Search results for: normal equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1859

Search results for: normal equation

1649 An Efficient Method for Solving Multipoint Equation Boundary Value Problems

Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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1648 On the Fuzzy Difference Equation xn+1 = A +

Authors: Qianhong Zhang, Lihui Yang, Daixi Liao,

Abstract:

In this paper, we study the existence, the boundedness and the asymptotic behavior of the positive solutions of a fuzzy nonlinear difference equations xn+1 = A + k i=0 Bi xn-i , n= 0, 1, · · · . where (xn) is a sequence of positive fuzzy numbers, A,Bi and the initial values x-k, x-k+1, · · · , x0 are positive fuzzy numbers. k ∈ {0, 1, 2, · · ·}.

Keywords: Fuzzy difference equation, boundedness, persistence, equilibrium point, asymptotic behaviour.

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1647 Conjugate Gradient Algorithm for the Symmetric Arrowhead Solution of Matrix Equation AXB=C

Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

Based on the conjugate gradient (CG) algorithm, the constrained matrix equation AXB=C and the associate optimal approximation problem are considered for the symmetric arrowhead matrix solutions in the premise of consistency. The convergence results of the method are presented. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Iterative method, symmetric arrowhead matrix, conjugate gradient algorithm.

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1646 Numerical Analysis of Thermal Conductivity of Non-Charring Material Ablation Carbon-Carbon and Graphite with Considering Chemical Reaction Effects, Mass Transfer and Surface Heat Transfer

Authors: H. Mohammadiun, A. Kianifar, A. Kargar

Abstract:

Nowadays, there is little information, concerning the heat shield systems, and this information is not completely reliable to use in so many cases. for example, the precise calculation cannot be done for various materials. In addition, the real scale test has two disadvantages: high cost and low flexibility, and for each case we must perform a new test. Hence, using numerical modeling program that calculates the surface recession rate and interior temperature distribution is necessary. Also, numerical solution of governing equation for non-charring material ablation is presented in order to anticipate the recession rate and the heat response of non-charring heat shields. the governing equation is nonlinear and the Newton- Rafson method along with TDMA algorithm is used to solve this nonlinear equation system. Using Newton- Rafson method for solving the governing equation is one of the advantages of the solving method because this method is simple and it can be easily generalized to more difficult problems. The obtained results compared with reliable sources in order to examine the accuracy of compiling code.

Keywords: Ablation rate, surface recession, interior temperaturedistribution, non charring material ablation, Newton Rafson method.

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1645 Analysis of Sonogram Images of Thyroid Gland Based on Wavelet Transform

Authors: M. Bastanfard, B. Jalaeian, S. Jafari

Abstract:

Sonogram images of normal and lymphocyte thyroid tissues have considerable overlap which makes it difficult to interpret and distinguish. Classification from sonogram images of thyroid gland is tackled in semiautomatic way. While making manual diagnosis from images, some relevant information need not to be recognized by human visual system. Quantitative image analysis could be helpful to manual diagnostic process so far done by physician. Two classes are considered: normal tissue and chronic lymphocyte thyroid (Hashimoto's Thyroid). Data structure is analyzed using K-nearest-neighbors classification. This paper is mentioned that unlike the wavelet sub bands' energy, histograms and Haralick features are not appropriate to distinguish between normal tissue and Hashimoto's thyroid.

Keywords: Sonogram, thyroid, Haralick feature, wavelet.

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1644 The Direct Ansaz Method for Finding Exact Multi-Wave Solutions to the (2+1)-Dimensional Extension of the Korteweg de-Vries Equation

Authors: Chuanjian Wang, Changfu Liu, Zhengde Dai

Abstract:

In this paper, the direct AnsAz method is used for constructing the multi-wave solutions to the (2+1)-dimensional extension of the Korteweg de-Vries (shortly EKdV) equation. A new breather type of three-wave solutions including periodic breather type soliton solution, breather type of two-solitary solution are obtained. Some cases with specific values of the involved parameters are plotted for each of the three-wave solutions. Mechanical features of resonance interaction among the multi-wave are discussed. These results enrich the variety of the dynamics of higher-dimensional nonlinear wave field.

Keywords: EKdV equation, Breather, Soliton, Bilinear form, The direct AnsAz method.

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1643 Spectral Investigation for Boundary Layer Flow over a Permeable Wall in the Presence of Transverse Magnetic Field

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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1642 Periodic Solutions for a Third-order p-Laplacian Functional Differential Equation

Authors: Yanling Zhu, Kai Wang

Abstract:

By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g  t,  0 −τ x(t + s) dα(s)  + e(t), some criteria to guarantee the existence of periodic solutions are obtained.

Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.

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1641 Nonlinear Effects in Bubbly Liquid with Shock Waves

Authors: Raisa Kh. Bolotnova, Marat N. Galimzianov, Andrey S. Topolnikov, Uliana O. Agisheva, Valeria A. Buzina

Abstract:

The paper presents the results of theoretical and numerical modeling of propagation of shock waves in bubbly liquids related to nonlinear effects (realistic equation of state, chemical reactions, two-dimensional effects). On the basis on the Rankine- Hugoniot equations the problem of determination of parameters of passing and reflected shock waves in gas-liquid medium for isothermal, adiabatic and shock compression of the gas component is solved by using the wide-range equation of state of water in the analitic form. The phenomenon of shock wave intensification is investigated in the channel of variable cross section for the propagation of a shock wave in the liquid filled with bubbles containing chemically active gases. The results of modeling of the wave impulse impact on the solid wall covered with bubble layer are presented.

Keywords: bubbly liquid, cavitation, equation of state, shock wave

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1640 An Optimal Control of Water Pollution in a Stream Using a Finite Difference Method

Authors: Nopparat Pochai, Rujira Deepana

Abstract:

Water pollution assessment problems arise frequently in environmental science. In this research, a finite difference method for solving the one-dimensional steady convection-diffusion equation with variable coefficients is proposed; it is then used to optimize water treatment costs.

Keywords: Finite difference, One-dimensional, Steady state, Waterpollution control, Optimization, Convection-diffusion equation.

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1639 Propagation of Viscous Waves and Activation Energy of Hydrocarbon Fluids

Authors: Ram N. Singh, Abraham K. George, Dawood N. Al-Namaani

Abstract:

The Euler-s equation of motion is extended to include the viscosity stress tensor leading to the formulation of Navier– Stokes type equation. The latter is linearized and applied to investigate the rotational motion or vorticity in a viscous fluid. Relations for the velocity of viscous waves and attenuation parameter are obtained in terms of viscosity (μ) and the density (¤ü) of the fluid. μ and ¤ü are measured experimentally as a function of temperature for two different samples of light and heavy crude oil. These data facilitated to determine the activation energy, velocity of viscous wave and the attenuation parameter. Shear wave velocity in heavy oil is found to be much larger than the light oil, whereas the attenuation parameter in heavy oil is quite low in comparison to light one. The activation energy of heavy oil is three times larger than light oil.

Keywords: Activation Energy, Attenuation, Crude Oil, Navier- Stokes Equation, Viscosity.

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1638 Iterative Solutions to Some Linear Matrix Equations

Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan

Abstract:

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.

Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

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1637 Hopf Bifurcation for a New Chaotic System

Authors: Kejun Zhuang

Abstract:

In this paper, a three dimensional autonomous chaotic system is considered. The existence of Hopf bifurcation is investigated by choosing the appropriate bifurcation parameter. Furthermore, formulas for determining the direction of the Hopf bifurcation and the stability of bifurcating periodic solutions are derived with the help of normal form theory. Finally, a numerical example is given.

Keywords: Chaotic system, Hopf bifurcation, normal form theory.

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1636 A New Inversion-free Method for Hermitian Positive Definite Solution of Matrix Equation

Authors: Minghui Wang, Juntao Zhang

Abstract:

An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.

Keywords: Inversion-free method, Hermitian positive definite solution, Maximal solution, Convergence.

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1635 Vibration Analysis of Functionally Graded Engesser- Timoshenko Beams Subjected to Axial Load Located on a Continuous Elastic Foundation

Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies free vibration of functionally graded beams Subjected to Axial Load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. The Young's modulus of beam is assumed to be graded continuously across the beam thickness. Applying the Hamilton's principle, the governing equation is established. Resulting equation is solved using the Euler's Equation. The effects of the constituent volume fractions and foundation coefficient on the vibration frequency are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Functionally Graded Beam, Free Vibration, Elastic Foundation, Engesser-Timoshenko Beam Theory.

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1634 Positive Solutions for Three-Point Boundary Value Problems of Third-Order Nonlinear Singular Differential Equations in Banach Space

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for singular differential equation in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation.

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1633 An Economic Evaluation of Subjective Well-Being Derived from Sport Participation

Authors: Huei-Fu Lu

Abstract:

This study links up the theories of social psychology, economics and sport management to assess the impact of sport participation on subjective well-being (SWB) and use a simple statistic method to estimate the relative monetary value that sport participation derives SWB for Taiwan-s college students. By constructing proper measurements on sport participation and SWB respectively, a structural equation model (SEM) is developed to perform a confirmatory factory analysis, and the causal relationship between sport participation and SWB as well as the effect of the demographic variables on these two concepts are also discussed.

Keywords: Demographics, Economic value, Sport participation, Structural equation modeling (SEM), Subjective well-being.

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1632 The Application of HLLC Numerical Solver to the Reduced Multiphase Model

Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

Abstract:

The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

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1631 Fourier Galerkin Approach to Wave Equation with Absorbing Boundary Conditions

Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic

Abstract:

Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.

Keywords: Absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation.

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1630 Two-Dimensional Solitary Wave Solution to the Quadratic Nonlinear Schrdinger Equation

Authors: Sarun Phibanchon

Abstract:

The solitary wave solution of the quadratic nonlinear Schrdinger equation is determined by the iterative method called Petviashvili method. This solution is also used for the initial condition for the time evolution to study the stability analysis. The spectral method is applied for the time evolution.

Keywords: soliton, iterative method, spectral method, plasma

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1629 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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1628 Study of Explicit Finite Difference Method in One Dimensional System

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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1627 A New Derivative-Free Quasi-Secant Algorithm For Solving Non-Linear Equations

Authors: F. Soleymani, M. Sharifi

Abstract:

Most of the nonlinear equation solvers do not converge always or they use the derivatives of the function to approximate the root of such equations. Here, we give a derivative-free algorithm that guarantees the convergence. The proposed two-step method, which is to some extent like the secant method, is accompanied with some numerical examples. The illustrative instances manifest that the rate of convergence in proposed algorithm is more than the quadratically iterative schemes.

Keywords: Non-linear equation, iterative methods, derivative-free, convergence.

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1626 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C

Authors: A.Tajaddini

Abstract:

In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.

Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.

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1625 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1

Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti

Abstract:

In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.

Keywords: Feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation.

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1624 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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1623 A Finite Element Solution of the Mathematical Model for Smoke Dispersion from Two Sources

Authors: Nopparat Pochai

Abstract:

Smoke discharging is a main reason of air pollution problem from industrial plants. The obstacle of a building has an affect with the air pollutant discharge. In this research, a mathematical model of the smoke dispersion from two sources and one source with a structural obstacle is considered. The governing equation of the model is an isothermal mass transfer model in a viscous fluid. The finite element method is used to approximate the solutions of the model. The triangular linear elements have been used for discretising the domain, and time integration has been carried out by semi-implicit finite difference method. The simulations of smoke dispersion in cases of one chimney and two chimneys are presented. The maximum calculated smoke concentration of both cases are compared. It is then used to make the decision for smoke discharging and air pollutant control problems on industrial area.

Keywords: Air pollution, Smoke dispersion, Finite element method, Stream function, Vorticity equation, Convection-diffusion equation, Semi-implicit method

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1622 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F

Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

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1621 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

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1620 Comparison of Finite Difference Schemes for Water Flow in Unsaturated Soils

Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani

Abstract:

Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.

Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.

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