• Title/Summary/Keyword: nonlinear solution scheme

Search Result 171, Processing Time 0.024 seconds

QUADRATIC B-SPLINE GALERKIN SCHEME FOR THE SOLUTION OF A SPACE-FRACTIONAL BURGERS' EQUATION

  • Khadidja Bouabid;Nasserdine Kechkar
    • Journal of the Korean Mathematical Society
    • /
    • v.61 no.4
    • /
    • pp.621-657
    • /
    • 2024
  • In this study, the numerical solution of a space-fractional Burgers' equation with initial and boundary conditions is considered. This equation is the simplest nonlinear model for diffusive waves in fluid dynamics. It occurs in a variety of physical phenomena, including viscous sound waves, waves in fluid-filled viscous elastic pipes, magneto-hydrodynamic waves in a medium with finite electrical conductivity, and one-dimensional turbulence. The proposed QBS/CNG technique consists of the Galerkin method with a function basis of quadratic B-splines for the spatial discretization of the space-fractional Burgers' equation. This is then followed by the Crank-Nicolson approach for time-stepping. A linearized scheme is fully constructed to reduce computational costs. Stability analysis, error estimates, and convergence rates are studied. Finally, some test problems are used to confirm the theoretical results and the proposed method's effectiveness, with the results displayed in tables, 2D, and 3D graphs.

EXISTENCE AND STABILITY RESULTS FOR STOCHASTIC FRACTIONAL NEUTRAL DIFFERENTIAL EQUATIONS WITH GAUSSIAN NOISE AND LÉVY NOISE

  • P. Umamaheswari;K. Balachandran;N. Annapoorani;Daewook Kim
    • Nonlinear Functional Analysis and Applications
    • /
    • v.28 no.2
    • /
    • pp.365-382
    • /
    • 2023
  • In this paper we prove the existence and uniqueness of solution of stochastic fractional neutral differential equations with Gaussian noise or Lévy noise by using the Picard-Lindelöf successive approximation scheme. Further stability results of nonlinear stochastic fractional dynamical system with Gaussian and Lévy noises are established. Examples are provided to illustrate the theoretical results.

Analysis of Frictional Contact Problems of Nonlinearly Deformable Bodies by Using Contact Error Vector (접촉 오차 벡터를 이용한 비선형 변형체의 마찰접촉 해석)

  • Lee, Kisu;Kim, Bang-Won
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.13 no.3
    • /
    • pp.305-319
    • /
    • 2000
  • Numerical solution lot frictional contact problems of nonlinearly deformable bodies having large deformation is presented. The contact conditions on the possible contact points are expressed by using the contact error vector, and the iterative scheme is used to reduce the contact error vector monotonically toward zero. At each iteration the solution consists of two steps : The first step is to revise the contact force by using the contact error vector given by the previous geometry, and the second step is to compute the displacement and the contact error vector by solving the equilibrium equation with the contact force given at the first step. Convergence of the iterative scheme to the correct solution is analyzed, and the numerical simulations we performed with a rigid-plastic membrane and a nonlinear elastic beam.

  • PDF

A STATISTICS INTERPOLATION METHOD: LINEAR PREDICTION IN A STOCK PRICE PROCESS

  • Choi, U-Jin
    • Journal of the Korean Mathematical Society
    • /
    • v.38 no.3
    • /
    • pp.657-667
    • /
    • 2001
  • We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

  • PDF

MONOTONE ITERATION SCHEME FOR A FORCED DUFFING EQUATION WITH NONLOCAL THREE-POINT CONDITIONS

  • Alsaedi, Ahmed
    • Communications of the Korean Mathematical Society
    • /
    • v.22 no.1
    • /
    • pp.53-64
    • /
    • 2007
  • In this paper, we apply the generalized quasilinearization technique to a forced Duffing equation with three-point mixed nonlinear nonlocal boundary conditions and obtain sequences of upper and lower solutions converging monotonically and quadratically to the unique solution of the problem.

Numerical simulation of fully nonlinear sloshing waves in three-dimensional tank under random excitation

  • Xu, Gang;Hamouda, A.M.S.;Khoo, B.C.
    • Ocean Systems Engineering
    • /
    • v.1 no.4
    • /
    • pp.355-372
    • /
    • 2011
  • Based on the fully nonlinear velocity potential theory, the liquid sloshing in a three dimensional tank under random excitation is studied. The governing Laplace equation with fully nonlinear boundary conditions on the moving free surface is solved using the indirect desingularized boundary integral equation method (DBIEM). The fourth-order predictor-corrector Adams-Bashforth-Moulton scheme (ABM4) and mixed Eulerian-Lagrangian (MEL) method are used for the time-stepping integration of the free surface boundary conditions. A smoothing scheme, B-spline curve, is applied to both the longitudinal and transverse directions of the tank to eliminate the possible saw-tooth instabilities. When the tank is undergoing one dimensional regular motion of small amplitude, the calculated results are found to be in very good agreement with linear analytical solution. In the simulation, the normal standing waves, travelling waves and bores are observed. The extensive calculation has been made for the tank undergoing specified random oscillation. The nonlinear effect of random sloshing wave is studied and the effect of peak frequency used for the generation of random oscillation is investigated. It is found that, even as the peak value of spectrum for oscillation becomes smaller, the maximum wave elevation on the side wall becomes bigger when the peak frequency is closer to the natural frequency.

A FINITE DIFFERENCE APPROXIMATION OF A SINGULAR BOUNDARY VALUE PROBLEM

  • Lee, H.Y.;Ohm, M.R.;Shin, J.Y.
    • Bulletin of the Korean Mathematical Society
    • /
    • v.35 no.3
    • /
    • pp.473-484
    • /
    • 1998
  • We consider a finite difference approximation to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is proved that the rate of convergence is $O(h^2)$. To obtain the solution of the finite difference equation, an iterative scheme converging monotonically to the solution of the finite difference equation is introduced. And the numerical experiment of this method is given.

  • PDF

Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network (통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.59 no.10
    • /
    • pp.1874-1881
    • /
    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

Design of Optimal Controller for TS Fuzzy Models and Its Application to Nonlinear Systems (TS 퍼지 모델을 이용한 최적 제어기 설계 및 비선형 시스템에서의 응용)

  • Chang, Wook;Joo, Young-Hoon;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.49 no.2
    • /
    • pp.68-73
    • /
    • 2000
  • This paper addresses the analysis and design of fuzzy control systems for a class of complex nonlinear systems. Firstly, the nonlinear system is represented by Takagi-Sugeno(TS) fuzzy model and the global controller is constructed by compensating each linear model in the rule of TS fuzzy model. The design of conventional TS fuzzy-model-based controller is composed of two processes. One is to determine the static state feedback gain of each local model and the other is to validate the stability of the designed fuzzy controller. In this paper, we propose an alternative methods for the design of TS fuzzy-model-based controller. The design scheme is based on the extension of conventional optimal control theory to the design of TS fuzzy-model-based controller. By using the proposed method, the design and stability analysis of the TS fuzzy model-based controller is reduced to the problem of finding the solution of a set of algebraic Riccati equations. And we use the recently developed interior point method to find the solution of AREs, where AREs are recast as the LMI formulation. A numerical simulation example is given to show the effectiveness and feasibiltiy of the proposed fuzzy controller design method.

  • PDF