• Journal of applied mathematics & informatics
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• v.26 no.5_6
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• pp.1273-1287
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• 2008

In this paper, the numerical integration method for general singularly perturbed two point boundary value problems with mixed boundary conditions of both left and right end boundary layer is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.49-65
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• 2006

A robust numerical method for a singularly perturbed second-order ordinary differential equation having two parameters with a discontinuous source term is presented in this article. Theoretical bounds are derived for the derivatives of the solution and its smooth and singular components. An appropriate piecewise uniform mesh is constructed, and classical upwind finite difference schemes are used on this mesh to obtain the discrete system of equations. Parameter-uniform error bounds for the numerical approximations are established. Numerical results are provided to illustrate the convergence of the numerical approximations.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.17 no.1
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• pp.83-91
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• 2004

Nonlinear system responses of an impact system under randomly perturbed harmonic excitations are predicted in the probability domain by adopting the semi-analytical procedure previously developed. The semi-analytical procedure is obtained by solving the Fokker-Planck equation corresponding to the stochastic differential equation of the given impact system by utilizing the path-integral solution. The evolutionary joint probability density functions are generated by using the method, and the characteristics of nonlinear dynamic response behaviors of the system are examined. Noise effects on the responses are also examined. It Is found that the semi-analytical method can provides the accurate information of the responses via the joint probability functions for the impact system. It is found that the noises weaken and eventually terminate the chaos in the responses, but it is also found that the chaotic signatures reside in the presence of the external noise with relatively high intensity. The joint probability density function shows that the ensemble of the system responses are weakly stationary.

• Interaction and multiscale mechanics
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• v.4 no.4
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• pp.291-311
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• 2011

To simulate the self excited torsional vibrations of rotating drill strings (DSs) in vertical bore-holes, the nonlinear wave models of homogeneous and sectional torsional pendulums are formulated. The stated problem is shown to be of singularly perturbed type because the coefficient appearing before the second derivative of the constitutive nonlinear differential equation is small. The diapasons ${\omega}_b\leq{\omega}\leq{\omega}_l$ of angular velocity ${\omega}$ of the DS rotation are found, where the torsional auto-oscillations (of limit cycles) of the DS bit are generated. The variation of the limit cycle states, i.e. birth (${\omega}={\omega}_b$), evolution (${\omega}_b<{\omega}<{\omega}_l$) and loss (${\omega}={\omega}_l$), with the increase in angular velocity ${\omega}$ is analyzed. It is observed that firstly, at birth state of bifurcation of the limit cycle, the auto-oscillation generated proceeds in the regime of fast and slow motions (multiscale motion) with very small amplitude and it has a relaxation mode with nearly discontinuous angular velocities of elastic twisting. The vibration amplitude increases as ${\omega}$ increases, and then it decreases as ${\omega}$ approaches ${\omega}_l$. Sectional drill strings are also considered, and the conditions of the solution at the point of the upper and lower section joints are deduced. Besides, the peculiarities of the auto-oscillations of the sectional DSs are discussed.

• Communications for Statistical Applications and Methods
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• v.22 no.1
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• pp.95-103
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• 2015

We introduce a surplus process which follows a diffusion process with positive drift and is subject to two types of claim. We assume that type I claim occurs more frequently, however, its size is stochastically smaller than type II claim. We obtain the ruin probability that the level of the surplus becomes negative, and then, decompose the ruin probability into three parts, two ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example, when the sizes of both types of claim are exponentially distributed, to compare the impacts of two types of claim on the ruin probability of the surplus along with that of the diffusion process.

• Journal of Astronomy and Space Sciences
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• v.15 no.1
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• pp.209-220
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• 1998

The stability problem of steady motion of a rigid body with multi-elastic appendages and multi-liquid-filled cavities, in the presence of no external forces or torque, is considered in this paper. The flexible appendages are modeled as the clamped -free-free-free rectangular plates, or/and as the discrete mass- spring sub-system. The motion of liquid in every single ellipsoidal cavity is modeled as the uniform vortex motion with a finite number of degrees of freedom. Assuming that stationary holonomic constraints imposed on the body allow its rotation about a spatially fixed axis, the equation of motion for such a systematic configuration can be very complex. It consists of a set of ordinary differential equations for the motion of the rigid body, the uniform rotation of the contained liquids, the motion of discrete elastic parts, and a set of partial differential equations for the elastic appendages supplemented by appropriate initial and boundary conditions. In addition, for such a hybrid system, under suitable assumptions, their equations of motion have four types of first integrals, i.e., energy and area, Helmholtz' constancy of liquid - vortexes, and the constant of the Poisson equation of motion. Chetaev's effective method for constructing Liapunov functions in the form of a set of first integrals of the equations of the perturbed motion is employed to investigate the sufficient stability conditions of steady motions of the complete system in the sense of Liapunov, i.e., with respect to the variables determining the motion of the solid body and to some quantities which define integrally the motion of flexible appendages. These sufficient conditions take into account the vortexes of the contained liquids, the vibration of the flexible components, and coupling among the liquid-elasticity solid.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.1-12
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• 2013

In this paper, we introduce a continuous-time risk model where the surplus follows a diffusion process with positive drift while being subject to two types of claims. We assume that the sizes of both types of claims are exponentially distributed and that type I claims occur more frequently, however, their sizes are smaller than type II claims. We obtain the ruin probability that the level of the surplus becomes negative, by establishing an integro-differential equation for the ruin probability. We also obtain the ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example to compare the impacts of two types of claim on the ruin probability of the surplus with that of the diffusion process in the risk model.