Search results

1 – 10 of 98
Article
Publication date: 13 August 2019

Mohamed El-Beltagy

The paper aims to compare and clarify the differences and between the two well-known decomposition spectral techniques; the Winer–Chaos expansion (WCE) and the Winer–Hermite…

Abstract

Purpose

The paper aims to compare and clarify the differences and between the two well-known decomposition spectral techniques; the Winer–Chaos expansion (WCE) and the Winer–Hermite expansion (WHE). The details of the two decompositions are outlined. The difficulties arise when using the two techniques are also mentioned along with the convergence orders. The reader can also find a collection of references to understand the two decompositions with their origins. The geometrical Brownian motion is considered as an example for an important process with exact solution for the sake of comparison. The two decompositions are found practical in analysing the SDEs. The WCE is, in general, simpler, while WHE is more efficient as it is the limit of WCE when using infinite number of random variables. The Burgers turbulence is considered as a nonlinear example and WHE is shown to be more efficient in detecting the turbulence. In general, WHE is more efficient especially in case of nonlinear and/or non-Gaussian processes.

Design/methodology/approach

The paper outlined the technical and literature review of the WCE and WHE techniques. Linear and nonlinear processes are compared to outline the comparison along with the convergence of both techniques.

Findings

The paper shows that both decompositions are practical in solving the stochastic differential equations. The WCE is found simpler and WHE is the limit when using infinite number of random variables in WCE. The WHE is more efficient especially in case of nonlinear problems.

Research limitations/implications

Applicable for SDEs with square integrable processes and coefficients satisfying Lipschitz conditions.

Originality/value

This paper fulfils a comparison required by the researchers in the stochastic analysis area. It also introduces a simple efficient technique to model the flow turbulence in the physical domain.

Details

Engineering Computations, vol. 36 no. 7
Type: Research Article
ISSN: 0264-4401

Keywords

Content available

Abstract

Details

Kybernetes, vol. 41 no. 7/8
Type: Research Article
ISSN: 0368-492X

Article
Publication date: 13 June 2020

Tahir Nazir, Muhammad Abbas and Muhammad Kashif Iqbal

The purpose of this paper is to present a new cubic B-spline (CBS) approximation technique for the numerical treatment of coupled viscous Burgersequations arising in the study…

Abstract

Purpose

The purpose of this paper is to present a new cubic B-spline (CBS) approximation technique for the numerical treatment of coupled viscous Burgersequations arising in the study of fluid dynamics, continuous stochastic processes, acoustic transmissions and aerofoil flow theory.

Design/methodology/approach

The system of partial differential equations is discretized in time direction using the finite difference formulation, and the new CBS approximations have been used to interpolate the solution curves in the spatial direction. The theoretical estimation of stability and uniform convergence of the proposed numerical algorithm has been derived rigorously.

Findings

A different scheme based on the new approximation in CBS functions is proposed which is quite different from the existing methods developed (Mittal and Jiwari, 2012; Mittal and Arora, 2011; Mittal and Tripathi, 2014; Raslan et al., 2017; Shallal et al., 2019). Some numerical examples are presented to validate the performance and accuracy of the proposed technique. The simulation results have guaranteed the superior performance of the presented algorithm over the existing numerical techniques on approximate solutions of coupled viscous Burgersequations.

Originality/value

The current approach based on new CBS approximations is novel for the numerical study of coupled Burgersequations, and as far as we are aware, it has never been used for this purpose before.

Article
Publication date: 14 September 2012

R.C. Mittal and Ram Jiwari

The purpose of this paper is to use the polynomial differential quadrature method (PDQM) to find the numerical solutions of some Burgers'‐type nonlinear partial differential…

Abstract

Purpose

The purpose of this paper is to use the polynomial differential quadrature method (PDQM) to find the numerical solutions of some Burgers'‐type nonlinear partial differential equations.

Design/methodology/approach

The PDQM changed the nonlinear partial differential equations into a system of nonlinear ordinary differential equations (ODEs). The obtained system of ODEs is solved by Runge‐Kutta fourth order method.

Findings

Numerical results for the nonlinear evolution equations such as 1D Burgers', coupled Burgers', 2D Burgers' and system of 2D Burgers' equations are obtained by applying PDQM. The numerical results are found to be in good agreement with the exact solutions.

Originality/value

A comparison is made with those which are already available in the literature and the present numerical schemes are found give better solutions. The strong point of these schemes is that they are easy to apply, even in two‐dimensional nonlinear problems.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 22 no. 7
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 1 January 2013

R.C. Mittal, Ram Jiwari and Kapil K. Sharma

The purpose of this paper is to propose a numerical method to solve time dependent Burgers' equation with appropriate initial and boundary conditions.

Abstract

Purpose

The purpose of this paper is to propose a numerical method to solve time dependent Burgers' equation with appropriate initial and boundary conditions.

Design/methodology/approach

The presence of the nonlinearity in the problem leads to severe difficulties in the solution approximation. In construction of the numerical scheme, quasilinearization is used to tackle the nonlinearity of the problem which is followed by semi discretization for spatial direction using differential quadrature method (DQM). Semi discretization of the problem leads to a system of first order initial value problems which are followed by fully discretization using RK4 scheme. The method is analyzed for stability and convergence.

Findings

The method is illustrated and compared with existing methods via numerical experiments and it is found that the proposed method gives better accuracy and is quite easy to implement.

Originality/value

The new scheme is developed by using some numerical schemes. The scheme is analyzed for stability and convergence. In support of predicted theory some test examples are solved using the presented method.

Article
Publication date: 29 March 2013

Alper Korkmaz and İdris Dağ

The purpose of this paper is to simulate numerical solutions of nonlinear Burgers' equation with two well‐known problems in order to verify the accuracy of the cubic B‐spline…

Abstract

Purpose

The purpose of this paper is to simulate numerical solutions of nonlinear Burgers' equation with two well‐known problems in order to verify the accuracy of the cubic B‐spline differential quadrature methods.

Design/methodology/approach

Cubic B‐spline differential quadrature methods have been used to discretize the Burgers' equation in space and the resultant ordinary equation system is integrated via Runge‐Kutta method of order four in time. Numerical results are compared with each other and some former results by calculating discrete root mean square and maximum error norms in each case. A matrix stability analysis is also performed by determining eigenvalues of the coefficient matrices numerically.

Findings

Numerical results show that differential quadrature methods based on cubic B‐splines generate acceptable solutions of nonlinear Burgers' equation. Constructing hybrid algorithms containing various basis to determine the weighting coefficients for higher order derivative approximations is also possible.

Originality/value

Nonlinear Burgers' equation is solved by cubic B‐spline differential quadrature methods.

Article
Publication date: 1 July 1991

G. Adomian, R.C. Rach and R.E. Meyers

The decomposition model has demon‐strated accurate and physically realistic solutions of systems modelled by non‐linear equations. Linear or determin‐istic equations become simple…

Abstract

The decomposition model has demon‐strated accurate and physically realistic solutions of systems modelled by non‐linear equations. Linear or determin‐istic equations become simple special cases and the result is a general method of solution connecting the fields of ordinary and partial differential equations. No linearisation or resort to numerically intensive discretised methods is involved. The avoidance of these limiting and restrictive methods offers physically correct solutions as well as insights into the behaviour of real systems where non‐linear effects play a crucial role. In difficult applications, such as those now approached by computational fluid dynamics, the potential saving in computation will be substantial. The method clearly offers the potential of a significant step forward in the rapid solution of complex applications in a time and memory‐saving manner with important implications for computa‐tional analysis and modelling.

Details

Kybernetes, vol. 20 no. 7
Type: Research Article
ISSN: 0368-492X

Keywords

Book part
Publication date: 7 June 2013

Nhuong Tran, Norbert Wilson and Diane Hite

The purpose of the chapter is to test the hypothesis that food safety (chemical) standards act as barriers to international seafood imports. We use zero-accounting gravity models…

Abstract

The purpose of the chapter is to test the hypothesis that food safety (chemical) standards act as barriers to international seafood imports. We use zero-accounting gravity models to test the hypothesis that food safety (chemical) standards act as barriers to international seafood imports. The chemical standards on which we focus include chloramphenicol required performance limit, oxytetracycline maximum residue limit, fluoro-quinolones maximum residue limit, and dichlorodiphenyltrichloroethane (DDT) pesticide residue limit. The study focuses on the three most important seafood markets: the European Union’s 15 members, Japan, and North America.Our empirical results confirm the hypothesis and are robust to the OLS as well as alternative zero-accounting gravity models such as the Heckman estimation and the Poisson family regressions. For the choice of the best model specification to account for zero trade and heteroskedastic issues, it is inconclusive to base on formal statistical tests; however, the Heckman sample selection and zero-inflated negative binomial (ZINB) models provide the most reliable parameter estimates based on the statistical tests, magnitude of coefficients, economic implications, and the literature findings. Our findings suggest that continually tightening of seafood safety standards has had a negative impact on exporting countries. Increasing the stringency of regulations by reducing analytical limits or maximum residue limits in seafood in developed countries has negative impacts on their bilateral seafood imports. The chapter furthers the literature on food safety standards on international trade. We show competing gravity model specifications and provide additional evidence that no one gravity model is superior.

Details

Nontariff Measures with Market Imperfections: Trade and Welfare Implications
Type: Book
ISBN: 978-1-78190-754-2

Keywords

Article
Publication date: 7 October 2013

Gul Polat and Befrin Neval Bingol

The main objective of this paper is to show how fuzzy logic and multiple regression analysis (MRA) techniques can be used by construction companies for determining the size of…

Abstract

Purpose

The main objective of this paper is to show how fuzzy logic and multiple regression analysis (MRA) techniques can be used by construction companies for determining the size of contingency that will be included in bid prices for international construction projects in a more systematic way and to compare their modelling performances.

Design/methodology/approach

The steps followed in the execution of this study mainly consists of: conducting a literature review on international construction in order to identify the factors that may affect contingency amounts that will be included in bid prices for international construction projects; developing the general framework of the proposed contingency estimation model; designing a questionnaire based on the information gathered from the literature review, delivering these questionnaires to construction experts, and obtaining the actual data of 36 international construction projects; developing a fuzzy logic model based on expert judgments and three multiple regression analysis models (MRAM) using the collected data; and comparing the performances of these approaches.

Findings

In this study, a fuzzy logic model and three MRAM were developed. Their modelling performances were compared using actual data obtained from 36 international construction projects that had been completed by 20 large-scale Turkish construction companies in 14 different countries. It is found that the developed fuzzy logic model outperforms the MRAM built for the studied projects.

Originality/value

This study shows that fuzzy logic and MRA techniques can be successfully used by construction companies, which predominantly do business in foreign countries, for estimating the size of cost contingency that will be included in bid prices for international construction projects. The modelling performances of fuzzy logic and MRAM are also compared.

Details

Construction Innovation, vol. 13 no. 4
Type: Research Article
ISSN: 1471-4175

Keywords

Article
Publication date: 9 May 2024

Yufeng Zhang and Lizhen Wang

Fractional Fokker-Planck equation (FFPE) and time fractional coupled Boussinesq-Burger equations (TFCBBEs) play important roles in the fields of solute transport, fluid dynamics…

Abstract

Purpose

Fractional Fokker-Planck equation (FFPE) and time fractional coupled Boussinesq-Burger equations (TFCBBEs) play important roles in the fields of solute transport, fluid dynamics, respectively. Although there are many methods for solving the approximate solution, simple and effective methods are more preferred. This paper aims to utilize Laplace Adomian decomposition method (LADM) to construct approximate solutions for these two types of equations and gives some examples of numerical calculations, which can prove the validity of LADM by comparing the error between the calculated results and the exact solution.

Design/methodology/approach

This paper analyzes and investigates the time-space fractional partial differential equations based on the LADM method in the sense of Caputo fractional derivative, which is a combination of the Laplace transform and the Adomian decomposition method. LADM method was first proposed by Khuri in 2001. Many partial differential equations which can describe the physical phenomena are solved by applying LADM and it has been used extensively to solve approximate solutions of partial differential and fractional partial differential equations.

Findings

This paper obtained an approximate solution to the FFPE and TFCBBEs by using the LADM. A number of numerical examples and graphs are used to compare the errors between the results and the exact solutions. The results show that LADM is a simple and effective mathematical technique to construct the approximate solutions of nonlinear time-space fractional equations in this work.

Originality/value

This paper verifies the effectiveness of this method by using the LADM to solve the FFPE and TFCBBEs. In addition, these two equations are very meaningful, and this paper will be helpful in the study of atmospheric diffusion, shallow water waves and other areas. And this paper also generalizes the drift and diffusion terms of the FFPE equation to the general form, which provides a great convenience for our future studies.

1 – 10 of 98