Search results for: fractional differential operator

Authors: H. A. Majid, N. Razali, M. S. Sulaiman, A. K. A'ain

Abstract:

A new interface circuit for capacitive sensor is presented. This paper presents the design and simulation of soil moisture capacitive sensor interface circuit based on phase differential technique. The circuit has been designed and fabricated using MIMOS- 0.35"m CMOS technology. Simulation and test results show linear characteristic from 36 – 52 degree phase difference, representing 0 – 100% in soil moisture level. Test result shows the circuit has sensitivity of 0.79mV/0.10 phase difference, translating into resolution of 10% soil moisture level.

Keywords: Capacitive sensor, interface, phase differential.

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Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

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In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial-type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: Difference Equations, Jost Functions, Asymptotics, Eigenvalues, Continuous Spectrum, Spectral Singularities.

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao

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This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.

Keywords: Cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb.

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Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao

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Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.

Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.

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Authors: J.-C. Cexus, A.O. Boudraa

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In this paper, a new approach for target recognition based on the Empirical mode decomposition (EMD) algorithm of Huang etal. [11] and the energy tracking operator of Teager [13]-[14] is introduced. The conjunction of these two methods is called Teager-Huang analysis. This approach is well suited for nonstationary signals analysis. The impulse response (IR) of target is first band pass filtered into subsignals (components) called Intrinsic mode functions (IMFs) with well defined Instantaneous frequency (IF) and Instantaneous amplitude (IA). Each IMF is a zero-mean AM-FM component. In second step, the energy of each IMF is tracked using the Teager energy operator (TEO). IF and IA, useful to describe the time-varying characteristics of the signal, are estimated using the Energy separation algorithm (ESA) algorithm of Maragos et al .[16]-[17]. In third step, a set of features such as skewness and kurtosis are extracted from the IF, IA and IMF energy functions. The Teager-Huang analysis is tested on set of synthetic IRs of Sonar targets with different physical characteristics (density, velocity, shape,? ). PCA is first applied to features to discriminate between manufactured and natural targets. The manufactured patterns are classified into spheres and cylinders. One hundred percent of correct recognition is achieved with twenty three echoes where sixteen IRs, used for training, are free noise and seven IRs, used for testing phase, are corrupted with white Gaussian noise.

Keywords: Target recognition, Empirical mode decomposition, Teager-Kaiser energy operator, Features extraction.

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Authors: A. Bahmanikashkouli, O.R. Bahadori Nezhad

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In this article, the phenomenon of nonlinear consolidation in saturated and homogeneous clay layer is studied. Considering time-varied drainage model, the excess pore water pressure in the layer depth is calculated. The Generalized Differential Quadrature (GDQ) method is used for the modeling and numerical analysis. For the purpose of analysis, first the domain of independent variables (i.e., time and clay layer depth) is discretized by the Chebyshev-Gauss-Lobatto series and then the nonlinear system of equations obtained from the GDQ method is solved by means of the Newton-Raphson approach. The obtained results indicate that the Generalized Differential Quadrature method, in addition to being simple to apply, enjoys a very high accuracy in the calculation of excess pore water pressure.

Keywords: Generalized Differential Quadrature method, Nonlinear consolidation, Nonlinear system of equations, Time-varied drainage

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Authors: Guixia Lv, Longjun Shen

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This paper presents a finite point method based on directional derivatives for diffusion equation on 2D scattered points. To discretize the diffusion operator at a given point, a six-point stencil is derived by employing explicit numerical formulae of directional derivatives, namely, for the point under consideration, only five neighbor points are involved, the number of which is the smallest for discretizing diffusion operator with first-order accuracy. A method for selecting neighbor point set is proposed, which satisfies the solvability condition of numerical derivatives. Some numerical examples are performed to show the good performance of the proposed method.

Keywords: Finite point method, directional derivatives, diffusionequation, method for selecting neighbor point set.

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Authors: Amir Badkoubeh, Guchuan Zhu

Abstract:

This paper addresses the problem of asymptotic tracking control of a linear parabolic partial differential equation with indomain point actuation. As the considered model is a non-standard partial differential equation, we firstly developed a map that allows transforming this problem into a standard boundary control problem to which existing infinite-dimensional system control methods can be applied. Then, a combination of energy multiplier and differential flatness methods is used to design an asymptotic tracking controller. This control scheme consists of stabilizing state-feedback derived from the energy multiplier method and feed-forward control based on the flatness property of the system. This approach represents a systematic procedure to design tracking control laws for a class of partial differential equations with in-domain point actuation. The applicability and system performance are assessed by simulation studies.

Keywords: Tracking Control, In-domain point actuation, PartialDifferential Equations.

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Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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Authors: Saeed Asiri

Abstract:

This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitator

Keywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.

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Authors: Oscar J.G. Somsen, Fok Bolderheij

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Electro-optical devices are increasingly used for military sea-, land- and air applications to detect, recognize and track objects. Typically, these devices produce video information that is presented to an operator. However, with increasing availability of electro-optical devices the data volume is becoming very large, creating a rising need for automated analysis. In a military setting, this typically involves detecting and recognizing objects at a large distance, i.e. when they are difficult to distinguish from background and noise. One may consider combining multiple images from a video stream into a single enhanced image that provides more information for the operator. In this paper we investigate a simple algorithm to enhance simulated images from a military context and investigate how the enhancement is affected by various types of disturbance.

Keywords: Electro-Optics, Automated Image alignment

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Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He

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In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained.

Keywords: Pseudo-parabolic integro-differential equation, least squares mixed finite element method, adaptive method, a posteriori error estimates.

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Authors: Roman Kalvin, Anam Nadeem, Shahab Khushnood

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Differential is an integral part of four wheeled vehicle, and its main function is to transmit power from drive shaft to wheels. Differential assembly allows both rear wheels to turn at different speed along curved paths. It consists of four gears which are assembled together namely pinion, ring, spider and bevel gears. This research focused on the spider gear and its static structural analysis using ANSYS. The main aim was to evaluate the distribution of stresses on the teeth of the spider gear. This study also analyzed total deformation that may occur during its working along with bevel gear that is meshed with spider gear. Structural steel was chosen for spider gear in this research. Modeling and assembling were done on SolidWorks for both spider and bevel gear. They were assembled exactly same as in a differential assembly. This assembly was then imported to ANSYS. After observing results that maximum amount of stress and deformation was produced in the spider gear, it was concluded that structural steel material for spider gear possesses greater amount of strength to bear maximum stress.

Keywords: Differential, spider gear, ANSYS, structural steel.

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Authors: Kholod M. Abualnaja

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This paper consider the solution of the matrix differential models using quadratic, cubic, quartic, and quintic splines. Also using the Taylor’s and Picard’s matrix methods, one illustrative example is included.

Keywords: Matrix Splines, Cubic Splines, Quartic Splines.

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Authors: Reza Cheraghi Kootiani, Ariffin Bin Samsuri

Abstract:

To derive the fractional flow equation oil displacement will be assumed to take place under the so-called diffusive flow condition. The constraints are that fluid saturations at any point in the linear displacement path are uniformly distributed with respect to thickness; this allows the displacement to be described mathematically in one dimension. The simultaneous flow of oil and water can be modeled using thickness averaged relative permeability, along the centerline of the reservoir. The condition for fluid potential equilibrium is simply that of hydrostatic equilibrium for which the saturation distribution can be determined as a function of capillary pressure and therefore, height. That is the fluids are distributed in accordance with capillary-gravity equilibrium. This paper focused on the fraction flow of water versus cumulative oil recoveries using Buckley Leverett method. Several field cases have been developed to aid in analysis. Producing watercut (at surface conditions) will be compared with the cumulative oil recovery at breakthrough for the flowing fluid.

Keywords: Fractional Flow, Fluid Saturations, Permeability, Cumulative Oil Recoveries, Buckley Leverett Method.

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

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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: Barenten Suciu

Abstract:

An electrical generator able to harness energy from the water waves and designed as a double-cone geared motor-generator (DCGMG), is proposed and theoretically investigated. Similar to a differential gear mechanism, used in the transmission system of the auto vehicle wheels, an angular speed differential is created between the cones rolling on two concentric circular rails. Water wave acting on the floating DCGMG produces and a gear-box amplifies the speed differential to gain sufficient torque for power generation. A model that allows computation of the speed differential, torque, and power of the DCGMG is suggested. Influence of various parameters, regarding the construction of the DCGMG, as well as the contact between the double-cone and rails, on the electro-mechanical output, is emphasized. Results obtained indicate that the generated electrical power can be increased by augmenting the mass of the double-cone, the span of the rails, the apex angle of the cones, the friction between cones and rails, the amplification factor of the gear-box, and the efficiency of the motor-generator. Such findings are useful to formulate a design methodology for the proposed wave-powered generator.

Keywords: Wave-powered electrical generator, double-cone, circular concentric rails, amplification of angular speed differential.

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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: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

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This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.

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Authors: José M. Merigó, Montserrat Casanovas

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We analyze the problem of decision making under ignorance with regrets. Recently, Yager has developed a new method for decision making where instead of using regrets he uses another type of transformation called negrets. Basically, the negret is considered as the dual of the regret. We study this problem in detail and we suggest the use of geometric aggregation operators in this method. For doing this, we develop a different method for constructing the negret matrix where all the values are positive. The main result obtained is that now the model is able to deal with negative numbers because of the transformation done in the negret matrix. We further extent these results to another model developed also by Yager about mixing valuations and negrets. Unfortunately, in this case we are not able to deal with negative numbers because the valuations can be either positive or negative.

Keywords: Decision Making, Aggregation operators, Negret, OWA operator, OWG operator.

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Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Anupma Bansal

Abstract:

We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.

Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions

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Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

Abstract:

The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.

Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.

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Authors: Rudolf Csikja, Janos Toth

Abstract:

Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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Authors: Cheng-Ying Lo

Abstract:

This paper adopted the hybrid differential transform approach for studying heat transfer problems in a gold/chromium thin film with an ultra-short-pulsed laser beam projecting on the gold side. The physical system, formulated based on the hyperbolic two-step heat transfer model, covers three characteristics: (i) coupling effects between the electron/lattice systems, (ii) thermal wave propagation in metals, and (iii) radiation effects along the interface. The differential transform method is used to transfer the governing equations in the time domain into the spectrum equations, which is further discretized in the space domain by the finite difference method. The results, obtained through a recursive process, show that the electron temperature in the gold film can rise up to several thousand degrees before its electron/lattice systems reach equilibrium at only several hundred degrees. The electron and lattice temperatures in the chromium film are much lower than those in the gold film.

Keywords: Differential transform, hyperbolic heat transfer, thin film, ultrashort-pulsed laser.

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Authors: Patrick Nwabueze Okechukwu, Ima Nirwana Soelaiman, Gabriele Anisah Ruth Froemming, Mohd Yusri Idorus, Norazlina Mohamed

Abstract:

Supplementation of palm vitamin E has been reported to prevent loss of bone density in ovariectomised female rats. The mechanism by which palm vitamin E exerts these effects is still unknown. We hypothesized that palm vitamin E may act by preventing the protein expression changes. Two dimensional poly acyrilamide gel electrophoresis (2-D PAGE) and PD Quest software genomic solutions Investigator (proteomics) was used to analyze the differential protein expression profile in femoral and humeri bones harvested from three groups of rats; sham-operated rats (SO), ovariectomised rats (Ovx) and ovariectomised rats supplemented for 2 months with palm vitamin E. The results showed that there were over 300 valued spot on each of the groups PVE and OVX as compared to about 200 in SO. Comparison between the differential protein expression between OVX and PVE groups showed that ten spots were down –regulated in OVX but up-regulated in PVE. The ten differential spots were separately named P1-P10. The identification and understanding of the pathway of the differential protein expression among the groups is ongoing and may account for the molecular mechanism through which palm vitamin E exert its anti-osteoporotic effect.

Keywords: Palm vitamin E, ovariectomised, osteoporosis protein expression, 2-d-page.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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