Search results for: nonlinear partial differential equations

Authors: Ehsan Mahdavi

Abstract:

In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.

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Authors: Kholod M. Abu-Alnaja

Abstract:

In this work, we derive two numerical schemes for solving a class of nonlinear partial differential equations. The first method is of second order accuracy in space and time directions, the scheme is unconditionally stable using Von Neumann stability analysis, the scheme produced a nonlinear block system where Newton-s method is used to solve it. The second method is of fourth order accuracy in space and second order in time. The method is unconditionally stable and Newton's method is used to solve the nonlinear block system obtained. The exact single soliton solution and the conserved quantities are used to assess the accuracy and to show the robustness of the schemes. The interaction of two solitary waves for different parameters are also discussed.

Keywords: Crank-Nicolson Scheme, Douglas Scheme, Partial Differential Equations

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Magdy G. Asaad

Abstract:

The objective of this paper is to use the Pfaffian technique to construct different classes of exact Pfaffian solutions and N-soliton solutions to some of the generalized integrable nonlinear partial differential equations in (3+1) dimensions. In this paper, I will show that the Pfaffian solutions to the nonlinear PDEs are nothing but Pfaffian identities. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions.

Keywords: Bilinear operator, G-BKP equation, Integrable nonlinear PDEs, Jimbo-Miwa equation, Ma-Fan equation, N-soliton solutions, Pfaffian solutions.

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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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Authors: Reza Abazari, Rasool Abazari

Abstract:

In this paper, the two-dimension differential transformation method (DTM) is employed to obtain the closed form solutions of the three famous coupled partial differential equation with physical interest namely, the coupled Korteweg-de Vries(KdV) equations, the coupled Burgers equations and coupled nonlinear Schrödinger equation. We begin by showing that how the differential transformation method applies to a linear and non-linear part of any PDEs and apply on these coupled PDEs to illustrate the sufficiency of the method for this kind of nonlinear differential equations. The results obtained are in good agreement with the exact solution. These results show that the technique introduced here is accurate and easy to apply.

Keywords: Coupled Korteweg-de Vries(KdV) equation, Coupled Burgers equation, Coupled Schrödinger equation, differential transformation method.

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Authors: A. Giniatoulline

Abstract:

A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid.

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Authors: Kourosh Parand, Jamal Amani Rad

Abstract:

In this paper, Exp-function method is used for some exact solitary solutions of the generalized Pochhammer-Chree equation. It has been shown that the Exp-function method, with the help of symbolic computation, provides a very effective and powerful mathematical tool for solving nonlinear partial differential equations. As a result, some exact solitary solutions are obtained. It is shown that the Exp-function method is direct, effective, succinct and can be used for many other nonlinear partial differential equations.

Keywords: Exp-function method, generalized Pochhammer- Chree equation, solitary wave solution, ODE's.

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Authors: Anupma Bansal, Rajeev Budhiraja, Manoj Pandey

Abstract:

In this paper, we have investigated the nonlinear time-fractional hyperbolic partial differential equation (PDE) for its symmetries and invariance properties. With the application of this method, we have tried to reduce it to time-fractional ordinary differential equation (ODE) which has been further studied for exact solutions.

Keywords: Nonlinear time-fractional hyperbolic PDE, Lie Classical method, exact solutions.

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Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

Abstract:

The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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Authors: Adil Al-Rammahi

Abstract:

Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.

Keywords: Differential Equations, Laplace Transformations.

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Authors: Nemat Abazari, Reza Abazari

Abstract:

In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.

Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.

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Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: Bhanu Gupta, Sanjay K. Srivastava

Abstract:

In this paper, we shall present sufficient conditions for the ψ-exponential stability of a class of nonlinear impulsive differential equations. We use the Lyapunov method with functions that are not necessarily differentiable. In the last section, we give some examples to support our theoretical results.

Keywords: Exponential stability, globally exponential stability, impulsive differential equations, Lyapunov function, ψ-stability.

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Authors: Motahar Reza, Rajni Chahal, Neha Sharma

Abstract:

This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

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Authors: Gholamreza Hojjati, Kourosh Parand

Abstract:

In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.

Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.

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Authors: Rahul Bansal, Sudipta Majumdar

Abstract:

This paper presents the closed form nonlinear expressions of bipolar junction transistor (BJT) differential amplifier (DA) using perturbation method. Circuit equations have been derived using Kirchhoff’s voltage law (KVL) and Kirchhoff’s current law (KCL). The perturbation method has been applied to state variables for obtaining the linear and nonlinear terms. The implementation of the proposed method is simple. The closed form nonlinear expressions provide better insights of physical systems. The derived equations can be used for signal processing applications.

Keywords: Differential amplifier, perturbation method, Taylor series.

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Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As₂S₃ chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: Nonlinear optics, propagation equation, plasmonic waveguide.

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Authors: M. M. Rahman

Abstract:

The present contribution deals with the thermophoretic deposition of nanoparticles over a rapidly rotating permeable disk in the presence of partial slip, magnetic field, thermal radiation, thermal-diffusion, and diffusion-thermo effects. The governing nonlinear partial differential equations such as continuity, momentum, energy and concentration are transformed into nonlinear ordinary differential equations using similarity analysis, and the solutions are obtained through the very efficient computer algebra software MATLAB. Graphical results for non-dimensional concentration and temperature profiles including thermophoretic deposition velocity and Stanton number (thermophoretic deposition flux) in tabular forms are presented for a range of values of the parameters characterizing the flow field. It is observed that slip mechanism, thermal-diffusion, diffusion-thermo, magnetic field and radiation significantly control the thermophoretic particles deposition rate. The obtained results may be useful to many industrial and engineering applications.

Keywords: Boundary layer flows, convection, diffusion-thermo, rotating disk, thermal-diffusion, thermophoresis.

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Authors: Jingbo Yang, Hong Li, Yang Liu, Siriguleng He

Abstract:

In this paper, a nonconforming mixed finite element method is studied for semilinear pseudo-hyperbolic partial integrodifferential equations. By use of the interpolation technique instead of the generalized elliptic projection, the optimal error estimates of the corresponding unknown function are given.

Keywords: Pseudo-hyperbolic partial integro-differential equations, Nonconforming mixed element method, Semilinear, Error estimates.

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Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

Abstract:

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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Authors: Andrei A. Kolyshkin

Abstract:

In the present paper some recommendations for the use of software package “Mathematica" in a basic numerical analysis course are presented. The methods which are covered in the course include solution of systems of linear equations, nonlinear equations and systems of nonlinear equations, numerical integration, interpolation and solution of ordinary differential equations. A set of individual assignments developed for the course covering all the topics is discussed in detail.

Keywords: Numerical methods, "Mathematica", e-learning.

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

Abstract:

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: Osama A. Marzouk

Abstract:

We propose a reduced-ordermodel for the instantaneous hydrodynamic force on a cylinder. The model consists of a system of two ordinary differential equations (ODEs), which can be integrated in time to yield very accurate histories of the resultant force and its direction. In contrast to several existing models, the proposed model considers the actual (total) hydrodynamic force rather than its perpendicular or parallel projection (the lift and drag), and captures the complete force rather than the oscillatory part only. We study and provide descriptions of the relationship between the model parameters, evaluated utilizing results from numerical simulations, and the Reynolds number so that the model can be used at any arbitrary value within the considered range of 100 to 500 to provide accurate representation of the force without the need to perform timeconsuming simulations and solving the partial differential equations (PDEs) governing the flow field.

Keywords: reduced-order model, wake oscillator, nonlinear, ODEsystem

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory, we study the existence and multiplicity of the positive solutions for systems of nonlinear third-order differential equations with p-laplacian, which improve and generalize the result of related paper.

Keywords: p-Laplacian, cone, fixed point theorem, positive solution.

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Authors: Saeed Sarabadan, Mehran Nikarya, Kouroah Parand

Abstract:

The magnetohydrodynamic (MHD) Falkner-Skan equations appear in study of laminar boundary layers flow over a wedge in presence of a transverse magnetic field. The partial differential equations of boundary layer problems in presence of a transverse magnetic field are reduced to MHD Falkner-Skan equation by similarity solution methods. This is a nonlinear ordinary differential equation. In this paper, we solve this equation via spectral collocation method based on Bessel functions of the first kind. In this approach, we reduce the solution of the nonlinear MHD Falkner-Skan equation to a solution of a nonlinear algebraic equations system. Then, the resulting system is solved by Newton method. We discuss obtained solution by studying the behavior of boundary layer flow in terms of skin friction, velocity, various amounts of magnetic field and angle of wedge. Finally, the results are compared with other methods mentioned in literature. We can conclude that the presented method has better accuracy than others.

Keywords: MHD Falkner-Skan, nonlinear ODE, spectral collocation method, Bessel functions, skin friction, velocity.

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Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.

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Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.

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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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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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