Search results for: ordinary differential equation

Authors: Ahmet Tekcan, Arzu Özkoç, Hatice Alkan

Abstract:

In this work, we consider the number of integer solutions of Diophantine equation D : y2 - 2yx - 3 = 0 over Z and also over finite fields Fp for primes p ≥ 5. Later we determine the number of rational points on curves Ep : y2 = Pp(x) = yp 1 + yp 2 over Fp, where y1 and y2 are the roots of D. Also we give a formula for the sum of x- and y-coordinates of all rational points (x, y) on Ep over Fp.

Keywords: Diophantine equation, Pell equation, quadratic form.

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Authors: M. Ghalambaz, A.R. Noghrehabadi, M.A. Behrang, E. Assareh, A. Ghanbarzadeh, N.Hedayat

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This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.

Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.

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Authors: Anuar Ishak

Abstract:

The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, mixed convection, stability analysis.

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Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal

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In the present paper, we obtain a sandwich-type theorem. As applications of our main result, we discuss the univalence and starlikeness of analytic functions in terms of certain differential subordinations and differential inequalities.

Keywords: Univalent function, Starlike function, Differential subordination, Differential superordination.

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Authors: Mohammad M. Toufigh, Ahad Ouria

Abstract:

This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.

Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.

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Authors: Vai Kuong Sin

Abstract:

Non-isothermal stagnation-point flow with consideration of thermal radiation is studied numerically. A set of partial differential equations that governing the fluid flow and energy is converted into a set of ordinary differential equations which is solved by Runge-Kutta method with shooting algorithm. Dimensionless wall temperature gradient and temperature boundary layer thickness for different combinaton of values of Prandtl number Pr and radiation parameter NR are presented graphically. Analyses of results show that the presence of thermal radiation in the stagnation-point flow is to increase the temperature boundary layer thickness and decrease the dimensionless wall temperature gradient.

Keywords: Stagnation-point flow, Similarity solution, Thermal radiation.

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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: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

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

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

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Authors: Y. V. Kim

Abstract:

This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.

Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing

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Authors: S.N.Paul, G.Pakira, B.Paul, B.Ghosh

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Nonlinear propagation of ion-acoustic waves in a selfgravitating dusty plasma consisting of warm positive ions, isothermal two-temperature electrons and negatively charged dust particles having charge fluctuations is studied using the reductive perturbation method. It is shown that the nonlinear propagation of ion-acoustic waves in such plasma can be described by an uncoupled third order partial differential equation which is a modified form of the usual Korteweg-deVries (KdV) equation. From this nonlinear equation, a new type of solution for the ion-acoustic wave is obtained. The effects of two-temperature electrons, gravity and dust charge fluctuations on the ion-acoustic solitary waves are discussed with possible applications.

Keywords: Charge fluctuations, gravitating dusty plasma, Ionacoustic solitary wave, Two-temperature electrons

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Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil

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As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.

Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.

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Authors: Tapas Kumar Sinha, Joseph Mathew

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Recently T. C. Au-Yeung, C.Au, and P. C. W. Fung [2] have given the solution of the KdV equation [1] to the boundary condition , where b is a constant. We have further extended the method of [2] to find the solution of the KdV equation with asymptotic degeneracy. Via simulations we find both bright and dark Solitons (i.e. Solitons with opposite phases).

Keywords: KdV equation, Asymptotic Degeneracy, Solitons, Inverse Scattering

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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: G.Mehdiyeva, M.Imanova, V.Ibrahimov

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Beginning from the creator of integro-differential equations Volterra, many scientists have investigated these equations. Classic method for solving integro-differential equations is the quadratures method that is successfully applied up today. Unlike these methods, Makroglou applied hybrid methods that are modified and generalized in this paper and applied to the numerical solution of Volterra integro-differential equations. The way for defining the coefficients of the suggested method is also given.

Keywords: Integro-differential equations, initial value problem, hybrid methods, predictor-corrector method

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Authors: E. Aruchunan, J. Sulaiman

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The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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Authors: Faheem Ahmed, Fareed Ahmed, Yongheng Guo, Yong Yang

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This paper deals with a high-order accurate Runge Kutta Discontinuous Galerkin (RKDG) method for the numerical solution of the wave equation, which is one of the simple case of a linear hyperbolic partial differential equation. Nodal DG method is used for a finite element space discretization in 'x' by discontinuous approximations. This method combines mainly two key ideas which are based on the finite volume and finite element methods. The physics of wave propagation being accounted for by means of Riemann problems and accuracy is obtained by means of high-order polynomial approximations within the elements. High order accurate Low Storage Explicit Runge Kutta (LSERK) method is used for temporal discretization in 't' that allows the method to be nonlinearly stable regardless of its accuracy. The resulting RKDG methods are stable and high-order accurate. The L1 ,L2 and L∞ error norm analysis shows that the scheme is highly accurate and effective. Hence, the method is well suited to achieve high order accurate solution for the scalar wave equation and other hyperbolic equations.

Keywords: Nodal Discontinuous Galerkin Method, RKDG, Scalar Wave Equation, LSERK

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Authors: Nara Guimarães, Marcelo Aquino Martorano, Douglas Gouvêa

Abstract:

An investigation into Cahn-Hilliard equation was carried out through numerical simulation to identify a possible phase separation for one and two dimensional domains. It was observed that this equation can reproduce important mass fluxes necessary for phase separation within the miscibility gap and for coalescence of particles.

Keywords: Cahn-Hilliard equation, miscibility gap, phase separation.

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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: T. G. Emam

Abstract:

The effect of variable chemical reaction on heat and mass transfer characteristics over unsteady stretching surface embedded in a porus medium is studied. The governing time dependent boundary layer equations are transformed into ordinary differential equations containing chemical reaction parameter, unsteadiness parameter, Prandtl number and Schmidt number. These equations have been transformed into a system of first order differential equations. MATHEMATICA has been used to solve this system after obtaining the missed initial conditions. The velocity gradient, temperature, and concentration profiles are computed and discussed in details for various values of the different parameters.

Keywords: Heat and mass transfer, stretching surface, chemical reaction, porus medium.

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Authors: Hidetoshi Konno, Akio Suzuki

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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: 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: Zanariah Mohd Yusof, Siti Khuzaimah Soid, Ahmad Sukri Abd Aziz, Seripah Awang Kechil

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Unsteady magnetohydrodynamics (MHD) boundary layer flow and heat transfer over a continuously stretching surface in the presence of radiation is examined. By similarity transformation, the governing partial differential equations are transformed to a set of ordinary differential equations. Numerical solutions are obtained by employing the Runge-Kutta-Fehlberg method scheme with shooting technique in Maple software environment. The effects of unsteadiness parameter, radiation parameter, magnetic parameter and Prandtl number on the heat transfer characteristics are obtained and discussed. It is found that the heat transfer rate at the surface increases as the Prandtl number and unsteadiness parameter increase but decreases with magnetic and radiation parameter.

Keywords: Heat transfer, magnetohydrodynamics, radiation, unsteadiness.

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Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

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A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: Exponentially shrinking sheet, magnetic field, mixed convection, suction.

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Authors: Phool Singh, Ashok Jangid, N.S. Tomer, Deepa Sinha

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The aim of this paper is to study the oblique stagnation point flow on vertical plate with uniform surface heat flux in presence of magnetic field. Using Stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained using Runge-Kutta Fehlberg method with the help of shooting technique. In the present work the effects of striking angle, magnetic field parameter, Grashoff number, the Prandtl number on velocity and heat transfer characteristics have been discussed. Effect of above mentioned parameter on the position of stagnation point are also studied.

Keywords: Heat flux, Oblique stagnation point, Mixedconvection, Magneto hydrodynamics

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

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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

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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: 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

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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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