Search results for: Pseudo-hyperbolic partial integro-differential equations

Authors: Fadi Awawdeh, H.M. Jaradat

Abstract:

In this paper, we establish existence and uniqueness of solutions for a class of inverse problems of degenerate differential equations. The main tool is the perturbation theory for linear operators.

Keywords: Inverse Problem, Degenerate Differential Equations, Perturbation Theory for Linear Operators

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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: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y''' = f(x, y, y', y''), y(α)=y₀, y'(α)=β, y''(α)=η with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non – stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep, Self starting, Third Order Ordinary Differential Equations.

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Authors: Sameerah Jamal, Abdul Hamid Kara, Ashfaque H. Bokhari

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Equations on curved manifolds display interesting properties in a number of ways. In particular, the symmetries and, therefore, the conservation laws reduce depending on how curved the manifold is. Of particular interest are the wave and Gordon-type equations; we study the symmetry properties and conservation laws of these equations on the Milne and Bianchi type III metrics. Properties of reduction procedures via symmetries, variational structures and conservation laws are more involved than on the well known flat (Minkowski) manifold.

Keywords: Bianchi metric, conservation laws, Milne metric, symmetries.

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Authors: M. Amiri

Abstract:

In this work, functionally graded materials (FGMs), subjected to loading, which varies with time has been studied. The material properties of FGM are changing through the thickness of material as power law distribution. The conical shells have been chosen for this study so in the first step capability equations for FGM have been obtained. With Galerkin method, these equations have been replaced with time dependant differential equations with variable coefficient. These equations have solved for different initial conditions with variation methods. Important parameters in loading conditions are semi-vertex angle, external pressure and material properties. Results validation has been done by comparison between with those in previous studies of other researchers.

Keywords: Impulsive semi-vertex angle, loading, functionally graded materials, composite material.

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Authors: Sachin Kumar, Y. K. Gupta, J. R. Sharma

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In the present article, a new class of solutions of Einstein field equations is investigated for a spherically symmetric space-time when the source of gravitation is a perfect fluid. All the solutions have been derived by making some suitable arrangements in the field equations. The solutions so obtained have been seen to describe Schwarzschild interior solutions. Most of the solutions are subjected to the reality conditions. As far as the authors are aware the solutions are new.

Keywords: Einstein's equations, General Relativity, PerfectFluid, Spherical symmetric.

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Authors: Shoeib Mahjoub, Ali Mahtabroshan

Abstract:

The steady incompressible flow has been solved in cylindrical coordinates in both vapour region and wick structure. The governing equations in vapour region are continuity, Navier-Stokes and energy equations. These equations have been solved using SIMPLE algorithm. For study of parameters variation on heat pipe operation, a benchmark has been chosen and the effect of changing one parameter has been analyzed when the others have been fixed.

Keywords: Vapour region, conventional heat pipe, numerical simulation.

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Authors: G.Ashwini, A.T.Eswara

Abstract:

This paper examines the forced convection flow of incompressible, electrically conducting viscous fluid past a sharp wedge in the presence of heat generation or absorption with an applied magnetic field. The system of partial differential equations governing Falkner - Skan wedge flow and heat transfer is first transformed into a system of ordinary differential equations using similarity transformations which is later solved using an implicit finite - difference scheme, along with quasilinearization technique. Numerical computations are performed for air (Pr = 0.7) and displayed graphically to illustrate the influence of pertinent physical parameters on local skin friction and heat transfer coefficients and, also on, velocity and temperature fields. It is observed that the magnetic field increases both the coefficients of skin friction and heat transfer. The effect of heat generation or absorption is found to be very significant on heat transfer, but its effect on the skin friction is negligible. Indeed, the occurrence of overshoot is noticed in the temperature profiles during heat generation process, causing the reversal in the direction of heat transfer.

Keywords: Heat generation / absorption, MHD Falkner- Skan flow, skin friction and heat transfer

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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This paper studies the pth moment exponential synchronization of a class of stochastic neural networks with mixed delays. Based on Lyapunov stability theory, by establishing a new integrodifferential inequality with mixed delays, several sufficient conditions have been derived to ensure the pth moment exponential stability for the error system. The criteria extend and improve some earlier results. One numerical example is presented to illustrate the validity of the main results.

Keywords: pth Moment Exponential synchronization, Stochastic, Neural networks, Mixed time delays

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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In this paper, some new nonlinear generalized Gronwall-Bellman-Type integral inequalities with mixed time delays are established. These inequalities can be used as handy tools to research stability problems of delayed differential and integral dynamic systems. As applications, based on these new established inequalities, some p-stable results of a integro-differential equation are also given. Two numerical examples are presented to illustrate the validity of the main results.

Keywords: Gronwall-Bellman-Type integral inequalities, integrodifferential equation, p-exponentially stable, mixed delays.

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Authors: R. Haoui

Abstract:

The purpose of this work is to simulate the flow at the exit of Vulcan 1 engine of European launcher Ariane 5. The geometry of the propellant nozzle is already determined using the characteristics method. The pressure in the outlet section of the nozzle is less than atmospheric pressure on the ground, causing the existence of oblique and normal shock waves at the exit. During the rise of the launcher, the atmospheric pressure decreases and the shock wave disappears. The code allows the capture of shock wave at exit of nozzle. The numerical technique uses the Flux Vector Splitting method of Van Leer to ensure convergence and avoid the calculation instabilities. The Courant, Friedrichs and Lewy coefficient (CFL) and mesh size level are selected to ensure the numerical convergence. The nonlinear partial derivative equations system which governs this flow is solved by an explicit unsteady numerical scheme by the finite volume method. The accuracy of the solution depends on the size of the mesh and also the step of time used in the discretized equations. We have chosen in this study the mesh that gives us a stationary solution with good accuracy.

Keywords: Launchers, supersonic flow, finite volume, nozzles, shock wave.

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Authors: Leila Nasiri

Abstract:

In this paper, we present the concept of preinvex functions on the co-ordinates on an invex set and establish some triple integral inequalities of Hermite-Hadamard type for functions whose third order partial derivatives in absolute value are preinvex on the co-ordinates. The results presented here generalize the obtained results in earlier works for functions whose triple order partial derivatives in absolute value are convex on the co-ordinates on a rectangular box in R³.

Keywords: Co-ordinated preinvex functions, Hermite-Hadamard type inequalities, partial derivatives, triple integral.

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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: A. M. Sagir

Abstract:

In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff ordinary differential equations, and the results obtained compared favorably with the exact solution.

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

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

Abstract:

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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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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Authors: Ibrahim Abu-Alshaikh

Abstract:

In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

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Authors: M. Habchi, S.M. Mesli, M. Kotbi

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The Reverse Monte Carlo (RMC) simulation is applied in the study of an aqueous electrolyte LiCl6H2O. On the basis of the available experimental neutron scattering data, RMC computes pair radial distribution functions in order to explore the structural features of the system. The obtained results include some unrealistic features. To overcome this problem, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an energy constraint in addition to the commonly used constraints derived from experimental data. Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in pair partial distribution curves. This kind of study can be considered as a useful test for a defined interaction model for conventional simulation techniques.

Keywords: RMC simulation, HRMC simulation, energy constraint, screened potential, glassy state, liquid state, partial distribution function, pair partial distribution function.

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Authors: R. H. Khawaja, T. R. Blackburn, M. Rehan Arif

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The power transformer is the most expensive, indispensable and arguably the most important equipment item in a power system Insulation failure in transformers can cause long term interruption to supply and loss of revenue and the condition assessment of the insulation is thus an important maintenance procedure. Oil-impregnated transformer insulation consists of mainly organic materials including mineral oil and cellulose-base paper and pressboard. The operating life of cellulose-based insulation, as with most organic insulation, depends heavily on its operating temperature rise above ambient. This paper reports results of a laboratory-based experimental investigation of partial discharge (PD) activity at high temperature in oil-impregnated insulation. The experiments reported here are part an on-going programme aimed at investigating the way in which insulation deterioration can be monitored and quantified by use of partial discharge diagnostics. Partial discharge patterns were recorded and analysed during increasing and decreasing phases of the temperature. The effect of ageing of the insulation on the PD patterns in oil and oil-impregnated insulation are also considered.

Keywords: Ageing, high temperature, PD, oil-impregnated insulation.

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Authors: Yogesh Aggarwal, Paratibha Aggarwal

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The paper presents a comparative performance of the models developed to predict 28 days compressive strengths using neural network techniques for data taken from literature (ANN-I) and data developed experimentally for SCC containing bottom ash as partial replacement of fine aggregates (ANN-II). The data used in the models are arranged in the format of six and eight input parameters that cover the contents of cement, sand, coarse aggregate, fly ash as partial replacement of cement, bottom ash as partial replacement of sand, water and water/powder ratio, superplasticizer dosage and an output parameter that is 28-days compressive strength and compressive strengths at 7 days, 28 days, 90 days and 365 days, respectively for ANN-I and ANN-II. The importance of different input parameters is also given for predicting the strengths at various ages using neural network. The model developed from literature data could be easily extended to the experimental data, with bottom ash as partial replacement of sand with some modifications.

Keywords: Self compacting concrete, bottom ash, strength, prediction, neural network, importance factor.

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Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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Authors: Arun Goel

Abstract:

Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly & Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly & Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicate the improvement in the performance of SVM (Poly & Rbf) in comparison to dimensional form of scour.

Keywords: Modeling, pier scour, regression, prediction, SVM (Poly & Rbf kernels).

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Authors: Oleksandr Poliakov, Yevgen Pashkov, Marina Kolesova, Olena Chepenyuk, Mykhaylo Kalinin, Vadym Kramar

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In this paper we present a substantiation of a new Laguerre-s type iterative method for solving of a nonlinear polynomial equations systems with real coefficients. The problems of its implementation, including relating to the structural choice of initial approximations, were considered. Test examples demonstrate the effectiveness of the method at the solving of many practical problems solving.

Keywords: Iterative method, Laguerre's method, Newton's method, polynomial equation, system of equations

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Authors: H. B. Kekre, Sudeep D. Thepade

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The automatic construction of large, high-resolution image vistas (mosaics) is an active area of research in the fields of photogrammetry [1,2], computer vision [1,4], medical image processing [4], computer graphics [3] and biometrics [8]. Image stitching is one of the possible options to get image mosaics. Vista Creation in image processing is used to construct an image with a large field of view than that could be obtained with a single photograph. It refers to transforming and stitching multiple images into a new aggregate image without any visible seam or distortion in the overlapping areas. Vista creation process aligns two partial images over each other and blends them together. Image mosaics allow one to compensate for differences in viewing geometry. Thus they can be used to simplify tasks by simulating the condition in which the scene is viewed from a fixed position with single camera. While obtaining partial images the geometric anomalies like rotation, scaling are bound to happen. To nullify effect of rotation of partial images on process of vista creation, we are proposing rotation invariant vista creation algorithm in this paper. Rotation of partial image parts in the proposed method of vista creation may introduce some missing region in the vista. To correct this error, that is to fill the missing region further we have used image inpainting method on the created vista. This missing view regeneration method also overcomes the problem of missing view [31] in vista due to cropping, irregular boundaries of partial image parts and errors in digitization [35]. The method of missing view regeneration generates the missing view of vista using the information present in vista itself.

Keywords: Vista, Overlap Estimation, Rotation Invariance, Missing View Regeneration.

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Authors: Pan Cheng, Jin Huang, Guang Zeng

Abstract:

Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.

Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.

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Authors: Sachin Bhalekar, Varsha Daftardar-Gejji

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In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.

Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.

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Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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Authors: Nirmala P. Ratchagar, S. Senthamilselvi

Abstract:

The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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Authors: Alireza Abbasi Moshaii, Mehdi Tale Masouleh, Esmail Zarezadeh, Kamran Farajzadeh

Abstract:

The main purpose of this study is static analysis of two three-degree of freedom parallel mechanisms: 3-RCC and 3- RRS. Geometry of these mechanisms is expressed and static equilibrium equations are derived for the whole chains. For these mechanisms due to the equal number of equations and unknowns, the solution is as same as 3-RCC mechanism. A mathematical software is used to solve the equations. In order to prove the results obtained from solving the equations of mechanisms, the CAD model of these robots has been simulated and their static is analysed in ADAMS software. Due to symmetrical geometry of the mechanisms, the force and external torque acting on the end-effecter have been considered asymmetric to prove the generality of the solution method. Finally, the results of both softwares, for both mechanisms are extracted and compared as graphs. The good achieved comparison between the results indicates the accuracy of the analysis.

Keywords: Robotic, Static analysis, 3-RCC, 3-RRS.

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