Authors: Kourosh Parand, Jamal Amani Rad

Abstract:

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: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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