Search results for: Ordinary differential equations

Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

Abstract:

In this paper, we study the stability of n-dimensional linear fractional neutral differential equation with time delays. By using the Laplace transform, we introduce a characteristic equation for the above system with multiple time delays. We discover that if all roots of the characteristic equation have negative parts, then the equilibrium of the above linear system with fractional order is Lyapunov globally asymptotical stable if the equilibrium exist that is almost the same as that of classical differential equations. An example is provided to show the effectiveness of the approach presented in this paper.

Keywords: Fractional neutral differential equation, Laplace transform, characteristic equation.

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Authors: Dalila Hamami, Baghdad Atmani

Abstract:

Modelling is a widely used tool to facilitate the evaluation of disease management. The interest of epidemiological models lies in their ability to explore hypothetical scenarios and provide decision makers with evidence to anticipate the consequences of disease incursion and impact of intervention strategies.

All models are, by nature, simplification of more complex systems. Models that involve diseases can be classified into different categories depending on how they treat the variability, time, space, and structure of the population. Approaches may be different from simple deterministic mathematical models, to complex stochastic simulations spatially explicit.

Thus, epidemiological modelling is now a necessity for epidemiological investigations, surveillance, testing hypotheses and generating follow-up activities necessary to perform complete and appropriate analysis.

The state of the art presented in the following, allows us to position itself to the most appropriate approaches in the epidemiological study.

Keywords: Bio-PEPA, Cellular automata, Epidemiological modelling, multi agent system, ordinary differential equations, PEPA, Process Algebra, Tuberculosis.

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Authors: E. G. Bautista, J. M. Reyes, O. Bautista, J. C. Arcos

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In this work, we analyze the deformation of surface waves in shallow flows conditions, propagating in a channel of slowly varying cross-section. Based on a singular perturbation technique, the main purpose is to predict the motion of waves by using a dimensionless formulation of the governing equations, considering that the longitudinal variation of the transversal section obey a power-law distribution. We show that the spatial distribution of the waves in the varying cross-section is a function of a kinematic parameter,κ , and two geometrical parameters εh and w ε . The above spatial behavior of the surface elevation is modeled by an ordinary differential equation. The use of single formulas to model the varying cross sections or transitions considered in this work can be a useful approximation to natural or artificial geometrical configurations.

Keywords: Surface waves, Asymptotic solution, Power law function, Non-dispersive waves.

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Authors: Arti Vaish, Harish Parthasarathy

Abstract:

In this paper, a novel wave equation for electromagnetic waves in a medium having anisotropic permittivity has been derived with the help of Maxwell-s curl equations. The x and y components of the Maxwell-s equations are written with the permittivity () being a 3 × 3 symmetric matrix. These equations are solved for Ex , Ey, Hx, Hy in terms of Ez, Hz, and the partial derivatives. The Z components of the Maxwell-s curl are then used to arrive to the generalized Helmholtz equations for Ez and Hz.

Keywords: Electromagnetism, Maxwell's Equations, Anisotropic permittivity, Wave equation, Matrix Equation, Permittivity tensor.

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Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

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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: N.S. Tomer, Phool Singh, Manoj Kumar

Abstract:

The flow and heat transfer characteristics for natural convection along an inclined plate in a saturated porous medium with an applied magnetic field have been studied. The fluid viscosity has been assumed to be an inverse function of temperature. Assuming temperature vary as a power function of distance. The transformed ordinary differential equations have solved by numerical integration using Runge-Kutta method. The velocity and temperature profile components on the plate are computed and discussed in detail for various values of the variable viscosity parameter, inclination angle, magnetic field parameter, and real constant (λ). The results have also been interpreted with the aid of tables and graphs. The numerical values of Nusselt number have been calculated for the mentioned parameters.

Keywords: Heat Transfer, Magnetic Field, Porosity, Viscosity

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Authors: K. Jafar, R. Nazar, A. Ishak, I. Pop

Abstract:

The present analysis considers the steady stagnation point flow and heat transfer towards a permeable shrinking sheet in an upper-convected Maxwell (UCM) electrically conducting fluid, with a constant magnetic field applied in the transverse direction to flow and a local heat generation within the boundary layer, with a heat generation rate proportional to (T-T)^p Using a similarity transformation, the governing system of partial differential equations is first transformed into a system of ordinary differential equations, which is then solved numerically using a finite-difference scheme known as the Keller-box method. Numerical results are obtained for the flow and thermal fields for various values of the stretching/shrinking parameter λ, the magnetic parameter M, the elastic parameter K, the Prandtl number Pr, the suction parameter s, the heat generation parameter Q, and the exponent p. The results indicate the existence of dual solutions for the shrinking sheet up to a critical value λ_c whose value depends on the value of M, K, and s. In the presence of internal heat absorption (Q<0)  the surface heat transfer rate decreases with increasing p but increases with parameters Q and s when the sheet is either stretched or shrunk.

Keywords: Magnetohydrodynamic (MHD), boundary layer flow, UCM fluid, stagnation point, shrinking sheet.

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Authors: J. Sulaiman, M. Othman, M. K. Hasan

Abstract:

Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.

Keywords: MEG iteration, second-order finite difference, weighted parameter.

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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: Sherif. S. Nafee, Ameer. K. Al-Ramady, Salem. A. Shaheen

Abstract:

The analytical prediction of the decay heat results from the fast neutron fission of actinides was initiated under a project, 10-MAT1134-3, funded by king Abdulaziz City of Science and Technology (KASCT), Long-Term Comprehensive National Plan for Science, Technology and Innovations, managed by a team from King Abdulaziz University (KAU), Saudi Arabia, and supervised by Argonne National Laboratory (ANL) has collaborated with KAU's team to assist in the computational analysis. In this paper, the numerical solution of coupled linear differential equations that describe the decays and buildups of minor fission product MFA, has been used to predict the total decay heat and its components from the fast neutron fission of 235U and 239Pu. The reliability of the present approach is illustrated via systematic comparisons with the measurements reported by the University of Tokyo, in YAYOI reactor.

Keywords: Decay heat, fast neutron fission, and Numerical Solution of Linear Differential Equations.

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Authors: S.H. Mirtalaie, M. Mohammadi, M.A. Hajabasi, F.Hejripour

Abstract:

In this paper the Differential Quadrature Method (DQM) is employed to study the coupled lateral-torsional free vibration behavior of the laminated composite beams. In such structures due to the fiber orientations in various layers, the lateral displacement leads to a twisting moment. The coupling of lateral and torsional vibrations is modeled by the bending-twisting material coupling rigidity. In the present study, in addition to the material coupling, the effects of shear deformation and rotary inertia are taken into account in the definition of the potential and kinetic energies of the beam. The governing differential equations of motion which form a system of three coupled PDEs are solved numerically using DQ procedure under different boundary conditions consist of the combinations of simply, clamped, free and other end conditions. The resulting natural frequencies and mode shapes for cantilever beam are compared with similar results in the literature and good agreement is achieved.

Keywords: Differential Quadrature Method, Free vibration, Laminated composite beam, Material coupling.

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Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal

Abstract:

In the present paper, we obtain a sandwich-type theorem. As applications of our main result, we discuss the univalence and starlikeness of analytic functions in terms of certain differential subordinations and differential inequalities.

Keywords: Univalent function, Starlike function, Differential subordination, Differential superordination.

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Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

Abstract:

In this paper, He-s homotopy perturbation method (HPM) is applied to spatial one and three spatial dimensional inhomogeneous wave equation Cauchy problems for obtaining exact solutions. HPM is used for analytic handling of these equations. The results reveal that the HPM is a very effective, convenient and quite accurate to such types of partial differential equations (PDEs).

Keywords: Homotopy perturbation method, Exact solution, Cauchy problem, inhomogeneous wave equation

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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Authors: G. Sarojamma, K. Vendabai

Abstract:

An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.

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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: Y. V. Kim

Abstract:

This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.

Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing

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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: Hanan Rizk

Abstract:

Heat exchanger is a device used to mix liquids having different temperatures. In this case, the temperature control becomes a critical objective. This research work presents the temperature control of the double-pipe heat exchanger (multi-input multi-output (MIMO) system), which is modeled as first-order coupled hyperbolic partial differential equations (PDEs), using conventional and advanced control techniques, and develops appropriate robust control strategy to meet stability requirements and performance objectives. We designed the proportional–integral–derivative (PID) controller and H-infinity controller for a heat exchanger (HE) system. Frequency characteristics of sensitivity functions and open-loop and closed-loop time responses are simulated using MATLAB software and the stability of the system is analyzed using Kalman's test. The simulation results have demonstrated that the H-infinity controller is more efficient than PID in terms of robustness and performance.

Keywords: heat exchanger, multi-input multi-output system, MATLAB simulation, partial differential equations, PID controller, robust control

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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: S. S. Nafee, A. K. Al-Ramady, S. A. Shaheen

Abstract:

The mixed oxide nuclear fuel (MOX) of U and Pu contains several percent of fission products and minor actinides, such as neptunium, americium and curium. It is important to determine accurately the decay heat from Curium isotopes as they contribute significantly in the MOX fuel. This heat generation can cause samples to melt very quickly if excessive quantities of curium are present. In the present paper, we introduce a new approach that can predict the decay heat from curium isotopes. This work is a part of the project funded by King Abdulaziz City of Science and Technology (KASCT), Long-Term Comprehensive National Plan for Science, Technology and Innovations, and take place in King Abdulaziz University (KAU), Saudi Arabia. The approach is based on the numerical solution of coupled linear differential equations that describe decays and buildups of many nuclides to calculate the decay heat produced after shutdown. Results show the consistency and reliability of the approach applied.

Keywords: Decay heat, Mixed oxide nuclear fuel, Numerical Solution of Linear Differential Equations, and Curium isotopes

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Authors: B. I. Yun

Abstract:

A dual-reciprocity boundary element method is presented for the numerical solution of a class of axisymmetric elastodynamic problems. The domain integrals that arise in the integrodifferential formulation are converted to line integrals by using the dual-reciprocity method together suitably constructed interpolating functions. The second order time derivatives of the displacement in the governing partial differential equations are suppressed by using Laplace transformation. In the Laplace transform domain, the problem under consideration is eventually reduced to solving a system of linear algebraic equations. Once the linear algebraic equations are solved, the displacement and stress fields in the physical domain can be recovered by using a numerical technique for inverting Laplace transforms.

Keywords: Axisymmetric elasticity, boundary element method, dual-reciprocity method, Laplace transform.

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Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

Abstract:

New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations.

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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: Changjin Xu, Qianhong Zhang

Abstract:

In this paper, a delayed competitive system with the effect of toxic substances is investigated. With the aid of differential equations with piecewise constant arguments, a discrete analogue of continuous non-autonomous delayed competitive system with the effect of toxic substances is proposed. By using Gaines and Mawhin,s continuation theorem of coincidence degree theory, a easily verifiable sufficient condition for the existence of positive solutions of difference equations is obtained.

Keywords: Competitive system, periodic solution, discrete time delay, topological degree.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: José Alberto García Fernández, Zhimin Du, Xinqiao Jin

Abstract:

Nowadays, data center industry faces strong challenges for increasing the speed and data processing capacities while at the same time is trying to keep their devices a suitable working temperature without penalizing that capacity. Consequently, the cooling systems of this kind of facilities use a large amount of energy to dissipate the heat generated inside the servers, and developing new cooling techniques or perfecting those already existing would be a great advance in this type of industry. The installation of a temperature sensor matrix distributed in the structure of each server would provide the necessary information for collecting the required data for obtaining a temperature profile instantly inside them. However, the number of temperature probes required to obtain the temperature profiles with sufficient accuracy is very high and expensive. Therefore, other less intrusive techniques are employed where each point that characterizes the server temperature profile is obtained by solving differential equations through simulation methods, simplifying data collection techniques but increasing the time to obtain results. In order to reduce these calculation times, complicated and slow computational fluid dynamics simulations are replaced by simpler and faster finite element method simulations which solve the Burgers‘ equations by backward, forward and central discretization techniques after simplifying the energy and enthalpy conservation differential equations. The discretization methods employed for solving the first and second order derivatives of the obtained Burgers‘ equation after these simplifications are the key for obtaining results with greater or lesser accuracy regardless of the characteristic truncation error.

Keywords: Burgers’ equations, CFD simulation, data center, discretization methods, FEM simulation, temperature profile.

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Authors: N. Parandin, M. A. Fariborzi Araghi

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in this paper, we propose a numerical method for the approximate solution of fuzzy Fredholm functional integral equations of the second kind by using an iterative interpolation. For this purpose, we convert the linear fuzzy Fredholm integral equations to a crisp linear system of integral equations. The proposed method is illustrated by some fuzzy integral equations in numerical examples.

Keywords: Fuzzy function integral equations, Iterative method, Linear systems, Parametric form of fuzzy number.

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Authors: Mohammad Hadi Bordbar, Timo Hyppänen

Abstract:

The radiative exchange method is introduced as a numerical method for the simulation of radiative heat transfer in an absorbing, emitting and isotropically scattering media. In this method, the integro-differential radiative balance equation is solved by using a new introduced concept for the exchange factor. Even though the radiative source term is calculated in a mesh structure that is coarser than the structure used in computational fluid dynamics, calculating the exchange factor between different coarse elements by using differential integration elements makes the result of the method close to that of integro-differential radiative equation. A set of equations for calculating exchange factors in two and threedimensional Cartesian coordinate system is presented, and the method is used in the simulation of radiative heat transfer in twodimensional rectangular case and a three-dimensional simple cube. The result of using this method in simulating different cases is verified by comparing them with those of using other numerical radiative models.

Keywords: Exchange factor, Numerical simulation, Thermal radiation.

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