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Article
Publication date: 17 July 2023

Umer Saeed

The purpose of the present work is to introduce a wavelet method for the solution of linear and nonlinear psi-Caputo fractional initial and boundary value problem.

Abstract

Purpose

The purpose of the present work is to introduce a wavelet method for the solution of linear and nonlinear psi-Caputo fractional initial and boundary value problem.

Design/methodology/approach

The authors have introduced the new generalized operational matrices for the psi-CAS (Cosine and Sine) wavelets, and these matrices are successfully utilized for the solution of linear and nonlinear psi-Caputo fractional initial and boundary value problem. For the nonlinear problems, the authors merge the present method with the quasilinearization technique.

Findings

The authors have drived the orthogonality condition for the psi-CAS wavelets. The authors have derived and constructed the psi-CAS wavelets matrix, psi-CAS wavelets operational matrix of psi-fractional order integral and psi-CAS wavelets operational matrix of psi-fractional order integration for psi-fractional boundary value problem. These matrices are successfully utilized for the solutions of psi-Caputo fractional differential equations. The purpose of these operational matrices is to make the calculations faster. Furthermore, the authors have derived the convergence analysis of the method. The procedure of implementation for the proposed method is also given. For the accuracy and applicability of the method, the authors implemented the method on some linear and nonlinear psi-Caputo fractional initial and boundary value problems and compare the obtained results with exact solutions.

Originality/value

Since psi-Caputo fractional differential equation is a new and emerging field, many engineers can utilize the present technique for the numerical simulations of their linear/non-linear psi-Caputo fractional differential models. To the best of the authors’ knowledge, the present work has never been introduced and implemented for psi-Caputo fractional differential equations.

Details

Engineering Computations, vol. 40 no. 6
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 12 July 2023

Xin Su, Eburilitu Bai and Guojun Hai

A unified framework for solving the bending, buckling and vibration problems of rectangular thin plates (RTPs) with four free edges (FFFF), including isotropic RTPs, orthotropic…

Abstract

Purpose

A unified framework for solving the bending, buckling and vibration problems of rectangular thin plates (RTPs) with four free edges (FFFF), including isotropic RTPs, orthotropic rectangular thin plates (ORTPs) and nano-rectangular plates, is established by using the symplectic superposition method (SSM).

Design/methodology/approach

The original fourth-order partial differential equation is first rewritten into Hamiltonian system. The class of boundary value problems of the original equation is decomposed into three subproblems, and each subproblem is given the corresponding symplectic eigenvalues and symplectic eigenvectors by using the separation variable method in Hamiltonian system. The symplectic orthogonality and completeness of symplectic eigen-vectors are proved. Then, the symplectic eigenvector expansion method is applied to solve the each subproblem. Then, the symplectic superposition solution of the boundary value problem of the original fourth-order partial differential equation is given through superposing analytical solutions of three foundation plates.

Findings

The bending, vibration and buckling problems of the rectangular nano-plate/isotropic rectangular thin plate/orthotropic rectangular thin plate with FFFF can be solved by the unified symplectic superposition solution respectively.

Originality/value

The symplectic superposition solution obtained is a reference solution to verify the feasibility of other methods. At the same time, it can be used for parameter analysis to deeply understand the mechanical behavior of related RTPs. The advantages of this method are as follows: (1) It provides a systematic framework for solving the boundary value problem of a class of fourth-order partial differential equations. It is expected to solve more complicated boundary value problems of partial differential equations. (2) SSM uses series expansion of symplectic eigenvectors to accurately describe the solution. Moreover, symplectic eigenvectors are orthogonal and directly reflect the orthogonal relationship of vibration modes. (3) The SSM can be carried to bending, buckling and free vibration problems of the same plate with other boundary conditions.

Details

Engineering Computations, vol. 40 no. 6
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 27 April 2023

Wanderson Ferreira dos Santos, Ayrton Ribeiro Ferreira and Sergio Persival Baroncini Proença

The present paper aims to explore a computational homogenisation procedure to investigate the full geometric representation of yield surfaces for isotropic porous ductile media…

Abstract

Purpose

The present paper aims to explore a computational homogenisation procedure to investigate the full geometric representation of yield surfaces for isotropic porous ductile media. The effects of cell morphology and imposed boundary conditions are assessed. The sensitivity of the yield surfaces to the Lode angle is also investigated in detail.

Design/methodology/approach

The microscale of the material is modelled by the concept of Representative Volume Element (RVE) or unit cell, which is numerically simulated through three-dimensional finite element analyses. Numerous loading conditions are considered to create complete yield surfaces encompassing high, intermediate and low triaxialities. The influence of cell morphology on the yield surfaces is assessed considering a spherical cell with spherical void and a cubic RVE with spherical void, both under uniform strain boundary condition. The use of spherical cell is interesting as preferential directions in the effective behaviour are avoided. The periodic boundary condition, which favours strain localization, is imposed on the cubic RVE to compare the results. Small strains are assumed and the cell matrix is considered as a perfect elasto-plastic material following the von Mises yield criterion.

Findings

Different morphologies for the cell imply in different yield conditions for the same load situations. The yield surfaces in correspondence to periodic boundary condition show significant differences compared to those obtained by imposing uniform strain boundary condition. The stress Lode angle has a strong influence on the geometry of the yield surfaces considering low and intermediate triaxialities.

Originality/value

The exhaustive computational study of the effects of cell morphologies and imposed boundary conditions fills a gap in the full representation of the flow surfaces. The homogenisation-based strategy allows us to further investigate the influence of the Lode angle on the yield surfaces.

Details

Engineering Computations, vol. 40 no. 4
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 11 January 2023

Quy Dong To and Guy Bonnet

The purpose of this paper is to solve the local problem involving strong contrast heterogeneous conductive material, with application to gas-filled porous media with both perfect…

Abstract

Purpose

The purpose of this paper is to solve the local problem involving strong contrast heterogeneous conductive material, with application to gas-filled porous media with both perfect and imperfect Kapitza boundary conditions at the bi-material interface. The effective parameters like the dynamic conductivity and the thermal permeability in the acoustics of porous media are also derived from the cell solution.

Design/methodology/approach

The Fourier transform method is used to solve frequency-dependent heat transfer problems. The periodic Lippmann–Schwinger integral equation in Fourier space with source term is first formulated using discrete Green operators and modified wavevectors, which can then be solved by iteration schemes.

Findings

Numerical examples show that the schemes converge fast and yield accurate results when compared with analytical solution for benchmark problems.

Originality/value

The formulation of the method is constructed using static and dynamic Green operators and can be applied to pixelized microstructure issued from tomography images.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 33 no. 6
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 22 December 2023

Iskandar Waini, Farah Nadzirah Jamrus, Natalia C. Roșca, Alin V. Roșca and Ioan Pop

This study aims to investigate the dual solutions for axisymmetric flow and heat transfer due to a permeable radially shrinking disk in copper oxide (CuO) and silver (Ag) hybrid…

Abstract

Purpose

This study aims to investigate the dual solutions for axisymmetric flow and heat transfer due to a permeable radially shrinking disk in copper oxide (CuO) and silver (Ag) hybrid nanofluids with radiation effect.

Design/methodology/approach

The partial differential equations that governed the problem will undergo a transformation into a set of similarity equations. Following this transformation, a numerical solution will be obtained using the boundary value problem solver, bvp4c, built in the MATLAB software. Later, analysis and discussion are conducted to specifically examine how various physical parameters affect both the flow characteristics and the thermal properties of the hybrid nanofluid.

Findings

Dual solutions are discovered to occur for the case of shrinking disk (λ < 0). Stronger suction triggers the critical values’ expansion and delays the boundary layer separation. Through stability analysis, it is determined that one of the solutions is stable, whereas the other solution exhibits instability, over time. Moreover, volume fraction upsurge enhances skin friction and heat transfer in hybrid nanofluid. The hybrid nanofluid’s heat transfer also heightened with the influence of radiation.

Originality/value

Flow over a shrinking disk has received limited research focus, in contrast to the extensively studied axisymmetric flow problem over a diverse set of geometries such as flat surfaces, curved surfaces and cylinder. Hence, this study highlights the axisymmetric flow due to a shrinking disk under radiation influence, using hybrid nanofluids containing CuO and Ag. Upon additional analysis, it is evidently shows that only one of the solutions exhibits stability, making it a physically dependable choice in practical applications. The authors are very confident that the findings of this study are novel, with several practical uses of hybrid nanofluids in modern industry.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 34 no. 3
Type: Research Article
ISSN: 0961-5539

Keywords

Open Access
Article
Publication date: 31 May 2022

Salah Benhiouna, Azzeddine Bellour and Rachida Amiar

A generalization of Ascoli–Arzelá theorem in Banach spaces is established. Schauder's fixed point theorem is used to prove the existence of a solution for a boundary value problem…

Abstract

Purpose

A generalization of Ascoli–Arzelá theorem in Banach spaces is established. Schauder's fixed point theorem is used to prove the existence of a solution for a boundary value problem of higher order. The authors’ results are obtained under, rather, general assumptions.

Design/methodology/approach

First, a generalization of Ascoli–Arzelá theorem in Banach spaces in Cn is established. Second, this new generalization with Schauder's fixed point theorem to prove the existence of a solution for a boundary value problem of higher order is used. Finally, an illustrated example is given.

Findings

There is no funding.

Originality/value

In this work, a new generalization of Ascoli–Arzelá theorem in Banach spaces in Cn is established. To the best of the authors’ knowledge, Ascoli–Arzelá theorem is given only in Banach spaces of continuous functions. In the second part, this new generalization with Schauder's fixed point theorem is used to prove the existence of a solution for a boundary value problem of higher order, where the derivatives appear in the non-linear terms.

Details

Arab Journal of Mathematical Sciences, vol. 29 no. 2
Type: Research Article
ISSN: 1319-5166

Keywords

Open Access
Article
Publication date: 27 November 2023

J.I. Ramos and Carmen María García López

The purpose of this paper is to analyze numerically the blowup in finite time of the solutions to a one-dimensional, bidirectional, nonlinear wave model equation for the…

215

Abstract

Purpose

The purpose of this paper is to analyze numerically the blowup in finite time of the solutions to a one-dimensional, bidirectional, nonlinear wave model equation for the propagation of small-amplitude waves in shallow water, as a function of the relaxation time, linear and nonlinear drift, power of the nonlinear advection flux, viscosity coefficient, viscous attenuation, and amplitude, smoothness and width of three types of initial conditions.

Design/methodology/approach

An implicit, first-order accurate in time, finite difference method valid for semipositive relaxation times has been used to solve the equation in a truncated domain for three different initial conditions, a first-order time derivative initially equal to zero and several constant wave speeds.

Findings

The numerical experiments show a very rapid transient from the initial conditions to the formation of a leading propagating wave, whose duration depends strongly on the shape, amplitude and width of the initial data as well as on the coefficients of the bidirectional equation. The blowup times for the triangular conditions have been found to be larger than those for the Gaussian ones, and the latter are larger than those for rectangular conditions, thus indicating that the blowup time decreases as the smoothness of the initial conditions decreases. The blowup time has also been found to decrease as the relaxation time, degree of nonlinearity, linear drift coefficient and amplitude of the initial conditions are increased, and as the width of the initial condition is decreased, but it increases as the viscosity coefficient is increased. No blowup has been observed for relaxation times smaller than one-hundredth, viscosity coefficients larger than ten-thousandths, quadratic and cubic nonlinearities, and initial Gaussian, triangular and rectangular conditions of unity amplitude.

Originality/value

The blowup of a one-dimensional, bidirectional equation that is a model for the propagation of waves in shallow water, longitudinal displacement in homogeneous viscoelastic bars, nerve conduction, nonlinear acoustics and heat transfer in very small devices and/or at very high transfer rates has been determined numerically as a function of the linear and nonlinear drift coefficients, power of the nonlinear drift, viscosity coefficient, viscous attenuation, and amplitude, smoothness and width of the initial conditions for nonzero relaxation times.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 34 no. 3
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 28 April 2023

Suheil Khuri and Reem Assadi

The purpose of this paper is to find approximate solutions for a general class of fractional order boundary value problems that arise in engineering applications.

Abstract

Purpose

The purpose of this paper is to find approximate solutions for a general class of fractional order boundary value problems that arise in engineering applications.

Design/methodology/approach

A newly developed semi-analytical scheme will be applied to find approximate solutions for fractional order boundary value problems. The technique is regarded as an extension of the well-established variation iteration method, which was originally proposed for initial value problems, to cover a class of boundary value problems.

Findings

It has been demonstrated that the method yields approximations that are extremely accurate and have uniform distributions of error throughout their domain. The numerical examples confirm the method’s validity and relatively fast convergence.

Originality/value

The generalized variational iteration method that is presented in this study is a novel strategy that can handle fractional boundary value problem more effectively than the classical variational iteration method, which was designed for initial value problems.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 33 no. 7
Type: Research Article
ISSN: 0961-5539

Keywords

Open Access
Article
Publication date: 19 April 2024

Bong-Gyu Jang and Hyeng Keun Koo

We present an approach for pricing American put options with a regime-switching volatility. Our method reveals that the option price can be expressed as the sum of two components…

Abstract

We present an approach for pricing American put options with a regime-switching volatility. Our method reveals that the option price can be expressed as the sum of two components: the price of a European put option and the premium associated with the early exercise privilege. Our analysis demonstrates that, under these conditions, the perpetual put option consistently commands a higher price during periods of high volatility compared to those of low volatility. Moreover, we establish that the optimal exercise boundary is lower in high-volatility regimes than in low-volatility regimes. Additionally, we develop an analytical framework to describe American puts with an Erlang-distributed random-time horizon, which allows us to propose a numerical technique for approximating the value of American puts with finite expiry. We also show that a combined approach involving randomization and Richardson extrapolation can be a robust numerical algorithm for estimating American put prices with finite expiry.

Details

Journal of Derivatives and Quantitative Studies: 선물연구, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1229-988X

Keywords

Article
Publication date: 3 April 2023

Nam Mai-Duy, Cam Minh Tri Tien, Dmitry Strunin and Warna Karunasena

The purpose of this paper is to present a new discretisation scheme, based on equation-coupled approach and high-order five-point integrated radial basis function (IRBF…

Abstract

Purpose

The purpose of this paper is to present a new discretisation scheme, based on equation-coupled approach and high-order five-point integrated radial basis function (IRBF) approximations, for solving the first biharmonic equation, and its applications in fluid dynamics.

Design/methodology/approach

The first biharmonic equation, which can be defined in a rectangular or non-rectangular domain, is replaced by two Poisson equations. The field variables are approximated on overlapping local regions of only five grid points, where the IRBF approximations are constructed to include nodal values of not only the field variables but also their second-order derivatives and higher-order ones along the grid lines. In computing the Dirichlet boundary condition for an intermediate variable, the integration constants are used to incorporate the boundary values of the first-order derivative into the boundary IRBF approximation.

Findings

These proposed IRBF approximations on the stencil and on the boundary enable the boundary values of the derivative to be exactly imposed, and the IRBF solution to be much more accurate and not influenced much by the RBF width. The error is reduced at a rate that is much greater than four. In fluid dynamics applications, the method is able to capture well the structure of steady highly non-linear fluid flows using relatively coarse grids.

Originality/value

The main contribution of this study lies in the development of an effective high-order five-point stencil based on IRBFs for solving the first biharmonic equation in a coupled set of two Poisson equations. A fast rate of convergence (up to 11) is achieved.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 33 no. 7
Type: Research Article
ISSN: 0961-5539

Keywords

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