Search results for: Singular integral equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1490

Search results for: Singular integral equation

1460 Singular Value Decomposition Based Optimisation of Design Parameters of a Gearbox

Authors: Mehmet Bozca

Abstract:

Singular value decomposition based optimisation of geometric design parameters of a 5-speed gearbox is studied. During the optimisation, a four-degree-of freedom torsional vibration model of the pinion gear-wheel gear system is obtained and the minimum singular value of the transfer matrix is considered as the objective functions. The computational cost of the associated singular value problems is quite low for the objective function, because it is only necessary to compute the largest and smallest singular values (μmax and μmin) that can be achieved by using selective eigenvalue solvers; the other singular values are not needed. The design parameters are optimised under several constraints that include bending stress, contact stress and constant distance between gear centres. Thus, by optimising the geometric parameters of the gearbox such as, the module, number of teeth and face width it is possible to obtain a light-weight-gearbox structure. It is concluded that the all optimised geometric design parameters also satisfy all constraints.

Keywords: Singular value, optimisation, gearbox, torsional vibration.

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1459 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

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

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

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1458 Semiconvergence of Alternating Iterative Methods for Singular Linear Systems

Authors: Jing Wu

Abstract:

In this paper, we discuss semiconvergence of the alternating iterative methods for solving singular systems. The semiconvergence theories for the alternating methods are established when the coefficient matrix is a singular matrix. Furthermore, the corresponding comparison theorems are obtained.

Keywords: Alternating iterative method, Semiconvergence, Singular matrix.

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1457 The Number of Rational Points on Singular Curvesy 2 = x(x - a)2 over Finite Fields Fp

Authors: Ahmet Tekcan

Abstract:

Let p ≥ 5 be a prime number and let Fp be a finite field. In this work, we determine the number of rational points on singular curves Ea : y2 = x(x - a)2 over Fp for some specific values of a.

Keywords: Singular curve, elliptic curve, rational points.

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1456 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

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

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1455 Existence of Iterative Cauchy Fractional Differential Equation

Authors: Rabha W. Ibrahim

Abstract:

Our main aim in this paper is to use the technique of non expansive operators to more general iterative and non iterative fractional differential equations (Cauchy type ). The non integer case is taken in sense of Riemann-Liouville fractional operators. Applications are illustrated.

Keywords: Fractional calculus, fractional differential equation, Cauchy equation, Riemann-Liouville fractional operators, Volterra integral equation, non-expansive mapping, iterative differential equation.

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1454 Intensity of Singular Stress Field at the Corner of Adhesive Layer in Bonded Plate

Authors: Nao-Aki Noda, Yu Zhang, Ken-Tarou Takaishi, Hiroyuki Shibahara

Abstract:

In this paper the strength of adhesive joint under tension and bending is discussed on the basis of intensity of singular stress by the application of FEM. A useful method is presented with focusing on the stress at the edge of interface between the adhesive and adherent obtained by FEM. After analyzing the adhesive joint strength with all material combinations, it is found that to improve the interface strength, thin adhesive layers are desirable because the intensity of singular stress decreases with decreasing the thickness.

Keywords: Adhesive, Adherent, Intensity of singular stress, Bonded strip

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1453 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method

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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1452 Enhancement of Low Contrast Satellite Images using Discrete Cosine Transform and Singular Value Decomposition

Authors: A. K. Bhandari, A. Kumar, P. K. Padhy

Abstract:

In this paper, a novel contrast enhancement technique for contrast enhancement of a low-contrast satellite image has been proposed based on the singular value decomposition (SVD) and discrete cosine transform (DCT). The singular value matrix represents the intensity information of the given image and any change on the singular values change the intensity of the input image. The proposed technique converts the image into the SVD-DCT domain and after normalizing the singular value matrix; the enhanced image is reconstructed by using inverse DCT. The visual and quantitative results suggest that the proposed SVD-DCT method clearly shows the increased efficiency and flexibility of the proposed method over the exiting methods such as Linear Contrast Stretching technique, GHE technique, DWT-SVD technique, DWT technique, Decorrelation Stretching technique, Gamma Correction method based techniques.

Keywords: Singular Value Decomposition (SVD), discretecosine transforms (DCT), image equalization and satellite imagecontrast enhancement.

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1451 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

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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1450 Hybrid Function Method for Solving Nonlinear Fredholm Integral Equations of the Second Kind

Authors: jianhua Hou, Changqing Yang, and Beibo Qin

Abstract:

A numerical method for solving nonlinear Fredholm integral equations of second kind is proposed. The Fredholm type equations which have many applications in mathematical physics are then considered. The method is based on hybrid function  approximations. The properties of hybrid of block-pulse functions and Chebyshev polynomials are presented and are utilized to reduce the computation of nonlinear Fredholm integral equations to a system of nonlinear. Some numerical examples are selected to illustrate the effectiveness and simplicity of the method.

Keywords: Hybrid functions, Fredholm integral equation, Blockpulse, Chebyshev polynomials, product operational matrix.

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1449 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA

Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

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1448 Flutter Analysis of Slender Beams with Variable Cross Sections Based on Integral Equation Formulation

Authors: Z. El Felsoufi, L. Azrar

Abstract:

This paper studies a mathematical model based on the integral equations for dynamic analyzes numerical investigations of a non-uniform or multi-material composite beam. The beam is subjected to a sub-tangential follower force and elastic foundation. The boundary conditions are represented by generalized parameterized fixations by the linear and rotary springs. A mathematical formula based on Euler-Bernoulli beam theory is presented for beams with variable cross-sections. The non-uniform section introduces non-uniformity in the rigidity and inertia of beams and consequently, more complicated equilibrium who governs the equation. Using the boundary element method and radial basis functions, the equation of motion is reduced to an algebro-differential system related to internal and boundary unknowns. A generalized formula for the deflection, the slope, the moment and the shear force are presented. The free vibration of non-uniform loaded beams is formulated in a compact matrix form and all needed matrices are explicitly given. The dynamic stability analysis of slender beam is illustrated numerically based on the coalescence criterion. A realistic case related to an industrial chimney is investigated.

Keywords: Chimney, BEM and integral equation formulation, non uniform cross section, vibration and Flutter.

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1447 LMI Approach to Regularization and Stabilization of Linear Singular Systems: The Discrete-time Case

Authors: Salim Ibrir

Abstract:

Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.

Keywords: Singular systems, Discrete-time systems, Regularization, LMIs

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1446 Stability of Fractional Differential Equation

Authors: Rabha W. Ibrahim

Abstract:

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

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

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1445 On Fourier Type Integral Transform for a Class of Generalized Quotients

Authors: A. S. Issa, S. K. Q. AL-Omari

Abstract:

In this paper, we investigate certain spaces of generalized functions for the Fourier and Fourier type integral transforms. We discuss convolution theorems and establish certain spaces of distributions for the considered integrals. The new Fourier type integral is well-defined, linear, one-to-one and continuous with respect to certain types of convergences. Many properties and an inverse problem are also discussed in some details.

Keywords: Fourier type integral, Fourier integral, generalized quotient, Boehmian, distribution.

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1444 Analysis of a Singular Perturbed Synchronous Generator with a Bond Graph Approach

Authors: Gilberto Gonzalez-A, Noe Barrera-G

Abstract:

An analysis of a synchronous generator in a bond graph approach is proposed. This bond graph allows to determine the simplified models of the system by using singular perturbations. Firstly, the nonlinear bond graph of the generator is linearized. Then, the slow and fast state equations by applying singular perturbations are obtained. Also, a bond graph to get the quasi-steady state of the slow dynamic is proposed. In order to verify the effectiveness of the singularly perturbed models, simulation results of the complete system and reduced models are shown.

Keywords: Bond graph modelling, synchronous generator, singular perturbations

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1443 Application of a Fracture-Mechanics Approach to Gas Pipelines

Authors: Ľubomír Gajdoš, Martin Šperl

Abstract:

This study offers a new simple method for assessing an axial part-through crack in a pipe wall. The method utilizes simple approximate expressions for determining the fracture parameters K, J, and employs these parameters to determine critical dimensions of a crack on the basis of equality between the J-integral and the J-based fracture toughness of the pipe steel. The crack tip constraint is taken into account by the so-called plastic constraint factor C, by which the uniaxial yield stress in the J-integral equation is multiplied. The results of the prediction of the fracture condition are verified by burst tests on test pipes.

Keywords: Axial crack, Fracture-mechanics, J integral, Pipeline wall.

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1442 Ruin Probability for a Markovian Risk Model with Two-type Claims

Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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1441 Effects of Geometry on Intensity of Singular Stress Fields at the Corner of Single-Lap Joints

Authors: Yu Zhang, Nao-Aki Noda, Kentaro Takaishi

Abstract:

This paper discusses effects of adhesive thickness, overlap length and material combinations on the single-lap joints strength from the point of singular stress fields. A useful method calculating the ratio of intensity of singular stress is proposed using FEM for different adhesive thickness and overlap length. It is found that the intensity of singular stress increases with increasing adhesive thickness, and decreases with increasing overlap length. The increment and decrement are different depending on material combinations between adhesive and adherent.

Keywords: Adhesive thickness, Overlap length, Intensity ofsingular stress, Single-lap joint

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1440 Parallel Multisplitting Methods for Singular Linear Systems

Authors: Guangbin Wang, Fuping Tan

Abstract:

In this paper, we discuss convergence of the extrapolated iterative methods for linear systems with the coefficient matrices are singular H-matrices. And we present the sufficient and necessary conditions for convergence of the extrapolated iterative methods. Moreover, we apply the results to the GMAOR methods. Finally, we give one numerical example.

Keywords: Singular H-matrix, linear systems, extrapolated iterative method, GMAOR method, convergence.

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1439 Dynamics of a Vapour Bubble inside a Vertical Rigid Cylinder in the Absence of Buoyancy Forces

Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

Abstract:

In this paper, growth and collapse of a vapour bubble generated due to a local energy input inside a rigid cylinder and in the absence of buoyancy forces is investigated using Boundary Integral Equation Method and Finite Difference Method .The fluid is treated as potential flow and Boundary Integral Equation Method is used to solve Laplace-s equation for velocity potential. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method, Finite difference method, Buoyancy forces.

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1438 Mechanical Quadrature Methods and Their Extrapolations for Solving First Kind Boundary Integral Equations of Anisotropic Darcy-s Equation

Authors: Xin Luo, Jin Huang, Chuan-Long Wang

Abstract:

The mechanical quadrature methods for solving the boundary integral equations of the anisotropic Darcy-s equations with Dirichlet conditions in smooth domains are presented. By applying the collectively compact theory, we prove the convergence and stability of approximate solutions. The asymptotic expansions for the error show that the methods converge with the order O (h3), where h is the mesh size. Based on these analysis, extrapolation methods can be introduced to achieve a higher convergence rate O (h5). An a posterior asymptotic error representation is derived in order to construct self-adaptive algorithms. Finally, the numerical experiments show the efficiency of our methods.

Keywords: Darcy's equation, anisotropic, mechanical quadrature methods, extrapolation methods, a posteriori error estimate.

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1437 Asymptotic Approach for Rectangular Microstrip Patch antenna With Magnetic Anisotropy and Chiral Substrate

Authors: Zebiri Chemseddine, Benabdelaziz Fatiha

Abstract:

The effect of a chiral bianisotropic substrate on the complex resonant frequency of a rectangular microstrip resonator has been studied on the basis of the integral equation formulation. The analysis is based on numerical resolution of the integral equation using Galerkin procedure for moment method in the spectral domain. This work aim first to study the effect of the chirality of a bianisotopic substrate upon the resonant frequency and the half power bandwidth, second the effect of a magnetic anisotropy via an asymptotic approach for very weak substrate upon the resonant frequency and the half power bandwidth has been investigated. The obtained results are compared with previously published work [11-9], they were in good agreement.

Keywords: Microstrip antenna, bianisotropic media, resonant frequency, moment method.

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1436 The Effects of Tissue Optical Parameters and Interface Reflectivity on Light Diffusion in Biological Tissues

Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

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1435 The Approximate Solution of Linear Fuzzy Fredholm Integral Equations of the Second Kind by Using Iterative Interpolation

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

Abstract:

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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1434 Elliptic Divisibility Sequences over Finite Fields

Authors: Betül Gezer, Ahmet Tekcan, Osman Bizim

Abstract:

In this work, we study elliptic divisibility sequences over finite fields. Morgan Ward in [14], [15] gave arithmetic theory of elliptic divisibility sequences and formulas for elliptic divisibility sequences with rank two over finite field Fp. We study elliptic divisibility sequences with rank three, four and five over a finite field Fp, where p > 3 is a prime and give general terms of these sequences and then we determine elliptic and singular curves associated with these sequences.

Keywords: Elliptic divisibility sequences, singular elliptic divisibilitysequences, elliptic curves, singular curves.

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1433 On the Integer Solutions of the Pell Equation x2 - dy2 = 2t

Authors: Ahmet Tekcan, Betül Gezer, Osman Bizim

Abstract:

Let k ≥ 1 and t ≥ 0 be two integers and let d = k2 + k be a positive non-square integer. In this paper, we consider the integer solutions of Pell equation x2 - dy2 = 2t. Further we derive a recurrence relation on the solutions of this equation.

Keywords: Pell equation, Diophantine equation.

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1432 Integral Image-Based Differential Filters

Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: Integral images, differential images, differential filters, image fusion.

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1431 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation

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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