Search results for: delay differential equation

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, a delayed Nicholson,s blowflies model with a linear harvesting term is investigated. Regarding the delay as a bifurcation parameter, we show that Hopf bifurcation will occur when the delay crosses a critical value. Numerical simulations supporting the theoretical findings are carried out.

Keywords: Nicholson's blowflies model, Stability, Hopf bifurcation, Delay.

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Authors: Hidetoshi Konno, Akio Suzuki

Abstract:

The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.

Keywords: Transient population dynamics, Phase singularity, Birth-death process, Non-stationary Master equation, nonlinear Langevin equation, generalized Logistic equation.

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

Abstract:

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

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

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Authors: K. Patanarapelert, I.M. Tang

Abstract:

The effect of a time delay on the transmission on dengue fever is studied. The time delay is due to the presence of an incubation period for the dengue virus to develop in the mosquito before the mosquito becomes infectious. The conditions for the existence of a Hopf bifurcation to limit cycle behavior are established. The conditions are different from the usual one and they are based on whether a particular third degree polynomial has positive real roots. A theorem for determining whether for a given set of parameter values, a critical delay time exist is given. It is found that for a set of realistic values of the parameters in the model, a Hopf bifurcation can not occur. For a set of unrealistic values of some of the parameters, it is shown that a Hopf bifurcation can occur. Numerical solutions using this last set show the trajectory of two of the variables making a transition from a spiraling orbit to a limit cycle orbit.

Keywords: Dengue fever transmission, time delay, Hopfbifurcation, limit cycle behavior

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Authors: Melih Turgut, Süha Yılmaz

Abstract:

In this paper, first, a characterization of spherical Pseudo null curves in Semi-Euclidean space is given. Then, to investigate position vector of a pseudo null curve, a system of differential equation whose solution gives the components of the position vector of a pseudo null curve on the Frenet axis is established by means of Frenet equations. Additionally, in view of some special solutions of mentioned system, characterizations of some special pseudo null curves are presented.

Keywords: Semi-Euclidean Space, Pseudo Null Curves, Position Vectors.

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Authors: Z. Saidi, A.O. Boudraa, J.C. Cexus, S. Bourennane

Abstract:

In this paper, a new time-delay estimation technique based on the cross IB-energy operator [5] is introduced. This quadratic energy detector measures how much a signal is present in another one. The location of the peak of the energy operator, corresponding to the maximum of interaction between the two signals, is the estimate of the delay. The method is a fully data-driven approach. The discrete version of the continuous-time form of the cross IBenergy operator, for its implementation, is presented. The effectiveness of the proposed method is demonstrated on real underwater acoustic signals arriving from targets and the results compared to the cross-correlation method.

Keywords: Teager-Kaiser energy operator, Cross-energyoperator, Time-Delay, Underwater acoustic signals.

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Authors: Nyan Phyo Aung, Zaw Min Naing, Hla Myo Tun

Abstract:

The paper presents a PD controller for the Networked Control Systems (NCS) with delay. The major challenges in this networked control system (NCS) are the delay of the data transmission throughout the communication network. The comparative performance analysis is carried out for different delays network medium. In this paper, simulation is carried out on Ac servo motor control system using CAN Bus as communication network medium. The True Time toolbox of MATLAB is used for simulation to analyze the effect of different delays.

Keywords: NCS, Time delay, CAN Bus, True time, MATLAB.

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Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for  dual-channel acoustic signals (speech, music, etc.) recorded under  reverberant conditions is investigated. Standard methods based on  cross-correlation of the signals show poor results in cases involving  strong reverberation, large distances between microphones and  asynchronous recordings. Under similar conditions, a method based  on cross-correlation of temporal envelopes of the signals delivers a  delay estimation of acceptable quality. This method and its properties  are described and investigated in detail, including its limits of  applicability. The method’s optimal parameter estimation and a  comparison with other known methods of time delay estimation are  also provided.

 

Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.

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Authors: Syed Sohaib Bin Hasib, Hiyam Al-Kilidar

Abstract:

Meeting project deadlines is a major challenge for most construction projects. In this study, perceptions of contractors, clients, and consultants are compared relative to a list of factors derived from the review of the extant literature on project delay. 59 causes (categorized into 8 groups) of project delays were identified from the literature. A survey was devised to get insights and ranking of these factors from clients, consultants & contractors in the Australian construction industry. Findings showed that project delays in the Australian construction industry are mainly the result of skill shortages, interference in execution, and poor coordination and communication between the project stakeholders.

Keywords: Construction, delay factors, time delay, Australian construction industry.

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Authors: P.S.Prakash, S.Selvan

Abstract:

QoS Routing aims to find paths between senders and receivers satisfying the QoS requirements of the application which efficiently using the network resources and underlying routing algorithm to be able to find low-cost paths that satisfy given QoS constraints. The problem of finding least-cost routing is known to be NP hard or complete and some algorithms have been proposed to find a near optimal solution. But these heuristics or algorithms either impose relationships among the link metrics to reduce the complexity of the problem which may limit the general applicability of the heuristic, or are too costly in terms of execution time to be applicable to large networks. In this paper, we analyzed two algorithms namely Characterized Delay Constrained Routing (CDCR) and Optimized Delay Constrained Routing (ODCR). The CDCR algorithm dealt an approach for delay constrained routing that captures the trade-off between cost minimization and risk level regarding the delay constraint. The ODCR which uses an adaptive path weight function together with an additional constraint imposed on the path cost, to restrict search space and hence ODCR finds near optimal solution in much quicker time.

Keywords: QoS, Delay, Routing, Optimization

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

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Authors: Changjin Xu

Abstract:

In this paper, a delayed prototype model is studied. Regarding the delay as a bifurcation parameter, we prove that a sequence of Hopf bifurcations will occur at the positive equilibrium when the delay increases. Using the normal form method and center manifold theory, some explicit formulae are worked out for determining the stability and the direction of the bifurcated periodic solutions. Finally, Computer simulations are carried out to explain some mathematical conclusions.

Keywords: Prototype model, Stability, Hopf bifurcation, Delay, Periodic solution.

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

This paper presents a new function expansion method for finding traveling wave solutions of a nonlinear equations and calls it the G G -expansion method, given by Wang et al recently. As an application of this new method, we study the well-known Sawada-Kotera-Kadomtsev-Petviashivili equation and Bogoyavlensky-Konoplechenko equation. With two new expansions, general types of soliton solutions and periodic solutions for these two equations are obtained.

Keywords: Sawada-Kotera-Kadomtsev-Petviashivili equation, Bogoyavlensky-Konoplechenko equation,

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Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

Abstract:

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

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

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Authors: V. Vicente E. Mujica, Gustavo Gonzalez

Abstract:

The global coverage of broadband multimedia and internet-based services in terrestrial-satellite networks demand particular interests for satellite providers in order to enhance services with low latencies and high signal quality to diverse users. In particular, the delay of on-board processing is an inherent source of latency in a satellite communication that sometimes is discarded for the end-to-end delay of the satellite link. The frame work for this paper includes modelling of an on-orbit satellite payload using an agent model that can reproduce the properties of processing delays. In essence, a comparison of different spatial interpolation methods is carried out to evaluate physical data obtained by an GEO satellite in order to define a discretization function for determining that delay. Furthermore, the performance of the proposed agent and the development of a delay discretization function are together validated by simulating an hybrid satellite and terrestrial network. Simulation results show high accuracy according to the characteristics of initial data points of processing delay for Ku bands.

Keywords: Terrestrial-satellite networks, latency, on-orbit satellite payload, simulation.

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Authors: Aziz Sezgin, Yuksel Hacioglu, Nurkan Yagiz

Abstract:

Sliding mode controller for a vehicle active suspension system is designed in this study. The widely used quarter car model is preferred and it is aimed to improve the ride comfort of the passengers. The effect of the actuator time delay, which may arise due to the information processing, sensors or actuator dynamics, is also taken into account during the design of the controller. A sliding mode controller was designed that has taken into account the actuator time delay by using Smith predictor. The successful performance of the designed controller is confirmed via numerical results.

Keywords: Sliding mode control, active suspension system, actuator time delay.

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Authors: J. Levendovszky, I. Koncz, P. Boros

Abstract:

The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: Sanjay K.Srivastava, Bhanu Gupta

Abstract:

In this paper some results on strict stability heve beeb extended for fuzzy differential equations with impulse effect using Lyapunov functions and Razumikhin technique.

Keywords: Fuzzy differential equations, Impulsive differential equations, Strict stability, Lyapunov function, Razumikhin technique.

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Authors: A. M. Tahsini

Abstract:

Computational study of two dimensional supersonic reacting hydrogen-air flows is performed to investigate the nitrogen effects on ignition delay time for premixed and diffusion flames. Chemical reaction is treated using detail kinetics and the advection upstream splitting method is used to calculate the numerical inviscid fluxes. The results show that just in stoichiometric condition for both premixed and diffusion flames, there is monotone dependency of the ignition delay time to the nitrogen addition. In other situations, the optimal condition from ignition viewpoint should be found using numerical investigations.

Keywords: Diffusion flame, Ignition delay time, Mixing layer, Numerical simulation, Premixed flame, Supersonic flow.

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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: Bhanu Gupta

Abstract:

In this paper, the criteria of Ψ-eventual stability have been established for generalized impulsive differential systems of multiple dependent variables. The sufficient conditions have been obtained using piecewise continuous Lyapunov function. An example is given to support our theoretical result.

Keywords: impulsive differential equations, Lyapunov function, eventual stability

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Authors: R. Asokan, A. M. Natarajan

Abstract:

Mobile adhoc network (MANET) is a collection of mobile devices which form a communication network with no preexisting wiring or infrastructure. Multiple routing protocols have been developed for MANETs. As MANETs gain popularity, their need to support real time applications is growing as well. Such applications have stringent quality of service (QoS) requirements such as throughput, end-to-end delay, and energy. Due to dynamic topology and bandwidth constraint supporting QoS is a challenging task. QoS aware routing is an important building block for QoS support. The primary goal of the QoS aware protocol is to determine the path from source to destination that satisfies the QoS requirements. This paper proposes a new energy and delay aware protocol called energy and delay aware TORA (EDTORA) based on extension of Temporally Ordered Routing Protocol (TORA).Energy and delay verifications of query packet have been done in each node. Simulation results show that the proposed protocol has a higher performance than TORA in terms of network lifetime, packet delivery ratio and end-to-end delay.

Keywords: EDTORA, Mobile Adhoc Networks, QoS, Routing, TORA

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Authors: M. Sallam, A. Ramadan, M. Fanni, M. Abdellatif

Abstract:

Time delay in bilateral teleoperation system was introduced as a sufficient reason to make the system unstable or certainly degrade the system performance. In this paper, simulations and experimental results of implementing p-like control scheme, under different ranges of variable time delay, will be presented to verify a certain criteria, which guarantee the system stability and position tracking. The system consists of two Phantom premium 1.5A devices. One of them acts as a master and the other acts as a slave. The study includes deriving the Phantom kinematic and dynamic model, establishing the link between the two Phantoms over Simulink in Matlab, and verifying the stability criteria with simulations and real experiments.

Keywords: bilateral teleoperation, Phantom premium 1.5, varying time delay

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Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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Authors: Mustafa Bayram Gücen, Coşkun Yakar

Abstract:

In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: Fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability.

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Authors: A. Gamil, G. Herold

Abstract:

The concept of differential protection based on current quantities has been discussed in many paper and researches. For certificating and inverting of currents and voltages through converter systems, there is no conventional current differential relay, which can compare current quantities, because they are different in form and frequencies. An overview over a new concept of differential protection for converters based on instantaneous power quantities will be discussed in this paper. To drive the power quantities a mathematical background of the space vectors will be introduced. A simple DCLink is preceded in this paper and a power analysis description and simulation is derived using Matlab®/ SimulinkTM concerning a certain construction scheme of Power Differential Relay System. Finally a complete analysis of three phase fault in DC-Link Rectifier is discussed to ensure the ability of Power Differential Protection System to detect the fault in main and selectivity protection sections.

Keywords: Space Vectors, Power Differential Relay (PDR), Short Circuit Power, Diode Recovery Energy, Detected Power Differential Signal (DPDS), Power Space Vector (PSV), Power Space Vector Protection Area (PSVPA).

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Authors: Irina Eglite, Andrei A. Kolyshkin

Abstract:

Method of multiple scales is used in the paper in order to derive an amplitude evolution equation for the most unstable mode from two-dimensional shallow water equations under the rigid-lid assumption. It is assumed that shallow mixing layer is slightly curved in the longitudinal direction and contains small particles. Dynamic interaction between carrier fluid and particles is neglected. It is shown that the evolution equation is the complex Ginzburg-Landau equation. Explicit formulas for the computation of the coefficients of the equation are obtained.

Keywords: Shallow water equations, mixing layer, weakly nonlinear analysis, Ginzburg-Landau equation

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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